# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-26-013226
**Filing Date:** 2026-6
**Character Count:** 1567369
**Document Hash:** 0c18857c5289dee71e6e322f8c66e0d1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013226.hdr.sgml**: 20260604

**ACCESSION NUMBER**: 0002071691-26-013226

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260604

**DATE AS OF CHANGE**: 20260604

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

### FEDFUND (Series ID: S000001475)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** FEDFUND

**LEI of Series:** 549300T8K043VZEOVK74

**EDGAR Series Identifier:** S000001475

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

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

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

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

### Service Providers
| Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | BlackRock Advisors, LLC                                      | 801-47710         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| Administrator                 | BlackRock Advisors, LLC                                      |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 47 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $186393121182.79

- **Amortized Cost of Portfolio Securities:** $186410414025.94

- **Cash:** $6465662001.14

- **Total Other Assets:** $909580744.67

- **Total Liabilities:** $2203284177.29

- **Net Assets of Series:** $191582372594.46

- **Number of Shares Outstanding (Series):** 191647662467.3400

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $123155494302.42          | $145463492032.15           | 64.3300%                  | 75.9800%                   |
| 2026-05-04 | $120719818308.82          | $143688925569.19           | 63.5800%                  | 75.6800%                   |
| 2026-05-05 | $127560593494.35          | $145871990766.65           | 66.2500%                  | 75.7600%                   |
| 2026-05-06 | $126023370025.10          | $146317922655.03           | 65.0000%                  | 75.4700%                   |
| 2026-05-07 | $122091513979.46          | $145559225082.40           | 63.0700%                  | 75.2000%                   |
| 2026-05-08 | $119168922673.31          | $141636221148.69           | 62.8400%                  | 74.6800%                   |
| 2026-05-11 | $120311655874.85          | $146640624996.27           | 62.3700%                  | 76.0200%                   |
| 2026-05-12 | $126965166356.10          | $149194290205.27           | 64.9300%                  | 76.3000%                   |
| 2026-05-13 | $127690951887.75          | $151638829059.53           | 64.4500%                  | 76.5400%                   |
| 2026-05-14 | $123064184797.38          | $149789589864.40           | 62.7700%                  | 76.4100%                   |
| 2026-05-15 | $124136873482.15          | $150220683809.47           | 62.7300%                  | 75.9100%                   |
| 2026-05-18 | $128464859287.40          | $154340567863.99           | 63.9000%                  | 76.7700%                   |
| 2026-05-19 | $128806189145.29          | $149180923192.31           | 65.6800%                  | 76.0700%                   |
| 2026-05-20 | $130580993525.20          | $149107299847.11           | 66.5400%                  | 75.9800%                   |
| 2026-05-21 | $129207347338.42          | $148228930290.38           | 66.0800%                  | 75.8100%                   |
| 2026-05-22 | $132345047357.98          | $151368446583.04           | 66.6200%                  | 76.1900%                   |
| 2026-05-26 | $129863402954.78          | $149585928597.68           | 66.1100%                  | 76.1500%                   |
| 2026-05-27 | $128339918604.85          | $147234619030.02           | 65.8100%                  | 75.5000%                   |
| 2026-05-28 | $127612521133.23          | $151958333739.57           | 63.4300%                  | 75.5400%                   |
| 2026-05-29 | $120038424775.78          | $144505179949.59           | 62.0000%                  | 74.6400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7100%             |
| 2026-05-04 | 3.7000%             |
| 2026-05-05 | 3.7000%             |
| 2026-05-06 | 3.7000%             |
| 2026-05-07 | 3.6900%             |
| 2026-05-08 | 3.6900%             |
| 2026-05-11 | 3.6800%             |
| 2026-05-12 | 3.6800%             |
| 2026-05-13 | 3.6800%             |
| 2026-05-14 | 3.6800%             |
| 2026-05-15 | 3.6700%             |
| 2026-05-18 | 3.6600%             |
| 2026-05-19 | 3.6600%             |
| 2026-05-20 | 3.6500%             |
| 2026-05-21 | 3.6400%             |
| 2026-05-22 | 3.6400%             |
| 2026-05-26 | 3.6400%             |
| 2026-05-27 | 3.6500%             |
| 2026-05-28 | 3.6600%             |
| 2026-05-29 | 3.6700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9996                      |
|  |  |
| 2026-05-04 | 0.9996                      |
|  |  |
| 2026-05-05 | 0.9996                      |
|  |  |
| 2026-05-06 | 0.9996                      |
|  |  |
| 2026-05-07 | 0.9996                      |
|  |  |
| 2026-05-08 | 0.9997                      |
|  |  |
| 2026-05-11 | 0.9996                      |
|  |  |
| 2026-05-12 | 0.9996                      |
|  |  |
| 2026-05-13 | 0.9996                      |
|  |  |
| 2026-05-14 | 0.9996                      |
|  |  |
| 2026-05-15 | 0.9996                      |
|  |  |
| 2026-05-18 | 0.9996                      |
|  |  |
| 2026-05-19 | 0.9996                      |
|  |  |
| 2026-05-20 | 0.9996                      |
|  |  |
| 2026-05-21 | 0.9996                      |
|  |  |
| 2026-05-22 | 0.9996                      |
|  |  |
| 2026-05-26 | 0.9996                      |
|  |  |
| 2026-05-27 | 0.9996                      |
|  |  |
| 2026-05-28 | 0.9996                      |
|  |  |
| 2026-05-29 | 0.9996                      |
|  |  |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $8987381418.13

- **Number of Shares Outstanding:** 8990443906.4500

- **Expense Reimbursement/Waiver:** 112615.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $16995035.35              | $1041177.55             |
| 2026-05-04 | $32177935.42              | $91242725.48            |
| 2026-05-05 | $15238913.98              | $324227557.92           |
| 2026-05-06 | $269136450.57             | $612822.71              |
| 2026-05-07 | $264514286.86             | $734023359.91           |
| 2026-05-08 | $24092031.73              | $24499805.97            |
| 2026-05-11 | $236350603.39             | $13948097.84            |
| 2026-05-12 | $32978875.73              | $13822718.00            |
| 2026-05-13 | $315615721.92             | $12124417.40            |
| 2026-05-14 | $50469870.52              | $278340512.82           |
| 2026-05-15 | $282675477.35             | $177731118.34           |
| 2026-05-18 | $2223891.73               | $97664893.34            |
| 2026-05-19 | $14731787.38              | $340392238.46           |
| 2026-05-20 | $289401171.16             | $170321.02              |
| 2026-05-21 | $107453.61                | $297048134.45           |
| 2026-05-22 | $14954294.04              | $48967918.67            |
| 2026-05-26 | $599558.07                | $25130401.68            |
| 2026-05-27 | $49238308.12              | $4793932.50             |
| 2026-05-28 | $40258170.49              | $63816314.71            |
| 2026-05-29 | $50959482.67              | $54359719.95            |

**Total Gross Subscriptions (Month):** $2002719320.09

**Total Gross Redemptions (Month):** $2603958188.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4400%           |
| 2026-05-04 | 3.4300%           |
| 2026-05-05 | 3.4300%           |
| 2026-05-06 | 3.4300%           |
| 2026-05-07 | 3.4200%           |
| 2026-05-08 | 3.4200%           |
| 2026-05-11 | 3.4100%           |
| 2026-05-12 | 3.4100%           |
| 2026-05-13 | 3.4100%           |
| 2026-05-14 | 3.4100%           |
| 2026-05-15 | 3.4000%           |
| 2026-05-18 | 3.3900%           |
| 2026-05-19 | 3.3900%           |
| 2026-05-20 | 3.3800%           |
| 2026-05-21 | 3.3700%           |
| 2026-05-22 | 3.3700%           |
| 2026-05-26 | 3.3700%           |
| 2026-05-27 | 3.3800%           |
| 2026-05-28 | 3.3900%           |
| 2026-05-29 | 3.4000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 61.6500%         | 0.0000%              |
| Depository institution or other banking institution |  | 35.5100%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $652327073.78

- **Number of Shares Outstanding:** 652549430.1500

- **Expense Reimbursement/Waiver:** 8001.02

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $710295.19                | $221259.88              |
| 2026-05-04 | $32627.30                 | $492808.82              |
| 2026-05-05 | $59977.68                 | $1500495.08             |
| 2026-05-06 | $244179.44                | $1755013.50             |
| 2026-05-07 | $386063.66                | $849125.57              |
| 2026-05-08 | $718151.90                | $458743.98              |
| 2026-05-11 | $563677.73                | $1181650.63             |
| 2026-05-12 | $155634.00                | $335600.55              |
| 2026-05-13 | $107541.30                | $2220647.46             |
| 2026-05-14 | $281893.58                | $5563315.06             |
| 2026-05-15 | $2893359.12               | $505474.45              |
| 2026-05-18 | $645718.39                | $729144.20              |
| 2026-05-19 | $141421.68                | $807769.19              |
| 2026-05-20 | $9588067.28               | $979825.72              |
| 2026-05-21 | $136421.45                | $2365141.27             |
| 2026-05-22 | $202763.15                | $192713.53              |
| 2026-05-26 | $37977.05                 | $2116109.85             |
| 2026-05-27 | $64175.83                 | $12978.49               |
| 2026-05-28 | $6246101.16               | $2680829.46             |
| 2026-05-29 | $1850193.98               | $6856322.50             |

**Total Gross Subscriptions (Month):** $25066240.87

**Total Gross Redemptions (Month):** $31824969.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0500%           |
| 2026-05-04 | 3.0400%           |
| 2026-05-05 | 3.0300%           |
| 2026-05-06 | 3.0300%           |
| 2026-05-07 | 3.0300%           |
| 2026-05-08 | 3.0200%           |
| 2026-05-11 | 3.0100%           |
| 2026-05-12 | 3.0100%           |
| 2026-05-13 | 3.0100%           |
| 2026-05-14 | 3.0100%           |
| 2026-05-15 | 3.0100%           |
| 2026-05-18 | 3.0000%           |
| 2026-05-19 | 2.9900%           |
| 2026-05-20 | 2.9800%           |
| 2026-05-21 | 2.9800%           |
| 2026-05-22 | 2.9800%           |
| 2026-05-26 | 2.9700%           |
| 2026-05-27 | 2.9800%           |
| 2026-05-28 | 2.9900%           |
| 2026-05-29 | 3.0000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 10.7200%         | 0.0000%              |
| Non-financial corporation |  | 75.4900%         | 0.0000%              |
| Non-financial corporation |  | 12.4000%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3775553159.51

- **Number of Shares Outstanding:** 3776841863.3400

- **Expense Reimbursement/Waiver:** 45930.29

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $7105512.10               | $6229290.86             |
| 2026-05-04 | $5569235.20               | $8546707.04             |
| 2026-05-05 | $9274301.53               | $4845100.67             |
| 2026-05-06 | $8889488.93               | $8171538.83             |
| 2026-05-07 | $8992954.15               | $5032197.61             |
| 2026-05-08 | $5374087.19               | $4946815.60             |
| 2026-05-11 | $4522255.82               | $5239685.08             |
| 2026-05-12 | $6995967.22               | $6748543.75             |
| 2026-05-13 | $6721342.92               | $4082417.41             |
| 2026-05-14 | $6184742.61               | $7899681.40             |
| 2026-05-15 | $8325044.31               | $19641835.81            |
| 2026-05-18 | $15295837.51              | $6534613.94             |
| 2026-05-19 | $9643405.78               | $10314069.52            |
| 2026-05-20 | $5037804.10               | $4354996.76             |
| 2026-05-21 | $3884915.82               | $4811044.79             |
| 2026-05-22 | $6953153.31               | $4454015.58             |
| 2026-05-26 | $5654218.38               | $7655492.01             |
| 2026-05-27 | $6799540.27               | $7218250.66             |
| 2026-05-28 | $16169429.61              | $4277819.83             |
| 2026-05-29 | $11891987.80              | $9947829.34             |

**Total Gross Subscriptions (Month):** $159285224.56

**Total Gross Redemptions (Month):** $140951946.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5100%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5000%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 91.2800%         | 0.0000%              |
| Broker-dealer |  | 8.3600%          | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $369511224.52

- **Number of Shares Outstanding:** 369637367.5400

- **Expense Reimbursement/Waiver:** 4478.73

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $7859352.04               | $2645094.83             |
| 2026-05-04 | $1967458.31               | $1796128.47             |
| 2026-05-05 | $4919346.22               | $2748964.75             |
| 2026-05-06 | $4480045.92               | $1431896.07             |
| 2026-05-07 | $1540827.31               | $3217740.40             |
| 2026-05-08 | $4498165.03               | $3860154.70             |
| 2026-05-11 | $3115270.79               | $1795514.99             |
| 2026-05-12 | $6141147.72               | $4353609.30             |
| 2026-05-13 | $2662129.93               | $2895428.05             |
| 2026-05-14 | $3382080.43               | $5177698.95             |
| 2026-05-15 | $4024025.81               | $2718248.21             |
| 2026-05-18 | $3093256.93               | $2180132.05             |
| 2026-05-19 | $3047012.11               | $3722895.25             |
| 2026-05-20 | $1726719.88               | $1964839.84             |
| 2026-05-21 | $743699.69                | $2080947.26             |
| 2026-05-22 | $764357.99                | $3061564.02             |
| 2026-05-26 | $4706626.90               | $2286510.43             |
| 2026-05-27 | $3876301.45               | $2729825.91             |
| 2026-05-28 | $1558231.65               | $2262926.98             |
| 2026-05-29 | $4859620.91               | $2644451.29             |

**Total Gross Subscriptions (Month):** $68965677.02

**Total Gross Redemptions (Month):** $55574571.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4900%           |
| 2026-05-04 | 3.4800%           |
| 2026-05-05 | 3.4800%           |
| 2026-05-06 | 3.4800%           |
| 2026-05-07 | 3.4700%           |
| 2026-05-08 | 3.4700%           |
| 2026-05-11 | 3.4600%           |
| 2026-05-12 | 3.4600%           |
| 2026-05-13 | 3.4600%           |
| 2026-05-14 | 3.4600%           |
| 2026-05-15 | 3.4500%           |
| 2026-05-18 | 3.4400%           |
| 2026-05-19 | 3.4400%           |
| 2026-05-20 | 3.4300%           |
| 2026-05-21 | 3.4300%           |
| 2026-05-22 | 3.4200%           |
| 2026-05-26 | 3.4200%           |
| 2026-05-27 | 3.4300%           |
| 2026-05-28 | 3.4400%           |
| 2026-05-29 | 3.4500%           |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $167156451935.35

- **Number of Shares Outstanding:** 167213419128.4200

- **Expense Reimbursement/Waiver:** 2036594.98

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $6315011919.74            | $6804463061.69          |
| 2026-05-04 | $4975606827.84            | $6346245699.97          |
| 2026-05-05 | $4556346411.06            | $4318190886.14          |
| 2026-05-06 | $5381105962.91            | $5049303588.12          |
| 2026-05-07 | $4939472352.37            | $5009709862.81          |
| 2026-05-08 | $4298315475.67            | $4349996572.53          |
| 2026-05-11 | $7285790517.09            | $4269149439.30          |
| 2026-05-12 | $2541350216.84            | $2616369254.82          |
| 2026-05-13 | $5460231305.05            | $4018715296.61          |
| 2026-05-14 | $5273095987.87            | $5349863554.88          |
| 2026-05-15 | $6343757898.60            | $5135483177.81          |
| 2026-05-18 | $4180291005.90            | $4855024267.34          |
| 2026-05-19 | $4664104619.65            | $6118521617.36          |
| 2026-05-20 | $3766520285.07            | $4478300518.70          |
| 2026-05-21 | $5691122556.90            | $4167768964.29          |
| 2026-05-22 | $7240509279.10            | $4219970259.80          |
| 2026-05-26 | $4295860912.80            | $6212083637.54          |
| 2026-05-27 | $3647738133.98            | $4855498279.28          |
| 2026-05-28 | $6816419540.95            | $3287884911.11          |
| 2026-05-29 | $4623011028.26            | $8550240996.43          |

**Total Gross Subscriptions (Month):** $102295662237.65

**Total Gross Redemptions (Month):** $100012783846.53

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5100%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5000%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 37.7700%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.3600%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.2700%          | 0.0000%              |

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $172150.57

- **Number of Shares Outstanding:** 172209.4300

- **Expense Reimbursement/Waiver:** 52.39

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $437.55                   | $0.00                   |

**Total Gross Subscriptions (Month):** $437.55

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0300%           |
| 2026-05-04 | 3.0200%           |
| 2026-05-05 | 3.0200%           |
| 2026-05-06 | 3.0200%           |
| 2026-05-07 | 3.0100%           |
| 2026-05-08 | 3.0100%           |
| 2026-05-11 | 3.0000%           |
| 2026-05-12 | 3.0000%           |
| 2026-05-13 | 3.0000%           |
| 2026-05-14 | 2.9900%           |
| 2026-05-15 | 2.9900%           |
| 2026-05-18 | 2.9800%           |
| 2026-05-19 | 2.9800%           |
| 2026-05-20 | 2.9700%           |
| 2026-05-21 | 2.9600%           |
| 2026-05-22 | 2.9600%           |
| 2026-05-26 | 2.9600%           |
| 2026-05-27 | 2.9700%           |
| 2026-05-28 | 2.9800%           |
| 2026-05-29 | 2.9900%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 5.2100%          | 0.0000%              |
| Retail investor |  | 47.1400%         | 0.0000%              |
| Retail investor |  | 15.8800%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4091726493.36

- **Number of Shares Outstanding:** 4093121116.2200

- **Expense Reimbursement/Waiver:** 49996.58

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $12719080.72              | $350946520.93           |
| 2026-05-04 | $10376627.14              | $35080829.21            |
| 2026-05-05 | $121221535.88             | $112848.48              |
| 2026-05-06 | $58686484.08              | $15656109.90            |
| 2026-05-07 | $70452849.46              | $24697738.13            |
| 2026-05-08 | $30754878.59              | $130573133.52           |
| 2026-05-11 | $26748099.67              | $57603059.39            |
| 2026-05-12 | $13942297.19              | $40269922.41            |
| 2026-05-13 | $116921887.28             | $982883.18              |
| 2026-05-14 | $3457594.95               | $62959372.09            |
| 2026-05-15 | $67636310.12              | $60658637.45            |
| 2026-05-18 | $27172472.52              | $20988951.09            |
| 2026-05-19 | $108727536.70             | $1897593.21             |
| 2026-05-20 | $31553380.85              | $10118577.67            |
| 2026-05-21 | $158603089.71             | $20877221.29            |
| 2026-05-22 | $91970288.33              | $26851546.58            |
| 2026-05-26 | $12744005.84              | $232825613.80           |
| 2026-05-27 | $19229790.60              | $7600679.99             |
| 2026-05-28 | $8174074.11               | $16590704.83            |
| 2026-05-29 | $37715925.55              | $95073712.46            |

**Total Gross Subscriptions (Month):** $1028808209.29

**Total Gross Redemptions (Month):** $1212365655.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2900%           |
| 2026-05-04 | 3.2800%           |
| 2026-05-05 | 3.2800%           |
| 2026-05-06 | 3.2800%           |
| 2026-05-07 | 3.2700%           |
| 2026-05-08 | 3.2700%           |
| 2026-05-11 | 3.2600%           |
| 2026-05-12 | 3.2600%           |
| 2026-05-13 | 3.2600%           |
| 2026-05-14 | 3.2600%           |
| 2026-05-15 | 3.2500%           |
| 2026-05-18 | 3.2400%           |
| 2026-05-19 | 3.2400%           |
| 2026-05-20 | 3.2300%           |
| 2026-05-21 | 3.2200%           |
| 2026-05-22 | 3.2200%           |
| 2026-05-26 | 3.2200%           |
| 2026-05-27 | 3.2300%           |
| 2026-05-28 | 3.2400%           |
| 2026-05-29 | 3.2500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 6.0800%          | 0.0000%              |
| Depository institution or other banking institution |  | 50.1200%         | 0.0000%              |
| Depository institution or other banking institution |  | 16.9000%         | 0.0000%              |
| Depository institution or other banking institution |  | 15.0700%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4690608304.67

- **Number of Shares Outstanding:** 4692207451.4900

- **Expense Reimbursement/Waiver:** 57634.28

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $272501271.92             | $209332002.62           |
| 2026-05-04 | $287867455.57             | $265897478.61           |
| 2026-05-05 | $841292948.94             | $316898353.12           |
| 2026-05-06 | $340397631.48             | $737451674.00           |
| 2026-05-07 | $214326816.84             | $474871256.85           |
| 2026-05-08 | $254269192.02             | $213907430.00           |
| 2026-05-11 | $222014500.89             | $242551207.00           |
| 2026-05-12 | $358654598.19             | $294901763.67           |
| 2026-05-13 | $246060642.95             | $223529988.61           |
| 2026-05-14 | $237793774.20             | $376426788.33           |
| 2026-05-15 | $225314744.60             | $232972563.00           |
| 2026-05-18 | $333737971.96             | $233626238.84           |
| 2026-05-19 | $247806209.96             | $285033474.14           |
| 2026-05-20 | $232242201.91             | $281876792.89           |
| 2026-05-21 | $184581016.86             | $222639818.83           |
| 2026-05-22 | $209483683.03             | $178005621.31           |
| 2026-05-26 | $216943663.96             | $191859890.23           |
| 2026-05-27 | $240492803.85             | $215773541.00           |
| 2026-05-28 | $247770256.92             | $257694343.00           |
| 2026-05-29 | $267411506.50             | $260920982.30           |

**Total Gross Subscriptions (Month):** $5680962892.55

**Total Gross Redemptions (Month):** $5716171208.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.1400%           |
| 2026-05-04 | 3.1300%           |
| 2026-05-05 | 3.1300%           |
| 2026-05-06 | 3.1300%           |
| 2026-05-07 | 3.1200%           |
| 2026-05-08 | 3.1200%           |
| 2026-05-11 | 3.1100%           |
| 2026-05-12 | 3.1100%           |
| 2026-05-13 | 3.1100%           |
| 2026-05-14 | 3.1100%           |
| 2026-05-15 | 3.1000%           |
| 2026-05-18 | 3.0900%           |
| 2026-05-19 | 3.0900%           |
| 2026-05-20 | 3.0800%           |
| 2026-05-21 | 3.0700%           |
| 2026-05-22 | 3.0700%           |
| 2026-05-26 | 3.0700%           |
| 2026-05-27 | 3.0800%           |
| 2026-05-28 | 3.0900%           |
| 2026-05-29 | 3.1000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.6000%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $289699608.52

- **Number of Shares Outstanding:** 289798406.4400

- **Expense Reimbursement/Waiver:** 8808.77

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $9080620.40               | $4540310.11             |
| 2026-05-04 | $26014985.00              | $13006329.89            |
| 2026-05-05 | $16672832.13              | $8347859.83             |
| 2026-05-06 | $364.90                   | $13028949.68            |
| 2026-05-07 | $0.00                     | $471440.69              |
| 2026-05-08 | $2176187.33               | $0.00                   |
| 2026-05-11 | $20.00                    | $933006.99              |
| 2026-05-12 | $216159.18                | $8488365.41             |
| 2026-05-13 | $1519758.10               | $25734.42               |
| 2026-05-14 | $887483.32                | $0.00                   |
| 2026-05-15 | $4038933.31               | $12000.00               |
| 2026-05-18 | $598937.91                | $6000.00                |
| 2026-05-19 | $2111592.76               | $0.00                   |
| 2026-05-20 | $14177394.25              | $0.00                   |
| 2026-05-21 | $5243164.76               | $0.00                   |
| 2026-05-22 | $3936880.47               | $0.00                   |
| 2026-05-26 | $20.00                    | $23875132.88            |
| 2026-05-27 | $0.00                     | $11269249.76            |
| 2026-05-28 | $829989.86                | $0.00                   |
| 2026-05-29 | $682863.44                | $1097095.62             |

**Total Gross Subscriptions (Month):** $88188187.12

**Total Gross Redemptions (Month):** $85101475.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.7100%           |
| 2026-05-04 | 2.7000%           |
| 2026-05-05 | 2.7000%           |
| 2026-05-06 | 2.7000%           |
| 2026-05-07 | 2.6900%           |
| 2026-05-08 | 2.6900%           |
| 2026-05-11 | 2.6800%           |
| 2026-05-12 | 2.6800%           |
| 2026-05-13 | 2.6800%           |
| 2026-05-14 | 2.6800%           |
| 2026-05-15 | 2.6700%           |
| 2026-05-18 | 2.6600%           |
| 2026-05-19 | 2.6600%           |
| 2026-05-20 | 2.6500%           |
| 2026-05-21 | 2.6400%           |
| 2026-05-22 | 2.6400%           |
| 2026-05-26 | 2.6400%           |
| 2026-05-27 | 2.6500%           |
| 2026-05-28 | 2.6600%           |
| 2026-05-29 | 2.6700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.3900%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $1360443629.13

- **Number of Shares Outstanding:** 1360903545.3000

- **Expense Reimbursement/Waiver:** 32265.31

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $132000000.00             | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $1779333333.00            | $0.00                   |
| 2026-05-06 | $193500000.00             | $1000000.00             |
| 2026-05-07 | $0.00                     | $187000000.00           |
| 2026-05-08 | $0.00                     | $2749750000.00          |
| 2026-05-11 | $134750000.00             | $0.00                   |
| 2026-05-12 | $1023000000.00            | $0.00                   |
| 2026-05-13 | $0.00                     | $43750000.00            |
| 2026-05-14 | $0.00                     | $82250000.00            |
| 2026-05-15 | $0.00                     | $693250000.00           |
| 2026-05-18 | $108000000.00             | $0.00                   |
| 2026-05-19 | $192750000.00             | $0.00                   |
| 2026-05-20 | $76250000.00              | $2827.07                |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $384750000.00             | $0.00                   |
| 2026-05-27 | $0.00                     | $432500000.00           |
| 2026-05-28 | $850000.00                | $1745250000.00          |
| 2026-05-29 | $473426179.28             | $0.00                   |

**Total Gross Subscriptions (Month):** $4498609512.28

**Total Gross Redemptions (Month):** $5934752827.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5100%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5000%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 52.5100%         | 0.0000%              |
| Depository institution or other banking institution |  | 29.2800%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.4400%         | 0.0000%              |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $68993418.50

- **Number of Shares Outstanding:** 69016485.7500

- **Expense Reimbursement/Waiver:** 811.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $2000000.00             |
| 2026-05-04 | $4500000.00               | $0.00                   |
| 2026-05-05 | $1100000.00               | $0.00                   |
| 2026-05-06 | $0.00                     | $2200000.00             |
| 2026-05-07 | $750000.00                | $0.00                   |
| 2026-05-08 | $1000000.00               | $0.00                   |
| 2026-05-11 | $0.00                     | $500000.00              |
| 2026-05-12 | $1500000.00               | $0.00                   |
| 2026-05-13 | $684738.36                | $3544560.38             |
| 2026-05-14 | $0.00                     | $1000000.00             |
| 2026-05-15 | $0.00                     | $500000.00              |
| 2026-05-18 | $4960946.08               | $0.00                   |
| 2026-05-19 | $1000000.00               | $0.00                   |
| 2026-05-20 | $0.00                     | $250000.00              |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $1500000.00               | $8000000.00             |
| 2026-05-28 | $0.00                     | $3000000.00             |
| 2026-05-29 | $9197945.59               | $0.00                   |

**Total Gross Subscriptions (Month):** $26193630.03

**Total Gross Redemptions (Month):** $20994560.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5100%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5000%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 84.9900%         | 0.0000%              |
| Non-financial corporation                           |  | 15.0100%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $40869395.68

- **Number of Shares Outstanding:** 40883296.1700

- **Expense Reimbursement/Waiver:** 500.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $150000.00              |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $750000.00              |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $122053.08                | $0.00                   |

**Total Gross Subscriptions (Month):** $122053.08

**Total Gross Redemptions (Month):** $900000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5100%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5000%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 64.4000%         | 0.0000%              |
| Non-financial corporation |  | 34.5500%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $98473746.33

- **Number of Shares Outstanding:** 98507169.2300

- **Expense Reimbursement/Waiver:** 1119.61

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1455719.00               | $0.00                   |
| 2026-05-04 | $1606544.00               | $0.00                   |
| 2026-05-05 | $665057.00                | $0.00                   |
| 2026-05-06 | $0.00                     | $312656.00              |
| 2026-05-07 | $2481533.00               | $0.00                   |
| 2026-05-08 | $915693.00                | $0.00                   |
| 2026-05-11 | $2108916.00               | $0.00                   |
| 2026-05-12 | $3122197.00               | $0.00                   |
| 2026-05-13 | $2068030.00               | $0.00                   |
| 2026-05-14 | $1161905.00               | $0.00                   |
| 2026-05-15 | $0.00                     | $10127572.00            |
| 2026-05-18 | $15185040.00              | $0.00                   |
| 2026-05-19 | $1190708.00               | $0.00                   |
| 2026-05-20 | $878017.00                | $0.00                   |
| 2026-05-21 | $0.00                     | $29276.00               |
| 2026-05-22 | $0.00                     | $4014959.00             |
| 2026-05-26 | $0.00                     | $3013792.00             |
| 2026-05-27 | $0.00                     | $1008438.00             |
| 2026-05-28 | $0.00                     | $194230.00              |
| 2026-05-29 | $4530838.50               | $0.00                   |

**Total Gross Subscriptions (Month):** $37370197.50

**Total Gross Redemptions (Month):** $18700923.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5100%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5000%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 74.4700%         | 0.0000%              |
| Depository institution or other banking institution |  | 25.3300%         | 0.0000%              |

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $107357.49

- **Number of Shares Outstanding:** 107394.1000

- **Expense Reimbursement/Waiver:** 1.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $319.29                   | $0.00                   |

**Total Gross Subscriptions (Month):** $319.29

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5300%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5100%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5000%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.4900%           |

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

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $53678.92

- **Number of Shares Outstanding:** 53697.3100

- **Expense Reimbursement/Waiver:** 0.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $159.64                   | $0.00                   |

**Total Gross Subscriptions (Month):** $159.64

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5200%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.4900%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYD952M08
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_11-121   | 2051-08-16      | 6.5000%  | N/A     | $1500000.00        | $2199331.20        | Agency Collateralized Mortgage Obligation |
| GNMA_20-039   | 2062-02-16      | 0.7884%  | N/A     | $200000000.00      | $5564001.92        | Agency Collateralized Mortgage Obligation |
| GNMA_20-082   | 2062-03-16      | 0.6500%  | N/A     | $177104516.00      | $3222991.90        | Agency Collateralized Mortgage Obligation |
| GNMA_20-103   | 2063-01-16      | 0.7500%  | N/A     | $225250845.00      | $3762744.26        | Agency Collateralized Mortgage Obligation |
| GNMA_20-137   | 2062-09-16      | 0.7994%  | N/A     | $143387000.00      | $6375726.96        | Agency Collateralized Mortgage Obligation |
| GNMA_20-161   | 2062-08-16      | 1.0402%  | N/A     | $107552868.00      | $5975575.35        | Agency Collateralized Mortgage Obligation |
| GNMA_20-40    | 2062-01-16      | 0.8845%  | N/A     | $105850000.00      | $2898499.06        | Agency Collateralized Mortgage Obligation |
| GNMA_20-56    | 2061-11-16      | 0.9650%  | N/A     | $216353217.00      | $6364897.23        | Agency Collateralized Mortgage Obligation |
| GNMA_20-68    | 2060-05-16      | 1.6149%  | N/A     | $28200000.00       | $2515252.98        | Agency Collateralized Mortgage Obligation |
| GNMA_20-94    | 2062-03-16      | 0.9724%  | N/A     | $147620700.00      | $5878241.76        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136R  | 2051-08-20      | 3.0000%  | N/A     | $44500000.00       | $2999864.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-14    | 2063-06-16      | 1.3331%  | N/A     | $40700000.00       | $2536449.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-153   | 2061-08-16      | 0.0085%  | N/A     | $50600000.00       | $2384025.79        | Agency Collateralized Mortgage Obligation |
| GNMA_21-195   | 2063-08-16      | 1.2038%  | N/A     | $50000000.00       | $4139591.89        | Agency Collateralized Mortgage Obligation |
| GNMA_21-3     | 2062-09-16      | 0.8709%  | N/A     | $51101000.00       | $2461035.34        | Agency Collateralized Mortgage Obligation |
| GNMA_21-51    | 2062-10-16      | 1.0204%  | N/A     | $105054890.00      | $5655798.85        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H12C  | 2071-08-20      | 0.0815%  | N/A     | $104179009.00      | $2412071.26        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H19J  | 2071-12-20      | 1.8894%  | N/A     | $124846127.00      | $4304252.19        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137P  | 2052-08-20      | 1.4623%  | N/A     | $6105679.00        | $3174213.06        | Agency Collateralized Mortgage Obligation |
| GNMA_22-78    | 2052-04-20      | 0.0000%  | N/A     | $9428323.00        | $3463417.65        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11D  | 2072-05-20      | 1.8655%  | N/A     | $75589351.00       | $3078808.57        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26C  | 2072-11-20      | 1.6212%  | N/A     | $140061917.00      | $4293689.26        | Agency Collateralized Mortgage Obligation |
| GNMA_23-20G   | 2053-02-20      | 2.1249%  | N/A     | $166970000.00      | $3195476.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63A   | 2053-05-20      | 1.9249%  | N/A     | $100000000.00      | $2328708.41        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H25C  | 2073-10-20      | 0.6005%  | N/A     | $55307599.00       | $2726534.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-101D  | 2054-06-20      | 3.0249%  | N/A     | $100000000.00      | $5344287.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108L  | 2054-07-20      | 5.5000%  | N/A     | $2732561.00        | $2902513.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110H  | 2054-07-20      | 3.0249%  | N/A     | $75000000.00       | $5813321.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110U  | 2054-07-20      | 1.6749%  | N/A     | $200000000.00      | $4002798.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149A  | 2054-09-20      | 2.2649%  | N/A     | $100000000.00      | $4034629.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167D  | 2054-10-20      | 3.0449%  | N/A     | $100000000.00      | $5621304.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184S  | 2054-11-20      | 2.3749%  | N/A     | $55464420.00       | $3160176.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-200B  | 2054-12-20      | 2.2749%  | N/A     | $100000000.00      | $5055491.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30P   | 2054-02-20      | 2.5749%  | N/A     | $75000000.00       | $2631603.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Z   | 2054-02-20      | 3.3749%  | N/A     | $50000000.00       | $2529388.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B   | 2054-03-20      | 1.5846%  | N/A     | $205000000.00      | $2764763.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-55B   | 2054-03-20      | 2.3749%  | N/A     | $62000000.00       | $2433878.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L   | 2054-04-20      | 1.7749%  | N/A     | $225000000.00      | $4852720.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N   | 2054-04-20      | 3.5749%  | N/A     | $53333333.00       | $2354865.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-71D   | 2054-04-20      | 2.3749%  | N/A     | $138000000.00      | $5911320.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-90    | 2066-07-16      | 1.6248%  | N/A     | $66500000.00       | $3980060.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D   | 2054-06-20      | 3.6249%  | N/A     | $42708333.00       | $2842068.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J  | 2074-02-20      | 0.8766%  | N/A     | $43560519.00       | $3069682.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07D  | 2074-02-20      | 2.4730%  | N/A     | $114911184.00      | $2827029.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105U  | 2065-06-20      | 3.4749%  | N/A     | $75000000.00       | $5501912.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K  | 2055-07-20      | 1.5249%  | N/A     | $120000000.00      | $4887048.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-127E  | 2055-07-20      | 1.5549%  | N/A     | $79000000.00       | $3549765.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-134H  | 2065-08-20      | 2.3249%  | N/A     | $43420175.00       | $2002119.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136E  | 2055-08-20      | 2.8749%  | N/A     | $64665784.00       | $3101934.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A  | 2055-08-20      | 0.0000%  | N/A     | $3727273.00        | $2636404.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A  | 2055-08-20      | 0.8049%  | N/A     | $150000000.00      | $3954325.71        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152H  | 2055-09-20      | 2.9649%  | N/A     | $50000000.00       | $3916771.50        | Agency Collateralized Mortgage Obligation |
| GNMA_25-155C  | 2065-09-20      | 2.3749%  | N/A     | $105134477.00      | $4758688.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-172H  | 2055-10-20      | 2.9749%  | N/A     | $42614803.00       | $3376449.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-181C  | 2066-03-16      | 0.2915%  | N/A     | $86599899.00       | $4095418.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-190H  | 2065-09-20      | 2.3749%  | N/A     | $38768933.00       | $2372975.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-206   | 2064-04-16      | 0.8034%  | N/A     | $75243301.00       | $4429926.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Q   | 2055-02-20      | 2.2249%  | N/A     | $80000000.00       | $2297154.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25X   | 2065-02-20      | 1.6749%  | N/A     | $250000000.00      | $3528939.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-61A   | 2065-04-20      | 2.3249%  | N/A     | $100706289.00      | $3957941.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62R   | 2065-04-20      | 2.1749%  | N/A     | $75000000.00       | $2772588.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C   | 2055-04-20      | 2.2249%  | N/A     | $80000000.00       | $4542059.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69E   | 2065-04-20      | 2.3249%  | N/A     | $100000000.00      | $2967437.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69K   | 2055-04-20      | 1.5249%  | N/A     | $250000000.00      | $4064638.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89P   | 2055-05-20      | 1.5249%  | N/A     | $55000000.00       | $2339307.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97B   | 2055-06-20      | 1.4599%  | N/A     | $34790032.00       | $3407444.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97C   | 2055-06-20      | 1.5749%  | N/A     | $150000000.00      | $3689611.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J    | 2055-01-20      | 2.3819%  | N/A     | $120000000.00      | $5504096.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H18A  | 2075-08-20      | 0.9303%  | N/A     | $38605295.00       | $3665485.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H22A  | 2075-10-20      | 0.9854%  | N/A     | $57061414.00       | $4549257.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H24E  | 2075-08-20      | 1.8154%  | N/A     | $50115511.00       | $3109667.43        | Agency Collateralized Mortgage Obligation |
| GNMA_26-25E   | 2056-02-20      | 6.0000%  | N/A     | $14086000.00       | $3089132.09        | Agency Collateralized Mortgage Obligation |
| GNMA_26-25Q   | 2056-02-20      | 4.5000%  | N/A     | $3257000.00        | $2486552.67        | Agency Collateralized Mortgage Obligation |
| GNMA_26-3H    | 2056-01-20      | 4.5000%  | N/A     | $3213194.00        | $3001697.83        | Agency Collateralized Mortgage Obligation |
| GNMA_26-50J   | 2056-03-20      | 4.5000%  | N/A     | $3260372.00        | $2480113.46        | Agency Collateralized Mortgage Obligation |
| GNMA_26-50M   | 2051-07-20      | 3.5000%  | N/A     | $19301437.00       | $3015936.21        | Agency Collateralized Mortgage Obligation |
| GNMA_26-88G   | 2066-05-20      | 6.0000%  | N/A     | $3844105.00        | $3851311.42        | Agency Collateralized Mortgage Obligation |
| GNMA_26-88M   | 2056-05-20      | 5.5000%  | N/A     | $13955055.00       | $2390079.16        | Agency Collateralized Mortgage Obligation |
| GNMA_26-88N   | 2055-11-20      | 6.0000%  | N/A     | $17032236.00       | $3315506.42        | Agency Collateralized Mortgage Obligation |
| GNMA_26-88P   | 2054-10-20      | 6.0000%  | N/A     | $41015200.00       | $4825752.73        | Agency Collateralized Mortgage Obligation |
| GNMA_26-94    | 2055-12-16      | 4.2500%  | N/A     | $37600000.00       | $36915550.49       | Agency Collateralized Mortgage Obligation |
| GNMA_26-94    | 2058-10-16      | 4.5000%  | N/A     | $25395937.00       | $25002426.96       | Agency Collateralized Mortgage Obligation |
| GNMA_26-94    | 2068-11-16      | 0.0000%  | N/A     | $5466650.00        | $4724049.33        | Agency Collateralized Mortgage Obligation |
| GNMA_26-94    | 2055-12-16      | 4.7500%  | N/A     | $37600000.00       | $37453263.91       | Agency Collateralized Mortgage Obligation |
| GNMA_26-H01B  | 2075-12-20      | 1.0482%  | N/A     | $47601949.00       | $4594472.34        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H03A  | 2075-11-20      | 1.8958%  | N/A     | $49501973.00       | $3057434.04        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H13   | 2076-04-20      | 0.0000%  | N/A     | $75105618.00       | $5583353.89        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97C   | 2054-12-20      | 2.3749%  | N/A     | $100000000.00      | $2656473.68        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97EE  | 2064-12-20      | 2.2749%  | N/A     | $112500000.00      | $3686251.13        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97L   | 2064-12-20      | 1.6749%  | N/A     | $197469945.00      | $2848167.40        | Agency Collateralized Mortgage Obligation |

### Security 2: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYJ5B22E5
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $149678500.00      | $153000029.65      | U.S. Treasuries (including strips) |

### Security 3: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRT5BLUX4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE ACES FNMA_19-M4                        | 2031-02-25      | 3.6100%  | N/A     | $1000.00           | $802.55            | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNA_18-M13                         | 2030-09-25      | 3.7510%  | N/A     | $2590.00           | $1662.56           | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_16-M11                        | 2039-07-25      | 2.9440%  | N/A     | $1163.00           | $56.52             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2053-08-01      | 5.5000%  | N/A     | $1108968.00        | $799185.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $986.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $860.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $992.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $557.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $844.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2051-01-01      | 3.5000%  | N/A     | $1000.00           | $870.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $275.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2055-05-01      | 5.5000%  | N/A     | $1001.00           | $972.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $861.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $957.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $864.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $235.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $437.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $600.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $978.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1007.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2053-01-01      | 5.5000%  | N/A     | $1024.00           | $771.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $912.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $670.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $688.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $618.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $968.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $684.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $955.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1001.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $962.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $535.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $731.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2053-06-01      | 5.5000%  | N/A     | $1088.00           | $841.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $602.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1002.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1033.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108 | 2030-03-25      | 1.5170%  | N/A     | $1000.00           | $905.18            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $802.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2055-12-01      | 5.0000%  | N/A     | $1008.00           | $987.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2048-08-01      | 4.0000%  | N/A     | $6044.00           | $421.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2050-08-01      | 3.0000%  | N/A     | $1001.00           | $357.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $862.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2048-07-01      | 4.5000%  | N/A     | $2859.00           | $206.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2037-10-01      | 3.0000%  | N/A     | $1000.00           | $613.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2049-06-01      | 3.5000%  | N/A     | $1718.00           | $138.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $880.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $825.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2053-02-01      | 6.0000%  | N/A     | $1008.00           | $824.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $817.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2051-04-01      | 2.5000%  | N/A     | $1002.00           | $526.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2054-05-01      | 5.0000%  | N/A     | $1088.00           | $1081.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2054-06-01      | 6.0000%  | N/A     | $1158.00           | $859.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2052-03-01      | 2.0000%  | N/A     | $1001.00           | $612.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2033-03-01      | 4.1400%  | N/A     | $1411899.00        | $1378866.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $946.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-M50 | 2030-10-25      | 1.2000%  | N/A     | $5000.00           | $3819.88           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-48  | 2052-10-25      | 5.0000%  | N/A     | $1000.00           | $654.76            | Agency Collateralized Mortgage Obligation |
| FHLMC_5144B                                       | 2051-09-25      | 2.5000%  | N/A     | $47934119.00       | $3409860.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                       | 2054-08-25      | 0.0000%  | N/A     | $4032397.00        | $1877630.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5464C                                       | 2051-05-25      | 3.5000%  | N/A     | $1106492.00        | $140084.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_5508B                                       | 2055-02-25      | 1.2879%  | N/A     | $88811400.00       | $1259359.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5528B                                       | 2055-04-25      | 2.3879%  | N/A     | $22114797.00       | $924810.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_5651A                                       | 2048-12-25      | 5.0000%  | N/A     | $7941751.00        | $1273018.35        | Agency Collateralized Mortgage Obligation |
| FHR_5148                                          | 2049-06-25      | 2.0000%  | N/A     | $3100000.00        | $293191.40         | Agency Collateralized Mortgage Obligation |
| FHSTR_33                                          | 2037-10-15      | 2.0497%  | N/A     | $156592.00         | $436.57            | Agency Collateralized Mortgage Obligation |
| FHSTR_400                                         | 2052-03-25      | 2.0000%  | N/A     | $9600000.00        | $1095523.42        | Agency Collateralized Mortgage Obligation |
| FNMA_10-113B                                      | 2040-10-25      | 2.8734%  | N/A     | $32968830.00       | $46336.18          | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                        | 2042-03-25      | 2.7734%  | N/A     | $5013437.00        | $34424.15          | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                       | 2046-02-25      | 2.2370%  | N/A     | $18923538.00       | $368836.38         | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                       | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $139675.81         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61A                                       | 2051-09-25      | 2.5000%  | N/A     | $5615145.00        | $385901.67         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                       | 2049-04-25      | 2.5000%  | N/A     | $5900001.00        | $653732.78         | Agency Collateralized Mortgage Obligation |
| FNMA_21-82C                                       | 2051-12-25      | 2.2667%  | N/A     | $21791806.00       | $482791.96         | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                       | 2051-11-25      | 4.0000%  | N/A     | $15671248.00       | $1817366.24        | Agency Collateralized Mortgage Obligation |
| FNMA_23-20B                                       | 2061-03-25      | 2.0154%  | N/A     | $55713955.00       | $1521552.48        | Agency Collateralized Mortgage Obligation |
| FNMA_23-39E                                       | 2053-05-25      | 0.0000%  | N/A     | $5769230.00        | $2668170.42        | Agency Collateralized Mortgage Obligation |
| FNMA_23-43D                                       | 2053-05-25      | 0.0000%  | N/A     | $4048591.00        | $1910563.99        | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                       | 2053-11-25      | 0.0000%  | N/A     | $31375184.00       | $13775529.87       | Agency Collateralized Mortgage Obligation |
| FNMA_24-11C                                       | 2054-03-25      | 4.4879%  | N/A     | $100014.00         | $5989.22           | Agency Collateralized Mortgage Obligation |
| FNMA_24-54D                                       | 2046-12-25      | 0.0015%  | N/A     | $110680678.00      | $1116.47           | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                       | 2054-08-25      | 3.4879%  | N/A     | $12930761.00       | $760309.78         | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                       | 2054-08-25      | 0.0000%  | N/A     | $168420.00         | $70747.52          | Agency Collateralized Mortgage Obligation |
| FNMA_25-112A                                      | 2048-02-25      | 5.0000%  | N/A     | $6031342.00        | $735220.31         | Agency Collateralized Mortgage Obligation |
| FNMA_25-112B                                      | 2055-01-25      | 0.0200%  | N/A     | $123061.00         | $60.54             | Agency Collateralized Mortgage Obligation |
| FNMA_25-50A                                       | 2055-07-25      | 0.0500%  | N/A     | $25000000.00       | $28888.97          | Agency Collateralized Mortgage Obligation |
| FNMA_25-82A                                       | 2052-08-25      | 5.5000%  | N/A     | $12787965.00       | $1128887.19        | Agency Collateralized Mortgage Obligation |
| FNMA_25-9A                                        | 2055-03-25      | 2.1879%  | N/A     | $100038.00         | $6999.96           | Agency Collateralized Mortgage Obligation |
| FNSTR_429                                         | 2051-09-25      | 2.0000%  | N/A     | $1149975.00        | $123662.47         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                  | 2036-10-01      | 5.5000%  | N/A     | $1817.00           | $55.88             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                  | 2038-11-01      | 5.5000%  | N/A     | $13803.00          | $770.70            | Agency Mortgage-Backed Securities         |
| GNMA_12-106C                                      | 2042-09-20      | 4.4800%  | N/A     | $486346.00         | $10256.21          | Agency Collateralized Mortgage Obligation |
| GNMA_14-22                                        | 2043-09-20      | 1.1530%  | N/A     | $36086752.00       | $28862.58          | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                        | 2037-09-20      | 1.2497%  | N/A     | $104785743.00      | $244096.77         | Agency Collateralized Mortgage Obligation |
| GNMA_15-126D                                      | 2044-06-20      | 1.1759%  | N/A     | $31229106.00       | $55249.48          | Agency Collateralized Mortgage Obligation |
| GNMA_15-57                                        | 2045-04-20      | 1.8829%  | N/A     | $136500000.00      | $872461.14         | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                       | 2038-10-20      | 2.7829%  | N/A     | $13891689.00       | $45824.39          | Agency Collateralized Mortgage Obligation |
| GNMA_18-127A                                      | 2044-07-20      | 1.2623%  | N/A     | $103749492.00      | $742717.12         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                       | 2046-11-20      | 1.2095%  | N/A     | $25850464.00       | $92295.20          | Agency Collateralized Mortgage Obligation |
| GNMA_19-11D                                       | 2045-08-20      | 1.1036%  | N/A     | $52945957.00       | $357326.32         | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                       | 2048-10-20      | 1.0743%  | N/A     | $2509218.00        | $13726.75          | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                       | 2050-05-20      | 2.3829%  | N/A     | $62390144.00       | $2103568.85        | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                      | 2051-08-20      | 2.5829%  | N/A     | $79415041.00       | $6525390.32        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                      | 2051-08-20      | 3.0000%  | N/A     | $2646062.00        | $315269.60         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                      | 2051-07-20      | 2.5829%  | N/A     | $8391360.00        | $651217.01         | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                       | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $1821786.36        | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                      | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $5122.70           | Agency Collateralized Mortgage Obligation |
| GNMA_23-151F                                      | 2053-10-20      | 3.3749%  | N/A     | $33152700.00       | $1748429.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                      | 2053-10-20      | 0.0100%  | N/A     | $106820.00         | $7.34              | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                      | 2053-11-20      | 3.4749%  | N/A     | $14514207.00       | $756280.69         | Agency Collateralized Mortgage Obligation |
| GNMA_23-189A                                      | 2053-12-20      | 3.4249%  | N/A     | $762202.00         | $23993.73          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23E                                      | 2073-09-20      | 0.8180%  | N/A     | $58260358.00       | $3280722.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                      | 2073-12-20      | 0.7320%  | N/A     | $56028086.00       | $3785889.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142F                                      | 2054-09-20      | 3.0749%  | N/A     | $25859444.00       | $1448839.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144J                                      | 2054-01-20      | 2.1249%  | N/A     | $26966122.00       | $950641.77         | Agency Collateralized Mortgage Obligation |
| GNMA_24-157B                                      | 2054-09-20      | 0.0500%  | N/A     | $49899917.00       | $58939.71          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                      | 2053-08-20      | 0.0000%  | N/A     | $10276534.00       | $4788001.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-28B                                       | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $1515674.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                        | 2054-01-20      | 3.3249%  | N/A     | $100000000.00      | $3678800.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07                                       | 2074-04-20      | 0.8455%  | N/A     | $50000000.00       | $3180668.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A                                      | 2074-08-20      | 0.9729%  | N/A     | $21860066.00       | $1651611.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H17D                                      | 2074-09-20      | 0.9823%  | N/A     | $73200000.00       | $5571506.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                      | 2074-10-20      | 1.0040%  | N/A     | $27792320.00       | $2086478.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20E                                      | 2074-11-20      | 0.9351%  | N/A     | $36000000.00       | $2486318.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118A                                      | 2055-07-20      | 8.1579%  | N/A     | $26204843.00       | $24246260.59       | Agency Collateralized Mortgage Obligation |
| GNMA_25-118D                                      | 2052-03-20      | 6.0000%  | N/A     | $3881308.00        | $143958.54         | Agency Collateralized Mortgage Obligation |
| GNMA_25-118E                                      | 2055-07-20      | 2.3249%  | N/A     | $31809822.00       | $1281054.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-127G                                      | 2055-07-20      | 4.9451%  | N/A     | $1000.00           | $862.71            | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                      | 2053-04-20      | 2.5749%  | N/A     | $95793666.00       | $6117089.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-26B                                       | 2055-02-20      | 2.3749%  | N/A     | $54715948.00       | $2948411.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                        | 2055-01-20      | 0.0000%  | N/A     | $122013.00         | $8.70              | Agency Collateralized Mortgage Obligation |
| GNMA_25-5K                                        | 2055-01-20      | 1.5249%  | N/A     | $42173400.00       | $1531356.53        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47J                                       | 2056-03-20      | 4.8751%  | N/A     | $1000.00           | $868.72            | Agency Collateralized Mortgage Obligation |
| GNMA_26-52B                                       | 2056-03-20      | 0.3749%  | N/A     | $100000000.00      | $877077.16         | Agency Collateralized Mortgage Obligation |
| GNR_23-66                                         | 2052-07-20      | 0.0000%  | N/A     | $4831365.00        | $2819768.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-02-20      | 7.0000%  | N/A     | $434917.00         | $455067.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2052-11-20      | 4.5000%  | N/A     | $217913.00         | $157549.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-02-20      | 5.5000%  | N/A     | $1566.00           | $1053.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2052-08-20      | 5.0000%  | N/A     | $2048.00           | $1415.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $937.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2048-12-20      | 4.0000%  | N/A     | $3037.00           | $262.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2050-11-20      | 4.0000%  | N/A     | $59171.00          | $38374.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 6.5000%  | N/A     | $2539621.00        | $2728234.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2053-01-20      | 6.0000%  | N/A     | $1232.00           | $565.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2053-03-20      | 6.0000%  | N/A     | $1732.00           | $771.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1032.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2053-12-20      | 5.5000%  | N/A     | $312376.00         | $229967.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2053-06-20      | 5.5000%  | N/A     | $1153424.00        | $781054.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 6.5000%  | N/A     | $4005.00           | $4272.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2050-06-20      | 3.0000%  | N/A     | $3031.00           | $715.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2052-05-20      | 4.0000%  | N/A     | $1664.00           | $1124.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-04-20      | 7.5000%  | N/A     | $1000.00           | $1068.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 6.0000%  | N/A     | $2243066.00        | $2333149.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2053-04-20      | 5.5000%  | N/A     | $3691440.00        | $2357031.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-03-20      | 7.5000%  | N/A     | $1000.00           | $956.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-04-20      | 6.5000%  | N/A     | $1950448.00        | $2056605.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-02-20      | 6.5000%  | N/A     | $309471.00         | $325739.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-12-20      | 5.0000%  | N/A     | $9578523.00        | $8498892.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-11-20      | 5.5000%  | N/A     | $15701072.00       | $12373616.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $804.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-04-20      | 5.0000%  | N/A     | $402651.00         | $361993.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 6.0000%  | N/A     | $3344654.00        | $3458320.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-05-20      | 5.0000%  | N/A     | $34748761.00       | $31615849.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-01-20      | 7.5000%  | N/A     | $1000.00           | $667.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-07-20      | 6.0000%  | N/A     | $1000.00           | $548.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-01-20      | 7.5000%  | N/A     | $4672.00           | $5025.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-09-20      | 7.5000%  | N/A     | $1000.00           | $1012.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-06-20      | 5.0000%  | N/A     | $331136.00         | $307089.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-02-20      | 6.5000%  | N/A     | $322869.00         | $339823.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-02-20      | 6.5000%  | N/A     | $9866.00           | $10385.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1062.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-01-20      | 5.5000%  | N/A     | $1008.00           | $1006.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 6.5000%  | N/A     | $385881.00         | $409826.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-04-20      | 7.0000%  | N/A     | $1695274.00        | $1598055.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2046-01-20      | 3.5000%  | N/A     | $16297470.00       | $1499204.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 6.5000%  | N/A     | $1062692.00        | $1126539.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-01-20      | 6.0000%  | N/A     | $1000.00           | $1041.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2047-10-20      | 3.5000%  | N/A     | $3056.00           | $342.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-10-20      | 5.0000%  | N/A     | $1088.00           | $1059.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-10-20      | 5.5000%  | N/A     | $3085444.00        | $2264791.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-03-20      | 7.5000%  | N/A     | $1000.00           | $1067.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2053-05-20      | 5.0000%  | N/A     | $633472.00         | $481302.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 6.5000%  | N/A     | $270812.00         | $287631.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2046-03-20      | 3.5000%  | N/A     | $2110.00           | $192.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2051-03-20      | 2.5000%  | N/A     | $2469736.00        | $1468694.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 5.5000%  | N/A     | $3328872.00        | $3397035.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 6.5000%  | N/A     | $3339374.00        | $3517642.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2047-12-20      | 3.5000%  | N/A     | $8509216.00        | $984245.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-01-20      | 5.5000%  | N/A     | $1024.00           | $726.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-03-20      | 7.0000%  | N/A     | $4000.00           | $4223.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2050-03-20      | 4.0000%  | N/A     | $1000.00           | $134.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-01-20      | 6.5000%  | N/A     | $1000.00           | $649.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2053-02-20      | 5.5000%  | N/A     | $7740096.00        | $4692081.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-01-20      | 5.5000%  | N/A     | $2048.00           | $1494.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2050-05-20      | 4.0000%  | N/A     | $1000.00           | $176.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $962.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2047-06-20      | 3.5000%  | N/A     | $1000.00           | $110.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2052-05-20      | 3.5000%  | N/A     | $37428624.00       | $24414289.49       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-03-20      | 5.5000%  | N/A     | $2000.00           | $1569.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2048-05-20      | 3.5000%  | N/A     | $1006.00           | $112.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2053-01-20      | 5.0000%  | N/A     | $44117299.00       | $30845060.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2048-03-20      | 3.5000%  | N/A     | $1024.00           | $113.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2052-12-20      | 5.5000%  | N/A     | $7671984.00        | $4658710.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-11-20      | 7.5000%  | N/A     | $2000.00           | $2147.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 6.5000%  | N/A     | $292595.00         | $312481.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-02-20      | 5.5000%  | N/A     | $416066.00         | $306542.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-01-20      | 7.5000%  | N/A     | $1001.00           | $1038.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-01-20      | 7.0000%  | N/A     | $1000.00           | $1064.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-02-20      | 6.5000%  | N/A     | $220721.00         | $232865.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2052-07-20      | 4.5000%  | N/A     | $2024.00           | $1410.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-04-20      | 6.0000%  | N/A     | $2008.00           | $1023.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-01-20      | 6.5000%  | N/A     | $1000.00           | $1054.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1061.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-03-20      | 7.5000%  | N/A     | $4910.00           | $3667.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2051-08-20      | 4.0000%  | N/A     | $1016.00           | $752.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 6.5000%  | N/A     | $1615002.00        | $1700122.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 6.5000%  | N/A     | $3654204.00        | $3846887.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-07-20      | 5.5000%  | N/A     | $1024.00           | $865.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-10-20      | 4.5000%  | N/A     | $1000.00           | $974.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2050-11-20      | 4.0000%  | N/A     | $1000.00           | $518.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2048-11-20      | 4.0000%  | N/A     | $8917959.00        | $769906.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 7.5000%  | N/A     | $10555.00          | $11435.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-03-20      | 5.5000%  | N/A     | $1498184.00        | $1479557.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-04-20      | 4.5000%  | N/A     | $1008.00           | $902.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-06-20      | 5.5000%  | N/A     | $8331600.00        | $6932348.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2052-06-20      | 4.5000%  | N/A     | $3024.00           | $2090.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2053-07-20      | 7.5000%  | N/A     | $1000.00           | $594.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2051-04-20      | 2.5000%  | N/A     | $2000.00           | $958.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-01-20      | 7.0000%  | N/A     | $1000.00           | $976.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-08-20      | 5.0000%  | N/A     | $2001.00           | $1903.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-03-20      | 6.5000%  | N/A     | $810351.00         | $865382.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-10-20      | 5.5000%  | N/A     | $25447928.00       | $25070723.62       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-05-20      | 6.5000%  | N/A     | $1000.00           | $414.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2051-03-20      | 4.0000%  | N/A     | $2000.00           | $1337.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-07-20      | 5.0000%  | N/A     | $1000.00           | $941.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-04-20      | 4.0000%  | N/A     | $5856502.00        | $5717262.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2045-10-20      | 4.0000%  | N/A     | $1000.00           | $71.12             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2052-11-20      | 6.0000%  | N/A     | $1433563.00        | $666116.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2056-02-20      | 6.5000%  | N/A     | $2478392.00        | $2631007.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-01-20      | 6.5000%  | N/A     | $396876.00         | $417794.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-09-20      | 4.5000%  | N/A     | $41770393.00       | $37202197.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2052-09-20      | 4.0000%  | N/A     | $61519602.00       | $43405612.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $963.91            | Agency Mortgage-Backed Securities         |

### Security 4: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWX5W460
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-03
- **C.13 - Final Legal Maturity Date:** 2026-07-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $913.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-09-01      | 6.5000%  | N/A     | $1024.00           | $709.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $978.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $688.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.0000%  | N/A     | $2000.00           | $1889.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $595.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-08-01      | 2.5000%  | N/A     | $1032.00           | $706.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2056-06-01      | 6.0000%  | N/A     | $1000.00           | $1037.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $783.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1003.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $4000.00           | $3301.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1009.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2056-03-01      | 5.5000%  | N/A     | $1024.00           | $1032.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $557.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1002.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 4.5000%  | N/A     | $2015.00           | $1715.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-04-01      | 2.0000%  | N/A     | $2000.00           | $1070.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1001.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1032.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $987.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $812.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $861.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $934.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $986.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $726.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $830.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1942.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-08-01      | 5.5000%  | N/A     | $1039.00           | $771.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $614.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-08-01      | 5.5000%  | N/A     | $1028.00           | $740.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2067.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 6.5000%  | N/A     | $1001.00           | $888.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $837.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1510.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2035-09-01      | 4.4000%  | N/A     | $1001.00           | $978.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $594.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $235.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $780.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-03-01      | 2.0000%  | N/A     | $1002.00           | $805.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $684.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $994.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 3.0000%  | N/A     | $1024.00           | $792.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $603.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $712.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $743.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $680.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $644.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $707.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $187.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-10-01      | 2.5000%  | N/A     | $1001.00           | $586.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $513.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2056-03-01      | 5.5000%  | N/A     | $1039.00           | $1036.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1013.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1947.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $759.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $871.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $860.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $844.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $809.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-10-01      | 5.0000%  | N/A     | $1001.00           | $977.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-12-01      | 5.5000%  | N/A     | $1039.00           | $744.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $946.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $504.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293                | 2051-03-25      | 2.0000%  | N/A     | $8000000.00        | $792692.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108                | 2030-03-25      | 1.5170%  | N/A     | $1000.00           | $905.18            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $629.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1017.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2056-04-01      | 5.5000%  | N/A     | $1024.00           | $1031.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $983.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 5.5000%  | N/A     | $1001.00           | $965.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-04-01      | 5.0000%  | N/A     | $1024.00           | $695.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $817.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-01-01      | 4.2000%  | N/A     | $1000.00           | $968.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-10-01      | 6.0000%  | N/A     | $1024.00           | $45.80             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2042-05-01      | 2.0000%  | N/A     | $1008.00           | $746.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2032-07-01      | 4.4900%  | N/A     | $2017.00           | $2018.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $971.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $612.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2041-06-01      | 2.0000%  | N/A     | $1337500.00        | $777971.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-07-01      | 6.0000%  | N/A     | $507466.00         | $516472.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $994.36            | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159              | 2029-12-25      | 3.9500%  | N/A     | $2549.00           | $407.94            | Agency Collateralized Mortgage Obligation |
| FHLMC_3632                                                       | 2040-02-15      | 4.9756%  | N/A     | $2800000.00        | $434261.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_4249                                                       | 2041-10-15      | 3.5000%  | N/A     | $1000.00           | $318.14            | Agency Collateralized Mortgage Obligation |
| FHLMC_433                                                        | 2044-02-15      | 2.8927%  | N/A     | $100064.00         | $788.63            | Agency Collateralized Mortgage Obligation |
| FHLMC_45-50                                                      | 2046-02-15      | 2.2927%  | N/A     | $13250000.00       | $281670.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_4657                                                       | 2047-02-15      | 2.2427%  | N/A     | $36091396.00       | $723880.24         | Agency Collateralized Mortgage Obligation |
| FHLMC_4770C                                                      | 2043-08-15      | 2.2881%  | N/A     | $76400829.00       | $612450.62         | Agency Collateralized Mortgage Obligation |
| FHLMC_4794B                                                      | 2043-03-15      | 2.1933%  | N/A     | $200002.00         | $1460.47           | Agency Collateralized Mortgage Obligation |
| FHLMC_4908E                                                      | 2042-12-15      | 2.0236%  | N/A     | $43734086.00       | $492475.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038J                                                      | 2050-10-25      | 2.5000%  | N/A     | $110000.00         | $10697.38          | Agency Collateralized Mortgage Obligation |
| FHLMC_5056B                                                      | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1090936.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                                      | 2051-02-25      | 3.0000%  | N/A     | $6659455.00        | $589013.50         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                                      | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1082050.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5135C                                                      | 2048-05-25      | 2.5000%  | N/A     | $25600000.00       | $2384297.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5175A                                                      | 2051-12-25      | 2.5000%  | N/A     | $5237500.00        | $379861.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_5371F                                                      | 2054-01-25      | 0.0000%  | N/A     | $5357143.00        | $2232521.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                                      | 2054-08-25      | 0.0000%  | N/A     | $5583107.00        | $2599697.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5464C                                                      | 2051-05-25      | 3.5000%  | N/A     | $20508137.00       | $2596386.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5588C                                                      | 2054-07-25      | 0.0000%  | N/A     | $46458017.00       | $27098647.90       | Agency Collateralized Mortgage Obligation |
| FHLMC_5597B                                                      | 2055-11-25      | 4.9121%  | N/A     | $1024.00           | $845.00            | Agency Collateralized Mortgage Obligation |
| FHLMC_5605A                                                      | 2052-12-25      | 5.5000%  | N/A     | $20472076.00       | $2051989.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605A                                                      | 2051-11-25      | 5.5000%  | N/A     | $2852763.00        | $426584.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_K1511                                                      | 2034-03-25      | 3.5420%  | N/A     | $2000.00           | $1862.24           | Agency Collateralized Mortgage Obligation |
| FHMS_K743                                                        | 2028-05-25      | 0.9012%  | N/A     | $1730.00           | $26.98             | Agency Collateralized Mortgage Obligation |
| FNMA_06-44H                                                      | 2036-06-25      | 2.8734%  | N/A     | $42412200.00       | $43686.10          | Agency Collateralized Mortgage Obligation |
| FNMA_07-22E                                                      | 2037-03-25      | 3.0234%  | N/A     | $94696183.00       | $251496.45         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                                      | 2040-12-25      | 2.2734%  | N/A     | $118886400.00      | $521008.24         | Agency Collateralized Mortgage Obligation |
| FNMA_10-150                                                      | 2041-01-25      | 2.7634%  | N/A     | $27857143.00       | $308029.55         | Agency Collateralized Mortgage Obligation |
| FNMA_11-110                                                      | 2041-04-25      | 2.9234%  | N/A     | $99753115.00       | $21288.63          | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                                       | 2042-03-25      | 2.7734%  | N/A     | $40416956.00       | $277518.09         | Agency Collateralized Mortgage Obligation |
| FNMA_12-2                                                        | 2042-02-25      | 2.7734%  | N/A     | $15333333.00       | $157140.01         | Agency Collateralized Mortgage Obligation |
| FNMA_12-74                                                       | 2042-07-25      | 0.0000%  | N/A     | $15987264.00       | $1651924.13        | Agency Collateralized Mortgage Obligation |
| FNMA_14-24                                                       | 2044-05-25      | 2.3234%  | N/A     | $33000000.00       | $122412.77         | Agency Collateralized Mortgage Obligation |
| FNMA_14-47D                                                      | 2054-08-25      | 4.1136%  | N/A     | $1024.00           | $63.88             | Agency Collateralized Mortgage Obligation |
| FNMA_15-91                                                       | 2045-12-25      | 2.0369%  | N/A     | $82366191.00       | $313610.94         | Agency Collateralized Mortgage Obligation |
| FNMA_16-1                                                        | 2046-02-25      | 2.4234%  | N/A     | $69174285.00       | $790705.93         | Agency Collateralized Mortgage Obligation |
| FNMA_16-40J                                                      | 2046-07-25      | 1.4660%  | N/A     | $157677272.00      | $428571.06         | Agency Collateralized Mortgage Obligation |
| FNMA_16-65A                                                      | 2046-09-25      | 2.3734%  | N/A     | $31164258.00       | $349853.79         | Agency Collateralized Mortgage Obligation |
| FNMA_17-23A                                                      | 2047-04-25      | 2.3734%  | N/A     | $38000000.00       | $381905.12         | Agency Collateralized Mortgage Obligation |
| FNMA_17-54E                                                      | 2047-07-25      | 2.1711%  | N/A     | $167805375.00      | $939868.41         | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                                      | 2048-07-25      | 1.9987%  | N/A     | $4371963.00        | $32203.50          | Agency Collateralized Mortgage Obligation |
| FNMA_19-59C                                                      | 2049-10-25      | 2.3434%  | N/A     | $6405661.00        | $240401.80         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59F                                                      | 2049-10-25      | 2.1697%  | N/A     | $63684502.00       | $618024.74         | Agency Collateralized Mortgage Obligation |
| FNMA_19-65                                                       | 2059-11-25      | 1.7907%  | N/A     | $32166333.00       | $314724.22         | Agency Collateralized Mortgage Obligation |
| FNMA_19-M12                                                      | 2029-06-25      | 0.5630%  | N/A     | $19004000.00       | $240239.71         | Agency Collateralized Mortgage Obligation |
| FNMA_20-63D                                                      | 2050-09-25      | 2.5000%  | N/A     | $4000000.00        | $57692.11          | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                                      | 2050-11-25      | 2.5000%  | N/A     | $5184890.00        | $454383.36         | Agency Collateralized Mortgage Obligation |
| FNMA_20-M13A                                                     | 2030-09-25      | 1.2200%  | N/A     | $9500000.00        | $179726.90         | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                                      | 2046-02-25      | 2.2370%  | N/A     | $10436192.00       | $203410.55         | Agency Collateralized Mortgage Obligation |
| FNMA_21-43C                                                      | 2051-06-25      | 2.5000%  | N/A     | $4600000.00        | $496044.91         | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                                      | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $139675.81         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                                      | 2049-04-25      | 2.5000%  | N/A     | $3600000.00        | $398887.73         | Agency Collateralized Mortgage Obligation |
| FNMA_21-M23                                                      | 2031-11-25      | 0.5290%  | N/A     | $23373706.00       | $339897.47         | Agency Collateralized Mortgage Obligation |
| FNMA_23-58G                                                      | 2053-12-25      | 0.0000%  | N/A     | $7948724.00        | $3851751.36        | Agency Collateralized Mortgage Obligation |
| FNMA_24-11C                                                      | 2054-03-25      | 4.4879%  | N/A     | $100037.00         | $5990.61           | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                                      | 2054-08-25      | 3.4879%  | N/A     | $100224.00         | $5893.02           | Agency Collateralized Mortgage Obligation |
| FNMA_24-65A                                                      | 2054-09-25      | 0.0500%  | N/A     | $39812468.00       | $58193.95          | Agency Collateralized Mortgage Obligation |
| FNMA_24-65B                                                      | 2054-09-25      | 0.1000%  | N/A     | $100984.00         | $201.09            | Agency Collateralized Mortgage Obligation |
| FNMA_24-77                                                       | 2053-10-25      | 4.9121%  | N/A     | $9628361.00        | $6175833.68        | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                                      | 2054-08-25      | 0.0000%  | N/A     | $33556300.00       | $14095861.41       | Agency Collateralized Mortgage Obligation |
| FNMA_25-5C                                                       | 2055-02-25      | 2.1379%  | N/A     | $12762968.00       | $576172.92         | Agency Collateralized Mortgage Obligation |
| FNMA_25-75B                                                      | 2053-06-25      | 5.5000%  | N/A     | $9395127.00        | $966071.46         | Agency Collateralized Mortgage Obligation |
| FNMA_26-3B                                                       | 2048-04-25      | 5.0000%  | N/A     | $9764976.00        | $1193164.23        | Agency Collateralized Mortgage Obligation |
| FNMA_26-3B                                                       | 2048-04-25      | 4.5000%  | N/A     | $1020.00           | $976.22            | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5013                                           | 2050-09-25      | 2.5000%  | N/A     | $699984.00         | $79240.25          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                                           | 2050-10-25      | 2.0000%  | N/A     | $30661312.00       | $2887711.65        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5085                                           | 2051-03-25      | 2.0000%  | N/A     | $100000.00         | $8831.19           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                                 | 2044-01-01      | 3.5000%  | N/A     | $2599846.00        | $196684.81         | Agency Mortgage-Backed Securities         |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHL | 2034-04-25      | 3.0590%  | N/A     | $1000.00           | $897.02            | Agency Collateralized Mortgage Obligation |
| GNMA_09-13E                                                      | 2039-03-16      | 2.2605%  | N/A     | $50000000.00       | $134621.17         | Agency Collateralized Mortgage Obligation |
| GNMA_12-133B                                                     | 2042-10-20      | 0.6950%  | N/A     | $114751391.00      | $60006.37          | Agency Collateralized Mortgage Obligation |
| GNMA_13-188                                                      | 2043-12-16      | 1.8105%  | N/A     | $88104086.00       | $706250.52         | Agency Collateralized Mortgage Obligation |
| GNMA_14-118F                                                     | 2044-08-16      | 1.8605%  | N/A     | $35501323.00       | $580564.10         | Agency Collateralized Mortgage Obligation |
| GNMA_14-152                                                      | 2044-10-20      | 1.8829%  | N/A     | $57000000.00       | $387396.65         | Agency Collateralized Mortgage Obligation |
| GNMA_15-82                                                       | 2045-06-20      | 7.0000%  | N/A     | $14100000.00       | $96542.55          | Agency Collateralized Mortgage Obligation |
| GNMA_16-112                                                      | 2045-03-20      | 1.1257%  | N/A     | $58587456.00       | $85843.90          | Agency Collateralized Mortgage Obligation |
| GNMA_16-61                                                       | 2046-05-20      | 2.3329%  | N/A     | $7000000.00        | $177168.69         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                                      | 2046-11-20      | 1.2095%  | N/A     | $2029945.00        | $7247.61           | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                                     | 2046-02-20      | 1.1161%  | N/A     | $7534085.00        | $46282.71          | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                                     | 2046-02-20      | 4.1638%  | N/A     | $3413.00           | $568.21            | Agency Collateralized Mortgage Obligation |
| GNMA_19-159J                                                     | 2046-03-20      | 0.9822%  | N/A     | $56803643.00       | $471869.08         | Agency Collateralized Mortgage Obligation |
| GNMA_19-48B                                                      | 2043-02-20      | 1.0285%  | N/A     | $65399862.00       | $388432.03         | Agency Collateralized Mortgage Obligation |
| GNMA_19-96D                                                      | 2049-08-20      | 4.0000%  | N/A     | $4178375.00        | $155137.67         | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                                      | 2048-10-20      | 1.0743%  | N/A     | $100044.00         | $547.30            | Agency Collateralized Mortgage Obligation |
| GNMA_20-5K                                                       | 2048-02-20      | 1.1411%  | N/A     | $12383239.00       | $36176.01          | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                                      | 2050-05-20      | 2.3829%  | N/A     | $100041.00         | $3373.02           | Agency Collateralized Mortgage Obligation |
| GNMA_21-107Q                                                     | 2051-06-20      | 1.7500%  | N/A     | $2250.00           | $872.14            | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                                     | 2051-08-20      | 2.5829%  | N/A     | $16143616.00       | $1326491.73        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136A                                                     | 2051-08-20      | 0.0000%  | N/A     | $77680525.00       | $458868.37         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146F                                                     | 2051-08-20      | 2.5000%  | N/A     | $9058640.00        | $797410.09         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                                     | 2051-07-20      | 2.5829%  | N/A     | $9108640.00        | $706882.00         | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                                      | 2050-10-20      | 0.0000%  | N/A     | $162000.00         | $23.54             | Agency Collateralized Mortgage Obligation |
| GNMA_21-86H                                                      | 2051-05-20      | 5.5000%  | N/A     | $1000.00           | $572.67            | Agency Collateralized Mortgage Obligation |
| GNMA_21-86J                                                      | 2051-05-20      | 4.7385%  | N/A     | $300431.00         | $161478.49         | Agency Collateralized Mortgage Obligation |
| GNMA_22-124C                                                     | 2052-07-20      | 0.3749%  | N/A     | $6317184.00        | $77326.50          | Agency Collateralized Mortgage Obligation |
| GNMA_22-153D                                                     | 2052-09-20      | 4.5751%  | N/A     | $52007.00          | $37497.55          | Agency Collateralized Mortgage Obligation |
| GNMA_22-178C                                                     | 2052-10-20      | 4.7251%  | N/A     | $1000.00           | $697.17            | Agency Collateralized Mortgage Obligation |
| GNMA_22-197F                                                     | 2048-03-20      | 2.4329%  | N/A     | $4587781.00        | $355580.76         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197J                                                     | 2043-12-16      | 2.2605%  | N/A     | $687049.00         | $30486.54          | Agency Collateralized Mortgage Obligation |
| GNMA_22-208C                                                     | 2052-12-20      | 2.6449%  | N/A     | $32384320.00       | $1211825.38        | Agency Collateralized Mortgage Obligation |
| GNMA_23-120C                                                     | 2053-08-20      | 4.7351%  | N/A     | $1024.00           | $388.52            | Agency Collateralized Mortgage Obligation |
| GNMA_23-123A                                                     | 2053-08-20      | 4.6251%  | N/A     | $1024.00           | $513.19            | Agency Collateralized Mortgage Obligation |
| GNMA_23-133C                                                     | 2053-09-20      | 5.0251%  | N/A     | $1024.00           | $271.37            | Agency Collateralized Mortgage Obligation |
| GNMA_23-135D                                                     | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $47642.37          | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                                     | 2053-11-20      | 3.4749%  | N/A     | $14694534.00       | $765676.85         | Agency Collateralized Mortgage Obligation |
| GNMA_23-176A                                                     | 2053-11-20      | 5.5251%  | N/A     | $1728892.00        | $465957.63         | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                                     | 2053-12-20      | 4.8751%  | N/A     | $1649201.00        | $620442.30         | Agency Collateralized Mortgage Obligation |
| GNMA_23-3C                                                       | 2053-01-20      | 4.5351%  | N/A     | $1000.00           | $626.50            | Agency Collateralized Mortgage Obligation |
| GNMA_23-56B                                                      | 2053-04-20      | 1.8749%  | N/A     | $100000000.00      | $3482315.78        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70A                                                      | 2053-05-20      | 4.6251%  | N/A     | $512042.00         | $337894.94         | Agency Collateralized Mortgage Obligation |
| GNMA_23-76E                                                      | 2053-05-20      | 4.6251%  | N/A     | $1008.00           | $480.08            | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                                     | 2073-01-20      | 1.0847%  | N/A     | $15464067.00       | $1273567.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                                     | 2071-06-20      | 0.5370%  | N/A     | $26399972.00       | $514367.73         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16D                                                     | 2073-06-20      | 0.4733%  | N/A     | $17900000.00       | $622773.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-117E                                                     | 2054-07-20      | 4.8751%  | N/A     | $1024.00           | $462.47            | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                                     | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $3129449.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160A                                                     | 2054-10-20      | 4.6451%  | N/A     | $1024.00           | $777.90            | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                                     | 2054-10-20      | 4.6251%  | N/A     | $836726.00         | $630174.11         | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                                     | 2054-10-20      | 4.7251%  | N/A     | $762026.00         | $422162.64         | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                                     | 2054-10-20      | 0.0000%  | N/A     | $4728722.00        | $31.00             | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                                     | 2054-11-20      | 5.2251%  | N/A     | $6256.00           | $3432.41           | Agency Collateralized Mortgage Obligation |
| GNMA_24-21F                                                      | 2053-07-20      | 0.1000%  | N/A     | $5259471.00        | $3892.56           | Agency Collateralized Mortgage Obligation |
| GNMA_24-26H                                                      | 2054-02-20      | 5.7500%  | N/A     | $1024.00           | $803.43            | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                                      | 2054-04-20      | 5.7500%  | N/A     | $362231.00         | $365504.20         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64V                                                      | 2054-04-20      | 0.2000%  | N/A     | $49527687.00       | $210080.84         | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                                      | 2054-04-20      | 4.7551%  | N/A     | $1165252.00        | $672770.86         | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                                      | 2054-05-20      | 5.5000%  | N/A     | $1052186.00        | $1066137.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                                      | 2054-06-20      | 4.8251%  | N/A     | $2253552.00        | $911113.14         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H02C                                                     | 2074-01-20      | 0.8080%  | N/A     | $7116241.00        | $474297.44         | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F                                                     | 2055-07-20      | 0.8749%  | N/A     | $99038860.00       | $1054135.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116B                                                     | 2055-07-20      | 4.7751%  | N/A     | $1000.00           | $664.13            | Agency Collateralized Mortgage Obligation |
| GNMA_25-116L                                                     | 2055-07-20      | 4.6751%  | N/A     | $1000.00           | $763.94            | Agency Collateralized Mortgage Obligation |
| GNMA_25-118D                                                     | 2052-03-20      | 6.0000%  | N/A     | $1666667.00        | $61817.03          | Agency Collateralized Mortgage Obligation |
| GNMA_25-118E                                                     | 2055-07-20      | 2.3249%  | N/A     | $58159680.00       | $2342223.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K                                                     | 2055-07-20      | 4.9751%  | N/A     | $1008.00           | $1004.34           | Agency Collateralized Mortgage Obligation |
| GNMA_25-131J                                                     | 2055-08-20      | 4.7251%  | N/A     | $1000.00           | $946.02            | Agency Collateralized Mortgage Obligation |
| GNMA_25-146A                                                     | 2055-08-20      | 2.3249%  | N/A     | $250000000.00      | $10091902.64       | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                                     | 2053-03-20      | 0.1000%  | N/A     | $30617387.00       | $60346.27          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                                     | 2053-02-20      | 0.0900%  | N/A     | $20375261.00       | $39852.20          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                                     | 2053-02-20      | 0.0500%  | N/A     | $33370779.00       | $34836.68          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                                     | 2053-03-20      | 0.3500%  | N/A     | $18400213.00       | $135767.89         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                                     | 2054-01-20      | 0.1600%  | N/A     | $31344687.00       | $85098.06          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                                     | 2054-05-20      | 2.3249%  | N/A     | $104260319.00      | $3776964.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                                     | 2054-04-20      | 0.0200%  | N/A     | $21285519.00       | $7843.71           | Agency Collateralized Mortgage Obligation |
| GNMA_25-164C                                                     | 2054-08-20      | 2.9749%  | N/A     | $918795.00         | $70279.74          | Agency Collateralized Mortgage Obligation |
| GNMA_25-203A                                                     | 2055-11-20      | 5.0251%  | N/A     | $1000.00           | $980.95            | Agency Collateralized Mortgage Obligation |
| GNMA_25-203B                                                     | 2053-06-20      | 0.0000%  | N/A     | $33795421.00       | $24479799.88       | Agency Collateralized Mortgage Obligation |
| GNMA_25-208E                                                     | 2055-12-20      | 5.1251%  | N/A     | $1024.00           | $903.27            | Agency Collateralized Mortgage Obligation |
| GNMA_25-26D                                                      | 2055-02-20      | 5.2751%  | N/A     | $1008.00           | $558.47            | Agency Collateralized Mortgage Obligation |
| GNMA_25-48B                                                      | 2055-03-20      | 2.4349%  | N/A     | $341802.00         | $16061.84          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                                      | 2055-05-20      | 0.1000%  | N/A     | $50000000.00       | $59243.23          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                                      | 2055-05-20      | 0.0500%  | N/A     | $62500000.00       | $36768.79          | Agency Collateralized Mortgage Obligation |
| GNMA_25-95C                                                      | 2055-05-20      | 1.5049%  | N/A     | $10890423.00       | $429250.01         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98L                                                      | 2055-06-20      | 5.0251%  | N/A     | $1043.00           | $809.91            | Agency Collateralized Mortgage Obligation |
| GNMA_26-27G                                                      | 2056-02-20      | 0.7749%  | N/A     | $50000000.00       | $1083034.19        | Agency Collateralized Mortgage Obligation |
| GNMA_26-32H                                                      | 2056-02-20      | 4.7251%  | N/A     | $1000.00           | $986.54            | Agency Collateralized Mortgage Obligation |
| GNMA_26-38C                                                      | 2045-05-20      | 4.5000%  | N/A     | $29295918.00       | $4218072.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-46N                                                      | 2056-03-20      | 5.0151%  | N/A     | $1024.00           | $949.72            | Agency Collateralized Mortgage Obligation |
| GNMA_26-47J                                                      | 2056-03-20      | 4.8751%  | N/A     | $1000.00           | $868.72            | Agency Collateralized Mortgage Obligation |
| GNMA_26-52B                                                      | 2056-03-20      | 4.6251%  | N/A     | $1024.00           | $986.63            | Agency Collateralized Mortgage Obligation |
| GNMA_26-7A                                                       | 2054-09-20      | 0.1100%  | N/A     | $40000000.00       | $90292.65          | Agency Collateralized Mortgage Obligation |
| GNMA_26-7A                                                       | 2054-09-20      | 1.2149%  | N/A     | $167033338.00      | $4507539.32        | Agency Collateralized Mortgage Obligation |
| GNMA_26-7B                                                       | 2056-01-20      | 0.8749%  | N/A     | $100000000.00      | $1858898.02        | Agency Collateralized Mortgage Obligation |
| GNMA_26-8E                                                       | 2056-01-20      | 6.0000%  | N/A     | $34398000.00       | $7351233.93        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97H                                                      | 2054-12-20      | 4.8251%  | N/A     | $1024.00           | $516.53            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2040-08-20      | 5.0000%  | N/A     | $103601.00         | $14.84             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2043-05-15      | 3.0000%  | N/A     | $1000.00           | $121.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2033-12-15      | 6.5000%  | N/A     | $5576.00           | $121.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2034-03-15      | 6.5000%  | N/A     | $1042.00           | $5.55              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2040-08-15      | 5.0000%  | N/A     | $370369.00         | $22933.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-04-20      | 4.5000%  | N/A     | $1000.00           | $895.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-12-20      | 5.5000%  | N/A     | $1040.00           | $765.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-09-20      | 4.5000%  | N/A     | $5851267.00        | $4131678.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2066-04-20      | 6.0000%  | N/A     | $3971923.00        | $4085999.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-09-20      | 4.5000%  | N/A     | $1000.00           | $949.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-08-20      | 3.0000%  | N/A     | $2000.00           | $551.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-04-20      | 3.5000%  | N/A     | $1024.00           | $667.39            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-02-20      | 6.5000%  | N/A     | $636812.00         | $670049.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-04-20      | 5.0000%  | N/A     | $766914.00         | $473796.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2047-10-20      | 3.5000%  | N/A     | $634167.00         | $71162.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-05-20      | 3.5000%  | N/A     | $6896382.00        | $4498435.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2065-02-20      | 6.5000%  | N/A     | $23559632.00       | $11073083.90       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-10-20      | 5.0000%  | N/A     | $379720.00         | $369868.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-10-20      | 5.5000%  | N/A     | $1198488.00        | $879719.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-07-20      | 5.5000%  | N/A     | $13056438.00       | $11030954.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-02-20      | 5.0000%  | N/A     | $1000.00           | $880.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2048-05-20      | 3.5000%  | N/A     | $13074378.00       | $1462972.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-03-20      | 6.5000%  | N/A     | $899227.00         | $949606.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2065-04-20      | 7.0000%  | N/A     | $1000.00           | $590.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2064-09-20      | 7.0000%  | N/A     | $1000.00           | $297.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-01-20      | 5.0000%  | N/A     | $4034574.00        | $2820813.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2048-03-20      | 3.5000%  | N/A     | $3041.00           | $337.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-03-20      | 6.5000%  | N/A     | $2044042.00        | $2152254.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2048-11-20      | 4.0000%  | N/A     | $1023.00           | $88.32             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-10-20      | 6.5000%  | N/A     | $1166684.00        | $1223849.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-12-20      | 5.5000%  | N/A     | $2008.00           | $1219.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-05-20      | 6.0000%  | N/A     | $272626.00         | $284913.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2065-05-20      | 6.5000%  | N/A     | $2048.00           | $1586.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-02-20      | 5.5000%  | N/A     | $526400.00         | $354230.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2065-08-20      | 7.0000%  | N/A     | $1024.00           | $709.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-02-20      | 6.5000%  | N/A     | $290298.00         | $305624.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2046-04-20      | 3.5000%  | N/A     | $1008.00           | $98.85             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-04-20      | 5.0000%  | N/A     | $2167857.00        | $2146660.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-11-20      | 5.5000%  | N/A     | $38309.00          | $30190.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-01-20      | 4.5000%  | N/A     | $1024.00           | $978.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-06-20      | 4.0000%  | N/A     | $2024.00           | $1371.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-11-20      | 2.5000%  | N/A     | $16664100.00       | $9668671.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-02-20      | 6.5000%  | N/A     | $11464.00          | $12196.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-05-20      | 6.0000%  | N/A     | $1447790.00        | $1508657.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-04-20      | 5.0000%  | N/A     | $1000.00           | $899.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-06-20      | 5.5000%  | N/A     | $3137562.00        | $2124637.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2051-01-20      | 2.0000%  | N/A     | $1282000.00        | $628865.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-11-20      | 6.0000%  | N/A     | $9266208.00        | $4305620.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2047-06-20      | 3.0000%  | N/A     | $5525000.00        | $706492.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-02-20      | 6.5000%  | N/A     | $259182.00         | $273230.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-05-20      | 5.0000%  | N/A     | $43776.00          | $33260.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-01-20      | 6.5000%  | N/A     | $235370.00         | $247622.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-09-20      | 6.0000%  | N/A     | $1017.00           | $933.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-03-20      | 6.5000%  | N/A     | $897091.00         | $945182.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-11-20      | 7.5000%  | N/A     | $1000.00           | $1073.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-11-20      | 5.5000%  | N/A     | $1000.00           | $637.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-05-20      | 4.0000%  | N/A     | $4881640.00        | $3298461.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2051-03-20      | 4.0000%  | N/A     | $29245.00          | $19556.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-03-20      | 6.5000%  | N/A     | $2766352.00        | $2951262.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-05-20      | 3.0000%  | N/A     | $47450170.00       | $10821576.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-09-20      | 4.5000%  | N/A     | $10594752.00       | $9436062.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-05-20      | 5.0000%  | N/A     | $5190437.00        | $4722472.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1052.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2065-04-20      | 6.5000%  | N/A     | $1000.00           | $631.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-01-20      | 5.5000%  | N/A     | $1024.00           | $1022.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2046-03-20      | 3.5000%  | N/A     | $2240.00           | $204.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-04-20      | 7.0000%  | N/A     | $5257130.00        | $5560364.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-03-20      | 7.5000%  | N/A     | $2250.00           | $1680.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1054.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-05-20      | 5.5000%  | N/A     | $944296.00         | $958138.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-05-20      | 5.5000%  | N/A     | $1087.00           | $874.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-06-20      | 5.5000%  | N/A     | $2024.00           | $1684.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-03-20      | 6.0000%  | N/A     | $1978833.00        | $2046218.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-08-20      | 4.0000%  | N/A     | $15066655.00       | $10466173.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-04-20      | 7.5000%  | N/A     | $2610154.00        | $2830857.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-05-20      | 5.0000%  | N/A     | $1012720.00        | $1020567.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-03-20      | 6.5000%  | N/A     | $2536462.00        | $2672113.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-06-20      | 3.0000%  | N/A     | $1352.00           | $319.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-03-20      | 5.5000%  | N/A     | $4786553.00        | $2964667.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-04-20      | 7.0000%  | N/A     | $1191284.00        | $1271477.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2048-12-20      | 4.0000%  | N/A     | $1022.00           | $88.40             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2047-07-20      | 3.5000%  | N/A     | $897758.00         | $102524.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1053.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2056-03-20      | 6.5000%  | N/A     | $5855664.00        | $6221047.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2051-03-20      | 2.0000%  | N/A     | $1000.00           | $553.96            | Agency Mortgage-Backed Securities         |

### Security 5: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDY244P7
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2028-02-15      | 4.2500%  | N/A     | $108854800.00      | $110574982.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $164.42            | $105.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 3.3750%  | N/A     | $13227500.00       | $13195675.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $356863900.00      | $354036965.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $11165000.00       | $10710671.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.0000%  | N/A     | $53.72             | $45.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | N/A     | $7000000.00        | $7033918.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | N/A     | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $113158000.00      | $110469929.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $80785100.00       | $82477608.55       | U.S. Treasuries (including strips) |

### Security 6: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDYFA4A2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 | 2027-01-15      | 4.0000%  | N/A     | $41400000.00       | $42065158.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $55773000.00       | $55831423.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $50000000.00       | $50144593.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $75337000.00       | $74745572.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $40845000.00       | $40854711.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $19892300.00       | $19927214.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $106896900.00      | $104688917.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $65199300.00       | $65024742.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $2666064.59        | $993607.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | N/A     | $33453700.00       | $55724057.92       | U.S. Treasuries (including strips) |

### Security 7: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ5B20X5
- **C.18 - Value (incl. sponsor support):** $1016000000.00
- **C.18.a - Value (excl. sponsor support):** $1016000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIEMAE ACES FNMA_20-M33                           | 2031-01-25      | 0.9696%  | N/A     | $1000.00           | $890.77            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $737.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-09-01      | 4.4000%  | N/A     | $2746431.00        | $2683365.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-10-01      | 4.2000%  | N/A     | $3194.00           | $3153.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-05-01      | 5.5000%  | N/A     | $1300.00           | $1067.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $871.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-06-01      | 4.5000%  | N/A     | $199677.00         | $128396.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-02-01      | 4.6000%  | N/A     | $231535.00         | $230144.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.5000%  | N/A     | $3265.00           | $2525.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2036-11-01      | 5.6200%  | N/A     | $4021.00           | $723.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-12-01      | 5.5000%  | N/A     | $1113.00           | $590.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $712.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-03-01      | 2.8620%  | N/A     | $46546.00          | $36543.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $717.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K111    | 2030-05-25      | 1.5607%  | N/A     | $19289030.00       | $987695.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-08-01      | 6.5000%  | N/A     | $1017.00           | $29.85             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-10-01      | 6.0000%  | N/A     | $6792.00           | $303.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-12-01      | 4.3000%  | N/A     | $11879100.00       | $11712477.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $3085.00           | $2512.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 5.5000%  | N/A     | $73948.00          | $55841.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 4.5200%  | N/A     | $23374700.00       | $23365199.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-12-01      | 4.6900%  | N/A     | $4228000.00        | $4268909.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-02-01      | 2.0000%  | N/A     | $1000.00           | $426.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-06-01      | 4.9600%  | N/A     | $4731384.00        | $4837048.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 7.0000%  | N/A     | $1060.00           | $1122.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $700.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-11-01      | 2.5000%  | N/A     | $1424.00           | $896.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $725.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.0000%  | N/A     | $7674672.00        | $7592640.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-04-01      | 5.0000%  | N/A     | $5763.00           | $41.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 6.5000%  | N/A     | $3388.00           | $3559.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-04-01      | 5.5000%  | N/A     | $10345.00          | $57.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $1069.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $3001.00           | $3048.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-01-01      | 2.0000%  | N/A     | $343296.00         | $213144.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-04-01      | 5.5000%  | N/A     | $1008.00           | $996.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-12-01      | 4.6100%  | N/A     | $23394315.00       | $23355282.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-10-01      | 4.1650%  | N/A     | $1859534.00        | $1825027.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-03-01      | 1.7700%  | N/A     | $505677.00         | $496846.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-02-01      | 7.5000%  | N/A     | $1000.00           | $1073.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-03-01      | 7.5000%  | N/A     | $1563070.00        | $1593530.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-01-01      | 1.8000%  | N/A     | $41686800.00       | $36231623.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-07-01      | 4.7650%  | N/A     | $1192.00           | $1206.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-11-01      | 5.0000%  | N/A     | $2999.00           | $1419.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-48     | 2052-10-25      | 5.0000%  | N/A     | $1000.00           | $654.76            | Agency Collateralized Mortgage Obligation |
| FHLMC_4448                                           | 2040-05-15      | 2.2609%  | N/A     | $71377990.00       | $228942.05         | Agency Collateralized Mortgage Obligation |
| FHLMC_4524                                           | 2041-05-15      | 5.0000%  | N/A     | $33423191.00       | $435216.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_5196A                                          | 2051-07-25      | 2.5000%  | N/A     | $7858894.00        | $651587.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_5397G                                          | 2054-04-25      | 2.3879%  | N/A     | $7844146.00        | $296614.94         | Agency Collateralized Mortgage Obligation |
| FHLMC_5468L                                          | 2054-11-25      | 4.8621%  | N/A     | $287828.00         | $218709.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5480E                                          | 2054-12-25      | 4.7621%  | N/A     | $2600000.00        | $1459727.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481                                           | 2054-12-25      | 4.7621%  | N/A     | $2286340.00        | $1588093.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5508                                           | 2055-02-25      | 4.6121%  | N/A     | $2799000.00        | $2193553.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5510F                                          | 2055-02-25      | 1.4879%  | N/A     | $99900000.00       | $1512055.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5560B                                          | 2055-06-25      | 4.6121%  | N/A     | $397999.00         | $294423.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_5584J                                          | 2055-06-25      | 2.1879%  | N/A     | $46041472.00       | $1663046.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5597B                                          | 2055-11-25      | 4.9121%  | N/A     | $50341.00          | $41541.24          | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.9379%  | N/A     | $129676172.00      | $5717714.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5613B                                          | 2056-01-25      | 1.9179%  | N/A     | $10757010.00       | $679030.83         | Agency Collateralized Mortgage Obligation |
| FHLMC_5631                                           | 2056-03-25      | 1.4679%  | N/A     | $39051976.00       | $1978879.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5652C                                          | 2056-04-25      | 2.0379%  | N/A     | $36186948.00       | $2489448.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5670D                                          | 2056-06-25      | 4.7000%  | N/A     | $91889996.00       | $91399783.29       | Agency Collateralized Mortgage Obligation |
| FHMS_K743                                            | 2028-05-25      | 0.9012%  | N/A     | $47794.00          | $745.36            | Agency Collateralized Mortgage Obligation |
| FNMA_12-74                                           | 2042-07-25      | 0.0000%  | N/A     | $5749957.00        | $594128.72         | Agency Collateralized Mortgage Obligation |
| FNMA_20-72F                                          | 2050-10-25      | 3.5000%  | N/A     | $6673344.00        | $283550.47         | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                          | 2050-11-25      | 2.5000%  | N/A     | $63780864.00       | $5589503.93        | Agency Collateralized Mortgage Obligation |
| FNMA_21-26C                                          | 2041-05-25      | 3.5000%  | N/A     | $42700000.00       | $1928034.56        | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $17807807.00       | $2065139.12        | Agency Collateralized Mortgage Obligation |
| FNMA_23-20B                                          | 2061-03-25      | 2.0154%  | N/A     | $46702939.00       | $1275460.92        | Agency Collateralized Mortgage Obligation |
| FNMA_24-2D                                           | 2053-12-25      | 6.0000%  | N/A     | $4934166.00        | $861278.61         | Agency Collateralized Mortgage Obligation |
| FNMA_24-82F                                          | 2054-11-25      | 4.8621%  | N/A     | $11860636.00       | $8649370.62        | Agency Collateralized Mortgage Obligation |
| FNMA_25-16A                                          | 2055-03-25      | 4.7621%  | N/A     | $2200000.00        | $1422909.28        | Agency Collateralized Mortgage Obligation |
| FNMA_25-18F                                          | 2054-09-25      | 4.5121%  | N/A     | $51547778.00       | $33549206.07       | Agency Collateralized Mortgage Obligation |
| FNMA_25-46                                           | 2055-06-25      | 1.3879%  | N/A     | $157096756.00      | $2981456.90        | Agency Collateralized Mortgage Obligation |
| FNR_23-21                                            | 2053-04-25      | 6.0000%  | N/A     | $7158782.00        | $843506.59         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $111.64            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2036-10-01      | 5.5000%  | N/A     | $1073.00           | $33.00             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2036-01-01      | 7.0000%  | N/A     | $4055.00           | $128.43            | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DR5997 H                                | 2076-04-20      | 0.0000%  | N/A     | $16229152.00       | $17685121.51       | Agency Mortgage-Backed Securities         |
| GNMA_19-108C                                         | 2032-02-20      | 4.5000%  | N/A     | $19275832.00       | $14021.99          | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                         | 2046-02-20      | 1.1161%  | N/A     | $66276992.00       | $407146.81         | Agency Collateralized Mortgage Obligation |
| GNMA_20-185G                                         | 2050-12-20      | 2.5000%  | N/A     | $89061184.00       | $9340040.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-103L                                         | 2051-06-20      | 3.0000%  | N/A     | $4950000.00        | $381463.94         | Agency Collateralized Mortgage Obligation |
| GNMA_21-117                                          | 2051-06-20      | 3.5000%  | N/A     | $17022165.00       | $1294687.13        | Agency Collateralized Mortgage Obligation |
| GNMA_21-156P                                         | 2051-09-20      | 3.0000%  | N/A     | $3426000.00        | $249784.55         | Agency Collateralized Mortgage Obligation |
| GNMA_21-162D                                         | 2051-09-20      | 0.0000%  | N/A     | $41941037.00       | $132557.16         | Agency Collateralized Mortgage Obligation |
| GNMA_21-177F                                         | 2051-10-20      | 3.0000%  | N/A     | $4538000.00        | $400795.25         | Agency Collateralized Mortgage Obligation |
| GNMA_21-221                                          | 2051-12-20      | 0.1749%  | N/A     | $18030000.00       | $163514.72         | Agency Collateralized Mortgage Obligation |
| GNMA_21-226B                                         | 2051-12-20      | 2.5000%  | N/A     | $16939677.00       | $10160353.65       | Agency Collateralized Mortgage Obligation |
| GNMA_21-226D                                         | 2051-12-20      | 2.5000%  | N/A     | $6325157.00        | $3896455.68        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77C                                          | 2050-08-20      | 3.0000%  | N/A     | $100011.00         | $7915.95           | Agency Collateralized Mortgage Obligation |
| GNMA_21-77F                                          | 2051-05-20      | 3.0000%  | N/A     | $60310222.00       | $30974173.71       | Agency Collateralized Mortgage Obligation |
| GNMA_21-86J                                          | 2051-05-20      | 4.7385%  | N/A     | $3516488.00        | $1890075.26        | Agency Collateralized Mortgage Obligation |
| GNMA_22-124C                                         | 2052-07-20      | 0.3749%  | N/A     | $5674574.00        | $69460.53          | Agency Collateralized Mortgage Obligation |
| GNMA_22-153D                                         | 2052-09-20      | 4.5751%  | N/A     | $8461458.00        | $6100793.65        | Agency Collateralized Mortgage Obligation |
| GNMA_22-170D                                         | 2052-09-20      | 4.6251%  | N/A     | $32728837.00       | $19229236.36       | Agency Collateralized Mortgage Obligation |
| GNMA_22-178C                                         | 2052-10-20      | 4.9251%  | N/A     | $1844974.00        | $1291778.32        | Agency Collateralized Mortgage Obligation |
| GNMA_22-75B                                          | 2052-04-20      | 4.0000%  | N/A     | $22137764.00       | $14360798.47       | Agency Collateralized Mortgage Obligation |
| GNMA_22-81E                                          | 2052-05-20      | 4.5000%  | N/A     | $1236819.00        | $819743.24         | Agency Collateralized Mortgage Obligation |
| GNMA_23-106C                                         | 2053-07-20      | 2.3249%  | N/A     | $39064000.00       | $735045.63         | Agency Collateralized Mortgage Obligation |
| GNMA_23-133C                                         | 2053-09-20      | 5.0251%  | N/A     | $1612997.00        | $427450.34         | Agency Collateralized Mortgage Obligation |
| GNMA_23-135A                                         | 2053-09-20      | 12.4578% | N/A     | $8465665.00        | $3288679.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-165G                                         | 2053-11-20      | 2.7249%  | N/A     | $185523426.00      | $2962376.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187C                                         | 2053-12-20      | 4.9251%  | N/A     | $47572255.00       | $12230342.11       | Agency Collateralized Mortgage Obligation |
| GNMA_23-1D                                           | 2053-01-20      | 4.5751%  | N/A     | $11447780.00       | $8271399.10        | Agency Collateralized Mortgage Obligation |
| GNMA_23-21B                                          | 2053-02-20      | 4.5051%  | N/A     | $2469097.00        | $1515831.28        | Agency Collateralized Mortgage Obligation |
| GNMA_23-60D                                          | 2053-04-20      | 4.5251%  | N/A     | $1080222.00        | $493413.54         | Agency Collateralized Mortgage Obligation |
| GNMA_23-70A                                          | 2053-05-20      | 4.6251%  | N/A     | $24164571.00       | $15946125.71       | Agency Collateralized Mortgage Obligation |
| GNMA_23-76E                                          | 2053-05-20      | 4.6251%  | N/A     | $49785123.00       | $23711446.05       | Agency Collateralized Mortgage Obligation |
| GNMA_23-82B                                          | 2053-06-20      | 4.7751%  | N/A     | $46100897.00       | $28869573.57       | Agency Collateralized Mortgage Obligation |
| GNMA_23-82D                                          | 2053-06-20      | 4.5751%  | N/A     | $7717200.00        | $6696115.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                          | 2053-07-20      | 4.6251%  | N/A     | $12471428.00       | $4376206.48        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 1.0847%  | N/A     | $12424304.00       | $1023223.39        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H27B                                         | 2073-11-20      | 0.7393%  | N/A     | $118499131.00      | $7498729.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160A                                         | 2054-10-20      | 4.6451%  | N/A     | $184393.00         | $140076.85         | Agency Collateralized Mortgage Obligation |
| GNMA_24-160M                                         | 2054-10-20      | 4.5751%  | N/A     | $2026604.00        | $1573853.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 4.6251%  | N/A     | $1564054.00        | $1177955.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 4.7251%  | N/A     | $2284985.00        | $1265882.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181P                                         | 2054-11-20      | 4.7251%  | N/A     | $6159204.00        | $3292744.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186E                                         | 2053-02-20      | 1.9249%  | N/A     | $65000010.00       | $2913331.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-26H                                          | 2054-02-20      | 5.7500%  | N/A     | $40075457.00       | $31443159.65       | Agency Collateralized Mortgage Obligation |
| GNMA_24-39F                                          | 2064-03-20      | 4.8051%  | N/A     | $73145677.00       | $30739070.26       | Agency Collateralized Mortgage Obligation |
| GNMA_24-39K                                          | 2054-03-20      | 2.7749%  | N/A     | $14900000.00       | $456257.33         | Agency Collateralized Mortgage Obligation |
| GNMA_24-43J                                          | 2054-03-20      | 5.5000%  | N/A     | $42846400.00       | $43077503.97       | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 5.5000%  | N/A     | $46212089.00       | $46838298.76       | Agency Collateralized Mortgage Obligation |
| GNMA_24-5B                                           | 2054-01-20      | 5.5000%  | N/A     | $28849404.00       | $28803671.29       | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 5.7500%  | N/A     | $59057512.00       | $59591168.78       | Agency Collateralized Mortgage Obligation |
| GNMA_24-65D                                          | 2054-04-20      | 5.7500%  | N/A     | $2777415.00        | $2826212.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-66A                                          | 2054-04-20      | 4.6551%  | N/A     | $8591737.00        | $4414094.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $9039914.00        | $9159781.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 4.8251%  | N/A     | $31127372.00       | $12584824.96       | Agency Collateralized Mortgage Obligation |
| GNMA_24-H02C                                         | 2074-01-20      | 0.8080%  | N/A     | $29439387.00       | $1962135.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J                                         | 2074-02-20      | 0.8766%  | N/A     | $30000000.00       | $2114081.14        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08D                                         | 2074-05-20      | 0.9089%  | N/A     | $15533045.00       | $1123278.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-09-20      | 0.9143%  | N/A     | $33300000.00       | $2188406.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-10-20      | 1.0040%  | N/A     | $11809376.00       | $886576.30         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                         | 2055-06-20      | 4.7751%  | N/A     | $10245504.00       | $8817452.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-103D                                         | 2055-06-20      | 5.1751%  | N/A     | $26580963.00       | $17914748.05       | Agency Collateralized Mortgage Obligation |
| GNMA_25-118C                                         | 2055-07-20      | 5.1751%  | N/A     | $78760611.00       | $53204958.87       | Agency Collateralized Mortgage Obligation |
| GNMA_25-127G                                         | 2055-07-20      | 4.9451%  | N/A     | $3913246.00        | $3375996.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2055-08-20      | 4.7051%  | N/A     | $26443232.00       | $24094065.67       | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-09-20      | 4.7751%  | N/A     | $83488.00          | $79747.37          | Agency Collateralized Mortgage Obligation |
| GNMA_25-203B                                         | 2053-06-20      | 0.0000%  | N/A     | $108582.00         | $78651.65          | Agency Collateralized Mortgage Obligation |
| GNMA_25-211E                                         | 2055-12-20      | 4.6251%  | N/A     | $11032.00          | $10927.85          | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                           | 2055-01-20      | 0.0000%  | N/A     | $252899978.00      | $45605.49          | Agency Collateralized Mortgage Obligation |
| GNMA_25-63J                                          | 2055-04-20      | 4.9451%  | N/A     | $13405297.00       | $11508469.11       | Agency Collateralized Mortgage Obligation |
| GNMA_25-64A                                          | 2055-04-20      | 4.9751%  | N/A     | $18998702.00       | $10404060.88       | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                          | 2055-04-20      | 4.9751%  | N/A     | $10706.00          | $6321.49           | Agency Collateralized Mortgage Obligation |
| GNMA_25-6E                                           | 2055-01-20      | 4.7251%  | N/A     | $429093.00         | $253520.05         | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 5.3751%  | N/A     | $63206858.00       | $40798338.12       | Agency Collateralized Mortgage Obligation |
| GNMA_25-98L                                          | 2055-06-20      | 5.0251%  | N/A     | $11199944.00       | $8696983.23        | Agency Collateralized Mortgage Obligation |
| GNMA_26-3M                                           | 2056-01-20      | 4.7251%  | N/A     | $1001.00           | $975.80            | Agency Collateralized Mortgage Obligation |
| GNMA_26-46N                                          | 2056-03-20      | 5.0151%  | N/A     | $2871.00           | $2662.73           | Agency Collateralized Mortgage Obligation |
| GNMA_26-50K                                          | 2056-03-20      | 4.7751%  | N/A     | $50000000.00       | $45604061.49       | Agency Collateralized Mortgage Obligation |
| GNMA_26-7B                                           | 2056-01-20      | 4.6251%  | N/A     | $177310.00         | $173285.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 4.5000%  | N/A     | $7100096.00        | $1866385.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-06-15      | 4.7500%  | N/A     | $4529728.00        | $141583.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $1000.00           | $128.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-05-15      | 3.0000%  | N/A     | $1000.00           | $121.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 5.0000%  | N/A     | $1000.00           | $36.16             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-05-20      | 5.5000%  | N/A     | $1000.00           | $1017.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-05-20      | 5.0000%  | N/A     | $1024.00           | $1015.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 5.0000%  | N/A     | $1175300.00        | $1141001.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-07-20      | 5.5000%  | N/A     | $1024.00           | $729.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1052.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 3.0000%  | N/A     | $1024.00           | $241.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 7.0000%  | N/A     | $1514181.00        | $1137614.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 5.0000%  | N/A     | $1000.00           | $979.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-08-20      | 4.5000%  | N/A     | $1000.00           | $33.42             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 6.0000%  | N/A     | $357786.00         | $369247.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 6.0000%  | N/A     | $1000.00           | $515.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 6.0000%  | N/A     | $2427920.00        | $2229595.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 7.5000%  | N/A     | $976132.00         | $1045762.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 3.0000%  | N/A     | $2205988.00        | $765162.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-05-20      | 5.5000%  | N/A     | $1987800.00        | $2007822.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $1000.00           | $85.27             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $8001.00           | $8419.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 3.5000%  | N/A     | $1010.00           | $99.05             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.5000%  | N/A     | $1000.00           | $672.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 5.5000%  | N/A     | $1024.00           | $753.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 7.0000%  | N/A     | $1000.00           | $1065.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-05-20      | 5.5000%  | N/A     | $720648.00         | $735837.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | N/A     | $1024.00           | $667.39            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-09-20      | 6.0000%  | N/A     | $1000.00           | $519.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-02-20      | 4.0000%  | N/A     | $295990.00         | $23693.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 4.0000%  | N/A     | $1165168.00        | $787288.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 3.0000%  | N/A     | $3310912.00        | $414454.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $1090300.00        | $824572.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.5000%  | N/A     | $549488.00         | $431124.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-09-20      | 2.0000%  | N/A     | $1998290.00        | $858564.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 5.0000%  | N/A     | $277876.00         | $198261.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 5.5000%  | N/A     | $1000.00           | $960.27            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1063.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.0000%  | N/A     | $1000.00           | $887.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-02-20      | 2.5000%  | N/A     | $1000.00           | $636.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 5.5000%  | N/A     | $1989152.00        | $1232029.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 3.0000%  | N/A     | $1000.00           | $275.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-05-20      | 6.0000%  | N/A     | $1000.00           | $1032.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 4.5000%  | N/A     | $1008.00           | $970.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $812485.00         | $513059.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 5.5000%  | N/A     | $878447.00         | $594850.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.0000%  | N/A     | $1000.00           | $759.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 3.5000%  | N/A     | $18105.00          | $11809.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 | 2051-10-20      | 2.0000%  | N/A     | $6763515.00        | $3013389.11        | Agency Collateralized Mortgage Obligation |

### Security 8: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ5B21B2
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2055-11-15      | 0.0000%  | N/A     | $8901900.00        | $2039638.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8180%  | N/A     | $300.00            | $301.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $2670300.00        | $3060064.30        | U.S. Treasuries (including strips) |

### Security 9: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ5B20Y3
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/4 TPRN 47 | 2047-11-15      | 0.0000%  | N/A     | $990800.00         | $331542.49         | U.S. Treasuries (including strips) |
| TINT 05/15/53 | 2053-05-15      | 0.0000%  | N/A     | $6874448.38        | $1708458.53        | U.S. Treasuries (including strips) |

### Security 10: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ5B2122
- **C.18 - Value (incl. sponsor support):** $185000000.00
- **C.18.a - Value (excl. sponsor support):** $185000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_44-99                      | 2042-06-15      | 3.0000%  | N/A     | $11449840.00       | $217250.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_4664                       | 2047-03-15      | 3.0000%  | N/A     | $1243662.00        | $926928.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_4760B                      | 2048-02-15      | 2.4427%  | N/A     | $31945088.00       | $1029210.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5009E                      | 2050-06-25      | 2.4234%  | N/A     | $41463168.00       | $1763904.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5357D                      | 2053-11-25      | 2.4379%  | N/A     | $100000000.00      | $1913125.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5411E                      | 2054-05-25      | 2.9379%  | N/A     | $100000000.00      | $2049111.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5425B                      | 2054-06-25      | 2.1879%  | N/A     | $78348672.00       | $2215602.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5439E                      | 2054-08-25      | 3.4879%  | N/A     | $75000000.00       | $2562363.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473C                      | 2054-11-25      | 1.0879%  | N/A     | $96500000.00       | $1587821.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                       | 2055-05-25      | 0.2879%  | N/A     | $185000000.00      | $805241.39         | Agency Collateralized Mortgage Obligation |
| FHLMC_5641B                      | 2055-01-25      | 4.5000%  | N/A     | $241999.00         | $170443.40         | Agency Collateralized Mortgage Obligation |
| FHLMC_5650L                      | 2056-04-25      | 1.0879%  | N/A     | $100000000.00      | $2096919.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5654B                      | 2056-05-25      | 0.0000%  | N/A     | $249999.00         | $2758.00           | Agency Collateralized Mortgage Obligation |
| FHLMC_5670B                      | 2056-06-25      | 1.8500%  | N/A     | $74335232.00       | $12837884.53       | Agency Collateralized Mortgage Obligation |
| FHLMC_5670D                      | 2056-06-25      | 1.8000%  | N/A     | $55348000.00       | $10665227.51       | Agency Collateralized Mortgage Obligation |
| FNMA_10-141E                     | 2040-12-25      | 1.0234%  | N/A     | $39173568.00       | $64889.18          | Agency Collateralized Mortgage Obligation |
| FNMA_22-23E                      | 2050-03-25      | 0.7879%  | N/A     | $201469952.00      | $3571456.95        | Agency Collateralized Mortgage Obligation |
| FNMA_24-54A                      | 2054-08-25      | 2.1379%  | N/A     | $90000000.00       | $1504501.20        | Agency Collateralized Mortgage Obligation |
| FNMA_24-66A                      | 2054-09-25      | 1.5879%  | N/A     | $159435520.00      | $3236745.05        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82C                      | 2054-11-25      | 1.6022%  | N/A     | $175000000.00      | $2467209.83        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9B                       | 2054-03-25      | 2.2379%  | N/A     | $30000000.00       | $873822.30         | Agency Collateralized Mortgage Obligation |
| FNMA_25-100C                     | 2055-12-25      | 1.8379%  | N/A     | $95000000.00       | $2885332.48        | Agency Collateralized Mortgage Obligation |
| FNMA_26-4C                       | 2049-10-25      | 5.0000%  | N/A     | $25283000.00       | $24039814.11       | Agency Collateralized Mortgage Obligation |
| GNMA_16-H07D                     | 2066-03-20      | 4.7752%  | N/A     | $400000.00         | $45480.54          | Agency Collateralized Mortgage Obligation |
| GNMA_16-H13A                     | 2066-05-20      | 4.3552%  | N/A     | $1122045.00        | $1731.84           | Agency Collateralized Mortgage Obligation |
| GNMA_21-205D                     | 2051-11-20      | 0.0000%  | N/A     | $376125000.00      | $1345106.90        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H08                      | 2068-01-20      | 3.9251%  | N/A     | $1400000.00        | $310398.46         | Agency Collateralized Mortgage Obligation |
| GNMA_22-207F                     | 2052-12-20      | 1.2749%  | N/A     | $150000000.00      | $2138873.25        | Agency Collateralized Mortgage Obligation |
| GNMA_22-34H                      | 2052-02-20      | 3.0000%  | N/A     | $42650000.00       | $24842145.40       | Agency Collateralized Mortgage Obligation |
| GNMA_22-63G                      | 2050-04-20      | 0.0749%  | N/A     | $123290368.00      | $670477.87         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126J                     | 2054-08-20      | 1.6249%  | N/A     | $100000000.00      | $3043664.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1E                       | 2054-01-20      | 1.6749%  | N/A     | $100000000.00      | $1873820.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H01                      | 2074-01-20      | 4.5401%  | N/A     | $1000000.00        | $914896.58         | Agency Collateralized Mortgage Obligation |
| GNMA_25-104F                     | 2055-06-20      | 8.1118%  | N/A     | $22727264.00       | $19683650.56       | Agency Collateralized Mortgage Obligation |
| GNMA_25-150H                     | 2055-09-20      | 3.5749%  | N/A     | $85000000.00       | $8664865.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-170N                     | 2055-06-20      | 1.0000%  | N/A     | $3292616.00        | $54087.46          | Agency Collateralized Mortgage Obligation |
| GNMA_25-193D                     | 2055-11-20      | 1.1749%  | N/A     | $70000000.00       | $2164254.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-210C                     | 2055-12-20      | 0.4249%  | N/A     | $120000000.00      | $1226230.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-210H                     | 2055-12-20      | 4.5000%  | N/A     | $3959852.00        | $3087315.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-210L                     | 2055-12-20      | 5.5000%  | N/A     | $12509760.00       | $2710690.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-22H                      | 2055-02-20      | 4.8951%  | N/A     | $26931300.00       | $21639750.00       | Agency Collateralized Mortgage Obligation |
| GNMA_25-51A                      | 2055-03-20      | 1.7249%  | N/A     | $114794112.00      | $4562618.73        | Agency Collateralized Mortgage Obligation |
| GNMA_26-32R                      | 2055-08-20      | 1.0000%  | N/A     | $2704728.00        | $56930.21          | Agency Collateralized Mortgage Obligation |
| GNMA_26-32U                      | 2056-02-20      | 0.8249%  | N/A     | $100000000.00      | $1804050.30        | Agency Collateralized Mortgage Obligation |
| GNMA_26-84D                      | 2056-05-20      | 1.8000%  | N/A     | $57664896.00       | $2187114.17        | Agency Collateralized Mortgage Obligation |
| GNMA_26-84E                      | 2056-05-20      | 0.3733%  | N/A     | $150000000.00      | $2640199.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS | 2039-12-20      | 2.6829%  | N/A     | $7062864.00        | $46725.13          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS | 2038-03-20      | 2.7529%  | N/A     | $33619520.00       | $71864.32          | Agency Collateralized Mortgage Obligation |
| SLST_SL-231                      | 2063-10-25      | 3.8491%  | N/A     | $23249088.00       | $8975494.38        | Agency Collateralized Mortgage Obligation |

### Security 11: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ5B2148
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 5 TPRN 37     | 2037-05-15      | 0.0000%  | N/A     | $1983600.00        | $1223202.81        | U.S. Treasuries (including strips) |
| TINT 08/15/30 | 2030-08-15      | 0.0000%  | N/A     | $971826.97         | $816798.22         | U.S. Treasuries (including strips) |

### Security 12: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ5B22Y1
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $34222080.00       | $9047359.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $518231040.00      | $148390794.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $199510800.00      | $55008319.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $29363503.00       | $16446733.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $64290030.00       | $24357563.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | N/A     | $106813560.00      | $35239929.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $135171932.00      | $71306843.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $57169183.00       | $20504413.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $13726286.00       | $4503964.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | N/A     | $3072840.00        | $1242997.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $154896433.00      | $105255688.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 0.0000%  | N/A     | $42186000.00       | $28453402.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $573000.00         | $235125.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $6009041.00        | $2561756.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $62099620.00       | $46617066.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 0.0000%  | N/A     | $62232330.00       | $42828040.74       | U.S. Treasuries (including strips) |

### Security 13: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYJ5B2163
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $1046500.00        | $1020023.04        | U.S. Treasuries (including strips) |

### Security 14: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYJ5B2171
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | N/A     | $22035000.00       | $25507709.91       | U.S. Treasuries (including strips) |

### Security 15: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE FNMA_18-45                                | 2048-06-25      | 2.4734%  | N/A     | $55413600.00       | $749854.88         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-96                                | 2051-01-25      | 3.0000%  | N/A     | $15000000.00       | $1372377.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056    | 2050-12-25      | 2.5000%  | N/A     | $11099120.00       | $908568.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1      | 2051-02-25      | 2.0000%  | N/A     | $20469696.00       | $1477193.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_4678A                                          | 2046-01-15      | 4.0000%  | N/A     | $15702479.00       | $184364.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_4698E                                          | 2047-07-15      | 6.0000%  | N/A     | $6841480.00        | $172188.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                          | 2049-02-15      | 2.8427%  | N/A     | $11800000.00       | $269119.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_4912B                                          | 2049-06-25      | 2.3234%  | N/A     | $21189600.00       | $616447.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2049-11-25      | 2.2734%  | N/A     | $13000000.00       | $529890.44         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2049-11-25      | 2.2734%  | N/A     | $22870000.00       | $1048327.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_4976B                                          | 2050-05-25      | 3.5000%  | N/A     | $9400000.00        | $668305.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_4979A                                          | 2050-06-25      | 2.3234%  | N/A     | $15000000.00       | $415146.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_4988E                                          | 2050-07-25      | 4.0000%  | N/A     | $33100000.00       | $2625557.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988M                                          | 2050-07-25      | 3.5000%  | N/A     | $17087904.00       | $1195337.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990C                                          | 2050-07-25      | 4.0000%  | N/A     | $16000000.00       | $1356192.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_4992E                                          | 2050-07-25      | 2.5000%  | N/A     | $38175296.00       | $2355705.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_4993L                                          | 2050-07-25      | 2.3234%  | N/A     | $22590000.00       | $1593449.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_4996                                           | 2050-06-25      | 2.5000%  | N/A     | $13500000.00       | $1099250.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999D                                          | 2043-03-15      | 2.4427%  | N/A     | $18925728.00       | $526331.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_5000Q                                          | 2048-05-25      | 5.0000%  | N/A     | $19466144.00       | $730998.07         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                          | 2050-08-25      | 2.3734%  | N/A     | $8900000.00        | $768251.05         | Agency Collateralized Mortgage Obligation |
| FHLMC_5005A                                          | 2050-08-25      | 3.0000%  | N/A     | $25042176.00       | $2199568.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5009B                                          | 2050-07-25      | 3.5000%  | N/A     | $19357120.00       | $2270086.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5010Q                                          | 2050-09-25      | 2.0000%  | N/A     | $25000000.00       | $1777590.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5018                                           | 2050-10-25      | 4.0000%  | N/A     | $7985728.00        | $537725.96         | Agency Collateralized Mortgage Obligation |
| FHLMC_5021C                                          | 2050-03-25      | 2.0000%  | N/A     | $23155000.00       | $1552110.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5037B                                          | 2050-11-25      | 2.0000%  | N/A     | $8750000.00        | $614929.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038P                                          | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $802854.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_5039H                                          | 2050-11-25      | 2.0000%  | N/A     | $27125000.00       | $1965134.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5045B                                          | 2050-11-25      | 2.6379%  | N/A     | $8909088.00        | $634548.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5051L                                          | 2048-11-15      | 0.6071%  | N/A     | $174000000.00      | $1714810.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053G                                          | 2050-12-25      | 3.0000%  | N/A     | $11644736.00       | $1257515.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053H                                          | 2050-12-25      | 2.5000%  | N/A     | $6250000.00        | $529730.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_5054B                                          | 2035-12-25      | 1.5000%  | N/A     | $33333312.00       | $615195.43         | Agency Collateralized Mortgage Obligation |
| FHLMC_5056C                                          | 2050-12-25      | 2.6879%  | N/A     | $21000000.00       | $1756037.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5058F                                          | 2050-04-25      | 2.0000%  | N/A     | $15140384.00       | $831866.18         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                          | 2050-12-25      | 3.0000%  | N/A     | $9500000.00        | $1103594.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060C                                          | 2050-11-25      | 3.0000%  | N/A     | $12302656.00       | $1281672.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5062C                                          | 2051-01-25      | 2.6879%  | N/A     | $17850000.00       | $1726197.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5065H                                          | 2051-01-25      | 3.0000%  | N/A     | $21222176.00       | $2220291.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5068G                                          | 2050-11-25      | 3.0000%  | N/A     | $21700000.00       | $1390015.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $15000000.00       | $1623075.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070H                                          | 2051-02-25      | 0.6679%  | N/A     | $173679360.00      | $1702325.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5071W                                          | 2051-02-25      | 2.5000%  | N/A     | $12076624.00       | $834395.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_5072G                                          | 2051-01-25      | 3.0000%  | N/A     | $35859000.00       | $3367908.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5077                                           | 2051-02-25      | 3.5000%  | N/A     | $47796080.00       | $3656035.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                          | 2050-04-25      | 3.5000%  | N/A     | $7254712.00        | $773014.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080K                                          | 2050-01-25      | 3.0000%  | N/A     | $15244240.00       | $1094072.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080L                                          | 2048-11-25      | 4.0000%  | N/A     | $15300000.00       | $1799096.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080M                                          | 2049-08-25      | 4.0000%  | N/A     | $61584192.00       | $4728441.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087A                                          | 2051-03-25      | 3.0000%  | N/A     | $14000000.00       | $1398690.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5093A                                          | 2051-01-25      | 3.0000%  | N/A     | $14000000.00       | $1458832.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5093G                                          | 2050-05-25      | 4.0000%  | N/A     | $57947008.00       | $4197579.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5095D                                          | 2041-04-25      | 3.5000%  | N/A     | $38764400.00       | $1680406.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115S                                          | 2051-06-25      | 4.0000%  | N/A     | $14000000.00       | $1126501.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5131E                                          | 2051-08-25      | 3.0000%  | N/A     | $64529152.00       | $6541190.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144F                                          | 2051-09-25      | 3.0000%  | N/A     | $11250000.00       | $1007143.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5179C                                          | 2051-12-25      | 3.0000%  | N/A     | $29457312.00       | $1755040.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                          | 2051-03-25      | 2.5000%  | N/A     | $6437408.00        | $576542.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_5236A                                          | 2052-07-25      | 0.1879%  | N/A     | $40000000.00       | $439252.28         | Agency Collateralized Mortgage Obligation |
| FHLMC_5249B                                          | 2052-08-25      | 2.3379%  | N/A     | $50085952.00       | $2945696.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5257B                                          | 2052-09-25      | 1.6879%  | N/A     | $60739852.00       | $3128787.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5273A                                          | 2052-11-25      | 1.1379%  | N/A     | $170645504.00      | $3955242.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5320A                                          | 2053-07-25      | 2.0879%  | N/A     | $47000000.00       | $1543118.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5349D                                          | 2053-10-25      | 3.4379%  | N/A     | $50000000.00       | $1532769.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5363C                                          | 2053-12-25      | 3.2379%  | N/A     | $18495712.00       | $553758.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_5364B                                          | 2053-12-25      | 3.3879%  | N/A     | $50000000.00       | $1194378.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5366                                           | 2053-12-25      | 2.5879%  | N/A     | $141356288.00      | $3130470.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5391E                                          | 2054-03-25      | 2.8879%  | N/A     | $100000000.00      | $1716468.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5398C                                          | 2054-04-25      | 2.9379%  | N/A     | $100000000.00      | $1712383.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5400B                                          | 2054-04-25      | 2.6379%  | N/A     | $62000000.00       | $1743328.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5400C                                          | 2054-04-25      | 2.2879%  | N/A     | $73405076.00       | $1718787.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5408D                                          | 2053-12-25      | 1.4879%  | N/A     | $60000000.00       | $1361189.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5414A                                          | 2054-05-25      | 6.5000%  | N/A     | $39919303.00       | $3376028.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5415A                                          | 2054-05-25      | 3.5379%  | N/A     | $38559232.00       | $1548215.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5417D                                          | 2054-06-25      | 1.5379%  | N/A     | $28400000.00       | $380310.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_5420B                                          | 2054-06-25      | 1.4879%  | N/A     | $74000000.00       | $1490422.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440K                                          | 2054-07-25      | 3.4879%  | N/A     | $33840900.00       | $2699674.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441D                                          | 2054-08-25      | 1.5179%  | N/A     | $39134144.00       | $1195556.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5443A                                          | 2054-08-25      | 2.1879%  | N/A     | $100000000.00      | $1727625.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449C                                          | 2054-08-25      | 1.6379%  | N/A     | $13538624.00       | $686949.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5449D                                          | 2054-08-25      | 1.5379%  | N/A     | $6571000.00        | $222202.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                          | 2054-09-25      | 1.6879%  | N/A     | $30000000.00       | $1591893.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                          | 2054-10-25      | 2.5379%  | N/A     | $121343744.00      | $9497765.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458F                                          | 2054-10-25      | 2.3879%  | N/A     | $9506608.00        | $544366.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460E                                          | 2054-10-25      | 2.3879%  | N/A     | $5405656.00        | $429715.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5464B                                          | 2054-10-25      | 2.4179%  | N/A     | $74631168.00       | $2910601.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5470C                                          | 2054-11-25      | 1.6879%  | N/A     | $77784860.00       | $1741128.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5471L                                          | 2054-11-25      | 1.4879%  | N/A     | $160000000.00      | $2211049.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475C                                          | 2054-11-25      | 0.9379%  | N/A     | $118341120.00      | $1512080.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5476A                                          | 2054-11-25      | 1.7879%  | N/A     | $49973840.00       | $2057939.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                          | 2054-02-25      | 1.4379%  | N/A     | $200000000.00      | $2711346.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                          | 2054-02-25      | 1.5379%  | N/A     | $20000000.00       | $289508.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                          | 2054-02-25      | 1.4879%  | N/A     | $55500000.00       | $777892.83         | Agency Collateralized Mortgage Obligation |
| FHLMC_5478C                                          | 2054-04-25      | 1.4379%  | N/A     | $156000000.00      | $2038111.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 1.4379%  | N/A     | $124787000.00      | $1860001.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 1.3879%  | N/A     | $15000000.00       | $193125.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 1.4379%  | N/A     | $20000000.00       | $263959.19         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 1.4879%  | N/A     | $22000000.00       | $285052.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_5500A                                          | 2055-02-25      | 1.4879%  | N/A     | $75000000.00       | $1121186.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504C                                          | 2055-02-25      | 2.2379%  | N/A     | $48073146.00       | $2537561.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5511C                                          | 2055-03-25      | 2.2879%  | N/A     | $8740976.00        | $519148.42         | Agency Collateralized Mortgage Obligation |
| FHLMC_5522A                                          | 2055-03-25      | 2.3379%  | N/A     | $202044975.00      | $6068765.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5532                                           | 2055-04-25      | 0.6879%  | N/A     | $500000000.00      | $4881787.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                           | 2055-05-25      | 1.6379%  | N/A     | $204158667.00      | $6133767.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                           | 2054-05-25      | 1.6879%  | N/A     | $20000000.00       | $524608.61         | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                           | 2055-05-25      | 1.2879%  | N/A     | $54700000.00       | $879634.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_5551B                                          | 2055-06-25      | 1.4879%  | N/A     | $150000000.00      | $3177713.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                          | 2055-07-25      | 0.0000%  | N/A     | $7219925.00        | $4625109.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5564A                                          | 2055-08-25      | 2.1879%  | N/A     | $136000000.00      | $8895929.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5582E                                          | 2054-06-25      | 5.5000%  | N/A     | $12204270.00       | $2290928.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 2.4379%  | N/A     | $140000000.00      | $6014144.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5594                                           | 2053-11-25      | 3.4879%  | N/A     | $61553280.00       | $5526107.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5618B                                          | 2055-12-25      | 5.5000%  | N/A     | $10459090.00       | $2018051.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5628B                                          | 2056-02-25      | 2.0379%  | N/A     | $55750500.00       | $3643229.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5639G                                          | 2056-03-25      | 3.1879%  | N/A     | $13900000.00       | $1380577.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5647C                                          | 2056-04-25      | 1.4379%  | N/A     | $95327840.00       | $3120923.05        | Agency Collateralized Mortgage Obligation |
| FHMS_K071                                            | 2028-02-25      | 2.0098%  | N/A     | $99774000.00       | $2886178.47        | Agency Collateralized Mortgage Obligation |
| FHR-5087                                             | 2051-03-25      | 3.0000%  | N/A     | $35000000.00       | $2648847.12        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 2.4379%  | N/A     | $75000000.00       | $2243035.09        | Agency Collateralized Mortgage Obligation |
| FHSTR_413                                            | 2054-05-25      | 2.1879%  | N/A     | $115500000.00      | $1766659.49        | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                           | 2045-01-25      | 2.5234%  | N/A     | $117234000.00      | $960204.87         | Agency Collateralized Mortgage Obligation |
| FNMA_16-11                                           | 2046-03-25      | 2.4234%  | N/A     | $75000000.00       | $697788.39         | Agency Collateralized Mortgage Obligation |
| FNMA_16-44A                                          | 2046-07-25      | 2.2734%  | N/A     | $45937000.00       | $976612.79         | Agency Collateralized Mortgage Obligation |
| FNMA_16-55                                           | 2046-08-25      | 2.2734%  | N/A     | $44784999.00       | $1377816.16        | Agency Collateralized Mortgage Obligation |
| FNMA_17-111A                                         | 2048-01-25      | 5.0000%  | N/A     | $12512864.00       | $667283.38         | Agency Collateralized Mortgage Obligation |
| FNMA_17-66A                                          | 2047-09-25      | 4.5000%  | N/A     | $68383488.00       | $1943440.04        | Agency Collateralized Mortgage Obligation |
| FNMA_19-15C                                          | 2049-04-25      | 2.2734%  | N/A     | $22000000.00       | $518362.50         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59J                                          | 2049-10-25      | 2.2734%  | N/A     | $31112500.00       | $1204204.54        | Agency Collateralized Mortgage Obligation |
| FNMA_19-64J                                          | 2049-11-25      | 2.2734%  | N/A     | $12825500.00       | $583784.38         | Agency Collateralized Mortgage Obligation |
| FNMA_20-2E                                           | 2059-07-25      | 2.3234%  | N/A     | $15000000.00       | $514607.13         | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                          | 2050-06-25      | 3.5000%  | N/A     | $13915200.00       | $1254535.36        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                          | 2050-06-25      | 3.5000%  | N/A     | $26646000.00       | $2933748.20        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36N                                          | 2050-06-25      | 3.0000%  | N/A     | $8333328.00        | $743845.97         | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                          | 2050-06-25      | 1.0500%  | N/A     | $40019456.00       | $578288.35         | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                          | 2050-06-25      | 1.0500%  | N/A     | $34769856.00       | $501403.34         | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                          | 2050-04-25      | 3.0000%  | N/A     | $15277695.00       | $1550439.59        | Agency Collateralized Mortgage Obligation |
| FNMA_20-5E                                           | 2050-02-25      | 2.2734%  | N/A     | $23179427.00       | $1139907.75        | Agency Collateralized Mortgage Obligation |
| FNMA_20-60B                                          | 2050-09-25      | 3.5000%  | N/A     | $23000000.00       | $1853330.93        | Agency Collateralized Mortgage Obligation |
| FNMA_20-71C                                          | 2050-10-25      | 3.0000%  | N/A     | $20532224.00       | $1445757.19        | Agency Collateralized Mortgage Obligation |
| FNMA_20-75                                           | 2050-11-25      | 4.0000%  | N/A     | $50000000.00       | $3636831.95        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77K                                          | 2050-11-25      | 2.5000%  | N/A     | $45000000.00       | $3574691.99        | Agency Collateralized Mortgage Obligation |
| FNMA_20-80F                                          | 2049-04-25      | 2.5000%  | N/A     | $25433500.00       | $2205242.30        | Agency Collateralized Mortgage Obligation |
| FNMA_20-89G                                          | 2050-12-25      | 3.0000%  | N/A     | $17000000.00       | $1746856.38        | Agency Collateralized Mortgage Obligation |
| FNMA_20-92                                           | 2050-02-25      | 2.5000%  | N/A     | $25344200.00       | $1979284.78        | Agency Collateralized Mortgage Obligation |
| FNMA_20-99K                                          | 2051-01-25      | 3.0000%  | N/A     | $16179000.00       | $1725367.20        | Agency Collateralized Mortgage Obligation |
| FNMA_21-53E                                          | 2050-11-25      | 3.0000%  | N/A     | $37923136.00       | $3784994.46        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56                                           | 2051-07-25      | 3.0000%  | N/A     | $19999968.00       | $1938230.01        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                          | 2051-09-25      | 2.5000%  | N/A     | $12171500.00       | $495619.85         | Agency Collateralized Mortgage Obligation |
| FNMA_21-56H                                          | 2051-09-25      | 2.5000%  | N/A     | $35552900.00       | $1702942.40        | Agency Collateralized Mortgage Obligation |
| FNMA_21-84A                                          | 2051-11-25      | 3.0000%  | N/A     | $18665760.00       | $1408741.59        | Agency Collateralized Mortgage Obligation |
| FNMA_21-94B                                          | 2052-01-25      | 3.5000%  | N/A     | $33691776.00       | $3810947.31        | Agency Collateralized Mortgage Obligation |
| FNMA_22-19A                                          | 2052-04-25      | 1.9879%  | N/A     | $27333200.00       | $1405994.77        | Agency Collateralized Mortgage Obligation |
| FNMA_22-27C                                          | 2052-06-25      | 2.4879%  | N/A     | $50000000.00       | $2606164.53        | Agency Collateralized Mortgage Obligation |
| FNMA_23-13C                                          | 2052-12-25      | 1.9379%  | N/A     | $175000000.00      | $4154303.19        | Agency Collateralized Mortgage Obligation |
| FNMA_23-2D                                           | 2051-05-25      | 2.0000%  | N/A     | $24382336.00       | $2577169.05        | Agency Collateralized Mortgage Obligation |
| FNMA_23-39H                                          | 2052-07-25      | 2.0000%  | N/A     | $55467000.00       | $5760755.12        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58F                                          | 2053-12-25      | 3.3879%  | N/A     | $48409043.00       | $917296.66         | Agency Collateralized Mortgage Obligation |
| FNMA_24-15                                           | 2054-04-25      | 2.0879%  | N/A     | $60000000.00       | $1438322.71        | Agency Collateralized Mortgage Obligation |
| FNMA_24-26F                                          | 2054-05-25      | 2.8379%  | N/A     | $109913370.00      | $1906644.61        | Agency Collateralized Mortgage Obligation |
| FNMA_24-46A                                          | 2054-07-25      | 2.1379%  | N/A     | $73500000.00       | $2102085.10        | Agency Collateralized Mortgage Obligation |
| FNMA_24-57A                                          | 2054-08-25      | 2.1379%  | N/A     | $115000000.00      | $2344350.31        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60D                                          | 2054-08-25      | 1.5879%  | N/A     | $9503184.00        | $459844.75         | Agency Collateralized Mortgage Obligation |
| FNMA_24-60E                                          | 2054-09-25      | 2.2879%  | N/A     | $75990912.00       | $5206582.30        | Agency Collateralized Mortgage Obligation |
| FNMA_24-67                                           | 2054-09-25      | 1.7179%  | N/A     | $125000000.00      | $2809977.76        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                          | 2054-10-25      | 2.3879%  | N/A     | $30590432.00       | $2065411.53        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                          | 2054-10-25      | 1.7879%  | N/A     | $17023584.00       | $914499.58         | Agency Collateralized Mortgage Obligation |
| FNMA_24-76B                                          | 2054-11-25      | 1.7879%  | N/A     | $66069376.00       | $1907579.21        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                          | 2053-10-25      | 1.0879%  | N/A     | $109568640.00      | $1731456.14        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77C                                          | 2054-11-25      | 2.4379%  | N/A     | $55520640.00       | $1121861.53        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77E                                          | 2054-11-25      | 1.7879%  | N/A     | $200018176.00      | $4438094.88        | Agency Collateralized Mortgage Obligation |
| FNMA_24-84B                                          | 2054-11-25      | 1.7379%  | N/A     | $121775232.00      | $6414066.64        | Agency Collateralized Mortgage Obligation |
| FNMA_24-84C                                          | 2054-11-25      | 2.3879%  | N/A     | $139195380.00      | $6396967.95        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87F                                          | 2054-12-25      | 0.5379%  | N/A     | $114899840.00      | $1039432.84        | Agency Collateralized Mortgage Obligation |
| FNMA_24-90A                                          | 2054-12-25      | 1.3879%  | N/A     | $73000000.00       | $949044.30         | Agency Collateralized Mortgage Obligation |
| FNMA_24-95J                                          | 2054-12-25      | 2.2379%  | N/A     | $42744832.00       | $1902327.78        | Agency Collateralized Mortgage Obligation |
| FNMA_25-111E                                         | 2056-01-25      | 1.8879%  | N/A     | $31393120.00       | $2067309.47        | Agency Collateralized Mortgage Obligation |
| FNMA_25-112C                                         | 2056-01-25      | 2.0379%  | N/A     | $120000000.00      | $6717213.54        | Agency Collateralized Mortgage Obligation |
| FNMA_25-12A                                          | 2055-03-25      | 1.4879%  | N/A     | $205319936.00      | $7744856.26        | Agency Collateralized Mortgage Obligation |
| FNMA_25-14C                                          | 2055-03-25      | 2.2879%  | N/A     | $17363712.00       | $757320.33         | Agency Collateralized Mortgage Obligation |
| FNMA_25-15C                                          | 2055-04-25      | 1.6379%  | N/A     | $89455488.00       | $4757888.65        | Agency Collateralized Mortgage Obligation |
| FNMA_25-18D                                          | 2055-03-25      | 2.2379%  | N/A     | $37982080.00       | $1783467.05        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33C                                          | 2054-08-25      | 1.2879%  | N/A     | $24200000.00       | $407536.77         | Agency Collateralized Mortgage Obligation |
| FNMA_25-33D                                          | 2055-04-25      | 2.1879%  | N/A     | $83012224.00       | $5798835.04        | Agency Collateralized Mortgage Obligation |
| FNMA_25-35A                                          | 2055-05-25      | 1.6379%  | N/A     | $241325752.00      | $7570865.86        | Agency Collateralized Mortgage Obligation |
| FNMA_25-41B                                          | 2055-06-25      | 1.3879%  | N/A     | $178080013.00      | $3441847.28        | Agency Collateralized Mortgage Obligation |
| FNMA_25-5D                                           | 2055-02-25      | 1.5379%  | N/A     | $80550000.00       | $2731067.09        | Agency Collateralized Mortgage Obligation |
| FNMA_25-64B                                          | 2055-08-25      | 1.4879%  | N/A     | $102844032.00      | $2206597.25        | Agency Collateralized Mortgage Obligation |
| FNMA_25-78C                                          | 2055-09-25      | 2.2379%  | N/A     | $33944799.00       | $2070090.45        | Agency Collateralized Mortgage Obligation |
| FNMA_25-86A                                          | 2055-10-25      | 1.6879%  | N/A     | $300400.00         | $13114.01          | Agency Collateralized Mortgage Obligation |
| FNMA_25-87C                                          | 2055-10-25      | 1.0579%  | N/A     | $80119680.00       | $2002087.27        | Agency Collateralized Mortgage Obligation |
| FNMA_25-88A                                          | 2055-09-25      | 3.4879%  | N/A     | $54702144.00       | $5474108.30        | Agency Collateralized Mortgage Obligation |
| FNMA_25-96                                           | 2055-11-25      | 1.7879%  | N/A     | $75000000.00       | $3540586.47        | Agency Collateralized Mortgage Obligation |
| FNMA_26-21E                                          | 2055-07-25      | 1.3879%  | N/A     | $116928512.00      | $3101388.45        | Agency Collateralized Mortgage Obligation |
| FNSTR_427                                            | 2051-02-25      | 2.0000%  | N/A     | $15000000.00       | $1521931.96        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_17-KW02                   | 2027-01-25      | 2.8025%  | N/A     | $2268000.00        | $41136.39          | Agency Collateralized Mortgage Obligation |
| FREMF_16-K59                                         | 2026-11-25      | 0.0000%  | N/A     | $4334904.00        | $2708517.38        | Agency Collateralized Mortgage Obligation |
| FREMF_17-K69                                         | 2049-10-25      | 0.1000%  | N/A     | $293355520.00      | $261180.38         | Agency Collateralized Mortgage Obligation |
| FREMF_17-KW02                                        | 2026-12-25      | 0.1000%  | N/A     | $451739641.00      | $79995.03          | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                        | 2033-11-25      | 0.1000%  | N/A     | $703865000.00      | $2998892.15        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                        | 2033-11-25      | 0.1000%  | N/A     | $78207232.00       | $418204.21         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                        | 2053-11-25      | 0.1000%  | N/A     | $262295552.00      | $1025517.38        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                        | 2053-11-25      | 0.1000%  | N/A     | $1146002000.00     | $3880946.32        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K1518                                       | 2035-10-25      | 0.1000%  | N/A     | $62265344.00       | $415731.82         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K1518                                       | 2035-10-25      | 0.1000%  | N/A     | $767927000.00      | $4599256.75        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                        | 2031-06-25      | 0.1000%  | N/A     | $984577000.00      | $3808291.33        | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                        | 2054-04-25      | 0.1000%  | N/A     | $250314752.00      | $1152393.55        | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                        | 2028-12-25      | 0.1000%  | N/A     | $212159488.00      | $453125.36         | Agency Collateralized Mortgage Obligation |
| FRESB_22-S104                                        | 2042-09-25      | 0.1180%  | N/A     | $396528640.00      | $3595928.45        | Agency Collateralized Mortgage Obligation |
| FRESB_23-S111                                        | 2043-09-25      | 0.5637%  | N/A     | $214000000.00      | $4034648.42        | Agency Collateralized Mortgage Obligation |
| GNMA_12-139                                          | 2053-02-16      | 0.6480%  | N/A     | $88200000.00       | $116777.07         | Agency Collateralized Mortgage Obligation |
| GNMA_13-015                                          | 2051-08-16      | 0.6338%  | N/A     | $61750000.00       | $162790.31         | Agency Collateralized Mortgage Obligation |
| GNMA_13-125                                          | 2054-10-16      | 0.2610%  | N/A     | $65000000.00       | $255833.06         | Agency Collateralized Mortgage Obligation |
| GNMA_13-33                                           | 2054-04-16      | 0.1440%  | N/A     | $115998720.00      | $57470.40          | Agency Collateralized Mortgage Obligation |
| GNMA_13-38                                           | 2040-12-16      | 4.5000%  | N/A     | $30724868.00       | $78067.34          | Agency Collateralized Mortgage Obligation |
| GNMA_13-82                                           | 2043-05-20      | 3.5000%  | N/A     | $8351856.00        | $170953.67         | Agency Collateralized Mortgage Obligation |
| GNMA_13-85                                           | 2049-02-16      | 0.3318%  | N/A     | $217675000.00      | $274902.87         | Agency Collateralized Mortgage Obligation |
| GNMA_14-126                                          | 2055-02-16      | 0.6918%  | N/A     | $40850000.00       | $193568.80         | Agency Collateralized Mortgage Obligation |
| GNMA_14-130                                          | 2054-08-16      | 0.4089%  | N/A     | $72603261.00       | $161895.72         | Agency Collateralized Mortgage Obligation |
| GNMA_14-171                                          | 2055-11-16      | 0.2491%  | N/A     | $159446783.00      | $224574.23         | Agency Collateralized Mortgage Obligation |
| GNMA_15-107                                          | 2057-03-16      | 0.4627%  | N/A     | $64102656.00       | $184921.66         | Agency Collateralized Mortgage Obligation |
| GNMA_15-64D                                          | 2032-10-16      | 4.0129%  | N/A     | $38289000.00       | $210297.04         | Agency Collateralized Mortgage Obligation |
| GNMA_16-002                                          | 2057-04-16      | 0.4979%  | N/A     | $110000000.00      | $544886.38         | Agency Collateralized Mortgage Obligation |
| GNMA_16-067                                          | 2057-07-16      | 0.7587%  | N/A     | $103850624.00      | $270127.02         | Agency Collateralized Mortgage Obligation |
| GNMA_16-133                                          | 2057-12-16      | 0.6528%  | N/A     | $22499984.00       | $149645.64         | Agency Collateralized Mortgage Obligation |
| GNMA_16-177                                          | 2057-01-16      | 0.5006%  | N/A     | $35098752.00       | $183789.57         | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                           | 2058-08-16      | 0.5991%  | N/A     | $50000000.00       | $317744.53         | Agency Collateralized Mortgage Obligation |
| GNMA_16-92                                           | 2058-04-16      | 0.6083%  | N/A     | $77251840.00       | $183050.79         | Agency Collateralized Mortgage Obligation |
| GNMA_17-88D                                          | 2047-06-20      | 2.4829%  | N/A     | $22186048.00       | $444718.10         | Agency Collateralized Mortgage Obligation |
| GNMA_18-127                                          | 2044-10-20      | 5.0000%  | N/A     | $6129737.00        | $272665.36         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128F                                         | 2049-10-20      | 3.5000%  | N/A     | $10731808.00       | $556773.79         | Agency Collateralized Mortgage Obligation |
| GNMA_19-18                                           | 2049-02-20      | 4.5000%  | N/A     | $17410880.00       | $80130.83          | Agency Collateralized Mortgage Obligation |
| GNMA_19-44H                                          | 2049-04-20      | 2.3329%  | N/A     | $45523264.00       | $1331899.95        | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                          | 2060-01-16      | 0.9319%  | N/A     | $6100000.00        | $246341.53         | Agency Collateralized Mortgage Obligation |
| GNMA_20-153J                                         | 2050-10-20      | 0.0000%  | N/A     | $71572166.00       | $237671.93         | Agency Collateralized Mortgage Obligation |
| GNMA_20-166A                                         | 2050-11-20      | 0.0000%  | N/A     | $75000000.00       | $228762.74         | Agency Collateralized Mortgage Obligation |
| GNMA_20-17N                                          | 2040-04-20      | 0.3955%  | N/A     | $138116608.00      | $540371.97         | Agency Collateralized Mortgage Obligation |
| GNMA_20-181P                                         | 2050-12-20      | 5.0000%  | N/A     | $97454464.00       | $7279620.32        | Agency Collateralized Mortgage Obligation |
| GNMA_20-186B                                         | 2050-12-20      | 0.0000%  | N/A     | $45000000.00       | $104488.81         | Agency Collateralized Mortgage Obligation |
| GNMA_20-191                                          | 2050-12-20      | 0.0000%  | N/A     | $72135472.00       | $154650.42         | Agency Collateralized Mortgage Obligation |
| GNMA_20-55A                                          | 2050-04-20      | 0.0000%  | N/A     | $99991552.00       | $43076.53          | Agency Collateralized Mortgage Obligation |
| GNMA_20-6                                            | 2062-03-16      | 0.5000%  | N/A     | $100000000.00      | $284779.89         | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                           | 2062-04-16      | 1.3036%  | N/A     | $9200000.00        | $576219.19         | Agency Collateralized Mortgage Obligation |
| GNMA_20-80                                           | 2062-05-16      | 0.8183%  | N/A     | $93000000.00       | $2720408.74        | Agency Collateralized Mortgage Obligation |
| GNMA_21-122E                                         | 2051-07-20      | 0.0000%  | N/A     | $75820800.00       | $150120.02         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                         | 2051-08-20      | 4.5000%  | N/A     | $8082768.00        | $635915.57         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146H                                         | 2051-08-20      | 3.5000%  | N/A     | $12101328.00       | $1312967.81        | Agency Collateralized Mortgage Obligation |
| GNMA_21-160S                                         | 2051-09-20      | 2.5829%  | N/A     | $29141472.00       | $2684765.64        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161                                          | 2051-09-20      | 3.0000%  | N/A     | $90884992.00       | $10493842.86       | Agency Collateralized Mortgage Obligation |
| GNMA_21-213F                                         | 2051-12-20      | 0.0000%  | N/A     | $334392832.00      | $974191.04         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225B                                         | 2051-12-20      | 0.0000%  | N/A     | $37257280.00       | $134798.51         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225D                                         | 2051-12-20      | 0.0000%  | N/A     | $37583615.00       | $134634.41         | Agency Collateralized Mortgage Obligation |
| GNMA_21-59B                                          | 2051-04-20      | 2.5829%  | N/A     | $48010176.00       | $2202364.98        | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                          | 2051-04-20      | 4.0000%  | N/A     | $13335146.00       | $997716.15         | Agency Collateralized Mortgage Obligation |
| GNMA_21-97G                                          | 2051-06-20      | 0.0000%  | N/A     | $293394414.00      | $1083196.95        | Agency Collateralized Mortgage Obligation |
| GNMA_22-139D                                         | 2052-08-20      | 0.3249%  | N/A     | $80454528.00       | $1128800.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-140B                                         | 2050-06-20      | 4.0000%  | N/A     | $46845778.00       | $6363133.41        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159T                                         | 2052-06-20      | 1.8249%  | N/A     | $31039712.00       | $1781258.35        | Agency Collateralized Mortgage Obligation |
| GNMA_22-17                                           | 2064-06-16      | 0.8018%  | N/A     | $154905000.00      | $7717820.69        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                           | 2052-01-20      | 0.0000%  | N/A     | $65764992.00       | $153330.39         | Agency Collateralized Mortgage Obligation |
| GNMA_22-47H                                          | 2052-03-20      | 0.0000%  | N/A     | $29654048.00       | $35203.54          | Agency Collateralized Mortgage Obligation |
| GNMA_22-63D                                          | 2050-10-20      | 0.0000%  | N/A     | $30000000.00       | $52506.63          | Agency Collateralized Mortgage Obligation |
| GNMA_22-63T                                          | 2050-08-20      | 4.5000%  | N/A     | $8980928.00        | $729174.62         | Agency Collateralized Mortgage Obligation |
| GNMA_22-68B                                          | 2049-02-20      | 3.5000%  | N/A     | $443571.00         | $20635.33          | Agency Collateralized Mortgage Obligation |
| GNMA_22-6E                                           | 2052-01-20      | 0.0000%  | N/A     | $54600000.00       | $377931.88         | Agency Collateralized Mortgage Obligation |
| GNMA_22-9G                                           | 2052-01-20      | 3.5000%  | N/A     | $5007003.00        | $289767.66         | Agency Collateralized Mortgage Obligation |
| GNMA_23-114F                                         | 2051-03-20      | 2.6249%  | N/A     | $25548986.00       | $2533312.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-116J                                         | 2053-08-20      | 6.5000%  | N/A     | $3461536.00        | $505213.59         | Agency Collateralized Mortgage Obligation |
| GNMA_23-137C                                         | 2051-08-20      | 2.6249%  | N/A     | $21391488.00       | $2133083.22        | Agency Collateralized Mortgage Obligation |
| GNMA_23-140G                                         | 2049-09-20      | 4.0000%  | N/A     | $9980784.00        | $1469865.24        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                                         | 2053-10-20      | 2.0749%  | N/A     | $12979008.00       | $229570.53         | Agency Collateralized Mortgage Obligation |
| GNMA_23-152L                                         | 2051-04-20      | 3.2249%  | N/A     | $27543456.00       | $3247649.80        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                         | 2053-10-20      | 2.7049%  | N/A     | $200000000.00      | $2993332.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164F                                         | 2053-11-20      | 3.4749%  | N/A     | $71250000.00       | $3677015.10        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164H                                         | 2053-11-20      | 1.7749%  | N/A     | $85000000.00       | $2006855.90        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166B                                         | 2053-11-20      | 2.3749%  | N/A     | $150000000.00      | $1832331.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173J                                         | 2053-11-20      | 1.8749%  | N/A     | $100000000.00      | $2093576.74        | Agency Collateralized Mortgage Obligation |
| GNMA_23-181A                                         | 2053-11-20      | 2.5949%  | N/A     | $55000000.00       | $2728579.42        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183A                                         | 2053-12-20      | 2.7249%  | N/A     | $100000000.00      | $2850665.47        | Agency Collateralized Mortgage Obligation |
| GNMA_23-185A                                         | 2053-12-20      | 2.7749%  | N/A     | $150000000.00      | $2140594.04        | Agency Collateralized Mortgage Obligation |
| GNMA_23-185B                                         | 2053-12-20      | 2.0749%  | N/A     | $100000000.00      | $1000586.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-192F                                         | 2053-12-20      | 7.0000%  | N/A     | $10665008.00       | $1651144.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195A                                         | 2053-12-20      | 2.5249%  | N/A     | $50000000.00       | $1273516.66        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1A                                           | 2053-01-20      | 3.5249%  | N/A     | $55620961.00       | $2739465.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48L                                          | 2053-03-20      | 1.9749%  | N/A     | $100000000.00      | $1595955.74        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54B                                          | 2053-04-20      | 2.5249%  | N/A     | $51071296.00       | $1429179.04        | Agency Collateralized Mortgage Obligation |
| GNMA_23-83K                                          | 2063-06-20      | 2.3749%  | N/A     | $9112636.00        | $159803.67         | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                          | 2053-07-20      | 2.3749%  | N/A     | $71769200.00       | $1350042.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109A                                         | 2054-07-20      | 2.8249%  | N/A     | $150000000.00      | $6160037.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117E                                         | 2054-07-20      | 1.6249%  | N/A     | $249999872.00      | $4094795.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                         | 2047-05-20      | 4.0000%  | N/A     | $6943296.00        | $878891.25         | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                         | 2047-05-20      | 2.3329%  | N/A     | $47190912.00       | $3710768.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125J                                         | 2054-08-20      | 2.4249%  | N/A     | $58160768.00       | $2773787.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-129A                                         | 2050-07-20      | 2.5749%  | N/A     | $27284000.00       | $2875413.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149B                                         | 2054-09-20      | 1.0749%  | N/A     | $50000000.00       | $1454835.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151P                                         | 2054-09-20      | 2.4249%  | N/A     | $75000000.00       | $4249435.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151R                                         | 2050-12-20      | 4.0000%  | N/A     | $30729344.00       | $4135386.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159M                                         | 2054-10-20      | 1.7749%  | N/A     | $100000000.00      | $1316637.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-162A                                         | 2054-10-20      | 1.8749%  | N/A     | $129491602.00      | $4175605.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-162H                                         | 2054-10-20      | 2.4249%  | N/A     | $50000000.00       | $1643805.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167D                                         | 2054-10-20      | 1.8249%  | N/A     | $67782528.00       | $2744882.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-171B                                         | 2054-10-20      | 1.2249%  | N/A     | $100000000.00      | $1801403.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                         | 2054-10-20      | 1.8749%  | N/A     | $17300000.00       | $632894.56         | Agency Collateralized Mortgage Obligation |
| GNMA_24-175B                                         | 2054-10-20      | 2.3949%  | N/A     | $84347776.00       | $5813996.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181C                                         | 2054-11-20      | 0.8249%  | N/A     | $50000000.00       | $580926.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-181N                                         | 2054-11-20      | 1.7749%  | N/A     | $147698905.00      | $5352371.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183D                                         | 2054-11-20      | 0.5749%  | N/A     | $250000000.00      | $2010526.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                         | 2054-11-20      | 2.2749%  | N/A     | $100000000.00      | $1787483.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184T                                         | 2054-11-20      | 0.9749%  | N/A     | $70000000.00       | $1924487.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203L                                         | 2054-12-20      | 2.4749%  | N/A     | $39182592.00       | $2540583.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23C                                          | 2054-02-20      | 2.9249%  | N/A     | $100000000.00      | $1494426.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-47D                                          | 2064-06-16      | 0.7500%  | N/A     | $100000000.00      | $4902385.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 1.5749%  | N/A     | $170000000.00      | $4586801.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51R                                          | 2054-03-20      | 0.2000%  | N/A     | $195000000.00      | $513913.69         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58J                                          | 2054-04-20      | 1.6949%  | N/A     | $11249700.00       | $247474.81         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58R                                          | 2054-04-20      | 2.2749%  | N/A     | $75000000.00       | $1695831.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59G                                          | 2054-04-20      | 1.6249%  | N/A     | $140848331.00      | $3372117.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77B                                          | 2054-05-20      | 2.1749%  | N/A     | $45000000.00       | $879629.71         | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                          | 2054-05-20      | 1.6249%  | N/A     | $93073024.00       | $2545850.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84J                                          | 2054-05-20      | 3.5749%  | N/A     | $50000000.00       | $2097483.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97B                                          | 2054-03-20      | 2.1749%  | N/A     | $66146366.00       | $2968335.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97M                                          | 2054-06-20      | 1.6249%  | N/A     | $250000000.00      | $6040759.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-100C                                         | 2055-05-20      | 1.5249%  | N/A     | $106176411.00      | $1465771.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-100G                                         | 2055-06-20      | 2.1749%  | N/A     | $100056640.00      | $4430639.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-106                                          | 2067-07-16      | 0.7357%  | N/A     | $125000000.00      | $8283578.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114F                                         | 2055-07-20      | 1.5449%  | N/A     | $174949120.00      | $7096695.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119A                                         | 2055-07-20      | 0.0000%  | N/A     | $783000.00         | $254329.15         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120K                                         | 2051-01-20      | 4.0000%  | N/A     | $20515647.00       | $3656714.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K                                         | 2055-07-20      | 1.5249%  | N/A     | $11000000.00       | $447979.44         | Agency Collateralized Mortgage Obligation |
| GNMA_25-131N                                         | 2055-08-20      | 2.9249%  | N/A     | $1000000.00        | $52776.93          | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                         | 2055-08-20      | 3.5249%  | N/A     | $74667000.00       | $6805061.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-137C                                         | 2055-08-20      | 2.9149%  | N/A     | $75000000.00       | $4440243.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139C                                         | 2055-08-20      | 2.2749%  | N/A     | $100000000.00      | $5421766.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139E                                         | 2055-08-20      | 1.5649%  | N/A     | $80147840.00       | $3339939.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139H                                         | 2055-08-20      | 2.3049%  | N/A     | $9900000.00        | $469620.52         | Agency Collateralized Mortgage Obligation |
| GNMA_25-155D                                         | 2055-09-20      | 3.5749%  | N/A     | $17873536.00       | $1840791.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-159C                                         | 2055-09-20      | 1.6449%  | N/A     | $129999955.00      | $7474171.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-168C                                         | 2055-10-20      | 2.9749%  | N/A     | $55518582.00       | $4886772.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-169D                                         | 2055-10-20      | 1.7749%  | N/A     | $58320512.00       | $3166302.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173G                                         | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $5267369.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173H                                         | 2051-10-20      | 3.0000%  | N/A     | $31773152.00       | $5342583.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173M                                         | 2051-08-20      | 2.5829%  | N/A     | $52186384.00       | $6502257.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-178B                                         | 2055-10-20      | 1.1249%  | N/A     | $100000000.00      | $1302240.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-189D                                         | 2055-11-20      | 3.5749%  | N/A     | $42267500.00       | $4879937.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-192B                                         | 2055-11-20      | 1.8249%  | N/A     | $105910000.00      | $6184190.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-194H                                         | 2055-11-20      | 2.9749%  | N/A     | $40792500.00       | $3863006.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196K                                         | 2055-11-20      | 2.9749%  | N/A     | $43030528.00       | $4404219.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1N                                           | 2055-01-20      | 1.5749%  | N/A     | $41396770.00       | $784402.02         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1P                                           | 2055-01-20      | 2.2749%  | N/A     | $191836054.00      | $9661148.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-211E                                         | 2055-12-20      | 1.8249%  | N/A     | $53360384.00       | $3058432.86        | Agency Collateralized Mortgage Obligation |
| GNMA_25-215C                                         | 2051-08-20      | 5.5000%  | N/A     | $24602272.00       | $3467561.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23B                                          | 2055-02-20      | 2.3249%  | N/A     | $115612010.00      | $2116097.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25A                                          | 2055-02-20      | 1.5749%  | N/A     | $250000000.00      | $3080168.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25F                                          | 2055-02-20      | 2.3249%  | N/A     | $210000000.00      | $4338482.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Y                                          | 2055-02-20      | 1.6249%  | N/A     | $100000000.00      | $1270670.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41C                                          | 2055-03-20      | 1.8249%  | N/A     | $100000000.00      | $1808871.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41F                                          | 2055-03-20      | 3.5749%  | N/A     | $37500000.00       | $3620281.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41N                                          | 2055-03-20      | 1.6749%  | N/A     | $106666624.00      | $1443076.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63A                                          | 2055-04-20      | 3.5749%  | N/A     | $33618880.00       | $2114846.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-65F                                          | 2055-04-20      | 1.6749%  | N/A     | $80000000.00       | $1776646.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                          | 2055-04-20      | 0.7749%  | N/A     | $292500000.00      | $3190611.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84H                                          | 2055-05-20      | 1.5249%  | N/A     | $62254024.00       | $2356025.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-95B                                          | 2055-05-20      | 2.1749%  | N/A     | $40000000.00       | $2994870.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-99E                                          | 2055-06-20      | 0.0000%  | N/A     | $11685099.00       | $7996800.68        | Agency Collateralized Mortgage Obligation |
| GNMA_26-26A                                          | 2056-02-20      | 2.6249%  | N/A     | $24162000.00       | $2084499.50        | Agency Collateralized Mortgage Obligation |
| GNMA_26-26D                                          | 2066-02-20      | 2.0749%  | N/A     | $92978816.00       | $6530662.82        | Agency Collateralized Mortgage Obligation |
| GNMA_26-26M                                          | 2051-07-20      | 2.5829%  | N/A     | $53512192.00       | $6416755.15        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2N                                           | 2056-01-20      | 2.1249%  | N/A     | $61000000.00       | $4553014.10        | Agency Collateralized Mortgage Obligation |
| GNMA_26-31B                                          | 2068-05-16      | 1.0426%  | N/A     | $77530484.00       | $7034912.39        | Agency Collateralized Mortgage Obligation |
| GNMA_26-33L                                          | 2056-02-20      | 2.0749%  | N/A     | $49216941.00       | $3744460.98        | Agency Collateralized Mortgage Obligation |
| GNMA_26-43D                                          | 2056-03-20      | 1.4249%  | N/A     | $50795136.00       | $2157871.33        | Agency Collateralized Mortgage Obligation |
| GNMA_26-4L                                           | 2056-01-20      | 2.0749%  | N/A     | $46581000.00       | $3311868.80        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68B                                          | 2056-04-20      | 2.5749%  | N/A     | $68743040.00       | $4540783.95        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68E                                          | 2056-04-20      | 2.6249%  | N/A     | $82218832.00       | $8885976.86        | Agency Collateralized Mortgage Obligation |
| GNMA_26-6A                                           | 2047-08-20      | 5.0000%  | N/A     | $10877472.00       | $1731660.38        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97DD                                         | 2054-12-20      | 3.0249%  | N/A     | $36513000.00       | $2589923.15        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97E                                          | 2054-12-20      | 2.2749%  | N/A     | $130000000.00      | $2359746.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2056-07-16      | 0.9183%  | N/A     | $86396544.00       | $688458.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-05-15      | 5.1200%  | N/A     | $1000.00           | $1001.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-04-15      | 5.0800%  | N/A     | $1000.00           | $1007.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-03-15      | 3.8300%  | N/A     | $5864957.00        | $5347067.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-03-15      | 5.1000%  | N/A     | $1000.00           | $1000.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-11-15      | 5.4100%  | N/A     | $625000.00         | $640755.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-03-15      | 4.9800%  | N/A     | $800000.00         | $791577.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-04-15      | 5.1500%  | N/A     | $800000.00         | $807346.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-01-15      | 5.2000%  | N/A     | $1000.00           | $1015.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-11-15      | 5.4000%  | N/A     | $625000.00         | $640286.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-01-15      | 3.7800%  | N/A     | $800000.00         | $730461.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-04-15      | 5.1500%  | N/A     | $1000.00           | $1012.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-11-15      | 5.4000%  | N/A     | $625000.00         | $640286.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-06-15      | 4.5000%  | N/A     | $1008.00           | $27.21             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-03-15      | 4.9800%  | N/A     | $800000.00         | $791577.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-02-15      | 4.9300%  | N/A     | $1000.00           | $997.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-03-15      | 4.0800%  | N/A     | $800000.00         | $741596.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 4.5000%  | N/A     | $1081.00           | $16.68             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-04-15      | 5.0800%  | N/A     | $1000.00           | $1007.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-03-15      | 5.1300%  | N/A     | $1000.00           | $1006.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-03-15      | 5.1000%  | N/A     | $800000.00         | $797649.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-03-15      | 5.1500%  | N/A     | $800000.00         | $818133.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-12-15      | 5.2500%  | N/A     | $345403.00         | $350248.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-11-15      | 5.4100%  | N/A     | $625000.00         | $640755.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-07-15      | 5.0000%  | N/A     | $2001.00           | $318.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-09-15      | 5.5500%  | N/A     | $625000.00         | $645522.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2067-05-15      | 5.5500%  | N/A     | $2915982.00        | $2998975.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-03-15      | 5.2200%  | N/A     | $1000.00           | $1013.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-10-15      | 3.5000%  | N/A     | $1004.00           | $99.78             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-04-15      | 5.1500%  | N/A     | $800000.00         | $807346.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-02-15      | 5.2300%  | N/A     | $1000.00           | $1003.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2067-01-15      | 5.2400%  | N/A     | $1000.00           | $1006.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 7.0000%  | N/A     | $134875.00         | $141042.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-04-20      | 4.0000%  | N/A     | $2908464.00        | $1487503.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $1001.00           | $1058.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.5000%  | N/A     | $3304311.00        | $3452656.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 4.0000%  | N/A     | $1581980.00        | $1071585.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-01-20      | 4.0000%  | N/A     | $1557240.00        | $1071867.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 5.5000%  | N/A     | $3001.00           | $2121.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 3.0000%  | N/A     | $1446065052.00     | $215440055.95      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 4.0000%  | N/A     | $112578560.00      | $104188052.70      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 5.5000%  | N/A     | $105500000.00      | $71440565.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 2.5000%  | N/A     | $214089141.00      | $125676226.63      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 3.0000%  | N/A     | $330929162.00      | $75472336.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 2.5000%  | N/A     | $93423.00          | $57419.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.5000%  | N/A     | $1001.00           | $630.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.5000%  | N/A     | $56240000.00       | $37845635.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.0000%  | N/A     | $1347090.00        | $1383986.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-04-20      | 6.0000%  | N/A     | $7881.00           | $8103.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 6.5000%  | N/A     | $487356.00         | $498206.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163 | 2046-02-16      | 1.0083%  | N/A     | $265338880.00      | $177746.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30  | 2053-09-16      | 0.5336%  | N/A     | $100000000.00      | $164784.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160 | 2056-01-16      | 0.2818%  | N/A     | $186465000.00      | $364233.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-149 | 2050-10-20      | 2.5000%  | N/A     | $22600000.00       | $2373551.94        | Agency Collateralized Mortgage Obligation |

### Security 16: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYJ5B20W7
- **C.18 - Value (incl. sponsor support):** $505000000.00
- **C.18.a - Value (excl. sponsor support):** $505000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $5604757.37        | $2010213.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $60687052.79       | $19913060.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $599900.00         | $260585.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 0.0000%  | N/A     | $90604994.56       | $21429440.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | N/A     | $7044143.59        | $1955080.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $9764000.00        | $9664389.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $90300000.00       | $24615599.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 3.5000%  | N/A     | $116348000.00      | $114242774.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $61211525.12       | $36858091.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | N/A     | $100.00            | $100.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $28206900.00       | $12393011.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 0.0000%  | N/A     | $360.00            | $325.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 0.0000%  | N/A     | $61772922.88       | $14460114.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 0.0000%  | N/A     | $51974635.52       | $40430757.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | N/A     | $13156306.12       | $5956412.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 0.0000%  | N/A     | $909985.05         | $355010.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 0.0000%  | N/A     | $25555302.25       | $20094543.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $50013286.39       | $18681062.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 0.0000%  | N/A     | $128521830.40      | $94181825.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | N/A     | $13709312.00       | $10421133.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 0.0000%  | N/A     | $87132405.76       | $64618002.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | N/A     | $2584900.00        | $2558493.92        | U.S. Treasuries (including strips) |

### Security 17: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRYAC9P76
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-03
- **C.13 - Final Legal Maturity Date:** 2026-07-03
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLK_12                                                    | 2030-10-25      | 2.7406%  | N/A     | $4357000.00        | $450246.34         | Agency Collateralized Mortgage Obligation |
| FHLK_74-5                                                  | 2028-08-25      | 1.6570%  | N/A     | $17300000.00       | $16338786.13       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                           | 2045-01-25      | 2.0815%  | N/A     | $4474000.00        | $59409.37          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_K532 | 2029-11-25      | 4.2500%  | N/A     | $2000000.00        | $1998273.11        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104       | 2047-02-25      | 1.8933%  | N/A     | $7599992.00        | $486860.00         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K109       | 2031-03-25      | 3.8892%  | N/A     | $375000.00         | $100635.69         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K091        | 2029-03-25      | 3.5050%  | N/A     | $3975000.00        | $3898032.52        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ45        | 2031-01-25      | 4.6600%  | N/A     | $7480000.00        | $7528107.20        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014        | 2055-10-25      | 2.7338%  | N/A     | $1266000.00        | $152340.43         | Agency Collateralized Mortgage Obligation |
| FHMS-K533                                                  | 2029-12-25      | 4.2300%  | N/A     | $21750000.00       | $21680508.75       | Agency Collateralized Mortgage Obligation |
| FHMS_K146                                                  | 2049-06-25      | 3.5645%  | N/A     | $6549068.00        | $1172174.39        | Agency Collateralized Mortgage Obligation |
| FHMS_K522                                                  | 2029-05-25      | 4.8030%  | N/A     | $6125000.00        | $6037040.91        | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                                  | 2047-11-25      | 2.4816%  | N/A     | $2992000.00        | $96276.94          | Agency Collateralized Mortgage Obligation |
| FHMS_X3FL                                                  | 2027-03-25      | 3.9666%  | N/A     | $6500000.00        | $204682.74         | Agency Collateralized Mortgage Obligation |
| FHSTR_329                                                  | 2044-01-15      | 4.0000%  | N/A     | $24213775.00       | $167791.05         | Agency Collateralized Mortgage Obligation |
| FHSTR_365A                                                 | 2049-06-15      | 3.5000%  | N/A     | $41000000.00       | $895788.53         | Agency Collateralized Mortgage Obligation |
| FHSTR_365B                                                 | 2034-05-15      | 2.5000%  | N/A     | $22599278.00       | $117959.67         | Agency Collateralized Mortgage Obligation |
| FHSTR_389                                                  | 2037-05-15      | 2.0000%  | N/A     | $57234111.00       | $1778099.03        | Agency Collateralized Mortgage Obligation |
| FHSTR_390                                                  | 2037-04-15      | 2.0000%  | N/A     | $5041017.00        | $256703.85         | Agency Collateralized Mortgage Obligation |
| FHSTR_401                                                  | 2053-06-25      | 5.0000%  | N/A     | $25000000.00       | $4446924.17        | Agency Collateralized Mortgage Obligation |
| FNMA_26-39G                                                | 2056-06-25      | 4.7165%  | N/A     | $200000000.00      | $203886210.00      | Agency Collateralized Mortgage Obligation |
| FNSTR_426                                                  | 2051-07-25      | 2.0000%  | N/A     | $3600000.00        | $335009.11         | Agency Collateralized Mortgage Obligation |
| FNSTR_426                                                  | 2050-07-25      | 2.0000%  | N/A     | $1225000.00        | $115584.12         | Agency Collateralized Mortgage Obligation |
| FNSTR_426                                                  | 2052-03-25      | 2.0000%  | N/A     | $2975000.00        | $287705.02         | Agency Collateralized Mortgage Obligation |
| FNSTR_435                                                  | 2053-05-25      | 4.5000%  | N/A     | $18513275.00       | $2939895.23        | Agency Collateralized Mortgage Obligation |
| FNSTR_437                                                  | 2053-05-25      | 5.0000%  | N/A     | $38192470.00       | $6683080.63        | Agency Collateralized Mortgage Obligation |
| FNSTR_444                                                  | 2052-09-25      | 3.5000%  | N/A     | $19827969.00       | $3340318.31        | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB78                                              | 2040-07-25      | 9.1439%  | N/A     | $37640345.00       | $20228469.02       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82B                                                | 2056-05-20      | 4.5432%  | N/A     | $173928569.00      | $176155341.24      | Agency Collateralized Mortgage Obligation |
| GNMA_26-82Q                                                | 2065-12-20      | 4.7500%  | N/A     | $77587754.00       | $77039087.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                 | 2055-09-20      | 5.5000%  | N/A     | $294746153.00      | $283035390.65      | Agency Mortgage-Backed Securities         |

### Security 18: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYJ5B20V9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE ACES FNMA_19-M1                           | 2028-09-25      | 3.5601%  | N/A     | $19170000.00       | $13296153.89       | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_19-M2                           | 2028-11-25      | 3.6270%  | N/A     | $6520000.00        | $4785704.57        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_00-32                                | 2030-10-18      | 4.2060%  | N/A     | $200000.00         | $78.21             | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_01-38                                | 2031-08-25      | 4.2266%  | N/A     | $6000000.00        | $581.23            | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_02-91                                | 2033-01-25      | 4.2766%  | N/A     | $1500000.00        | $3692.40           | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_05-66                                | 2035-07-25      | 3.9766%  | N/A     | $2400000.00        | $7455.04           | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-119                               | 2036-12-25      | 3.4734%  | N/A     | $125000000.00      | $175504.70         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-76                                | 2036-08-25      | 4.1266%  | N/A     | $4769000.00        | $87827.06          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-82                                | 2036-09-25      | 4.2966%  | N/A     | $18691166.00       | $25120.63          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-103                               | 2042-09-25      | 4.1266%  | N/A     | $226474.00         | $20413.23          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-30A                               | 2045-05-25      | 1.8734%  | N/A     | $41575000.00       | $276299.80         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-35B                               | 2045-06-25      | 1.8363%  | N/A     | $53140421.00       | $421473.92         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_17-68                                | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1058808.21        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-32                                | 2048-05-25      | 2.8857%  | N/A     | $3000000.00        | $615596.06         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_22-M13                               | 2032-06-25      | 2.5860%  | N/A     | $1450000.00        | $1310920.83        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_23-14                                | 2049-04-25      | 2.7500%  | N/A     | $22181316.00       | $14108289.31       | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_24-93                                | 2054-12-25      | 5.1121%  | N/A     | $5500000.00        | $2827774.92        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_24-94                                | 2054-09-01      | 5.0321%  | N/A     | $1605000.00        | $1073223.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4960    | 2049-12-25      | 3.5000%  | N/A     | $4300000.00        | $656527.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5050    | 2050-10-25      | 3.0000%  | N/A     | $1816856.00        | $167534.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482    | 2054-12-25      | 5.1121%  | N/A     | $1170377.00        | $974591.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5508    | 2055-02-25      | 5.2121%  | N/A     | $1155000.00        | $651924.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543    | 2055-06-25      | 5.1121%  | N/A     | $789000.00         | $516194.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543    | 2055-06-25      | 5.1121%  | N/A     | $789000.00         | $527335.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543    | 2055-06-25      | 5.1121%  | N/A     | $1054000.00        | $696152.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5562    | 2054-01-25      | 5.0000%  | N/A     | $1500000.00        | $1421750.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5564    | 2054-08-25      | 5.0000%  | N/A     | $1000000.00        | $947849.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M4     | 2032-09-25      | 3.7670%  | N/A     | $1300000.00        | $1252093.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M8     | 2033-04-25      | 4.4760%  | N/A     | $7660916.00        | $7661868.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-2      | 2055-02-25      | 5.0621%  | N/A     | $2034006.00        | $1506851.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-35J    | 2055-05-25      | 5.2121%  | N/A     | $1564000.00        | $1002016.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42     | 2055-06-25      | 5.1121%  | N/A     | $734000.00         | $491522.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42     | 2055-06-25      | 5.1621%  | N/A     | $1320000.00        | $924877.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-69     | 2055-08-25      | 5.0000%  | N/A     | $2500000.00        | $2269448.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_26-13     | 2056-03-25      | 4.4621%  | N/A     | $8000000.00        | $7344438.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_2314                                           | 2029-06-15      | 4.1573%  | N/A     | $15000000.00       | $7367.37           | Agency Collateralized Mortgage Obligation |
| FHLMC_2395D                                          | 2029-05-15      | 4.3573%  | N/A     | $15000000.00       | $8669.16           | Agency Collateralized Mortgage Obligation |
| FHLMC_2449                                           | 2032-03-15      | 4.4073%  | N/A     | $35000000.00       | $32520.91          | Agency Collateralized Mortgage Obligation |
| FHLMC_2538                                           | 2032-12-15      | 4.2073%  | N/A     | $57916989.00       | $73387.14          | Agency Collateralized Mortgage Obligation |
| FHLMC_3232                                           | 2036-10-15      | 4.2073%  | N/A     | $750000.00         | $4772.11           | Agency Collateralized Mortgage Obligation |
| FHLMC_3471D                                          | 2035-08-15      | 2.2927%  | N/A     | $200000000.00      | $149358.78         | Agency Collateralized Mortgage Obligation |
| FHLMC_3531                                           | 2039-05-15      | 4.4573%  | N/A     | $1745000.00        | $20119.63          | Agency Collateralized Mortgage Obligation |
| FHLMC_3702                                           | 2032-08-15      | 4.2073%  | N/A     | $790000.00         | $18186.21          | Agency Collateralized Mortgage Obligation |
| FHLMC_3714                                           | 2040-08-15      | 4.5000%  | N/A     | $3137193.00        | $3939855.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_3762                                           | 2040-11-15      | 2.8427%  | N/A     | $21863608.00       | $219425.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_3792B                                          | 2040-11-15      | 4.5000%  | N/A     | $44435904.00       | $352411.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_38-1                                           | 2031-02-15      | 1.3197%  | N/A     | $6000000.00        | $959120.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_38-38                                          | 2041-04-15      | 2.7927%  | N/A     | $21899370.00       | $252918.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_3842                                           | 2041-04-15      | 2.8427%  | N/A     | $74504333.00       | $119899.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_3864                                           | 2039-03-15      | 2.2427%  | N/A     | $135757553.00      | $198615.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_3988                                           | 2042-01-15      | 2.7177%  | N/A     | $119039665.00      | $766376.62         | Agency Collateralized Mortgage Obligation |
| FHLMC_40 10                                          | 2042-01-15      | 4.5000%  | N/A     | $22049000.00       | $76766.00          | Agency Collateralized Mortgage Obligation |
| FHLMC_40 19                                          | 2041-12-15      | 4.5000%  | N/A     | $87085000.00       | $164330.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-30                                          | 2042-04-15      | 2.6927%  | N/A     | $62000000.00       | $212442.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-76                                          | 2042-07-15      | 2.9427%  | N/A     | $23218083.00       | $143378.93         | Agency Collateralized Mortgage Obligation |
| FHLMC_4016                                           | 2042-03-15      | 2.7427%  | N/A     | $120553652.00      | $617078.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_4057                                           | 2042-06-15      | 2.7927%  | N/A     | $88571428.00       | $681308.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_4077                                           | 2042-07-15      | 2.3427%  | N/A     | $110603899.00      | $417439.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_4094                                           | 2042-08-15      | 2.2927%  | N/A     | $15661571.00       | $264574.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_4194A                                          | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1007117.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_42-40                                          | 2043-08-15      | 2.2427%  | N/A     | $300300000.00      | $3748421.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_4257G                                          | 2028-10-15      | 4.5000%  | N/A     | $21404100.00       | $7.81              | Agency Collateralized Mortgage Obligation |
| FHLMC_4274A                                          | 2036-02-15      | 5.0000%  | N/A     | $10368000.00       | $1555.10           | Agency Collateralized Mortgage Obligation |
| FHLMC_4281                                           | 2043-12-15      | 2.2427%  | N/A     | $14600000.00       | $76046.82          | Agency Collateralized Mortgage Obligation |
| FHLMC_4385                                           | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $765572.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-25B                                         | 2045-01-15      | 2.2927%  | N/A     | $52600000.00       | $809691.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_4427                                           | 2045-01-15      | 1.8427%  | N/A     | $82000000.00       | $532905.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_4473                                           | 2045-05-15      | 1.8427%  | N/A     | $36726000.00       | $259637.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_4491                                           | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $75694.85          | Agency Collateralized Mortgage Obligation |
| FHLMC_4601B                                          | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $192152.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_4617                                           | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $313876.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_4621A                                          | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $650033.50         | Agency Collateralized Mortgage Obligation |
| FHLMC_4623D                                          | 2046-10-15      | 2.2927%  | N/A     | $20715144.00       | $394630.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_4631D                                          | 2046-11-15      | 2.2427%  | N/A     | $107147046.00      | $3542705.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_4701A                                          | 2047-07-15      | 0.1927%  | N/A     | $100864805.00      | $511122.98         | Agency Collateralized Mortgage Obligation |
| FHLMC_4753L                                          | 2048-02-15      | 2.4427%  | N/A     | $20000000.00       | $470430.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_4754D                                          | 2048-02-15      | 2.3927%  | N/A     | $11000000.00       | $244226.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_4776J                                          | 2048-04-15      | 4.0000%  | N/A     | $16285709.00       | $9298514.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_4820C                                          | 2048-03-15      | 2.4427%  | N/A     | $25941382.00       | $347510.78         | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                          | 2049-02-15      | 2.8427%  | N/A     | $26168899.00       | $596827.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_4877D                                          | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $127610.07         | Agency Collateralized Mortgage Obligation |
| FHLMC_4898A                                          | 2049-07-15      | 2.3427%  | N/A     | $56459014.00       | $1037908.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906F                                          | 2049-09-25      | 2.3234%  | N/A     | $550000.00         | $16609.85          | Agency Collateralized Mortgage Obligation |
| FHLMC_4908A                                          | 2049-08-25      | 2.3234%  | N/A     | $28287714.00       | $682741.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_4918B                                          | 2049-10-25      | 2.3234%  | N/A     | $37957596.00       | $611174.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_4933E                                          | 2049-12-25      | 2.2734%  | N/A     | $40777284.00       | $1271413.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_4938D                                          | 2049-12-25      | 2.2734%  | N/A     | $46553866.00       | $1847062.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_4941S                                          | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1335862.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_4942G                                          | 2050-01-25      | 2.2734%  | N/A     | $23332918.00       | $760077.43         | Agency Collateralized Mortgage Obligation |
| FHLMC_4954A                                          | 2050-02-25      | 2.3234%  | N/A     | $136016008.00      | $3424779.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_4958A                                          | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $875381.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_4962A                                          | 2050-03-25      | 2.3234%  | N/A     | $16977500.00       | $486193.45         | Agency Collateralized Mortgage Obligation |
| FHLMC_4975D                                          | 2050-05-25      | 2.2734%  | N/A     | $16666666.00       | $636427.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_4977                                           | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3061994.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_4983D                                          | 2050-06-25      | 2.3234%  | N/A     | $23147541.00       | $1663504.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990G                                          | 2050-07-25      | 2.3734%  | N/A     | $20581257.00       | $891245.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_4998F                                          | 2050-08-25      | 2.5379%  | N/A     | $25942664.00       | $1473842.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999N                                          | 2044-03-25      | 2.2234%  | N/A     | $43898226.00       | $1000422.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5007M                                          | 2050-08-25      | 2.3734%  | N/A     | $4500000.00        | $238177.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060D                                          | 2050-09-25      | 3.0000%  | N/A     | $19408334.00       | $1435850.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083C                                          | 2051-03-25      | 3.5000%  | N/A     | $1980418.00        | $1047231.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5103E                                          | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2024623.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115N                                          | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1092539.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5121C                                          | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $394546.66         | Agency Collateralized Mortgage Obligation |
| FHLMC_5128D                                          | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1406438.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5141                                           | 2047-11-25      | 4.5000%  | N/A     | $16197361.00       | $1387304.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5142L                                          | 2051-09-25      | 2.2379%  | N/A     | $17311159.00       | $940093.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_5228J                                          | 2047-01-25      | 2.2419%  | N/A     | $300000.00         | $17046.94          | Agency Collateralized Mortgage Obligation |
| FHLMC_5305B                                          | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $3706285.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5326                                           | 2050-10-25      | 0.0000%  | N/A     | $1637000.00        | $891536.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_5363E                                          | 2053-12-25      | 3.4379%  | N/A     | $25288459.00       | $1325642.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5386C                                          | 2054-03-25      | 4.8621%  | N/A     | $2289000.00        | $1187241.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5393A                                          | 2053-12-25      | 2.1879%  | N/A     | $65696903.00       | $1949844.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5400                                           | 2054-04-25      | 4.3621%  | N/A     | $3000000.00        | $1466244.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5407C                                          | 2054-05-25      | 6.0000%  | N/A     | $8543284.00        | $1285732.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5410H                                          | 2054-05-25      | 1.3879%  | N/A     | $50000000.00       | $1037262.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5437A                                          | 2054-08-25      | 1.4379%  | N/A     | $51662435.00       | $904044.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5441B                                          | 2054-08-25      | 1.4179%  | N/A     | $70000000.00       | $1433148.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 3.4179%  | N/A     | $98318962.00       | $4108642.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $20573.86          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $20680.51          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $15597.27          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $20573.86          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 0.1000%  | N/A     | $38010000.00       | $36064.51          | Agency Collateralized Mortgage Obligation |
| FHLMC_5490E                                          | 2055-01-25      | 3.5379%  | N/A     | $75000000.00       | $4698877.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502A                                          | 2055-02-25      | 1.9247%  | N/A     | $132000000.00      | $2749671.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502D                                          | 2035-12-25      | 5.5000%  | N/A     | $1200000.00        | $1104973.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5503E                                          | 2055-02-25      | 1.5379%  | N/A     | $84448197.00       | $1276644.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507A                                          | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $582696.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_5512B                                          | 2055-03-25      | 5.0000%  | N/A     | $7980000.00        | $8066743.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                          | 2055-03-25      | 1.5679%  | N/A     | $99799291.00       | $2264671.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5531A                                          | 2055-04-25      | 1.4879%  | N/A     | $31500000.00       | $921891.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                          | 2055-06-25      | 0.1000%  | N/A     | $27000000.00       | $35166.49          | Agency Collateralized Mortgage Obligation |
| FHLMC_5563A                                          | 2055-08-25      | 1.5379%  | N/A     | $40625000.00       | $1180493.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5565D                                          | 2055-08-25      | 4.7621%  | N/A     | $2200000.00        | $1838755.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5568C                                          | 2055-08-25      | 2.1879%  | N/A     | $200000000.00      | $10278171.13       | Agency Collateralized Mortgage Obligation |
| FHLMC_5579A                                          | 2045-09-25      | 4.5000%  | N/A     | $1870167.00        | $1660348.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5585C                                          | 2055-10-25      | 1.7879%  | N/A     | $15000000.00       | $666380.96         | Agency Collateralized Mortgage Obligation |
| FHLMC_5596C                                          | 2055-11-25      | 1.1879%  | N/A     | $61000000.00       | $1632327.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2053-11-25      | 4.5000%  | N/A     | $8518987.00        | $7788480.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606A                                          | 2055-12-25      | 1.1879%  | N/A     | $58962602.00       | $1512255.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606C                                          | 2055-12-25      | 1.1879%  | N/A     | $40426519.00       | $887821.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5606E                                          | 2055-12-25      | 1.1879%  | N/A     | $50000000.00       | $1308875.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606E                                          | 2055-12-25      | 1.1379%  | N/A     | $215250018.00      | $5460646.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606F                                          | 2054-10-25      | 0.0368%  | N/A     | $36159866.00       | $22724.33          | Agency Collateralized Mortgage Obligation |
| FHLMC_5606G                                          | 2055-12-25      | 4.5000%  | N/A     | $1969286.00        | $1872515.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606H                                          | 2055-12-25      | 1.1879%  | N/A     | $50000000.00       | $1133195.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617C                                          | 2056-01-25      | 4.5000%  | N/A     | $42266502.00       | $40089362.48       | Agency Collateralized Mortgage Obligation |
| FHLMC_5617C                                          | 2056-01-25      | 4.5000%  | N/A     | $232476.00         | $195792.45         | Agency Collateralized Mortgage Obligation |
| FHLMC_5617C                                          | 2055-12-25      | 4.5000%  | N/A     | $1305000.00        | $1238925.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617E                                          | 2050-02-25      | 2.3234%  | N/A     | $75167131.00       | $7394699.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617F                                          | 2049-09-25      | 2.3234%  | N/A     | $64502160.00       | $5628485.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617G                                          | 2049-07-15      | 2.2427%  | N/A     | $66465405.00       | $5700755.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                          | 2056-01-25      | 4.5000%  | N/A     | $44756802.00       | $42652612.76       | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                          | 2056-01-25      | 4.5000%  | N/A     | $3890198.00        | $3342535.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                          | 2055-07-25      | 4.5000%  | N/A     | $13225000.00       | $12740389.91       | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                          | 2056-02-25      | 4.5000%  | N/A     | $1468000.00        | $1225211.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632B                                          | 2056-02-25      | 1.4379%  | N/A     | $107483620.00      | $3334722.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632B                                          | 2056-02-25      | 4.5621%  | N/A     | $6400000.00        | $5760920.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632C                                          | 2056-02-25      | 0.0500%  | N/A     | $36321660.00       | $69015.31          | Agency Collateralized Mortgage Obligation |
| FHLMC_5639C                                          | 2056-03-25      | 4.5121%  | N/A     | $13357470.00       | $13127804.09       | Agency Collateralized Mortgage Obligation |
| FHLMC_5639E                                          | 2056-03-25      | 0.6379%  | N/A     | $22000000.00       | $371418.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_5645H                                          | 2056-04-25      | 0.4879%  | N/A     | $50000000.00       | $671427.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_5649A                                          | 2056-04-25      | 1.3379%  | N/A     | $300000000.00      | $7372281.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5649B                                          | 2056-04-25      | 0.3879%  | N/A     | $50000000.00       | $542226.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_5649B                                          | 2056-04-25      | 0.4379%  | N/A     | $10000000.00       | $118097.42         | Agency Collateralized Mortgage Obligation |
| FHLMC_5659B                                          | 2056-05-25      | 5.5000%  | N/A     | $35117468.00       | $28796534.10       | Agency Collateralized Mortgage Obligation |
| FHLMC_5659B                                          | 2056-05-25      | 5.0000%  | N/A     | $1556850.00        | $1412300.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5659C                                          | 2046-11-25      | 5.5000%  | N/A     | $11339908.00       | $1517940.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5668A                                          | 2056-06-25      | 4.8425%  | N/A     | $25000000.00       | $25602551.44       | Agency Collateralized Mortgage Obligation |
| FHLMC_5668A                                          | 2056-06-25      | 0.0500%  | N/A     | $55618822.00       | $86907.50          | Agency Collateralized Mortgage Obligation |
| FHLMC_5668A                                          | 2056-06-25      | 1.1575%  | N/A     | $50000000.00       | $1246830.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5668A                                          | 2056-06-25      | 0.1000%  | N/A     | $25000000.00       | $78302.78          | Agency Collateralized Mortgage Obligation |
| FHLMC_5668A                                          | 2056-06-25      | 1.2075%  | N/A     | $129743822.00      | $3374528.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5668A                                          | 2056-06-25      | 0.0500%  | N/A     | $55000000.00       | $85940.56          | Agency Collateralized Mortgage Obligation |
| FHLMC_5668B                                          | 2056-06-25      | 7.8333%  | N/A     | $20000000.00       | $20957847.41       | Agency Collateralized Mortgage Obligation |
| FHLMC_5668C                                          | 2056-06-25      | 1.1541%  | N/A     | $76391050.00       | $2467983.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5668D                                          | 2050-07-25      | 2.2234%  | N/A     | $47508633.00       | $4385666.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5668D                                          | 2050-07-25      | 3.5000%  | N/A     | $715830.00         | $105198.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_5668E                                          | 2050-10-25      | 5.5000%  | N/A     | $49326059.00       | $49344446.66       | Agency Collateralized Mortgage Obligation |
| FHLMC_5668E                                          | 2050-10-25      | 5.5000%  | N/A     | $3636363.00        | $542824.55         | Agency Collateralized Mortgage Obligation |
| FHLMC_5668E                                          | 2056-06-25      | 5.5000%  | N/A     | $10673941.00       | $10121295.34       | Agency Collateralized Mortgage Obligation |
| FHLMC_5668F                                          | 2048-03-25      | 5.0000%  | N/A     | $88491775.00       | $90744854.25       | Agency Collateralized Mortgage Obligation |
| FHLMC_5668F                                          | 2048-03-25      | 5.5000%  | N/A     | $8044707.00        | $1120432.83        | Agency Collateralized Mortgage Obligation |
| FHR_4924                                             | 2049-10-25      | 2.3234%  | N/A     | $45076729.00       | $1109925.01        | Agency Collateralized Mortgage Obligation |
| FHSTR_304                                            | 2042-12-15      | 4.5000%  | N/A     | $36411804.00       | $518198.43         | Agency Collateralized Mortgage Obligation |
| FHSTR_326                                            | 2044-03-15      | 4.3073%  | N/A     | $1610000.00        | $183315.62         | Agency Collateralized Mortgage Obligation |
| FHSTR_402                                            | 2053-09-25      | 4.9621%  | N/A     | $50000000.00       | $26873238.77       | Agency Collateralized Mortgage Obligation |
| FNMA_01-25A                                          | 2031-06-25      | 4.4266%  | N/A     | $1000000.00        | $2011.59           | Agency Collateralized Mortgage Obligation |
| FNMA_02-41                                           | 2032-07-25      | 4.2766%  | N/A     | $3800000.00        | $2121.23           | Agency Collateralized Mortgage Obligation |
| FNMA_02-4D                                           | 2032-02-25      | 4.2766%  | N/A     | $3450000.00        | $1926.93           | Agency Collateralized Mortgage Obligation |
| FNMA_02-74                                           | 2032-11-25      | 4.1766%  | N/A     | $8400000.00        | $1353.02           | Agency Collateralized Mortgage Obligation |
| FNMA_03-33                                           | 2033-05-25      | 4.4766%  | N/A     | $1125000.00        | $4000.73           | Agency Collateralized Mortgage Obligation |
| FNMA_03-7                                            | 2033-02-25      | 4.4766%  | N/A     | $14725164.00       | $23152.24          | Agency Collateralized Mortgage Obligation |
| FNMA_04-91B                                          | 2034-12-25      | 4.0766%  | N/A     | $700000.00         | $4090.84           | Agency Collateralized Mortgage Obligation |
| FNMA_10-115                                          | 2040-10-25      | 2.2734%  | N/A     | $33422321.00       | $220540.31         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                          | 2040-12-25      | 2.2734%  | N/A     | $50000000.00       | $219120.20         | Agency Collateralized Mortgage Obligation |
| FNMA_10-142                                          | 2040-07-25      | 4.1266%  | N/A     | $125000.00         | $2707.72           | Agency Collateralized Mortgage Obligation |
| FNMA_11-126                                          | 2041-12-25      | 2.2234%  | N/A     | $107252046.00      | $429831.41         | Agency Collateralized Mortgage Obligation |
| FNMA_11-146                                          | 2042-01-25      | 2.2734%  | N/A     | $128376008.00      | $628707.50         | Agency Collateralized Mortgage Obligation |
| FNMA_12-113                                          | 2042-10-25      | 2.3734%  | N/A     | $36714285.00       | $177465.14         | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                          | 2042-11-25      | 2.4234%  | N/A     | $29250000.00       | $393089.96         | Agency Collateralized Mortgage Obligation |
| FNMA_12-134H                                         | 2042-12-25      | 2.4234%  | N/A     | $240214.00         | $2214.30           | Agency Collateralized Mortgage Obligation |
| FNMA_12-141                                          | 2042-12-25      | 2.9734%  | N/A     | $45267000.00       | $574355.14         | Agency Collateralized Mortgage Obligation |
| FNMA_12-20D                                          | 2042-03-25      | 2.7234%  | N/A     | $91164018.00       | $549098.30         | Agency Collateralized Mortgage Obligation |
| FNMA_12-30N                                          | 2041-04-25      | 4.5000%  | N/A     | $44297665.00       | $20398.45          | Agency Collateralized Mortgage Obligation |
| FNMA_12-40G                                          | 2032-04-25      | 4.5000%  | N/A     | $41753556.00       | $83619.58          | Agency Collateralized Mortgage Obligation |
| FNMA_12-58B                                          | 2042-06-25      | 4.2266%  | N/A     | $30284159.00       | $1118501.72        | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                           | 2041-10-25      | 4.5000%  | N/A     | $37388000.00       | $162433.83         | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                           | 2042-08-25      | 4.2266%  | N/A     | $150000.00         | $13716.93          | Agency Collateralized Mortgage Obligation |
| FNMA_12-82                                           | 2042-08-25      | 2.3434%  | N/A     | $68500000.00       | $243444.07         | Agency Collateralized Mortgage Obligation |
| FNMA_12-83                                           | 2042-08-25      | 1.6734%  | N/A     | $42404350.00       | $197881.69         | Agency Collateralized Mortgage Obligation |
| FNMA_13-107                                          | 2043-02-25      | 2.2234%  | N/A     | $123256386.00      | $1941376.90        | Agency Collateralized Mortgage Obligation |
| FNMA_13-115                                          | 2043-11-25      | 4.5000%  | N/A     | $91659666.00       | $538300.00         | Agency Collateralized Mortgage Obligation |
| FNMA_13-20N                                          | 2043-03-25      | 2.3734%  | N/A     | $13066000.00       | $179051.18         | Agency Collateralized Mortgage Obligation |
| FNMA_13-21                                           | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $79602.63          | Agency Collateralized Mortgage Obligation |
| FNMA_13-44                                           | 2043-05-25      | 3.0234%  | N/A     | $69433333.00       | $768002.03         | Agency Collateralized Mortgage Obligation |
| FNMA_13-72                                           | 2043-07-25      | 2.4234%  | N/A     | $65450000.00       | $804892.45         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74B                                          | 2044-06-25      | 2.4734%  | N/A     | $32328000.00       | $190742.58         | Agency Collateralized Mortgage Obligation |
| FNMA_15-27C                                          | 2045-05-25      | 1.8734%  | N/A     | $85000000.00       | $940515.77         | Agency Collateralized Mortgage Obligation |
| FNMA_15-29                                           | 2045-05-25      | 1.9234%  | N/A     | $61902119.00       | $711506.19         | Agency Collateralized Mortgage Obligation |
| FNMA_15-35A                                          | 2045-06-25      | 1.8734%  | N/A     | $160000000.00      | $1035755.49        | Agency Collateralized Mortgage Obligation |
| FNMA_15-37                                           | 2045-06-25      | 1.8934%  | N/A     | $59885082.00       | $575283.44         | Agency Collateralized Mortgage Obligation |
| FNMA_15-79                                           | 2045-11-25      | 2.5234%  | N/A     | $24418550.00       | $280557.86         | Agency Collateralized Mortgage Obligation |
| FNMA_16-106A                                         | 2047-01-25      | 2.2734%  | N/A     | $26845225.00       | $549877.76         | Agency Collateralized Mortgage Obligation |
| FNMA_16-26D                                          | 2042-11-25      | 1.2304%  | N/A     | $4820101.00        | $1374505.45        | Agency Collateralized Mortgage Obligation |
| FNMA_16-32A                                          | 2042-11-25      | 1.2304%  | N/A     | $2724659.00        | $720303.23         | Agency Collateralized Mortgage Obligation |
| FNMA_16-45                                           | 2046-07-25      | 2.2734%  | N/A     | $20000000.00       | $493133.52         | Agency Collateralized Mortgage Obligation |
| FNMA_16-53A                                          | 2046-08-25      | 2.2734%  | N/A     | $38400349.00       | $1169105.21        | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                           | 2046-10-25      | 2.2734%  | N/A     | $18582352.00       | $492966.04         | Agency Collateralized Mortgage Obligation |
| FNMA_16-84                                           | 2046-11-25      | 4.2266%  | N/A     | $19000000.00       | $3107358.15        | Agency Collateralized Mortgage Obligation |
| FNMA_17-34A                                          | 2047-05-25      | 2.3734%  | N/A     | $141990914.00      | $2410458.57        | Agency Collateralized Mortgage Obligation |
| FNMA_17-66B                                          | 2047-09-25      | 4.0766%  | N/A     | $3500000.00        | $998565.86         | Agency Collateralized Mortgage Obligation |
| FNMA_18-60C                                          | 2048-08-25      | 1.9734%  | N/A     | $23967000.00       | $394237.52         | Agency Collateralized Mortgage Obligation |
| FNMA_19-31                                           | 2049-07-25      | 2.3234%  | N/A     | $14527000.00       | $471978.14         | Agency Collateralized Mortgage Obligation |
| FNMA_19-38H                                          | 2049-07-25      | 4.1766%  | N/A     | $31967403.00       | $6899358.38        | Agency Collateralized Mortgage Obligation |
| FNMA_19-45B                                          | 2049-08-25      | 2.3234%  | N/A     | $104126044.00      | $2983335.85        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57J                                          | 2049-10-25      | 2.2734%  | N/A     | $22607858.00       | $428684.50         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59H                                          | 2049-10-25      | 2.3234%  | N/A     | $36516371.00       | $779192.70         | Agency Collateralized Mortgage Obligation |
| FNMA_19-67                                           | 2049-11-25      | 4.1766%  | N/A     | $2175000.00        | $675293.14         | Agency Collateralized Mortgage Obligation |
| FNMA_19-68H                                          | 2049-11-25      | 2.2734%  | N/A     | $32999250.00       | $998414.40         | Agency Collateralized Mortgage Obligation |
| FNMA_19-69C                                          | 2049-12-25      | 2.2734%  | N/A     | $4500000.00        | $122490.86         | Agency Collateralized Mortgage Obligation |
| FNMA_19-71D                                          | 2049-11-25      | 2.3234%  | N/A     | $33282680.00       | $970955.42         | Agency Collateralized Mortgage Obligation |
| FNMA_20-12B                                          | 2050-03-25      | 2.3234%  | N/A     | $110398000.00      | $3394934.90        | Agency Collateralized Mortgage Obligation |
| FNMA_20-26E                                          | 2050-05-25      | 2.2234%  | N/A     | $11870512.00       | $441629.42         | Agency Collateralized Mortgage Obligation |
| FNMA_20-52G                                          | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1126256.01        | Agency Collateralized Mortgage Obligation |
| FNMA_21-25B                                          | 2050-07-25      | 3.5000%  | N/A     | $26764306.00       | $2019844.52        | Agency Collateralized Mortgage Obligation |
| FNMA_21-28D                                          | 2051-05-25      | 0.1379%  | N/A     | $25000000.00       | $467916.45         | Agency Collateralized Mortgage Obligation |
| FNMA_21-69F                                          | 2051-10-25      | 2.0000%  | N/A     | $6846000.00        | $4151541.44        | Agency Collateralized Mortgage Obligation |
| FNMA_21-95F                                          | 2051-08-25      | 3.0000%  | N/A     | $18765500.00       | $1451010.68        | Agency Collateralized Mortgage Obligation |
| FNMA_22-10                                           | 2040-05-25      | 2.2500%  | N/A     | $250000.00         | $121492.95         | Agency Collateralized Mortgage Obligation |
| FNMA_22-20C                                          | 2048-04-25      | 4.5000%  | N/A     | $56886493.00       | $5895895.83        | Agency Collateralized Mortgage Obligation |
| FNMA_22-62B                                          | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1522733.36        | Agency Collateralized Mortgage Obligation |
| FNMA_22-7G                                           | 2050-07-25      | 3.0000%  | N/A     | $29250000.00       | $2336237.96        | Agency Collateralized Mortgage Obligation |
| FNMA_23-14B                                          | 2053-04-25      | 5.5000%  | N/A     | $500000.00         | $586470.59         | Agency Collateralized Mortgage Obligation |
| FNMA_23-28D                                          | 2050-05-25      | 3.5000%  | N/A     | $27569821.00       | $3762633.99        | Agency Collateralized Mortgage Obligation |
| FNMA_23-53F                                          | 2053-11-25      | 2.3379%  | N/A     | $74472971.00       | $1989746.31        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                         | 2055-01-25      | 2.9379%  | N/A     | $74500000.00       | $2241257.22        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                         | 2055-01-25      | 2.2379%  | N/A     | $105302659.00      | $2864475.11        | Agency Collateralized Mortgage Obligation |
| FNMA_24-47B                                          | 2054-07-25      | 1.5879%  | N/A     | $30000000.00       | $358843.45         | Agency Collateralized Mortgage Obligation |
| FNMA_24-74F                                          | 2054-10-25      | 4.5121%  | N/A     | $6631589.00        | $5682975.86        | Agency Collateralized Mortgage Obligation |
| FNMA_24-7E                                           | 2054-02-25      | 6.5000%  | N/A     | $22071153.00       | $2196676.34        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                           | 2050-03-25      | 2.2734%  | N/A     | $27901889.00       | $2209841.19        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                           | 2049-11-25      | 2.2734%  | N/A     | $69606673.00       | $5311011.24        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                           | 2049-11-25      | 2.3234%  | N/A     | $96587793.00       | $7258124.73        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102A                                         | 2055-12-25      | 4.5000%  | N/A     | $1691000.00        | $1424675.96        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102B                                         | 2055-12-25      | 1.1879%  | N/A     | $123916130.00      | $3206879.88        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102C                                         | 2055-12-25      | 1.8379%  | N/A     | $164996762.00      | $7618132.23        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102E                                         | 2055-12-25      | 1.8379%  | N/A     | $141430551.00      | $6025157.25        | Agency Collateralized Mortgage Obligation |
| FNMA_25-20A                                          | 2055-03-25      | 0.8379%  | N/A     | $135833334.00      | $1589497.71        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                          | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $84481.77          | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                          | 2049-08-25      | 2.2734%  | N/A     | $52006853.00       | $4157943.07        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                          | 2049-03-25      | 2.2234%  | N/A     | $50544901.00       | $3678073.51        | Agency Collateralized Mortgage Obligation |
| FNMA_25-34E                                          | 2055-05-25      | 2.1879%  | N/A     | $100000000.00      | $2447819.79        | Agency Collateralized Mortgage Obligation |
| FNMA_25-45A                                          | 2055-06-25      | 1.4379%  | N/A     | $222035474.00      | $6694851.20        | Agency Collateralized Mortgage Obligation |
| FNMA_25-70C                                          | 2055-09-25      | 5.0121%  | N/A     | $1400000.00        | $1258646.10        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                           | 2054-09-25      | 1.4879%  | N/A     | $101000000.00      | $1578166.12        | Agency Collateralized Mortgage Obligation |
| FNMA_25-8C                                           | 2055-02-25      | 1.4879%  | N/A     | $77000000.00       | $1238815.44        | Agency Collateralized Mortgage Obligation |
| FNMA_25-97B                                          | 2055-11-25      | 1.7779%  | N/A     | $50000000.00       | $1993441.18        | Agency Collateralized Mortgage Obligation |
| FNMA_26-22B                                          | 2056-04-25      | 1.3879%  | N/A     | $210371335.00      | $5142652.94        | Agency Collateralized Mortgage Obligation |
| FNMA_26-22D                                          | 2056-04-25      | 1.1379%  | N/A     | $119571493.00      | $2735120.81        | Agency Collateralized Mortgage Obligation |
| FNMA_26-30A                                          | 2056-05-25      | 0.0500%  | N/A     | $82500000.00       | $116139.35         | Agency Collateralized Mortgage Obligation |
| FNMA_26-30C                                          | 2056-05-25      | 3.1879%  | N/A     | $59955733.00       | $5845561.05        | Agency Collateralized Mortgage Obligation |
| FNMA_26-30D                                          | 2056-05-25      | 2.5979%  | N/A     | $40035288.00       | $3010797.52        | Agency Collateralized Mortgage Obligation |
| FNMA_26-39A                                          | 2056-06-25      | 4.7500%  | N/A     | $3161848.00        | $2822358.62        | Agency Collateralized Mortgage Obligation |
| FNMA_26-39A                                          | 2037-06-25      | 4.7500%  | N/A     | $2157189.00        | $2200644.37        | Agency Collateralized Mortgage Obligation |
| FNMA_26-39A                                          | 2056-06-25      | 4.7500%  | N/A     | $7058824.00        | $6454902.39        | Agency Collateralized Mortgage Obligation |
| FNMA_26-39A                                          | 2056-06-25      | 1.2512%  | N/A     | $123778610.00      | $3782924.21        | Agency Collateralized Mortgage Obligation |
| FNMA_26-39B                                          | 2056-06-25      | 4.6488%  | N/A     | $13275000.00       | $13470946.12       | Agency Collateralized Mortgage Obligation |
| FNMA_26-39C                                          | 2056-06-25      | 4.4002%  | N/A     | $50000000.00       | $50181245.61       | Agency Collateralized Mortgage Obligation |
| FNMA_26-39D                                          | 2056-06-25      | 4.5000%  | N/A     | $46843480.00       | $45115517.71       | Agency Collateralized Mortgage Obligation |
| FNMA_26-39E                                          | 2056-04-25      | 4.0000%  | N/A     | $7941039.00        | $7580747.00        | Agency Collateralized Mortgage Obligation |
| FNMA_26-39F                                          | 2049-10-25      | 3.5000%  | N/A     | $1791560.00        | $181667.57         | Agency Collateralized Mortgage Obligation |
| FNMA_26-39F                                          | 2049-10-25      | 2.1930%  | N/A     | $42724304.00       | $3275572.70        | Agency Collateralized Mortgage Obligation |
| FNMA_26-39G                                          | 2056-06-25      | 6.0000%  | N/A     | $33316155.00       | $32330652.03       | Agency Collateralized Mortgage Obligation |
| FNMA_26-39G                                          | 2056-06-25      | 5.0000%  | N/A     | $100000000.00      | $98556388.89       | Agency Collateralized Mortgage Obligation |
| FNMA_26-8                                            | 2056-02-25      | 0.0500%  | N/A     | $54174289.00       | $43272.47          | Agency Collateralized Mortgage Obligation |
| FNMA_98-46                                           | 2028-05-18      | 4.2637%  | N/A     | $150000000.00      | $19270.71          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2266                               | 2030-11-15      | 4.2073%  | N/A     | $17300000.00       | $63.68             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3780                               | 2040-12-15      | 2.7427%  | N/A     | $46000000.00       | $208434.10         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4631                               | 2046-11-15      | 4.2573%  | N/A     | $10300000.00       | $1651418.71        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4734                               | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $86899.09          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4940                               | 2049-07-25      | 4.0000%  | N/A     | $56566666.00       | $2099444.82        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                               | 2051-10-25      | 3.0000%  | N/A     | $11222368.00       | $1070492.29        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                               | 2051-10-25      | 3.0000%  | N/A     | $86569995.00       | $6668571.53        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5330                               | 2053-08-25      | 4.6621%  | N/A     | $1500000.00        | $878847.55         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5480                               | 2053-10-25      | 5.0952%  | N/A     | $3067000.00        | $1609654.04        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5539                               | 2055-05-25      | 5.1121%  | N/A     | $1049000.00        | $680430.36         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5570                               | 2055-05-25      | 5.0121%  | N/A     | $1641000.00        | $1160655.40        | Agency Collateralized Mortgage Obligation |
| GNMA_20-127A                                         | 2050-06-20      | 3.5000%  | N/A     | $50703921.00       | $3383962.91        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47J                                          | 2050-01-20      | 3.5000%  | N/A     | $14462032.00       | $195655.19         | Agency Collateralized Mortgage Obligation |
| GNMA_21-127                                          | 2062-11-16      | 2.0000%  | N/A     | $500000.00         | $312496.97         | Agency Collateralized Mortgage Obligation |
| GNMA_21-132                                          | 2063-04-16      | 1.7500%  | N/A     | $1500000.00        | $860591.52         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 3.5000%  | N/A     | $55000000.00       | $3876313.04        | Agency Collateralized Mortgage Obligation |
| GNMA_22-20B                                          | 2052-01-20      | 3.5000%  | N/A     | $31377047.00       | $2062760.00        | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                          | 2065-05-16      | 4.0000%  | N/A     | $1165197.00        | $879617.83         | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                          | 2065-05-16      | 4.0000%  | N/A     | $872325.00         | $646266.43         | Agency Collateralized Mortgage Obligation |
| GNMA_24-31                                           | 2066-02-16      | 4.0000%  | N/A     | $1166809.00        | $859813.51         | Agency Collateralized Mortgage Obligation |
| GNMA_25-114F                                         | 2055-07-20      | 1.5549%  | N/A     | $122266498.00      | $4328524.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114F                                         | 2055-07-20      | 1.5449%  | N/A     | $140050715.00      | $4920755.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-189D                                         | 2055-11-20      | 3.5749%  | N/A     | $7500000.00        | $865902.40         | Agency Collateralized Mortgage Obligation |
| GNMA_25-196N                                         | 2065-11-20      | 4.7500%  | N/A     | $983802.00         | $827999.41         | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                          | 2067-01-16      | 5.0000%  | N/A     | $328571.00         | $315971.91         | Agency Collateralized Mortgage Obligation |
| GNMA_25-66E                                          | 2055-04-20      | 1.6449%  | N/A     | $80000000.00       | $1973834.43        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2B                                           | 2049-03-20      | 4.5000%  | N/A     | $5066477.00        | $4952599.37        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47C                                          | 2056-03-20      | 5.5000%  | N/A     | $3439892.00        | $3451982.54        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47C                                          | 2056-03-20      | 5.5000%  | N/A     | $1341000.00        | $1177798.73        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47G                                          | 2056-03-20      | 0.0000%  | N/A     | $1612372.00        | $934514.75         | Agency Collateralized Mortgage Obligation |
| GNMA_26-61R                                          | 2052-04-20      | 4.5000%  | N/A     | $12677587.00       | $2239323.89        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68B                                          | 2056-04-20      | 4.5000%  | N/A     | $349879.00         | $330708.43         | Agency Collateralized Mortgage Obligation |
| GNMA_26-68D                                          | 2056-04-20      | 0.0000%  | N/A     | $1222950.00        | $876086.51         | Agency Collateralized Mortgage Obligation |
| GNMA_26-82A                                          | 2056-05-20      | 1.3599%  | N/A     | $500000000.00      | $18410482.50       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82B                                          | 2037-06-20      | 4.5000%  | N/A     | $25129853.00       | $25293021.14       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82B                                          | 2037-05-20      | 5.0000%  | N/A     | $27067746.00       | $27710574.90       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82B                                          | 2056-05-20      | 0.0000%  | N/A     | $355000000.00      | $174305.00         | Agency Collateralized Mortgage Obligation |
| GNMA_26-82B                                          | 2056-05-20      | 1.2962%  | N/A     | $355000000.00      | $15158520.32       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82B                                          | 2052-01-20      | 4.7500%  | N/A     | $50000000.00       | $49289022.22       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82B                                          | 2056-05-20      | 1.9568%  | N/A     | $173928569.00      | $10564108.64       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82C                                          | 2056-05-20      | 8.8250%  | N/A     | $27500000.00       | $29296526.88       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82D                                          | 2043-11-20      | 5.0000%  | N/A     | $133661201.00      | $137092001.86      | Agency Collateralized Mortgage Obligation |
| GNMA_26-82E                                          | 2056-05-20      | 4.7478%  | N/A     | $118367891.00      | $121219013.06      | Agency Collateralized Mortgage Obligation |
| GNMA_26-82E                                          | 2056-05-20      | 1.2522%  | N/A     | $118367891.00      | $4344106.93        | Agency Collateralized Mortgage Obligation |
| GNMA_26-82E                                          | 2056-05-20      | 5.0000%  | N/A     | $18367892.00       | $17163176.66       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82G                                          | 2050-12-20      | 2.5829%  | N/A     | $44541162.00       | $4556815.65        | Agency Collateralized Mortgage Obligation |
| GNMA_26-82H                                          | 2050-03-20      | 2.3329%  | N/A     | $120167312.00      | $10180721.28       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82H                                          | 2049-06-20      | 4.0000%  | N/A     | $1750147.00        | $255577.47         | Agency Collateralized Mortgage Obligation |
| GNMA_26-82J                                          | 2049-04-20      | 1.8229%  | N/A     | $51415214.00       | $3153537.75        | Agency Collateralized Mortgage Obligation |
| GNMA_26-82J                                          | 2048-10-20      | 4.0000%  | N/A     | $1198050.00        | $152224.23         | Agency Collateralized Mortgage Obligation |
| GNMA_26-82K                                          | 2051-07-20      | 3.5000%  | N/A     | $123565719.00      | $18603834.98       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82L                                          | 2052-01-20      | 4.0000%  | N/A     | $127565521.00      | $20188150.83       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82M                                          | 2050-07-20      | 4.5000%  | N/A     | $67880429.00       | $12528962.30       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82N                                          | 2046-07-20      | 3.5000%  | N/A     | $10808228.00       | $1593708.05        | Agency Collateralized Mortgage Obligation |
| GNMA_26-82P                                          | 2056-05-20      | 5.5000%  | N/A     | $2500000.00        | $2449994.44        | Agency Collateralized Mortgage Obligation |
| GNMA_26-82P                                          | 2049-03-20      | 5.5000%  | N/A     | $1106998.00        | $62673.55          | Agency Collateralized Mortgage Obligation |
| GNMA_26-82P                                          | 2049-03-20      | 5.0000%  | N/A     | $12176981.00       | $12129720.79       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82Q                                          | 2066-05-20      | 4.7500%  | N/A     | $862000.00         | $807592.67         | Agency Collateralized Mortgage Obligation |
| GNMA_26-82Q                                          | 2065-12-20      | 4.7500%  | N/A     | $93857939.00       | $93194217.37       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82Q                                          | 2066-05-20      | 4.3429%  | N/A     | $107692307.00      | $107837768.34      | Agency Collateralized Mortgage Obligation |
| GNMA_26-82R                                          | 2056-05-20      | 1.2571%  | N/A     | $89563159.00       | $4146173.07        | Agency Collateralized Mortgage Obligation |
| GNMA_26-82R                                          | 2056-05-20      | 5.0000%  | N/A     | $74267000.00       | $72728253.77       | Agency Collateralized Mortgage Obligation |
| GNMA_26-82R                                          | 2056-05-20      | 4.7428%  | N/A     | $44563159.00       | $45636360.74       | Agency Collateralized Mortgage Obligation |
| GNMA_26-91A                                          | 2065-10-16      | 0.0000%  | N/A     | $87309976.00       | $222684.76         | Agency Collateralized Mortgage Obligation |
| GNMA_26-91A                                          | 2065-10-16      | 0.0000%  | N/A     | $87309976.00       | $78499021.87       | Agency Collateralized Mortgage Obligation |
| GNMA_26-91B                                          | 2056-04-16      | 4.5000%  | N/A     | $4100000.00        | $4042600.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-91B                                          | 2067-03-16      | 0.0000%  | N/A     | $2566667.00        | $2526755.32        | Agency Collateralized Mortgage Obligation |
| GNMA_26-91B                                          | 2067-03-16      | 0.0000%  | N/A     | $13384892.00       | $13125452.64       | Agency Collateralized Mortgage Obligation |
| GNMA_26-91B                                          | 2067-03-16      | 0.0000%  | N/A     | $14465959.00       | $14403552.86       | Agency Collateralized Mortgage Obligation |
| GNMA_26-91B                                          | 2067-03-16      | 0.0000%  | N/A     | $130193626.00      | $8017338.41        | Agency Collateralized Mortgage Obligation |
| GNMA_26-91B                                          | 2067-03-16      | 0.0000%  | N/A     | $39535082.00       | $37679740.14       | Agency Collateralized Mortgage Obligation |
| GNMA_26-91B                                          | 2067-03-16      | 0.0000%  | N/A     | $5641026.00        | $5497287.02        | Agency Collateralized Mortgage Obligation |
| GNMA_26-91B                                          | 2058-02-16      | 0.5000%  | N/A     | $500000.00         | $9535.94           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-220 | 2064-10-16      | 3.0000%  | N/A     | $200000.00         | $140342.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-122 | 2055-03-20      | 5.0000%  | N/A     | $1500000.00        | $1431688.31        | Agency Collateralized Mortgage Obligation |

### Security 19: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYJ1LMJM3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  | N/A     | $100.00            | $96.90             | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | N/A     | $16000.00          | $21144.35          | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  | N/A     | $100.00            | $73.03             | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | N/A     | $12386500.00       | $8375819.06        | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52        | 2052-02-15      | 0.1250%  | N/A     | $1383000.00        | $856518.77         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  | N/A     | $8100.00           | $9891.34           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  | N/A     | $9000.00           | $10686.70          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31      | 2031-07-15      | 0.1250%  | N/A     | $58093600.00       | $66573100.96       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | N/A     | $54004900.00       | $61155408.50       | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | N/A     | $100.00            | $130.52            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  | N/A     | $100.00            | $96.06             | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  | N/A     | $400.00            | $381.70            | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  | N/A     | $2300.00           | $3135.86           | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | N/A     | $15600.00          | $15616.34          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | N/A     | $100.00            | $86.82             | U.S. Treasuries (including strips) |
| 02.500 FGPC G18533 G | 2029-12-01      | 2.5000%  | N/A     | $12000.00          | $593.43            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  | N/A     | $1000.00           | $176.45            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | N/A     | $1000.00           | $141.24            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08886 G | 2049-05-01      | 3.0000%  | N/A     | $1000.00           | $85.96             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08887 G | 2049-06-01      | 3.0000%  | N/A     | $8000.00           | $780.35            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | N/A     | $15000.00          | $1205.82           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | N/A     | $32000.00          | $2922.17           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G15745 G | 2028-08-01      | 3.5000%  | N/A     | $4000.00           | $7.62              | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G16396 G | 2033-02-01      | 3.5000%  | N/A     | $6000.00           | $645.75            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC J31961 G | 2027-03-01      | 3.5000%  | N/A     | $1000.00           | $5.97              | Agency Mortgage-Backed Securities  |
| 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  | N/A     | $10000.00          | $85.06             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  | N/A     | $7000.00           | $294.10            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  | N/A     | $2000.00           | $153.37            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  | N/A     | $4000.00           | $379.96            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08694 G | 2046-02-01      | 4.0000%  | N/A     | $1000.00           | $90.06             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  | N/A     | $3000.00           | $310.69            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  | N/A     | $2000.00           | $138.51            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G14308 G | 2026-11-01      | 4.0000%  | N/A     | $19000.00          | $2.65              | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G14667 G | 2027-02-01      | 4.0000%  | N/A     | $109983.00         | $0.01              | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G14668 G | 2026-12-01      | 4.0000%  | N/A     | $145996.00         | $0.00              | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G14993 G | 2027-05-01      | 4.0000%  | N/A     | $14000.00          | $4.61              | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G15152 G | 2026-07-01      | 4.0000%  | N/A     | $329999.00         | $0.64              | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G14388 G | 2026-07-01      | 4.5000%  | N/A     | $1964.00           | $0.00              | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G14554 G | 2026-07-01      | 4.5000%  | N/A     | $274000.00         | $0.99              | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G14615 G | 2026-09-01      | 4.5000%  | N/A     | $14000.00          | $1.76              | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G14922 G | 2026-09-01      | 4.5000%  | N/A     | $96000.00          | $0.48              | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G16357 G | 2026-09-01      | 4.5000%  | N/A     | $24000.00          | $0.00              | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G01840 G | 2035-07-01      | 5.0000%  | N/A     | $105000.00         | $844.77            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C91260 G | 2029-07-01      | 5.5000%  | N/A     | $119000.00         | $1745.05           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC C54218 G | 2031-07-01      | 6.5000%  | N/A     | $20690.00          | $0.48              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C00512 G | 2027-04-01      | 7.0000%  | N/A     | $81000.00          | $3.16              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C00557 G | 2027-10-01      | 7.0000%  | N/A     | $18000.00          | $2.22              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C00581 G | 2028-02-01      | 7.0000%  | N/A     | $21000.00          | $3.20              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C00666 G | 2028-10-01      | 7.0000%  | N/A     | $22000.00          | $7.31              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C00698 G | 2028-12-01      | 7.0000%  | N/A     | $6000.00           | $1.13              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C00756 G | 2029-04-01      | 7.0000%  | N/A     | $1000.00           | $0.64              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C00895 G | 2029-12-01      | 7.0000%  | N/A     | $5000.00           | $1.81              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C01188 G | 2031-06-01      | 7.0000%  | N/A     | $32000.00          | $14.09             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C12818 G | 2028-07-01      | 7.0000%  | N/A     | $5000.00           | $4.67              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C33000 G | 2029-11-01      | 7.0000%  | N/A     | $40000.00          | $7.65              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C34991 G | 2029-12-01      | 7.0000%  | N/A     | $10000.00          | $3.28              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C37697 G | 2030-04-01      | 7.0000%  | N/A     | $15000.00          | $1.52              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C54269 G | 2031-07-01      | 7.0000%  | N/A     | $5000.00           | $10.48             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C67630 G | 2032-06-01      | 7.0000%  | N/A     | $75000.00          | $70.18             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G00606 G | 2026-11-01      | 7.0000%  | N/A     | $25000.00          | $0.05              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G00750 G | 2027-07-01      | 7.0000%  | N/A     | $15000.00          | $1.09              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G00762 G | 2027-09-01      | 7.0000%  | N/A     | $15000.00          | $2.26              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G00810 G | 2027-11-01      | 7.0000%  | N/A     | $7096.00           | $0.87              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01129 G | 2030-06-01      | 7.0000%  | N/A     | $45000.00          | $14.02             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01148 G | 2030-11-01      | 7.0000%  | N/A     | $10000.00          | $1.32              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01309 G | 2031-08-01      | 7.0000%  | N/A     | $40000.00          | $14.95             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01324 G | 2031-10-01      | 7.0000%  | N/A     | $18000.00          | $11.86             | Agency Mortgage-Backed Securities  |
| 07.500 FGPC C00555 G | 2027-10-01      | 7.5000%  | N/A     | $69000.00          | $11.90             | Agency Mortgage-Backed Securities  |
| 07.500 FGPC C00566 G | 2027-12-01      | 7.5000%  | N/A     | $15000.00          | $1.45              | Agency Mortgage-Backed Securities  |
| 07.500 FGPC C00896 G | 2029-12-01      | 7.5000%  | N/A     | $2000.00           | $0.44              | Agency Mortgage-Backed Securities  |
| 07.500 FGPC C00910 G | 2030-01-01      | 7.5000%  | N/A     | $50000.00          | $19.95             | Agency Mortgage-Backed Securities  |
| 07.500 FGPC C32288 G | 2029-10-01      | 7.5000%  | N/A     | $6000.00           | $2.24              | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G00551 G | 2026-10-01      | 7.5000%  | N/A     | $73000.00          | $0.27              | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G00608 G | 2026-12-01      | 7.5000%  | N/A     | $98151.00          | $4.86              | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G00921 G | 2028-04-01      | 7.5000%  | N/A     | $149000.00         | $7.96              | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G04768 G | 2037-10-01      | 7.5000%  | N/A     | $100000.00         | $1.59              | Agency Mortgage-Backed Securities  |
| 08.500 FGPC C01010 G | 2030-06-01      | 8.5000%  | N/A     | $60000.00          | $6.66              | Agency Mortgage-Backed Securities  |
| 08.500 FGPC G00544 G | 2026-10-01      | 8.5000%  | N/A     | $5000.00           | $0.08              | Agency Mortgage-Backed Securities  |
| 08.500 FGPC G00884 G | 2027-12-01      | 8.5000%  | N/A     | $68000.00          | $4.52              | Agency Mortgage-Backed Securities  |
| 08.500 FGPC G00936 G | 2027-08-01      | 8.5000%  | N/A     | $50000.00          | $2.01              | Agency Mortgage-Backed Securities  |
| 08.500 FGPC G00994 G | 2028-08-01      | 8.5000%  | N/A     | $50420.00          | $5.85              | Agency Mortgage-Backed Securities  |
| 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  | N/A     | $600.00            | $549.09            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | N/A     | $100.00            | $99.93             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | N/A     | $300.00            | $284.05            | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | N/A     | $99880100.00       | $85461548.10       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | N/A     | $100.00            | $99.35             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $99.03             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | N/A     | $19100.00          | $18201.20          | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | N/A     | $1000.00           | $627.70            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | N/A     | $100.00            | $62.38             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  | N/A     | $600.00            | $572.45            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26      | 2026-12-31      | 1.7500%  | N/A     | $2500.00           | $2488.03           | U.S. Treasuries (including strips) |
| 1 3/4 TRIB 28        | 2028-01-15      | 1.7500%  | N/A     | $12081300.00       | $19266419.82       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  | N/A     | $2000.00           | $1994.46           | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | N/A     | $200.00            | $188.01            | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  | N/A     | $50611800.00       | $59638375.36       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | N/A     | $2000.00           | $1774.49           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | N/A     | $4600.00           | $4284.45           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  | N/A     | $400.00            | $396.86            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | N/A     | $100.00            | $100.60            | U.S. Treasuries (including strips) |
| 1 TRIB 46            | 2046-02-15      | 1.0000%  | N/A     | $2755900.00        | $2864793.67        | U.S. Treasuries (including strips) |
| 1 TRIB 48            | 2048-02-15      | 1.0000%  | N/A     | $2328100.00        | $2253178.43        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | N/A     | $63950100.00       | $43626444.03       | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29        | 2029-01-15      | 2.5000%  | N/A     | $1152000.00        | $1835945.97        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | N/A     | $100.00            | $65.30             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | N/A     | $525900.00         | $327452.65         | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40        | 2040-02-15      | 2.1250%  | N/A     | $14357700.00       | $21617215.01       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41        | 2041-02-15      | 2.1250%  | N/A     | $779400.00         | $1145507.80        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  | N/A     | $76400.00          | $72887.46          | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | N/A     | $7546400.00        | $5704468.62        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | N/A     | $2800.00           | $2733.34           | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | N/A     | $200.00            | $126.42            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | N/A     | $25903600.00       | $16065530.13       | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  | N/A     | $231595800.00      | $385770715.16      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | N/A     | $200.00            | $152.66            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | N/A     | $2195000.00        | $1548600.49        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | N/A     | $100.00            | $97.93             | U.S. Treasuries (including strips) |
| 2 BOND 50            | 2050-02-15      | 2.0000%  | N/A     | $3836200.00        | $2234397.02        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  | N/A     | $400.00            | $400.94            | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | N/A     | $2200.00           | $1803.96           | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | N/A     | $2000.00           | $1625.72           | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  | N/A     | $300.00            | $299.27            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | N/A     | $500.00            | $503.82            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  | N/A     | $1000.00           | $973.86            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  | N/A     | $1300.00           | $1285.62           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | N/A     | $100.00            | $99.86             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | N/A     | $500.00            | $405.84            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28     | 2028-02-29      | 3.3750%  | N/A     | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32        | 2032-04-15      | 3.3750%  | N/A     | $19611300.00       | $40055237.95       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | N/A     | $300.00            | $238.05            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | N/A     | $3619800.00        | $2906656.78        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | N/A     | $5000.00           | $4941.71           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | N/A     | $200.00            | $202.01            | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  | N/A     | $73155500.00       | $155969715.27      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  | N/A     | $23600.00          | $21683.39          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | N/A     | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  | N/A     | $2000.00           | $2023.46           | U.S. Treasuries (including strips) |
| 3 7/8 TRIB 29        | 2029-04-15      | 3.8750%  | N/A     | $935700.00         | $2013216.43        | U.S. Treasuries (including strips) |
| 3 BOND 42            | 2042-05-15      | 3.0000%  | N/A     | $700.00            | $554.24            | U.S. Treasuries (including strips) |
| 3 BOND 45            | 2045-05-15      | 3.0000%  | N/A     | $21300.00          | $16099.21          | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | N/A     | $7237300.00        | $5408310.62        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | N/A     | $4000.00           | $4088.04           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | N/A     | $16900.00          | $16880.31          | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | N/A     | $9000.00           | $8947.81           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | N/A     | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | N/A     | $100.00            | $89.74             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | N/A     | $4400.00           | $4497.24           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | N/A     | $9000.00           | $9174.26           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | N/A     | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | N/A     | $2000.00           | $1821.37           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | N/A     | $800.00            | $806.91            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  | N/A     | $9600.00           | $9731.62           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | N/A     | $400.00            | $401.36            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | N/A     | $200.00            | $198.69            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | N/A     | $1000.00           | $1005.17           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | N/A     | $2000.00           | $2009.76           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | N/A     | $1100.00           | $1115.82           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | N/A     | $700.00            | $707.69            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | N/A     | $200.00            | $201.90            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40        | 2040-05-15      | 4.3750%  | N/A     | $3100.00           | $2988.85           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | N/A     | $3000.00           | $3080.27           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | N/A     | $8600.00           | $8851.12           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  | N/A     | $2200.00           | $2252.19           | U.S. Treasuries (including strips) |
| 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | N/A     | $1000.00           | $1010.35           | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | N/A     | $700.00            | $711.25            | U.S. Treasuries (including strips) |
| 4 NOTE N 32          | 2032-07-31      | 4.0000%  | N/A     | $600.00            | $599.62            | U.S. Treasuries (including strips) |
| 5 BOND 37            | 2037-05-15      | 5.0000%  | N/A     | $9410800.00        | $9873897.69        | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | N/A     | $14582200.00       | $15733008.52       | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | N/A     | $4000.00           | $4131.36           | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  | N/A     | $13000.00          | $13328.59          | U.S. Treasuries (including strips) |
| FEPC 02.500 CIZA2855 | 2027-09-01      | 2.5000%  | N/A     | $13000.00          | $183.37            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK5376 | 2028-05-01      | 2.5000%  | N/A     | $33000.00          | $872.91            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK7625 | 2030-07-01      | 2.5000%  | N/A     | $59304.00          | $4463.43           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZM9886 | 2027-03-01      | 3.0000%  | N/A     | $450000.00         | $3006.90           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3XZN0197 | 2027-05-01      | 3.0000%  | N/A     | $250000.00         | $2137.40           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZA2667 | 2026-10-01      | 3.0000%  | N/A     | $1935354.00        | $3378.60           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZA2685 | 2027-02-01      | 3.0000%  | N/A     | $52000.00          | $256.20            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK3704 | 2026-11-01      | 3.0000%  | N/A     | $35000.00          | $86.37             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK3747 | 2026-12-01      | 3.0000%  | N/A     | $262000.00         | $1001.15           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK3774 | 2026-12-01      | 3.0000%  | N/A     | $771760.00         | $2899.21           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK3788 | 2026-12-01      | 3.0000%  | N/A     | $7630.00           | $15.06             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK3848 | 2027-01-01      | 3.0000%  | N/A     | $153000.00         | $524.68            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK3865 | 2027-01-01      | 3.0000%  | N/A     | $884116.00         | $2809.09           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK4162 | 2027-05-01      | 3.0000%  | N/A     | $182000.00         | $1303.28           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK4458 | 2027-09-01      | 3.0000%  | N/A     | $63000.00          | $591.55            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK4682 | 2027-11-01      | 3.0000%  | N/A     | $525000.00         | $4136.34           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK5022 | 2028-02-01      | 3.0000%  | N/A     | $7000.00           | $135.07            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK6181 | 2028-11-01      | 3.0000%  | N/A     | $25100.00          | $671.02            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK7381 | 2030-05-01      | 3.0000%  | N/A     | $35000.00          | $2526.27           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL3152 | 2042-05-01      | 3.0000%  | N/A     | $54516.00          | $4471.36           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL3855 | 2042-10-01      | 3.0000%  | N/A     | $27569.00          | $4881.15           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL6960 | 2043-08-01      | 3.0000%  | N/A     | $25321.00          | $3838.85           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2457 | 2037-05-01      | 3.0000%  | N/A     | $4000.00           | $498.48            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK3510 | 2026-09-01      | 3.5000%  | N/A     | $246000.00         | $142.85            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK3841 | 2027-01-01      | 3.5000%  | N/A     | $26000.00          | $66.61             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK3882 | 2027-02-01      | 3.5000%  | N/A     | $121000.00         | $180.50            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK7462 | 2027-03-01      | 3.5000%  | N/A     | $7000.00           | $41.75             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK7527 | 2030-07-01      | 3.5000%  | N/A     | $10000.00          | $575.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2956 | 2042-04-01      | 3.5000%  | N/A     | $40000.00          | $4432.11           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3119 | 2042-05-01      | 3.5000%  | N/A     | $17000.00          | $2316.18           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3238 | 2042-06-01      | 3.5000%  | N/A     | $11000.00          | $871.24            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL6483 | 2043-07-01      | 3.5000%  | N/A     | $17000.00          | $3853.35           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL6674 | 2043-07-01      | 3.5000%  | N/A     | $30000.00          | $3192.83           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  | N/A     | $10000.00          | $972.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM3749 | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $111.03            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2349 | 2034-08-01      | 3.5000%  | N/A     | $62000.00          | $4561.53           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2403 | 2036-01-01      | 3.5000%  | N/A     | $39000.00          | $4763.61           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2409 | 2036-04-01      | 3.5000%  | N/A     | $18000.00          | $2205.06           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2498 | 2038-03-01      | 3.5000%  | N/A     | $32332.00          | $4708.37           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2505 | 2038-05-01      | 3.5000%  | N/A     | $40000.00          | $4366.73           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZK3339 | 2026-06-25      | 4.0000%  | N/A     | $23000.00          | $4.92              | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZK3340 | 2026-06-25      | 4.0000%  | N/A     | $47000.00          | $5.71              | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZK3779 | 2026-12-01      | 4.0000%  | N/A     | $111000.00         | $295.53            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1294 | 2041-11-01      | 4.0000%  | N/A     | $39918.00          | $3467.20           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1383 | 2045-02-01      | 4.0000%  | N/A     | $10000.00          | $419.63            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4555 | 2045-05-01      | 4.0000%  | N/A     | $14000.00          | $1485.85           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | N/A     | $17000.00          | $1260.26           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZI8782 | 2039-05-01      | 4.0000%  | N/A     | $434000.00         | $3687.01           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ0796 | 2040-12-01      | 4.0000%  | N/A     | $40000.00          | $2327.68           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ0961 | 2040-12-01      | 4.0000%  | N/A     | $38000.00          | $3333.16           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1054 | 2041-01-01      | 4.0000%  | N/A     | $40000.00          | $1969.83           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1082 | 2041-01-01      | 4.0000%  | N/A     | $25000.00          | $1122.14           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL1185 | 2041-04-01      | 4.0000%  | N/A     | $23286.00          | $1373.83           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2362 | 2041-12-01      | 4.0000%  | N/A     | $57000.00          | $2800.44           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2410 | 2041-11-01      | 4.0000%  | N/A     | $25000.00          | $951.90            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL9104 | 2045-02-01      | 4.0000%  | N/A     | $43000.00          | $3677.15           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL9234 | 2045-03-01      | 4.0000%  | N/A     | $45000.00          | $3358.89           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM6217 | 2048-04-01      | 4.0000%  | N/A     | $2000.00           | $321.81            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7370 | 2048-07-01      | 4.0000%  | N/A     | $3000.00           | $240.94            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM8576 | 2048-10-01      | 4.0000%  | N/A     | $18000.00          | $1215.45           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | N/A     | $6000.00           | $870.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1448 | 2048-11-01      | 4.0000%  | N/A     | $11000.00          | $918.84            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4476 | 2042-03-01      | 4.0000%  | N/A     | $28160.00          | $2196.77           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTZA2181 | 2030-10-01      | 4.0000%  | N/A     | $103000.00         | $1881.57           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTZA2238 | 2032-01-01      | 4.0000%  | N/A     | $62000.00          | $2217.94           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTZA2453 | 2037-03-01      | 4.0000%  | N/A     | $26000.00          | $3846.86           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTZA2465 | 2037-06-01      | 4.0000%  | N/A     | $24815.00          | $4318.61           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTZA2515 | 2038-07-01      | 4.0000%  | N/A     | $10000.00          | $1227.13           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3LZL0733 | 2036-01-01      | 4.5000%  | N/A     | $1150000.00        | $4867.39           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 4PZL0906 | 2034-08-01      | 4.5000%  | N/A     | $130000.00         | $4008.93           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA4325 | 2043-10-01      | 4.5000%  | N/A     | $19000.00          | $2850.98           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA4903 | 2047-04-01      | 4.5000%  | N/A     | $20000.00          | $1991.93           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZI4554 | 2035-08-01      | 4.5000%  | N/A     | $55619.00          | $201.08            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZI9140 | 2039-09-01      | 4.5000%  | N/A     | $110129.00         | $2992.83           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZI9836 | 2040-03-01      | 4.5000%  | N/A     | $210000.00         | $4097.62           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZI9850 | 2040-03-01      | 4.5000%  | N/A     | $43053.00          | $2244.32           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZJ0358 | 2040-09-01      | 4.5000%  | N/A     | $198000.00         | $3582.95           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZJ0492 | 2040-09-01      | 4.5000%  | N/A     | $1377.00           | $39.23             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZJ0919 | 2040-12-01      | 4.5000%  | N/A     | $2000.00           | $147.99            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZJ1067 | 2041-01-01      | 4.5000%  | N/A     | $42000.00          | $2373.07           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZJ1183 | 2041-02-01      | 4.5000%  | N/A     | $9000.00           | $123.11            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZJ1244 | 2041-02-01      | 4.5000%  | N/A     | $128000.00         | $3412.64           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZJ1413 | 2041-03-01      | 4.5000%  | N/A     | $35000.00          | $1090.39           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZL1302 | 2041-05-01      | 4.5000%  | N/A     | $55003.00          | $1572.48           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZL1701 | 2041-07-01      | 4.5000%  | N/A     | $1000.00           | $40.71             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZL1795 | 2041-08-01      | 4.5000%  | N/A     | $8000.00           | $209.77            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZL1941 | 2041-09-01      | 4.5000%  | N/A     | $90000.00          | $1819.13           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM1327 | 2046-07-01      | 4.5000%  | N/A     | $6783.00           | $926.34            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $34.20             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS2728 | 2039-07-01      | 4.5000%  | N/A     | $108000.00         | $2324.86           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS2782 | 2039-10-01      | 4.5000%  | N/A     | $67000.00          | $1341.96           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS2788 | 2039-10-01      | 4.5000%  | N/A     | $72000.00          | $1936.04           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3379 | 2041-08-01      | 4.5000%  | N/A     | $50000.00          | $1500.59           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3665 | 2041-10-01      | 4.5000%  | N/A     | $3962.00           | $207.91            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4381 | 2039-06-01      | 4.5000%  | N/A     | $2000.00           | $39.37             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4386 | 2039-07-01      | 4.5000%  | N/A     | $57789.00          | $1452.25           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4398 | 2039-10-01      | 4.5000%  | N/A     | $220000.00         | $4840.78           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4445 | 2041-05-01      | 4.5000%  | N/A     | $27000.00          | $631.76            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTZA2112 | 2029-03-01      | 4.5000%  | N/A     | $556000.00         | $1455.92           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTZA2117 | 2029-04-01      | 4.5000%  | N/A     | $428000.00         | $1549.11           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTZA2146 | 2029-12-01      | 4.5000%  | N/A     | $338481.00         | $3570.37           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTZA2155 | 2030-03-01      | 4.5000%  | N/A     | $125748.00         | $1188.32           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTZA2323 | 2033-11-01      | 4.5000%  | N/A     | $38000.00          | $2488.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 3LZL0688 | 2033-07-01      | 5.0000%  | N/A     | $1850000.00        | $4192.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA0920 | 2033-10-01      | 5.0000%  | N/A     | $10000.00          | $77.53             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI0861 | 2033-10-01      | 5.0000%  | N/A     | $260332.00         | $1785.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI2406 | 2034-08-01      | 5.0000%  | N/A     | $5000.00           | $379.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI3332 | 2035-07-01      | 5.0000%  | N/A     | $108520.00         | $4030.79           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI3393 | 2035-08-01      | 5.0000%  | N/A     | $286000.00         | $4627.79           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI3405 | 2035-08-01      | 5.0000%  | N/A     | $464130.00         | $2615.16           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI3781 | 2035-10-01      | 5.0000%  | N/A     | $21000.00          | $271.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI4553 | 2035-08-01      | 5.0000%  | N/A     | $36000.00          | $157.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI8703 | 2039-04-01      | 5.0000%  | N/A     | $179000.00         | $1278.37           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZJ0270 | 2040-08-01      | 5.0000%  | N/A     | $40000.00          | $566.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZJ0272 | 2040-08-01      | 5.0000%  | N/A     | $25000.00          | $447.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZL1351 | 2041-05-01      | 5.0000%  | N/A     | $62000.00          | $3014.85           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS0889 | 2035-07-01      | 5.0000%  | N/A     | $162156.00         | $1302.98           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS2715 | 2039-02-01      | 5.0000%  | N/A     | $419613.00         | $3471.74           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS2828 | 2039-08-01      | 5.0000%  | N/A     | $43000.00          | $967.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS4010 | 2041-06-01      | 5.0000%  | N/A     | $13041.00          | $1006.28           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZA1990 | 2027-02-01      | 5.0000%  | N/A     | $6655283.00        | $2382.58           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZA2210 | 2031-06-01      | 5.0000%  | N/A     | $75000.00          | $1909.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.410 6GZM9139 | 2037-08-01      | 5.4100%  | N/A     | $450000.00         | $3524.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.440 6IZM9667 | 2038-02-01      | 5.4400%  | N/A     | $2486.00           | $286.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 4LZJ9580 | 2037-06-01      | 5.5000%  | N/A     | $180000.00         | $305.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZA0602 | 2029-04-01      | 5.5000%  | N/A     | $108000.00         | $113.64            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZA0858 | 2032-10-01      | 5.5000%  | N/A     | $83000.00          | $197.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZA0896 | 2033-06-01      | 5.5000%  | N/A     | $333000.00         | $2105.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZA0900 | 2033-07-01      | 5.5000%  | N/A     | $144000.00         | $925.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZA0936 | 2034-01-01      | 5.5000%  | N/A     | $82000.00          | $663.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZA0944 | 2034-03-01      | 5.5000%  | N/A     | $108000.00         | $996.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZA4419 | 2039-12-01      | 5.5000%  | N/A     | $7000.00           | $734.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI0630 | 2033-09-01      | 5.5000%  | N/A     | $26000.00          | $336.46            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI1139 | 2033-12-01      | 5.5000%  | N/A     | $33000.00          | $679.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI1780 | 2034-05-01      | 5.5000%  | N/A     | $101000.00         | $1211.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI1899 | 2034-05-01      | 5.5000%  | N/A     | $60006.00          | $1045.77           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI2200 | 2034-07-01      | 5.5000%  | N/A     | $81000.00          | $713.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI2379 | 2034-09-01      | 5.5000%  | N/A     | $26000.00          | $850.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI4815 | 2036-03-01      | 5.5000%  | N/A     | $65000.00          | $320.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI5412 | 2036-12-01      | 5.5000%  | N/A     | $15000.00          | $74.71             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI6128 | 2036-10-01      | 5.5000%  | N/A     | $255000.00         | $579.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI7596 | 2038-06-01      | 5.5000%  | N/A     | $43692.00          | $204.46            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI7873 | 2038-08-01      | 5.5000%  | N/A     | $445000.00         | $1774.24           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9251 | 2039-09-01      | 5.5000%  | N/A     | $65000.00          | $1687.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ3118 | 2028-11-01      | 5.5000%  | N/A     | $15000.00          | $26.07             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ5581 | 2032-01-01      | 5.5000%  | N/A     | $2065000.00        | $2141.95           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ6443 | 2032-09-01      | 5.5000%  | N/A     | $1000000.00        | $1144.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ6838 | 2033-02-01      | 5.5000%  | N/A     | $40000.00          | $106.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ6958 | 2033-03-01      | 5.5000%  | N/A     | $62000.00          | $357.98            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ6974 | 2033-04-01      | 5.5000%  | N/A     | $33000.00          | $530.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ7004 | 2033-04-01      | 5.5000%  | N/A     | $52000.00          | $112.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ7077 | 2033-05-01      | 5.5000%  | N/A     | $305000.00         | $854.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ7112 | 2033-04-01      | 5.5000%  | N/A     | $162000.00         | $272.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ7120 | 2033-05-01      | 5.5000%  | N/A     | $204000.00         | $1717.26           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ7125 | 2033-05-01      | 5.5000%  | N/A     | $82000.00          | $72.16             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ7135 | 2033-05-01      | 5.5000%  | N/A     | $25000.00          | $64.59             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ7157 | 2033-05-01      | 5.5000%  | N/A     | $500000.00         | $3701.90           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS0719 | 2033-06-01      | 5.5000%  | N/A     | $152000.00         | $535.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS0726 | 2033-06-01      | 5.5000%  | N/A     | $526000.00         | $701.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS0944 | 2035-10-01      | 5.5000%  | N/A     | $295000.00         | $2035.51           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS1002 | 2036-02-01      | 5.5000%  | N/A     | $373000.00         | $2385.90           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS1149 | 2036-09-01      | 5.5000%  | N/A     | $535000.00         | $1528.83           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS1330 | 2037-02-01      | 5.5000%  | N/A     | $243000.00         | $932.02            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS1666 | 2037-09-01      | 5.5000%  | N/A     | $5000.00           | $54.95             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS1687 | 2037-11-01      | 5.5000%  | N/A     | $57000.00          | $294.63            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2120 | 2038-04-01      | 5.5000%  | N/A     | $60000.00          | $880.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254 | 2038-08-01      | 5.5000%  | N/A     | $207000.00         | $1476.81           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2378 | 2036-01-01      | 5.5000%  | N/A     | $45000.00          | $386.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2540 | 2039-01-01      | 5.5000%  | N/A     | $223000.00         | $1617.69           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2586 | 2038-12-01      | 5.5000%  | N/A     | $8000.00           | $50.25             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 3BZL0572 | 2034-12-01      | 6.0000%  | N/A     | $184808.00         | $2688.91           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZA0514 | 2027-12-01      | 6.0000%  | N/A     | $85000.00          | $13.02             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZA0523 | 2028-01-01      | 6.0000%  | N/A     | $35000.00          | $11.80             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZA0528 | 2028-02-01      | 6.0000%  | N/A     | $108900.00         | $9.14              | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZA0530 | 2028-04-01      | 6.0000%  | N/A     | $69000.00          | $17.83             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZA0738 | 2031-01-01      | 6.0000%  | N/A     | $25000.00          | $21.25             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZA0748 | 2031-04-01      | 6.0000%  | N/A     | $56000.00          | $50.86             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZA0778 | 2031-09-01      | 6.0000%  | N/A     | $250505.00         | $358.33            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZA0784 | 2031-11-01      | 6.0000%  | N/A     | $53000.00          | $42.12             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZA0851 | 2032-09-01      | 6.0000%  | N/A     | $13000.00          | $25.30             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZA1004 | 2037-07-01      | 6.0000%  | N/A     | $1509.00           | $74.86             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI0450 | 2033-08-01      | 6.0000%  | N/A     | $35000.00          | $156.22            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI2312 | 2034-05-01      | 6.0000%  | N/A     | $31900.00          | $700.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI2884 | 2034-11-01      | 6.0000%  | N/A     | $95700.00          | $887.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI4835 | 2036-03-01      | 6.0000%  | N/A     | $210000.00         | $1553.20           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5123 | 2036-08-01      | 6.0000%  | N/A     | $1348630.00        | $3318.50           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5203 | 2036-09-01      | 6.0000%  | N/A     | $20000.00          | $99.49             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5248 | 2036-09-01      | 6.0000%  | N/A     | $15399.00          | $154.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5258 | 2036-10-01      | 6.0000%  | N/A     | $315000.00         | $3549.15           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5398 | 2036-11-01      | 6.0000%  | N/A     | $48295.00          | $779.07            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5402 | 2036-11-01      | 6.0000%  | N/A     | $165224.00         | $564.53            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI6193 | 2037-06-01      | 6.0000%  | N/A     | $1884055.00        | $4137.17           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI6330 | 2037-08-01      | 6.0000%  | N/A     | $481921.00         | $2301.50           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI6370 | 2037-08-01      | 6.0000%  | N/A     | $55256.00          | $74.35             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI6440 | 2037-08-01      | 6.0000%  | N/A     | $52953.00          | $1640.88           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI6512 | 2037-09-01      | 6.0000%  | N/A     | $20000.00          | $298.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI6550 | 2037-09-01      | 6.0000%  | N/A     | $64234.00          | $426.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI6617 | 2037-09-01      | 6.0000%  | N/A     | $1079736.00        | $2757.21           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI6879 | 2037-12-01      | 6.0000%  | N/A     | $102000.00         | $255.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI7408 | 2038-04-01      | 6.0000%  | N/A     | $503559.00         | $2844.31           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI7457 | 2038-05-01      | 6.0000%  | N/A     | $87227.00          | $2209.89           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI7835 | 2038-07-01      | 6.0000%  | N/A     | $4000.00           | $50.84             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI7929 | 2036-12-01      | 6.0000%  | N/A     | $40515.00          | $56.74             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZJ3810 | 2029-07-01      | 6.0000%  | N/A     | $9000.00           | $11.05             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZJ6327 | 2032-08-01      | 6.0000%  | N/A     | $32000.00          | $35.46             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZJ6746 | 2032-12-01      | 6.0000%  | N/A     | $23048.00          | $15.24             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZJ6782 | 2033-01-01      | 6.0000%  | N/A     | $402796.00         | $1743.50           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZJ6908 | 2033-02-01      | 6.0000%  | N/A     | $987819.00         | $2263.46           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZJ6932 | 2033-03-01      | 6.0000%  | N/A     | $4000.00           | $24.82             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZJ7098 | 2033-05-01      | 6.0000%  | N/A     | $25000.00          | $30.12             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS0419 | 2028-07-01      | 6.0000%  | N/A     | $22000.00          | $8.56              | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS0758 | 2033-10-01      | 6.0000%  | N/A     | $7000.00           | $30.26             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS0846 | 2035-02-01      | 6.0000%  | N/A     | $56699.00          | $465.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1055 | 2036-03-01      | 6.0000%  | N/A     | $327968.00         | $1326.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1192 | 2036-11-01      | 6.0000%  | N/A     | $190822.00         | $825.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1393 | 2037-05-01      | 6.0000%  | N/A     | $145666.00         | $789.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1597 | 2037-08-01      | 6.0000%  | N/A     | $1433021.00        | $2748.07           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1725 | 2037-11-01      | 6.0000%  | N/A     | $628750.00         | $3222.37           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1824 | 2037-12-01      | 6.0000%  | N/A     | $911045.00         | $4318.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1825 | 2038-01-01      | 6.0000%  | N/A     | $200473.00         | $1168.59           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1856 | 2038-01-01      | 6.0000%  | N/A     | $259844.00         | $1667.80           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1865 | 2038-01-01      | 6.0000%  | N/A     | $33538.00          | $157.62            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1874 | 2038-02-01      | 6.0000%  | N/A     | $6000.00           | $56.13             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1992 | 2038-03-01      | 6.0000%  | N/A     | $31000.00          | $246.44            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS2417 | 2038-10-01      | 6.0000%  | N/A     | $93000.00          | $1507.29           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS2435 | 2038-11-01      | 6.0000%  | N/A     | $510842.00         | $2927.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS2437 | 2038-11-01      | 6.0000%  | N/A     | $1030929.00        | $3938.09           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS2792 | 2038-04-01      | 6.0000%  | N/A     | $618637.00         | $4893.26           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS3225 | 2037-11-01      | 6.0000%  | N/A     | $7107.00           | $108.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTZA2036 | 2027-12-01      | 6.0000%  | N/A     | $590000.00         | $456.87            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTZA2088 | 2028-08-01      | 6.0000%  | N/A     | $1000000.00        | $2459.18           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTZJ9298 | 2028-08-01      | 6.0000%  | N/A     | $42040.00          | $87.03             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0512 | 2028-01-01      | 6.5000%  | N/A     | $7227008.00        | $807.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0550 | 2028-09-01      | 6.5000%  | N/A     | $1618281.00        | $463.49            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0583 | 2029-03-01      | 6.5000%  | N/A     | $4750000.00        | $2183.09           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0598 | 2029-05-01      | 6.5000%  | N/A     | $1599371.00        | $933.39            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0604 | 2029-04-01      | 6.5000%  | N/A     | $275000.00         | $319.71            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0607 | 2029-06-01      | 6.5000%  | N/A     | $9015499.00        | $4223.42           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0619 | 2029-07-01      | 6.5000%  | N/A     | $11127825.00       | $4185.71           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0765 | 2031-08-01      | 6.5000%  | N/A     | $5000.00           | $3.00              | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0777 | 2031-10-01      | 6.5000%  | N/A     | $196835.00         | $143.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0787 | 2031-12-01      | 6.5000%  | N/A     | $800000.00         | $743.62            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0963 | 2034-05-01      | 6.5000%  | N/A     | $150000.00         | $1584.74           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI0633 | 2033-09-01      | 6.5000%  | N/A     | $354743.00         | $1709.41           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI0811 | 2033-10-01      | 6.5000%  | N/A     | $13800.00          | $309.22            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI1043 | 2033-11-01      | 6.5000%  | N/A     | $486271.00         | $642.23            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI2706 | 2034-11-01      | 6.5000%  | N/A     | $191107.00         | $4787.65           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI4257 | 2036-03-01      | 6.5000%  | N/A     | $70000.00          | $267.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI4322 | 2036-03-01      | 6.5000%  | N/A     | $79000.00          | $1041.43           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI6480 | 2037-09-01      | 6.5000%  | N/A     | $675831.00         | $2135.30           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI6551 | 2037-09-01      | 6.5000%  | N/A     | $30000.00          | $70.52             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI8217 | 2038-10-01      | 6.5000%  | N/A     | $87040.00          | $909.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ3504 | 2029-04-01      | 6.5000%  | N/A     | $33849.00          | $21.92             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ3799 | 2029-07-01      | 6.5000%  | N/A     | $500000.00         | $330.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ4272 | 2029-06-01      | 6.5000%  | N/A     | $4922602.00        | $4026.99           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ4601 | 2030-11-01      | 6.5000%  | N/A     | $2141567.00        | $716.38            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ4726 | 2030-09-01      | 6.5000%  | N/A     | $322099.00         | $379.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ5127 | 2031-06-01      | 6.5000%  | N/A     | $100590.00         | $859.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ5185 | 2031-07-01      | 6.5000%  | N/A     | $75000.00          | $60.03             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ5473 | 2031-10-01      | 6.5000%  | N/A     | $25000.00          | $23.47             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ5483 | 2031-11-01      | 6.5000%  | N/A     | $619753.00         | $884.28            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ5694 | 2032-01-01      | 6.5000%  | N/A     | $82982.00          | $88.63             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ5917 | 2032-04-01      | 6.5000%  | N/A     | $75000.00          | $39.36             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6174 | 2032-06-01      | 6.5000%  | N/A     | $1476999.00        | $478.01            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6408 | 2032-09-01      | 6.5000%  | N/A     | $25000.00          | $84.88             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6471 | 2032-09-01      | 6.5000%  | N/A     | $14000.00          | $22.27             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS0420 | 2028-07-01      | 6.5000%  | N/A     | $93000.00          | $22.28             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS0510 | 2030-11-01      | 6.5000%  | N/A     | $15000.00          | $5.86              | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS0656 | 2032-08-01      | 6.5000%  | N/A     | $275000.00         | $351.50            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS0666 | 2030-12-01      | 6.5000%  | N/A     | $110000.00         | $127.37            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS0683 | 2032-11-01      | 6.5000%  | N/A     | $2251859.00        | $4123.53           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS0754 | 2033-11-01      | 6.5000%  | N/A     | $1369621.00        | $4616.23           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS0839 | 2032-12-01      | 6.5000%  | N/A     | $5000.00           | $39.95             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS1782 | 2037-11-01      | 6.5000%  | N/A     | $170000.00         | $753.48            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS1918 | 2038-02-01      | 6.5000%  | N/A     | $935000.00         | $3649.47           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS3288 | 2039-09-01      | 6.5000%  | N/A     | $26172.00          | $395.37            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS3345 | 2039-02-01      | 6.5000%  | N/A     | $63000.00          | $1670.97           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTZA1946 | 2026-07-01      | 6.5000%  | N/A     | $5100000.00        | $534.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTZA1977 | 2027-01-01      | 6.5000%  | N/A     | $1820000.00        | $462.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTZJ9145 | 2026-11-01      | 6.5000%  | N/A     | $1090490.00        | $3290.56           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTZJ9156 | 2027-02-01      | 6.5000%  | N/A     | $1598842.00        | $3791.06           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 3LZL0670 | 2030-08-01      | 7.0000%  | N/A     | $10000000.00       | $1282.87           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0620 | 2029-07-01      | 7.0000%  | N/A     | $5332888.00        | $2508.25           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0625 | 2029-08-01      | 7.0000%  | N/A     | $40000.00          | $14.82             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0658 | 2030-03-01      | 7.0000%  | N/A     | $345471.00         | $390.84            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0715 | 2030-11-01      | 7.0000%  | N/A     | $6000.00           | $3.38              | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0766 | 2031-08-01      | 7.0000%  | N/A     | $30000.00          | $26.74             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0773 | 2031-09-01      | 7.0000%  | N/A     | $45000.00          | $31.46             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0831 | 2032-05-01      | 7.0000%  | N/A     | $160000.00         | $354.80            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZI1341 | 2030-01-01      | 7.0000%  | N/A     | $103811.00         | $1157.06           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZI2571 | 2034-08-01      | 7.0000%  | N/A     | $110348.00         | $3065.99           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZI2911 | 2034-12-01      | 7.0000%  | N/A     | $77661.00          | $2255.33           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZI3188 | 2035-02-01      | 7.0000%  | N/A     | $143397.00         | $1888.69           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ3108 | 2028-11-01      | 7.0000%  | N/A     | $15000.00          | $72.40             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ3425 | 2029-04-01      | 7.0000%  | N/A     | $5000.00           | $6.38              | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ3819 | 2029-07-01      | 7.0000%  | N/A     | $625000.00         | $423.25            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ4127 | 2030-02-01      | 7.0000%  | N/A     | $92495.00          | $122.24            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ4133 | 2030-02-01      | 7.0000%  | N/A     | $192107.00         | $99.61             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ5502 | 2031-11-01      | 7.0000%  | N/A     | $370193.00         | $1469.92           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ5993 | 2032-04-01      | 7.0000%  | N/A     | $643176.00         | $3006.65           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ6044 | 2032-04-01      | 7.0000%  | N/A     | $700000.00         | $4768.28           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ6175 | 2032-06-01      | 7.0000%  | N/A     | $25000.00          | $17.57             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ6192 | 2032-06-01      | 7.0000%  | N/A     | $336539.00         | $2143.52           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ6201 | 2032-06-01      | 7.0000%  | N/A     | $1150000.00        | $853.47            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ6206 | 2032-06-01      | 7.0000%  | N/A     | $843467.00         | $1670.02           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0326 | 2027-09-01      | 7.0000%  | N/A     | $5000.00           | $0.75              | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0343 | 2026-11-01      | 7.0000%  | N/A     | $3377999.00        | $26.41             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0433 | 2028-11-01      | 7.0000%  | N/A     | $100000.00         | $20.60             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0461 | 2029-09-01      | 7.0000%  | N/A     | $55930.00          | $17.21             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0529 | 2031-02-01      | 7.0000%  | N/A     | $440000.00         | $67.90             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0550 | 2031-03-01      | 7.0000%  | N/A     | $702000.00         | $1552.47           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0551 | 2031-04-01      | 7.0000%  | N/A     | $129000.00         | $33.27             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0555 | 2031-04-01      | 7.0000%  | N/A     | $75000.00          | $23.44             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0584 | 2031-09-01      | 7.0000%  | N/A     | $60000.00          | $26.78             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0586 | 2031-09-01      | 7.0000%  | N/A     | $71000.00          | $31.52             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0588 | 2031-10-01      | 7.0000%  | N/A     | $5000.00           | $1.71              | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0763 | 2033-11-01      | 7.0000%  | N/A     | $14000.00          | $52.32             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0802 | 2033-11-01      | 7.0000%  | N/A     | $5000.00           | $24.16             | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZA0472 | 2027-06-01      | 7.5000%  | N/A     | $50000.00          | $2.88              | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZA0626 | 2029-07-01      | 7.5000%  | N/A     | $50000.00          | $28.68             | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZA0632 | 2029-09-01      | 7.5000%  | N/A     | $44000.00          | $21.51             | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZA0682 | 2030-06-01      | 7.5000%  | N/A     | $1066737.00        | $95.19             | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZA0710 | 2030-11-01      | 7.5000%  | N/A     | $116473.00         | $26.50             | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZA0768 | 2031-07-01      | 7.5000%  | N/A     | $40000.00          | $43.52             | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  | N/A     | $38800.00          | $857.85            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZJ3964 | 2029-10-01      | 7.5000%  | N/A     | $25000.00          | $27.45             | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZJ4012 | 2029-11-01      | 7.5000%  | N/A     | $300238.00         | $631.98            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZJ4092 | 2030-01-01      | 7.5000%  | N/A     | $88895.00          | $58.21             | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZJ4501 | 2030-07-01      | 7.5000%  | N/A     | $320201.00         | $236.97            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZJ4608 | 2030-11-01      | 7.5000%  | N/A     | $1000.00           | $0.31              | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZJ4658 | 2030-12-01      | 7.5000%  | N/A     | $2000000.00        | $4020.04           | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZJ4739 | 2030-10-01      | 7.5000%  | N/A     | $25000.00          | $19.26             | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZJ4869 | 2031-02-01      | 7.5000%  | N/A     | $173937.00         | $2201.96           | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZJ4987 | 2031-04-01      | 7.5000%  | N/A     | $289737.00         | $1429.06           | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZA0648 | 2029-12-01      | 8.0000%  | N/A     | $4826400.00        | $1387.86           | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZA0674 | 2030-04-01      | 8.0000%  | N/A     | $7601596.00        | $1256.53           | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZA0688 | 2030-07-01      | 8.0000%  | N/A     | $4800000.00        | $791.35            | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZA0692 | 2030-08-01      | 8.0000%  | N/A     | $1247757.00        | $256.80            | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZA1588 | 2026-07-01      | 8.0000%  | N/A     | $201488.00         | $0.49              | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZA1596 | 2026-09-01      | 8.0000%  | N/A     | $1685000.00        | $36.80             | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZA1610 | 2026-12-01      | 8.0000%  | N/A     | $1609483.00        | $140.60            | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZJ5090 | 2030-11-01      | 8.0000%  | N/A     | $710400.00         | $3267.02           | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0403 | 2028-03-01      | 8.0000%  | N/A     | $400000.00         | $13.31             | Agency Mortgage-Backed Securities  |
| FEPC 08.500 CLZA0689 | 2030-07-01      | 8.5000%  | N/A     | $101750.00         | $41.42             | Agency Mortgage-Backed Securities  |
| FEPC 08.500 CLZJ3917 | 2029-09-01      | 8.5000%  | N/A     | $100000.00         | $68.98             | Agency Mortgage-Backed Securities  |
| FEPC 08.500 CLZJ4122 | 2030-02-01      | 8.5000%  | N/A     | $206604.00         | $44.97             | Agency Mortgage-Backed Securities  |
| FEPC 08.500 CLZJ4571 | 2030-04-01      | 8.5000%  | N/A     | $286960.00         | $3259.33           | Agency Mortgage-Backed Securities  |
| FEPC 08.500 CLZS0306 | 2027-05-01      | 8.5000%  | N/A     | $837819.00         | $27.08             | Agency Mortgage-Backed Securities  |
| FKAR 02.480 WNWN0048 | 2036-12-01      | 2.4800%  | N/A     | $2286.00           | $1860.78           | Agency Mortgage-Backed Securities  |
| FMAR 1B1225 G        | 2033-09-01      | 6.5000%  | N/A     | $7108.00           | $34.88             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB906675 | 2037-01-01      | 6.1070%  | N/A     | $74937.00          | $948.38            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO3236 | 2049-11-01      | 2.7700%  | N/A     | $2577.00           | $546.47            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO8857 | 2049-11-01      | 3.1310%  | N/A     | $3884.00           | $418.02            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBV7993 | 2052-08-01      | 4.6030%  | N/A     | $1000.00           | $689.07            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS767510 | 2034-04-01      | 5.7050%  | N/A     | $93449.00          | $895.24            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WSAE0000 | 2034-10-01      | 6.0690%  | N/A     | $24309.00          | $1012.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WSAE0251 | 2039-01-01      | 6.0500%  | N/A     | $4955.00           | $242.12            | Agency Mortgage-Backed Securities  |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | N/A     | $1000.00           | $32.32             | Agency Mortgage-Backed Securities  |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | N/A     | $1024.00           | $57.94             | Agency Mortgage-Backed Securities  |
| GNII SF 004923 M     | 2041-01-20      | 4.5000%  | N/A     | $1000.00           | $45.98             | Agency Mortgage-Backed Securities  |
| GNII SF 004945 M     | 2041-02-20      | 4.0000%  | N/A     | $1000.00           | $48.16             | Agency Mortgage-Backed Securities  |
| GNII SF 005063 M     | 2041-05-20      | 6.0000%  | N/A     | $1000.00           | $26.14             | Agency Mortgage-Backed Securities  |
| GNII SF 005082 M     | 2041-06-20      | 4.5000%  | N/A     | $1000.00           | $37.68             | Agency Mortgage-Backed Securities  |
| GNII SF 005203 M     | 2041-10-20      | 4.0000%  | N/A     | $1000.00           | $45.14             | Agency Mortgage-Backed Securities  |
| GNII SF BX2402 C     | 2050-10-20      | 2.5000%  | N/A     | $1024.00           | $407.71            | Agency Mortgage-Backed Securities  |
| GNII SF CB4371 C     | 2051-09-20      | 4.0000%  | N/A     | $1000.00           | $374.34            | Agency Mortgage-Backed Securities  |
| GNII SF CE3762 C     | 2051-08-20      | 4.0000%  | N/A     | $1000.00           | $753.89            | Agency Mortgage-Backed Securities  |
| GNII SF CH3468 C     | 2051-09-20      | 2.5000%  | N/A     | $1000.00           | $600.75            | Agency Mortgage-Backed Securities  |
| GNII SF CH6381 C     | 2051-10-20      | 3.5000%  | N/A     | $1000.00           | $765.24            | Agency Mortgage-Backed Securities  |
| GNII SF CK1532 C     | 2051-11-20      | 2.5000%  | N/A     | $1000.00           | $697.86            | Agency Mortgage-Backed Securities  |
| GNII SF CK8204 C     | 2052-02-20      | 3.0000%  | N/A     | $1000.00           | $755.04            | Agency Mortgage-Backed Securities  |
| GNII SF CK9285 C     | 2052-03-20      | 4.0000%  | N/A     | $1000.00           | $738.56            | Agency Mortgage-Backed Securities  |
| GNII SF CL4955 C     | 2052-03-20      | 3.0000%  | N/A     | $1000.00           | $446.04            | Agency Mortgage-Backed Securities  |
| GNII SF CL5518 C     | 2052-03-20      | 3.0000%  | N/A     | $1000.00           | $462.55            | Agency Mortgage-Backed Securities  |
| GNII SF CL7285 C     | 2052-03-20      | 3.3750%  | N/A     | $1000.00           | $718.94            | Agency Mortgage-Backed Securities  |
| GNII SF CL7351 C     | 2052-03-20      | 3.6250%  | N/A     | $1000.00           | $792.55            | Agency Mortgage-Backed Securities  |
| GNII SF CM0870 C     | 2052-04-20      | 4.0000%  | N/A     | $1008.00           | $492.29            | Agency Mortgage-Backed Securities  |
| GNII SF CM0871 C     | 2052-04-20      | 4.0000%  | N/A     | $1000.00           | $596.45            | Agency Mortgage-Backed Securities  |
| GNII SF CM8288 C     | 2052-04-20      | 4.0000%  | N/A     | $1000.00           | $686.04            | Agency Mortgage-Backed Securities  |
| GNII SF CO6774 C     | 2052-08-20      | 4.5000%  | N/A     | $1000.00           | $902.37            | Agency Mortgage-Backed Securities  |
| GNII SF CV4138 C     | 2053-07-20      | 5.0000%  | N/A     | $984686.00         | $850706.80         | Agency Mortgage-Backed Securities  |
| GNII SF CX1430 C     | 2053-09-20      | 6.0000%  | N/A     | $1000.00           | $600.08            | Agency Mortgage-Backed Securities  |
| GNII SF CY1122 C     | 2053-12-20      | 7.5000%  | N/A     | $1024.00           | $690.22            | Agency Mortgage-Backed Securities  |
| GNII SF CY2991 C     | 2053-11-20      | 7.5000%  | N/A     | $1000.00           | $741.87            | Agency Mortgage-Backed Securities  |
| GNII SF CZ1338 C     | 2054-04-20      | 6.5000%  | N/A     | $1000.00           | $751.86            | Agency Mortgage-Backed Securities  |
| GNII SF CZ1486 C     | 2054-05-20      | 7.0000%  | N/A     | $1000.00           | $944.88            | Agency Mortgage-Backed Securities  |
| GNII SF DB0503 C     | 2054-05-20      | 6.5000%  | N/A     | $1000.00           | $795.40            | Agency Mortgage-Backed Securities  |
| GNII SF DB9981 C     | 2054-05-20      | 8.0000%  | N/A     | $1000.00           | $732.23            | Agency Mortgage-Backed Securities  |
| GNII SF DB9982 C     | 2054-05-20      | 8.0000%  | N/A     | $1000.00           | $812.83            | Agency Mortgage-Backed Securities  |
| GNII SF DB9983 C     | 2054-05-20      | 8.0000%  | N/A     | $1000.00           | $616.91            | Agency Mortgage-Backed Securities  |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | N/A     | $1000.00           | $905.61            | Agency Mortgage-Backed Securities  |
| GNII SF DC4727 C     | 2054-05-20      | 7.5000%  | N/A     | $1000.00           | $977.24            | Agency Mortgage-Backed Securities  |
| GNII SF DC4728 C     | 2054-05-20      | 7.5000%  | N/A     | $1000.00           | $926.56            | Agency Mortgage-Backed Securities  |
| GNII SF DD0117 C     | 2054-06-20      | 7.0000%  | N/A     | $1000.00           | $746.98            | Agency Mortgage-Backed Securities  |
| GNII SF DD1699 C     | 2054-07-20      | 7.5000%  | N/A     | $1000.00           | $671.37            | Agency Mortgage-Backed Securities  |
| GNII SF DD2621 C     | 2054-08-20      | 7.0000%  | N/A     | $1000.00           | $612.96            | Agency Mortgage-Backed Securities  |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | N/A     | $1008.00           | $1020.35           | Agency Mortgage-Backed Securities  |
| GNII SF DF5212 C     | 2054-10-20      | 8.0000%  | N/A     | $1000.00           | $1058.89           | Agency Mortgage-Backed Securities  |
| GNII SF DF9050 C     | 2055-04-20      | 7.0000%  | N/A     | $1000.00           | $1037.42           | Agency Mortgage-Backed Securities  |
| GNII SF DG6660 C     | 2055-01-20      | 6.5000%  | N/A     | $1000.00           | $937.58            | Agency Mortgage-Backed Securities  |
| GNII SF DH4160 C     | 2055-03-20      | 6.0000%  | N/A     | $1000.00           | $1030.82           | Agency Mortgage-Backed Securities  |
| GNII SF DH5546 C     | 2055-04-20      | 7.0000%  | N/A     | $1000.00           | $1034.29           | Agency Mortgage-Backed Securities  |
| GNII SF DI2082 C     | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1043.67           | Agency Mortgage-Backed Securities  |
| GNII SF DI3710 C     | 2055-04-20      | 7.0000%  | N/A     | $1000.00           | $420.50            | Agency Mortgage-Backed Securities  |
| GNII SF DI5372 C     | 2055-04-20      | 7.0000%  | N/A     | $1000.00           | $1045.91           | Agency Mortgage-Backed Securities  |
| GNII SF DI5735 C     | 2055-03-20      | 7.0000%  | N/A     | $1000.00           | $678.04            | Agency Mortgage-Backed Securities  |
| GNII SF DJ6662 C     | 2055-04-20      | 7.0000%  | N/A     | $1000.00           | $1076.90           | Agency Mortgage-Backed Securities  |
| GNII SF DK0449 C     | 2055-05-20      | 7.0000%  | N/A     | $1000.00           | $897.61            | Agency Mortgage-Backed Securities  |
| GNII SF DK8440 C     | 2055-07-20      | 7.5000%  | N/A     | $1000.00           | $1071.30           | Agency Mortgage-Backed Securities  |
| GNII SF DK9460 C     | 2055-07-20      | 5.5000%  | N/A     | $1000.00           | $963.11            | Agency Mortgage-Backed Securities  |
| GNII SF DQ3348 C     | 2056-02-20      | 5.0000%  | N/A     | $1000.00           | $993.38            | Agency Mortgage-Backed Securities  |
| GNII SF MA0392 M     | 2042-09-20      | 3.5000%  | N/A     | $1008.00           | $81.48             | Agency Mortgage-Backed Securities  |
| GNII SF MA2520 M     | 2045-01-20      | 3.0000%  | N/A     | $1000.00           | $82.64             | Agency Mortgage-Backed Securities  |
| GNII SF MA2522 M     | 2045-01-20      | 4.0000%  | N/A     | $1024.00           | $74.15             | Agency Mortgage-Backed Securities  |
| GNII SF MA2603 M     | 2045-02-20      | 4.5000%  | N/A     | $1000.00           | $58.36             | Agency Mortgage-Backed Securities  |
| GNII SF MA2679 M     | 2045-03-20      | 4.0000%  | N/A     | $1024.00           | $94.40             | Agency Mortgage-Backed Securities  |
| GNII SF MA2753 M     | 2045-04-20      | 3.0000%  | N/A     | $1024.00           | $85.67             | Agency Mortgage-Backed Securities  |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | N/A     | $1024.00           | $70.20             | Agency Mortgage-Backed Securities  |
| GNII SF MA2826 M     | 2045-05-20      | 3.5000%  | N/A     | $1000.00           | $73.79             | Agency Mortgage-Backed Securities  |
| GNII SF MA2891 M     | 2045-06-20      | 3.0000%  | N/A     | $1024.00           | $93.71             | Agency Mortgage-Backed Securities  |
| GNII SF MA2962 M     | 2045-07-20      | 4.0000%  | N/A     | $1024.00           | $78.43             | Agency Mortgage-Backed Securities  |
| GNII SF MA3034 M     | 2045-08-20      | 3.5000%  | N/A     | $1024.00           | $88.63             | Agency Mortgage-Backed Securities  |
| GNII SF MA3105 M     | 2045-09-20      | 3.5000%  | N/A     | $1000.00           | $86.23             | Agency Mortgage-Backed Securities  |
| GNII SF MA3243 M     | 2045-11-20      | 3.0000%  | N/A     | $1024.00           | $112.32            | Agency Mortgage-Backed Securities  |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | N/A     | $1024.00           | $76.67             | Agency Mortgage-Backed Securities  |
| GNII SF MA3521 M     | 2046-03-20      | 3.5000%  | N/A     | $1024.00           | $93.30             | Agency Mortgage-Backed Securities  |
| GNII SF MA3596 M     | 2046-04-20      | 3.0000%  | N/A     | $1024.00           | $98.02             | Agency Mortgage-Backed Securities  |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | N/A     | $1024.00           | $107.35            | Agency Mortgage-Backed Securities  |
| GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | N/A     | $1024.00           | $117.55            | Agency Mortgage-Backed Securities  |
| GNII SF MA3875 M     | 2046-07-20      | 4.0000%  | N/A     | $1024.00           | $95.62             | Agency Mortgage-Backed Securities  |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | N/A     | $1008.00           | $131.47            | Agency Mortgage-Backed Securities  |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | N/A     | $1000.00           | $131.56            | Agency Mortgage-Backed Securities  |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | N/A     | $1008.00           | $144.60            | Agency Mortgage-Backed Securities  |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | N/A     | $1024.00           | $118.44            | Agency Mortgage-Backed Securities  |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | N/A     | $1000.00           | $102.04            | Agency Mortgage-Backed Securities  |
| GNII SF MA6222 M     | 2049-10-20      | 5.0000%  | N/A     | $1008.00           | $116.11            | Agency Mortgage-Backed Securities  |
| GNII SF MA6284 M     | 2049-11-20      | 3.5000%  | N/A     | $1000.00           | $116.57            | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | N/A     | $1024.00           | $241.88            | Agency Mortgage-Backed Securities  |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | N/A     | $1024.00           | $486.24            | Agency Mortgage-Backed Securities  |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | N/A     | $1000.00           | $496.07            | Agency Mortgage-Backed Securities  |
| GNII SF MA7371 M     | 2051-05-20      | 4.5000%  | N/A     | $1000.00           | $318.33            | Agency Mortgage-Backed Securities  |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | N/A     | $1024.00           | $531.57            | Agency Mortgage-Backed Securities  |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | N/A     | $1000.00           | $502.54            | Agency Mortgage-Backed Securities  |
| GNII SF MA7475 M     | 2051-07-20      | 4.0000%  | N/A     | $1000.00           | $434.32            | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | N/A     | $1000.00           | $534.41            | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | N/A     | $1000.00           | $574.38            | Agency Mortgage-Backed Securities  |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | N/A     | $1000.00           | $592.20            | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | N/A     | $1000.00           | $600.15            | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | N/A     | $1000.00           | $611.69            | Agency Mortgage-Backed Securities  |
| GNII SF MA7939 M     | 2052-02-20      | 4.0000%  | N/A     | $1000.00           | $620.78            | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | N/A     | $1000.00           | $604.31            | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | N/A     | $1000.00           | $651.74            | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | N/A     | $1000.00           | $660.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8044 M     | 2052-05-20      | 3.5000%  | N/A     | $1000.00           | $652.29            | Agency Mortgage-Backed Securities  |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | N/A     | $1000.00           | $686.59            | Agency Mortgage-Backed Securities  |
| GNII SF MA8148 M     | 2052-07-20      | 3.0000%  | N/A     | $1000.00           | $626.39            | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | N/A     | $1008.00           | $711.77            | Agency Mortgage-Backed Securities  |
| GNII SF MA8491 M     | 2052-12-20      | 5.5000%  | N/A     | $1000.00           | $607.24            | Agency Mortgage-Backed Securities  |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | N/A     | $1040.00           | $618.83            | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | N/A     | $1024.00           | $653.84            | Agency Mortgage-Backed Securities  |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | N/A     | $1000.00           | $641.13            | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | N/A     | $1024.00           | $678.51            | Agency Mortgage-Backed Securities  |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | N/A     | $1008.00           | $383.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | N/A     | $1000.00           | $691.07            | Agency Mortgage-Backed Securities  |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | N/A     | $1000.00           | $717.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA9363 M     | 2053-11-20      | 6.0000%  | N/A     | $1024.00           | $503.77            | Agency Mortgage-Backed Securities  |
| GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | N/A     | $1024.00           | $746.81            | Agency Mortgage-Backed Securities  |
| GNII SF MA9782 M     | 2054-05-20      | 7.0000%  | N/A     | $1024.00           | $356.71            | Agency Mortgage-Backed Securities  |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | N/A     | $1024.00           | $552.96            | Agency Mortgage-Backed Securities  |
| GNII SF MB0095 M     | 2054-07-20      | 7.0000%  | N/A     | $1008.00           | $428.33            | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | N/A     | $1000.00           | $877.28            | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | N/A     | $1000.00           | $729.54            | Agency Mortgage-Backed Securities  |
| GNII SF MB0483 M     | 2055-07-20      | 4.5000%  | N/A     | $1040.00           | $980.33            | Agency Mortgage-Backed Securities  |
| GNII SF MB0559 M     | 2055-07-20      | 7.0000%  | N/A     | $1000.00           | $600.65            | Agency Mortgage-Backed Securities  |
| GNII SF MB0683 M     | 2055-10-20      | 4.0000%  | N/A     | $1000.00           | $918.73            | Agency Mortgage-Backed Securities  |
| GNII SF MB0689 M     | 2054-05-20      | 7.0000%  | N/A     | $1000.00           | $949.90            | Agency Mortgage-Backed Securities  |
| GNII SF MB0817 M     | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1014.47           | Agency Mortgage-Backed Securities  |
| GNII SF MB0869 M     | 2055-12-20      | 4.0000%  | N/A     | $1024.00           | $947.19            | Agency Mortgage-Backed Securities  |
| GNII SP 788186 C     | 2055-09-20      | 5.5000%  | N/A     | $1040.00           | $1012.37           | Agency Mortgage-Backed Securities  |
| GNII SP 788190 C     | 2055-09-20      | 5.5000%  | N/A     | $1024.00           | $1002.76           | Agency Mortgage-Backed Securities  |
| GNII SP 788194 C     | 2055-09-20      | 5.5000%  | N/A     | $1024.00           | $1009.14           | Agency Mortgage-Backed Securities  |
| GNPL PN DL3184       | 2060-09-15      | 4.6300%  | N/A     | $6173.00           | $5926.24           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4258 | 2030-08-01      | 4.2550%  | N/A     | $1004.00           | $1000.39           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ6580 | 2033-03-01      | 4.0700%  | N/A     | $3676.00           | $3578.09           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ6618 | 2034-09-01      | 4.1000%  | N/A     | $2943.00           | $2842.25           | Agency Mortgage-Backed Securities  |

### Security 20: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYJ5B21Q9
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | N/A     | $100.00            | $124.75            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | N/A     | $313000.00         | $193846.98         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | N/A     | $2000.00           | $2185.13           | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  | N/A     | $12448300.00       | $14096514.79       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | N/A     | $9090700.00        | $9196688.05        | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | N/A     | $400.00            | $522.09            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $516100.00         | $447506.34         | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  | N/A     | $856300.00         | $911132.34         | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | N/A     | $200.00            | $171.13            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $100.00            | $99.72             | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $505600.00         | $595773.37         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $16478000.00       | $9146491.98        | U.S. Treasuries (including strips) |
| 1 TRIB 46        | 2046-02-15      | 1.0000%  | N/A     | $100.00            | $103.95            | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $339900.00         | $328961.53         | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | N/A     | $2015600.00        | $1883644.60        | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  | N/A     | $700.00            | $1115.59           | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  | N/A     | $7750300.00        | $11668993.05       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | N/A     | $7338000.00        | $10784881.01       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $28100.00          | $17762.39          | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | N/A     | $1971100.00        | $1222485.15        | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  | N/A     | $30061700.00       | $50073980.22       | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | N/A     | $45221700.00       | $40896495.99       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $4600.00           | $4540.61           | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  | N/A     | $330700.00         | $675440.55         | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  | N/A     | $100.00            | $213.20            | U.S. Treasuries (including strips) |
| 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  | N/A     | $160700.00         | $345755.99         | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | N/A     | $103900.00         | $76676.78          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | N/A     | $138500.00         | $138298.28         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $237900.00         | $243208.91         | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $200.00            | $200.44            | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $4300.00           | $4428.51           | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | N/A     | $33000.00          | $35568.18          | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | N/A     | $3000.00           | $3115.26           | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.8100%  | N/A     | $300.00            | $300.99            | U.S. Treasuries (including strips) |

### Security 21: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRTBNRY29
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2010-158 MS | 2040-12-20      | 2.5658%  | N/A     | $28490000.00       | $7177650.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-039 GS | 2041-03-20      | 2.0658%  | N/A     | $58981198.00       | $7969386.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-169 IO | 2062-07-16      | 0.8525%  | N/A     | $119000000.00      | $6151080.32        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-004 IO | 2064-03-16      | 0.8573%  | N/A     | $150000000.00      | $8503669.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-06O IO | 2068-08-20      | 0.4905%  | N/A     | $280743642.00      | $6132511.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-128 PS | 2052-07-20      | 8.0829%  | N/A     | $15182019.00       | $11009035.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-02O IA | 2073-01-20      | 0.5813%  | N/A     | $269339702.00      | $11063966.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-108 IO | 2059-08-16      | 0.6735%  | N/A     | $300000000.00      | $8373556.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-146 SG | 2053-10-20      | 2.7249%  | N/A     | $161538459.00      | $7112154.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-19O AI | 2073-08-20      | 0.9389%  | N/A     | $153062227.00      | $12216497.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-09O AI | 2074-06-20      | 0.9795%  | N/A     | $99999970.00       | $8740268.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-11O AI | 2074-07-20      | 0.8238%  | N/A     | $245000000.00      | $17061840.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-151 SD | 2054-09-20      | 1.7049%  | N/A     | $195000000.00      | $7022129.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-009 SE | 2055-01-20      | 1.5661%  | N/A     | $283166040.00      | $5841898.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-010 SB | 2055-01-20      | 2.3049%  | N/A     | $125935982.00      | $6254475.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-029 SA | 2055-02-20      | 3.0249%  | N/A     | $63141690.00       | $5860925.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-029 SB | 2055-02-20      | 3.0249%  | N/A     | $132528715.00      | $9285938.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-029 SC | 2055-02-20      | 3.0249%  | N/A     | $81347145.00       | $7151036.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 JS | 2055-03-20      | 2.3749%  | N/A     | $328750000.00      | $6866587.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-043 SA | 2055-03-20      | 1.6749%  | N/A     | $150000000.00      | $5790674.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-045 SM | 2055-03-20      | 1.7249%  | N/A     | $129000000.00      | $6479084.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-088 IO | 2067-02-16      | 0.8299%  | N/A     | $100000000.00      | $6884957.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 SA | 2055-06-20      | 2.1949%  | N/A     | $122670979.00      | $8533552.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 KS | 2055-06-20      | 1.4749%  | N/A     | $200000000.00      | $5891468.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-106 IO | 2067-07-16      | 0.7357%  | N/A     | $125089269.00      | $8289493.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-108 SC | 2055-06-20      | 2.2549%  | N/A     | $113242857.00      | $8008965.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 DS | 2055-07-20      | 0.8749%  | N/A     | $830000000.00      | $8834236.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 SD | 2055-07-20      | 0.8749%  | N/A     | $500000000.00      | $6477034.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-120 JS | 2053-02-20      | 3.2249%  | N/A     | $173368195.00      | $11333675.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-126 IO | 2067-05-16      | 0.7674%  | N/A     | $150000000.00      | $10206528.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-135 AS | 2050-06-20      | 2.3329%  | N/A     | $128484230.00      | $11820858.82       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-143 IO | 2065-05-16      | 0.7588%  | N/A     | $100000000.00      | $6999037.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-144 IO | 2067-09-16      | 0.8590%  | N/A     | $171000000.00      | $12804074.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-159 GS | 2055-09-20      | 2.9449%  | N/A     | $60000000.00       | $6239394.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 AS | 2055-10-20      | 2.3749%  | N/A     | $86111111.00       | $6093009.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-187 SH | 2055-11-20      | 1.8384%  | N/A     | $92304726.00       | $5932758.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-189 SH | 2055-11-20      | 3.5749%  | N/A     | $65259571.00       | $6144125.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-041 IO | 2068-07-16      | 0.7120%  | N/A     | $107490776.00      | $7326912.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-048 CS | 2056-03-20      | 3.2249%  | N/A     | $122186675.00      | $7494559.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-054 IO | 2067-02-16      | 0.8869%  | N/A     | $17600513.00       | $1374254.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-083 HS | 2056-05-20      | 1.9915%  | N/A     | $146173692.00      | $8842174.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-090 SG | 2056-05-20      | 2.0068%  | N/A     | $79290816.00       | $6184342.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-090 SH | 2056-05-20      | 2.0068%  | N/A     | $105271965.00      | $7684716.85        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-027 IL | 2051-02-20      | 3.5000%  | N/A     | $72836094.00       | $7841691.43        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-030 GI | 2051-02-20      | 2.5000%  | N/A     | $71092492.00       | $6633887.43        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-030 IG | 2051-02-20      | 2.5000%  | N/A     | $91634590.00       | $8420421.28        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-058 IY | 2051-02-20      | 3.0000%  | N/A     | $124313108.00      | $9231138.16        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-073 IY | 2051-04-20      | 3.0000%  | N/A     | $122499999.00      | $8737610.96        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-076 IO | 2050-08-20      | 3.0000%  | N/A     | $89716665.00       | $6306580.94        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-131 QI | 2051-07-20      | 3.0000%  | N/A     | $93750000.00       | $5789812.76        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-161 IX | 2051-09-20      | 3.5000%  | N/A     | $48427383.00       | $5930784.69        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-177 IG | 2051-10-20      | 3.5000%  | N/A     | $108609000.00      | $8243621.79        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-088 PO | 2052-05-20      | 0.0000%  | N/A     | $18287585.00       | $10058260.16       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-114 CO | 2052-06-20      | 0.0000%  | N/A     | $11111111.00       | $6353401.52        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-128 OD | 2052-07-20      | 0.0000%  | N/A     | $11538462.00       | $6210941.08        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-171 IO | 2051-02-20      | 3.0000%  | N/A     | $111719330.00      | $14391300.74       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-024 CI | 2051-12-20      | 3.0000%  | N/A     | $50030784.00       | $7169757.94        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-026 IH | 2054-02-20      | 7.0000%  | N/A     | $77686832.00       | $13859852.29       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-042 GI | 2054-03-20      | 7.0000%  | N/A     | $59162651.00       | $11740054.76       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-046 AI | 2050-02-20      | 4.0000%  | N/A     | $41856841.00       | $7362852.58        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-047 AI | 2064-06-16      | 0.7500%  | N/A     | $288190581.00      | $14128214.67       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-059 IO | 2054-04-20      | 6.0000%  | N/A     | $69705690.00       | $6961691.97        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-061 GI | 2054-04-20      | 7.0000%  | N/A     | $45094359.00       | $8695928.52        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-083 AO | 2053-08-20      | 0.0000%  | N/A     | $15439990.00       | $8531641.79        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-131 IO | 2054-08-20      | 7.0000%  | N/A     | $58229187.00       | $12552900.99       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-164 LI | 2054-01-20      | 7.5000%  | N/A     | $59657397.00       | $8255054.23        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-214 CI | 2055-12-20      | 6.0000%  | N/A     | $6273949.00        | $1137813.66        | Agency Collateralized Mortgage Obligation |

### Security 22: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDXTCQM5
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | N/A     | $100.00            | $130.52            | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $18200.00          | $17116.62          | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | N/A     | $398393000.00      | $441617283.31      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | N/A     | $884400.00         | $869938.51         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $609919900.00      | $605088356.53      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $44302200.00       | $44366182.41       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $300.00            | $304.52            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $482489500.00      | $496454008.03      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | N/A     | $292826300.00      | $298713163.12      | U.S. Treasuries (including strips) |

### Security 23: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ5B21G1
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/4 NOTE B 27 | 2027-02-15      | 2.2500%  | N/A     | $10249300.00       | $10200010.44       | U.S. Treasuries (including strips) |

### Security 24: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ5B21T3
- **C.18 - Value (incl. sponsor support):** $239000000.00
- **C.18.a - Value (excl. sponsor support):** $239000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIN D 26 | 2026-07-15      | 0.1250%  | N/A     | $175770121.76      | $243780022.76      | U.S. Treasuries (including strips) |

### Security 25: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ5B2197
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $2311500.00        | $2242351.53        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $9570875.00        | $9273723.52        | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | N/A     | $479.17            | $633.23            | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | N/A     | $22668177.08       | $28279064.11       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | N/A     | $4983.33           | $3369.76           | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | N/A     | $191.67            | $118.70            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | N/A     | $36033.33          | $39368.80          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | N/A     | $28030100.00       | $33971153.48       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | N/A     | $47607987.50       | $66028720.70       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | N/A     | $4375127.08        | $5334476.48        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | N/A     | $47.92             | $54.91             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $479.17            | $455.19            | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | N/A     | $95.83             | $125.08            | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | N/A     | $42454214.58       | $57009155.08       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $622.92            | $540.80            | U.S. Treasuries (including strips) |
| 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  | N/A     | $47.92             | $39.85             | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  | N/A     | $15618772.92       | $15250334.74       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | N/A     | $1772.92           | $1516.98           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $95.83             | $91.34             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $479.17            | $456.62            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $3930652.08        | $2467262.41        | U.S. Treasuries (including strips) |
| 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  | N/A     | $1485.42           | $1495.08           | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $228597000.00      | $111716335.22      | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | N/A     | $15904164.58       | $16845899.61       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | N/A     | $4393191.67        | $3047859.95        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $47.92             | $26.60             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $47.92             | $26.09             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | N/A     | $7331154.17        | $7352354.97        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  | N/A     | $431.25            | $442.57            | U.S. Treasuries (including strips) |
| 1 TRIB 46        | 2046-02-15      | 1.0000%  | N/A     | $39648645.83       | $41215279.83       | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $26017312.50       | $25180038.33       | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | N/A     | $40888393.75       | $38211550.92       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $47.92             | $33.66             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $1137254.17        | $785626.85         | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46    | 2046-05-15      | 0.0000%  | N/A     | $95.83             | $34.64             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $2539.58           | $1658.38           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $25753866.67       | $15510702.31       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $479.17            | $476.86            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | N/A     | $95.83             | $93.56             | U.S. Treasuries (including strips) |
| 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  | N/A     | $47.92             | $45.68             | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | N/A     | $47.92             | $52.15             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $862.50            | $651.98            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | N/A     | $95.83             | $67.11             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $191.67            | $189.15            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $47.92             | $35.05             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $143.75            | $137.11            | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  | N/A     | $143.75            | $140.63            | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 56    | 2056-02-15      | 2.3750%  | N/A     | $47.92             | $45.67             | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | N/A     | $47.92             | $53.12             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $47.92             | $46.45             | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 46    | 2046-11-15      | 0.0000%  | N/A     | $191.67            | $67.47             | U.S. Treasuries (including strips) |
| 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  | N/A     | $47.92             | $43.83             | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $1820.83           | $1060.54           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $191.67            | $189.19            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | N/A     | $143.75            | $144.09            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $46689664.58       | $45023803.66       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $20164195.83       | $20259211.07       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $26932137.50       | $26921959.21       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $191.67            | $189.62            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | N/A     | $47.92             | $42.86             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | N/A     | $814.58            | $820.81            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  | N/A     | $47.92             | $46.86             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $1725.00           | $1679.91           | U.S. Treasuries (including strips) |
| 3 3/4 TPRN 41    | 2041-08-15      | 0.0000%  | N/A     | $431.25            | $205.22            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $27484712.50       | $25991879.45       | U.S. Treasuries (including strips) |
| 3 3/8 TPRN 48    | 2048-11-15      | 0.0000%  | N/A     | $335.42            | $106.39            | U.S. Treasuries (including strips) |
| 3 3/8 TPRN C 33  | 2033-05-15      | 0.0000%  | N/A     | $47.92             | $35.53             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $47.92             | $38.48             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $28690775.00       | $28273111.32       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $143.75            | $143.96            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | N/A     | $575.00            | $577.78            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | N/A     | $47.92             | $47.36             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | N/A     | $479.17            | $478.56            | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 43    | 2043-08-15      | 0.0000%  | N/A     | $95.83             | $40.33             | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 53    | 2053-05-15      | 0.0000%  | N/A     | $47.92             | $12.15             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $479.17            | $480.44            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $958.33            | $972.16            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $47.92             | $48.44             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $191.67            | $192.30            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  | N/A     | $4456.25           | $4424.41           | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $479.17            | $359.62            | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $143.75            | $105.18            | U.S. Treasuries (including strips) |
| 3 TPRN 48        | 2048-02-15      | 0.0000%  | N/A     | $239.58            | $78.89             | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | N/A     | $95.83             | $96.58             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | N/A     | $40956291.67       | $38758120.30       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $20804458.33       | $18668975.17       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $51776354.17       | $52546425.01       | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 39    | 2039-05-15      | 0.0000%  | N/A     | $143.75            | $78.48             | U.S. Treasuries (including strips) |
| 4 1/4 TPRN E 35  | 2035-08-15      | 0.0000%  | N/A     | $3210.42           | $2134.61           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $1533.33           | $1546.58           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | N/A     | $479.17            | $480.80            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $479.17            | $481.26            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $14903233.33       | $14922988.92       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $95.83             | $96.89             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $47.92             | $48.36             | U.S. Treasuries (including strips) |
| 4 1/8 TPRN 53    | 2053-08-15      | 0.0000%  | N/A     | $47.92             | $12.05             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | N/A     | $287.50            | $290.23            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | N/A     | $1918822.92        | $1846161.06        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | N/A     | $62129900.00       | $58905867.93       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $188390604.17      | $193431483.97      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $38823712.50       | $38933754.51       | U.S. Treasuries (including strips) |
| 4 3/8 TPRN 39    | 2039-11-15      | 0.0000%  | N/A     | $3018.75           | $1592.66           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $25242356.25       | $24238632.09       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | N/A     | $33015925.00       | $31773222.45       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | N/A     | $3677556.25        | $3517411.59        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | N/A     | $1936647.92        | $1975581.51        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | N/A     | $47.92             | $48.33             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $479.17            | $488.65            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $3067481.25        | $3199167.85        | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 40    | 2040-02-15      | 0.0000%  | N/A     | $191.67            | $99.64             | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 55    | 2055-02-15      | 0.0000%  | N/A     | $239.58            | $56.60             | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $47.92             | $49.49             | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $33541379.17       | $30178813.61       | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | N/A     | $47.92             | $40.74             | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $1054.17           | $1065.84           | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $23900402.08       | $24263119.84       | U.S. Treasuries (including strips) |
| 4 TPRN F 35      | 2035-11-15      | 0.0000%  | N/A     | $95.83             | $62.92             | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $527.08            | $542.83            | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $335.42            | $358.12            | U.S. Treasuries (including strips) |
| 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | N/A     | $45089.58          | $37134.11          | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  | N/A     | $47.92             | $48.62             | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | N/A     | $431.25            | $366.45            | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $143.75            | $148.47            | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | N/A     | $335.42            | $343.89            | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | N/A     | $95.83             | $100.33            | U.S. Treasuries (including strips) |
| BILL 06/16/26    | 2026-06-16      | 0.0000%  | N/A     | $335.42            | $334.81            | U.S. Treasuries (including strips) |
| BILL 06/18/26    | 2026-06-18      | 0.0000%  | N/A     | $47.92             | $47.82             | U.S. Treasuries (including strips) |
| BILL 07/30/26    | 2026-07-30      | 0.0000%  | N/A     | $575.00            | $571.42            | U.S. Treasuries (including strips) |
| BILL 08/04/26    | 2026-08-04      | 0.0000%  | N/A     | $479022.92         | $475808.67         | U.S. Treasuries (including strips) |
| TINT 02/15/28    | 2028-02-15      | 0.0000%  | N/A     | $0.72              | $0.68              | U.S. Treasuries (including strips) |
| TINT 02/15/31    | 2031-02-15      | 0.0000%  | N/A     | $3.20              | $2.63              | U.S. Treasuries (including strips) |
| TINT 02/15/37    | 2037-02-15      | 0.0000%  | N/A     | $34.76             | $21.18             | U.S. Treasuries (including strips) |
| TINT 02/15/38    | 2038-02-15      | 0.0000%  | N/A     | $2.76              | $1.59              | U.S. Treasuries (including strips) |
| TINT 02/15/42    | 2042-02-15      | 0.0000%  | N/A     | $0.74              | $0.34              | U.S. Treasuries (including strips) |
| TINT 02/15/44    | 2044-02-15      | 0.0000%  | N/A     | $0.48              | $0.19              | U.S. Treasuries (including strips) |
| TINT 02/15/45    | 2045-02-15      | 0.0000%  | N/A     | $2.02              | $0.76              | U.S. Treasuries (including strips) |
| TINT 02/15/46    | 2046-02-15      | 0.0000%  | N/A     | $0.48              | $0.17              | U.S. Treasuries (including strips) |
| TINT 02/15/47    | 2047-02-15      | 0.0000%  | N/A     | $1.48              | $0.50              | U.S. Treasuries (including strips) |
| TINT 02/15/48    | 2048-02-15      | 0.0000%  | N/A     | $0.15              | $0.05              | U.S. Treasuries (including strips) |
| TINT 02/15/49    | 2049-02-15      | 0.0000%  | N/A     | $3.45              | $1.06              | U.S. Treasuries (including strips) |
| TINT 02/15/52    | 2052-02-15      | 0.0000%  | N/A     | $10.90             | $2.88              | U.S. Treasuries (including strips) |
| TINT 02/15/53    | 2053-02-15      | 0.0000%  | N/A     | $15.84             | $3.98              | U.S. Treasuries (including strips) |
| TINT 02/15/54    | 2054-02-15      | 0.0000%  | N/A     | $2.62              | $0.63              | U.S. Treasuries (including strips) |
| TINT 02/15/55    | 2055-02-15      | 0.0000%  | N/A     | $0.48              | $0.11              | U.S. Treasuries (including strips) |
| TINT 05/15/32    | 2032-05-15      | 0.0000%  | N/A     | $463.14            | $359.65            | U.S. Treasuries (including strips) |
| TINT 05/15/33    | 2033-05-15      | 0.0000%  | N/A     | $0.48              | $0.35              | U.S. Treasuries (including strips) |
| TINT 05/15/34    | 2034-05-15      | 0.0000%  | N/A     | $59.67             | $42.05             | U.S. Treasuries (including strips) |
| TINT 05/15/35    | 2035-05-15      | 0.0000%  | N/A     | $7187500.00        | $4814259.38        | U.S. Treasuries (including strips) |
| TINT 05/15/37    | 2037-05-15      | 0.0000%  | N/A     | $0.05              | $0.03              | U.S. Treasuries (including strips) |
| TINT 05/15/38    | 2038-05-15      | 0.0000%  | N/A     | $2.38              | $1.35              | U.S. Treasuries (including strips) |
| TINT 05/15/43    | 2043-05-15      | 0.0000%  | N/A     | $95.43             | $39.98             | U.S. Treasuries (including strips) |
| TINT 05/15/45    | 2045-05-15      | 0.0000%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| TINT 05/15/49    | 2049-05-15      | 0.0000%  | N/A     | $2.94              | $0.89              | U.S. Treasuries (including strips) |
| TINT 05/15/50    | 2050-05-15      | 0.0000%  | N/A     | $81.67             | $23.44             | U.S. Treasuries (including strips) |
| TINT 05/15/51    | 2051-05-15      | 0.0000%  | N/A     | $16.56             | $4.53              | U.S. Treasuries (including strips) |
| TINT 05/15/54    | 2054-05-15      | 0.0000%  | N/A     | $2.06              | $0.49              | U.S. Treasuries (including strips) |
| TINT 08/15/27    | 2027-08-15      | 0.0000%  | N/A     | $0.48              | $0.46              | U.S. Treasuries (including strips) |
| TINT 08/15/36    | 2036-08-15      | 0.0000%  | N/A     | $33.66             | $21.08             | U.S. Treasuries (including strips) |
| TINT 08/15/37    | 2037-08-15      | 0.0000%  | N/A     | $27.85             | $16.50             | U.S. Treasuries (including strips) |
| TINT 08/15/39    | 2039-08-15      | 0.0000%  | N/A     | $42860.19          | $22559.93          | U.S. Treasuries (including strips) |
| TINT 08/15/40    | 2040-08-15      | 0.0000%  | N/A     | $0.48              | $0.24              | U.S. Treasuries (including strips) |
| TINT 08/15/43    | 2043-08-15      | 0.0000%  | N/A     | $1221877.96        | $504387.55         | U.S. Treasuries (including strips) |
| TINT 08/15/44    | 2044-08-15      | 0.0000%  | N/A     | $0.48              | $0.19              | U.S. Treasuries (including strips) |
| TINT 08/15/45    | 2045-08-15      | 0.0000%  | N/A     | $624949.32         | $229590.76         | U.S. Treasuries (including strips) |
| TINT 08/15/46    | 2046-08-15      | 0.0000%  | N/A     | $0.48              | $0.17              | U.S. Treasuries (including strips) |
| TINT 08/15/47    | 2047-08-15      | 0.0000%  | N/A     | $1.40              | $0.46              | U.S. Treasuries (including strips) |
| TINT 08/15/48    | 2048-08-15      | 0.0000%  | N/A     | $336820.58         | $106056.72         | U.S. Treasuries (including strips) |
| TINT 08/15/51    | 2051-08-15      | 0.0000%  | N/A     | $1.27              | $0.34              | U.S. Treasuries (including strips) |
| TINT 08/15/52    | 2052-08-15      | 0.0000%  | N/A     | $2.74              | $0.70              | U.S. Treasuries (including strips) |
| TINT 08/15/54    | 2054-08-15      | 0.0000%  | N/A     | $0.48              | $0.12              | U.S. Treasuries (including strips) |
| TINT 11/15/29    | 2029-11-15      | 0.0000%  | N/A     | $5240.15           | $4541.43           | U.S. Treasuries (including strips) |
| TINT 11/15/33    | 2033-11-15      | 0.0000%  | N/A     | $4.27              | $3.09              | U.S. Treasuries (including strips) |
| TINT 11/15/34    | 2034-11-15      | 0.0000%  | N/A     | $5.27              | $3.62              | U.S. Treasuries (including strips) |
| TINT 11/15/37    | 2037-11-15      | 0.0000%  | N/A     | $0.48              | $0.28              | U.S. Treasuries (including strips) |
| TINT 11/15/38    | 2038-11-15      | 0.0000%  | N/A     | $3.81              | $2.10              | U.S. Treasuries (including strips) |
| TINT 11/15/41    | 2041-11-15      | 0.0000%  | N/A     | $7347594.49        | $3371186.57        | U.S. Treasuries (including strips) |
| TINT 11/15/44    | 2044-11-15      | 0.0000%  | N/A     | $14438.54          | $5538.97           | U.S. Treasuries (including strips) |
| TINT 11/15/45    | 2045-11-15      | 0.0000%  | N/A     | $19.62             | $7.12              | U.S. Treasuries (including strips) |
| TINT 11/15/48    | 2048-11-15      | 0.0000%  | N/A     | $2.39              | $0.74              | U.S. Treasuries (including strips) |
| TINT 11/15/51    | 2051-11-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |

### Security 26: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ5B21H9
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | N/A     | $17112400.00       | $22614411.99       | U.S. Treasuries (including strips)  |
| 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  | N/A     | $3512800.00        | $4257347.21        | U.S. Treasuries (including strips)  |
| 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  | N/A     | $30599700.00       | $42439497.04       | U.S. Treasuries (including strips)  |
| 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  | N/A     | $600.00            | $805.70            | U.S. Treasuries (including strips)  |
| 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | N/A     | $2300.00           | $2298.48           | U.S. Treasuries (including strips)  |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | N/A     | $400.00            | $342.26            | U.S. Treasuries (including strips)  |
| 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | N/A     | $300.00            | $285.94            | U.S. Treasuries (including strips)  |
| 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | N/A     | $715900.00         | $672782.08         | U.S. Treasuries (including strips)  |
| 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | N/A     | $21028800.00       | $13488042.61       | U.S. Treasuries (including strips)  |
| 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | N/A     | $100.00            | $54.45             | U.S. Treasuries (including strips)  |
| 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | N/A     | $73000.00          | $64738.73          | U.S. Treasuries (including strips)  |
| 1 TRIB 48            | 2048-02-15      | 1.0000%  | N/A     | $600.00            | $580.69            | U.S. Treasuries (including strips)  |
| 1 TRIB 49            | 2049-02-15      | 1.0000%  | N/A     | $100.00            | $93.45             | U.S. Treasuries (including strips)  |
| 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | N/A     | $300.00            | $295.91            | U.S. Treasuries (including strips)  |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | N/A     | $1200.00           | $840.32            | U.S. Treasuries (including strips)  |
| 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | N/A     | $200.00            | $197.38            | U.S. Treasuries (including strips)  |
| 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  | N/A     | $464900.00         | $454795.18         | U.S. Treasuries (including strips)  |
| 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  | N/A     | $6800.00           | $7537.78           | U.S. Treasuries (including strips)  |
| 2 7/8 TPRN 46        | 2046-11-15      | 0.0000%  | N/A     | $1995000.00        | $702226.04         | U.S. Treasuries (including strips)  |
| 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  | N/A     | $43045900.00       | $38502443.54       | U.S. Treasuries (including strips)  |
| 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | N/A     | $100.00            | $100.48            | U.S. Treasuries (including strips)  |
| 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  | N/A     | $74697600.00       | $74603001.41       | U.S. Treasuries (including strips)  |
| 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | N/A     | $5303700.00        | $5377323.77        | U.S. Treasuries (including strips)  |
| 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | N/A     | $300.00            | $293.00            | U.S. Treasuries (including strips)  |
| 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | N/A     | $100.00            | $101.42            | U.S. Treasuries (including strips)  |
| 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | N/A     | $1000.00           | $1014.87           | U.S. Treasuries (including strips)  |
| 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | N/A     | $2300.00           | $2319.88           | U.S. Treasuries (including strips)  |
| 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | N/A     | $89763200.00       | $86503634.77       | U.S. Treasuries (including strips)  |
| 4 3/4 TPRN 55        | 2055-05-15      | 0.0000%  | N/A     | $454500.00         | $106213.92         | U.S. Treasuries (including strips)  |
| 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | N/A     | $3600.00           | $3610.20           | U.S. Treasuries (including strips)  |
| 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | N/A     | $32186000.00       | $30424766.34       | U.S. Treasuries (including strips)  |
| 4 BOND 52            | 2052-11-15      | 4.0000%  | N/A     | $200.00            | $170.06            | U.S. Treasuries (including strips)  |
| 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | N/A     | $7741400.00        | $7882083.44        | U.S. Treasuries (including strips)  |
| 4.98 FCOR 26-32 ET   | 2032-08-11      | 4.9800%  | N/A     | $10879000.00       | $11003847.40       | Agency Debentures and Agency Strips |
| 5.30 FCOR 26-40 AW   | 2040-10-22      | 5.3000%  | N/A     | $1000.00           | $985.44            | Agency Debentures and Agency Strips |
| 5.70 FCOR 26-45 S    | 2045-09-08      | 5.7000%  | N/A     | $2866000.00        | $2875644.09        | Agency Debentures and Agency Strips |
| FEPC 01.500 CLRA4524 | 2051-02-01      | 1.5000%  | N/A     | $1048.00           | $542.18            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | N/A     | $3013.00           | $2002.86           | Agency Mortgage-Backed Securities   |
| FEPC 02.500 ZLSI2069 | 2050-11-01      | 2.5000%  | N/A     | $244235.00         | $161555.79         | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLZT0509 | 2048-08-01      | 3.0000%  | N/A     | $3588.00           | $991.19            | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLRJ4352 | 2055-06-01      | 5.0000%  | N/A     | $2000.00           | $1862.29           | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | N/A     | $2411957.00        | $1983009.37        | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLRJ1956 | 2054-07-01      | 5.5000%  | N/A     | $1064.00           | $1009.00           | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $704.31            | Agency Mortgage-Backed Securities   |
| FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  | N/A     | $2048.00           | $1304.81           | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $521.45            | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CLFM9477 | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $587.95            | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  | N/A     | $1000.00           | $862.68            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $691.18            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLBM2003 | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $100.31            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | N/A     | $8064340.00        | $562162.04         | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CTCA1407 | 2038-03-01      | 4.0000%  | N/A     | $2490804.00        | $635602.55         | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLBX0467 | 2052-12-01      | 4.5000%  | N/A     | $951240.00         | $689056.05         | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLCB8967 | 2054-08-01      | 5.0000%  | N/A     | $1000.00           | $763.53            | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLCB8970 | 2054-08-01      | 5.0000%  | N/A     | $1000.00           | $891.65            | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLCB9482 | 2054-11-01      | 5.5000%  | N/A     | $2032.00           | $1792.79           | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCC0119 | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $898.04            | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCC0864 | 2055-08-01      | 6.0000%  | N/A     | $1087.00           | $1065.61           | Agency Mortgage-Backed Securities   |
| FNMS 07.000 CLDE7732 | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $1068.58           | Agency Mortgage-Backed Securities   |
| GNII ET DM5591 C     | 2065-09-20      | 7.0000%  | N/A     | $906630.00         | $944919.30         | Agency Mortgage-Backed Securities   |
| GNII ET DS2611 C     | 2066-05-20      | 6.0000%  | N/A     | $25905661.00       | $26649688.86       | Agency Mortgage-Backed Securities   |
| GNII RG CG8613 C     | 2046-09-20      | 4.0000%  | N/A     | $4000.00           | $1955.84           | Agency Mortgage-Backed Securities   |
| GNII SF 004882 M     | 2040-12-20      | 4.0000%  | N/A     | $25382050.00       | $1190519.87        | Agency Mortgage-Backed Securities   |
| GNII SF 005304 M     | 2042-01-20      | 3.5000%  | N/A     | $14745342.00       | $969730.80         | Agency Mortgage-Backed Securities   |
| GNII SF BX5449 C     | 2050-08-20      | 3.0000%  | N/A     | $2000.00           | $662.67            | Agency Mortgage-Backed Securities   |
| GNII SF CT5725 C     | 2053-09-20      | 7.5000%  | N/A     | $1000.00           | $824.86            | Agency Mortgage-Backed Securities   |
| GNII SF CU0335 C     | 2053-09-20      | 7.0000%  | N/A     | $3512560.00        | $2248495.74        | Agency Mortgage-Backed Securities   |
| GNII SF CU9171 C     | 2053-06-20      | 6.5000%  | N/A     | $4344.00           | $2437.22           | Agency Mortgage-Backed Securities   |
| GNII SF CV0621 C     | 2053-09-20      | 7.0000%  | N/A     | $2274412.00        | $1529440.17        | Agency Mortgage-Backed Securities   |
| GNII SF CV2676 C     | 2055-11-20      | 7.5000%  | N/A     | $1314746.00        | $1420966.42        | Agency Mortgage-Backed Securities   |
| GNII SF CV2682 C     | 2055-08-20      | 7.5000%  | N/A     | $11494039.00       | $12395569.08       | Agency Mortgage-Backed Securities   |
| GNII SF CV6239 C     | 2053-08-20      | 7.0000%  | N/A     | $2581649.00        | $1816338.09        | Agency Mortgage-Backed Securities   |
| GNII SF CV6241 C     | 2053-08-20      | 7.0000%  | N/A     | $4321319.00        | $2920697.90        | Agency Mortgage-Backed Securities   |
| GNII SF CV6318 C     | 2053-10-20      | 7.0000%  | N/A     | $1758109.00        | $1620250.55        | Agency Mortgage-Backed Securities   |
| GNII SF CV6323 C     | 2053-10-20      | 7.0000%  | N/A     | $11649007.00       | $10146827.17       | Agency Mortgage-Backed Securities   |
| GNII SF CV6949 C     | 2053-06-20      | 6.5000%  | N/A     | $2000.00           | $759.30            | Agency Mortgage-Backed Securities   |
| GNII SF CV7430 C     | 2053-07-20      | 6.0000%  | N/A     | $1000.00           | $1030.39           | Agency Mortgage-Backed Securities   |
| GNII SF CV9349 C     | 2053-07-20      | 6.5000%  | N/A     | $972424.00         | $806379.69         | Agency Mortgage-Backed Securities   |
| GNII SF CX0785 C     | 2053-09-20      | 7.0000%  | N/A     | $2770378.00        | $2202776.54        | Agency Mortgage-Backed Securities   |
| GNII SF CX5467 C     | 2053-10-20      | 6.5000%  | N/A     | $1000.00           | $947.92            | Agency Mortgage-Backed Securities   |
| GNII SF CX6094 C     | 2053-11-20      | 7.5000%  | N/A     | $1000.00           | $699.49            | Agency Mortgage-Backed Securities   |
| GNII SF CX8471 C     | 2053-10-20      | 6.5000%  | N/A     | $1000.00           | $677.93            | Agency Mortgage-Backed Securities   |
| GNII SF CX8670 C     | 2053-10-20      | 6.5000%  | N/A     | $1000.00           | $500.31            | Agency Mortgage-Backed Securities   |
| GNII SF CZ8933 C     | 2054-01-20      | 8.0000%  | N/A     | $739858.00         | $356384.21         | Agency Mortgage-Backed Securities   |
| GNII SF DF7613 C     | 2055-03-20      | 7.0000%  | N/A     | $5349817.00        | $5635930.08        | Agency Mortgage-Backed Securities   |
| GNII SF DF7617 C     | 2055-03-20      | 7.0000%  | N/A     | $2785966.00        | $2936657.98        | Agency Mortgage-Backed Securities   |
| GNII SF DH8933 C     | 2055-03-20      | 7.0000%  | N/A     | $1000.00           | $991.31            | Agency Mortgage-Backed Securities   |
| GNII SF DH8936 C     | 2055-03-20      | 7.0000%  | N/A     | $1000.00           | $957.19            | Agency Mortgage-Backed Securities   |
| GNII SF DH8947 C     | 2055-03-20      | 7.5000%  | N/A     | $3850528.00        | $3730645.51        | Agency Mortgage-Backed Securities   |
| GNII SF DI1425 C     | 2055-03-20      | 7.0000%  | N/A     | $11537393.00       | $10480271.41       | Agency Mortgage-Backed Securities   |
| GNII SF DJ4218 C     | 2055-07-20      | 6.5000%  | N/A     | $1249.00           | $1333.67           | Agency Mortgage-Backed Securities   |
| GNII SF DJ4219 C     | 2055-07-20      | 7.0000%  | N/A     | $8823383.00        | $9332999.86        | Agency Mortgage-Backed Securities   |
| GNII SF DK7884 C     | 2055-09-20      | 7.0000%  | N/A     | $6121058.00        | $6529027.14        | Agency Mortgage-Backed Securities   |
| GNII SF DL7326 C     | 2055-08-20      | 7.5000%  | N/A     | $7698304.00        | $8303024.57        | Agency Mortgage-Backed Securities   |
| GNII SF DL8227 C     | 2055-09-20      | 6.5000%  | N/A     | $58183768.00       | $61373876.27       | Agency Mortgage-Backed Securities   |
| GNII SF DM0811 C     | 2055-09-20      | 7.5000%  | N/A     | $23715738.00       | $23500952.58       | Agency Mortgage-Backed Securities   |
| GNII SF DM6291 C     | 2055-09-20      | 7.5000%  | N/A     | $2338513.00        | $2524575.27        | Agency Mortgage-Backed Securities   |
| GNII SF DN5616 C     | 2055-09-20      | 7.0000%  | N/A     | $1000.00           | $1046.76           | Agency Mortgage-Backed Securities   |
| GNII SF DN5618 C     | 2055-09-20      | 7.0000%  | N/A     | $1000.00           | $1048.79           | Agency Mortgage-Backed Securities   |
| GNII SF DN5619 C     | 2055-09-20      | 7.0000%  | N/A     | $23025.00          | $24305.24          | Agency Mortgage-Backed Securities   |
| GNII SF DN5621 C     | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1050.20           | Agency Mortgage-Backed Securities   |
| GNII SF DN9439 C     | 2055-12-20      | 7.5000%  | N/A     | $3047093.00        | $3295796.09        | Agency Mortgage-Backed Securities   |
| GNII SF DN9452 C     | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1072.21           | Agency Mortgage-Backed Securities   |
| GNII SF DN9459 C     | 2055-11-20      | 7.0000%  | N/A     | $14093938.00       | $14945936.16       | Agency Mortgage-Backed Securities   |
| GNII SF DP0260 C     | 2056-01-20      | 7.0000%  | N/A     | $4001478.00        | $4280737.85        | Agency Mortgage-Backed Securities   |
| GNII SF DP3937 C     | 2056-01-20      | 6.5000%  | N/A     | $4273427.00        | $4583092.11        | Agency Mortgage-Backed Securities   |
| GNII SF DQ0336 C     | 2056-03-20      | 5.5000%  | N/A     | $5210311.00        | $5391466.57        | Agency Mortgage-Backed Securities   |
| GNII SF DQ1177 C     | 2056-02-20      | 6.5000%  | N/A     | $1888933.00        | $1987755.41        | Agency Mortgage-Backed Securities   |
| GNII SF DQ2271 C     | 2056-03-20      | 5.5000%  | N/A     | $4980425.00        | $5151953.42        | Agency Mortgage-Backed Securities   |
| GNII SF DQ2624 C     | 2056-03-20      | 7.0000%  | N/A     | $2549458.00        | $2694037.50        | Agency Mortgage-Backed Securities   |
| GNII SF DQ2632 C     | 2056-04-20      | 6.5000%  | N/A     | $3146826.00        | $3323791.09        | Agency Mortgage-Backed Securities   |
| GNII SF DR1236 C     | 2056-04-20      | 5.5000%  | N/A     | $2000.00           | $2072.48           | Agency Mortgage-Backed Securities   |
| GNII SF DR1664 C     | 2056-04-20      | 7.0000%  | N/A     | $1704302.00        | $1818916.55        | Agency Mortgage-Backed Securities   |
| GNII SF DR8273 C     | 2056-04-20      | 6.0000%  | N/A     | $960991.00         | $994667.58         | Agency Mortgage-Backed Securities   |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | N/A     | $1007.00           | $126.54            | Agency Mortgage-Backed Securities   |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | N/A     | $325853568.00      | $36565512.62       | Agency Mortgage-Backed Securities   |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | N/A     | $1000.00           | $130.88            | Agency Mortgage-Backed Securities   |
| GNII SF MA5528 M     | 2048-10-20      | 4.0000%  | N/A     | $3063.00           | $264.07            | Agency Mortgage-Backed Securities   |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | N/A     | $149000000.00      | $65570192.97       | Agency Mortgage-Backed Securities   |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | N/A     | $10952532.00       | $5248602.12        | Agency Mortgage-Backed Securities   |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | N/A     | $11883000.00       | $5971656.02        | Agency Mortgage-Backed Securities   |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | N/A     | $34637906.00       | $19923901.09       | Agency Mortgage-Backed Securities   |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | N/A     | $7612824.00        | $4536015.29        | Agency Mortgage-Backed Securities   |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | N/A     | $29373652.00       | $18465293.15       | Agency Mortgage-Backed Securities   |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | N/A     | $4016.00           | $2617.40           | Agency Mortgage-Backed Securities   |
| GNII SF MA8041 M     | 2052-05-20      | 2.0000%  | N/A     | $1024.00           | $619.75            | Agency Mortgage-Backed Securities   |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | N/A     | $1000.00           | $697.15            | Agency Mortgage-Backed Securities   |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | N/A     | $133300.00         | $85001.10          | Agency Mortgage-Backed Securities   |
| GNII SF MA8642 M     | 2051-01-20      | 2.5000%  | N/A     | $20979173.00       | $12936879.85       | Agency Mortgage-Backed Securities   |
| GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | N/A     | $143295863.00      | $103068182.88      | Agency Mortgage-Backed Securities   |
| GNII SF MA9235 M     | 2052-01-20      | 2.5000%  | N/A     | $18883629.00       | $11798850.70       | Agency Mortgage-Backed Securities   |
| GNII SF MA9601 M     | 2054-04-20      | 3.5000%  | N/A     | $16232582.00       | $11448110.75       | Agency Mortgage-Backed Securities   |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | N/A     | $137041000.00      | $42525718.95       | Agency Mortgage-Backed Securities   |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | N/A     | $103381000.00      | $73657627.73       | Agency Mortgage-Backed Securities   |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | N/A     | $47313362.00       | $40704534.87       | Agency Mortgage-Backed Securities   |
| GNII SF MB0022 M     | 2054-10-20      | 3.5000%  | N/A     | $25625471.00       | $22106722.42       | Agency Mortgage-Backed Securities   |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | N/A     | $77694323.00       | $68406601.16       | Agency Mortgage-Backed Securities   |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | N/A     | $2008.00           | $1528.14           | Agency Mortgage-Backed Securities   |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | N/A     | $83301.00          | $67022.01          | Agency Mortgage-Backed Securities   |
| GNII SF MB0685 M     | 2055-09-20      | 5.0000%  | N/A     | $2040.00           | $1987.07           | Agency Mortgage-Backed Securities   |
| GNII SF MB0744 M     | 2055-11-20      | 4.5000%  | N/A     | $73950600.00       | $70467139.50       | Agency Mortgage-Backed Securities   |
| GNII SF MB0871 M     | 2056-01-20      | 5.0000%  | N/A     | $1000.00           | $982.32            | Agency Mortgage-Backed Securities   |
| GNII SF MB0935 M     | 2056-02-20      | 4.5000%  | N/A     | $4040.00           | $3867.84           | Agency Mortgage-Backed Securities   |
| GNII SF MB0936 M     | 2056-02-20      | 5.0000%  | N/A     | $367965.00         | $362441.64         | Agency Mortgage-Backed Securities   |
| GNII SF MB0996 M     | 2056-03-20      | 5.0000%  | N/A     | $1362138.00        | $1345464.79        | Agency Mortgage-Backed Securities   |
| GNII SF MB0997 M     | 2056-02-20      | 5.5000%  | N/A     | $30641640.00       | $30757934.43       | Agency Mortgage-Backed Securities   |
| GNII SP 788377 C     | 2055-12-20      | 6.5000%  | N/A     | $7217000.00        | $7208059.58        | Agency Mortgage-Backed Securities   |
| GNMI SF 737796 X     | 2040-12-15      | 3.5000%  | N/A     | $3073.00           | $130.55            | Agency Mortgage-Backed Securities   |
| GNMI SP 783252 X     | 2040-09-15      | 5.0000%  | N/A     | $3850856.00        | $197524.61         | Agency Mortgage-Backed Securities   |
| GNMI SP 783279 X     | 2039-07-15      | 5.5000%  | N/A     | $4124.00           | $354.32            | Agency Mortgage-Backed Securities   |
| GNMI SP 783685 X     | 2042-10-15      | 3.0000%  | N/A     | $8415960.00        | $692842.73         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBZ0311 | 2034-01-01      | 4.5700%  | N/A     | $1000.00           | $1004.59           | Agency Mortgage-Backed Securities   |
| TINT 05/15/36        | 2036-05-15      | 0.0000%  | N/A     | $0.10              | $0.06              | U.S. Treasuries (including strips)  |
| TINT 05/15/43        | 2043-05-15      | 0.0000%  | N/A     | $97177.27          | $40715.43          | U.S. Treasuries (including strips)  |
| TINT 05/15/49        | 2049-05-15      | 0.0000%  | N/A     | $0.10              | $0.03              | U.S. Treasuries (including strips)  |
| TINT 08/15/32        | 2032-08-15      | 0.0000%  | N/A     | $31768657.42       | $24377996.96       | U.S. Treasuries (including strips)  |
| TINT 08/15/40        | 2040-08-15      | 0.0000%  | N/A     | $271711.63         | $134544.53         | U.S. Treasuries (including strips)  |
| TINT 08/15/43        | 2043-08-15      | 0.0000%  | N/A     | $0.16              | $0.07              | U.S. Treasuries (including strips)  |
| TINT 08/15/45        | 2045-08-15      | 0.0000%  | N/A     | $627906.56         | $230677.17         | U.S. Treasuries (including strips)  |
| TINT 11/15/41        | 2041-11-15      | 0.0000%  | N/A     | $0.80              | $0.37              | U.S. Treasuries (including strips)  |

### Security 27: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ5B21M8
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | N/A     | $249700.00         | $168848.51         | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  | N/A     | $3730800.00        | $4822777.37        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | N/A     | $100.00            | $112.50            | U.S. Treasuries (including strips) |
| TINT 02/15/45    | 2045-02-15      | 0.0000%  | N/A     | $270878.23         | $102347.28         | U.S. Treasuries (including strips) |
| TINT 08/15/48    | 2048-08-15      | 0.0000%  | N/A     | $0.62              | $0.20              | U.S. Treasuries (including strips) |
| TINT 11/15/41    | 2041-11-15      | 0.0000%  | N/A     | $12890.62          | $5914.41           | U.S. Treasuries (including strips) |

### Security 28: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ512TS6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BANKS                    | 2026-08-03      | 0.0000%  | N/A     | $54599000.00       | $54232640.71       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-06-30      | 0.0000%  | N/A     | $4146000.00        | $4132193.82        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-07-24      | 0.0000%  | N/A     | $4470000.00        | $4444431.60        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-09-01      | 0.0000%  | N/A     | $6443000.00        | $6381082.77        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-06-08      | 0.0000%  | N/A     | $25670000.00       | $25641506.30       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-07-10      | 0.0000%  | N/A     | $3954000.00        | $3936958.26        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-06-26      | 0.0000%  | N/A     | $1542000.00        | $1537497.36        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2034-04-01      | 4.5000%  | N/A     | $75000000.00       | $74780700.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-03-01      | 4.4900%  | N/A     | $22666665.00       | $22656855.37       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2034-09-01      | 3.9100%  | N/A     | $48880000.00       | $46475744.87       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2027-01-01      | 3.3540%  | N/A     | $52034385.00       | $38127075.81       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-04-01      | 2.3200%  | N/A     | $99500000.00       | $83987215.12       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-04-15      | 5.7500%  | N/A     | $100000.00         | $103557.68         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $118810354.00      | $119261275.77      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 4.0000%  | N/A     | $4476518.00        | $4122256.77        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $15072830.00       | $14953761.00       | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                     | 2032-11-15      | 4.1250%  | N/A     | $93244300.00       | $92632085.29       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2031-12-31      | 4.5000%  | N/A     | $89114400.00       | $92038430.56       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2029-04-30      | 2.8750%  | N/A     | $88598100.00       | $85883775.38       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2028-10-31      | 4.8750%  | N/A     | $81145400.00       | $82956217.37       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2028-04-30      | 1.2500%  | N/A     | $79925300.00       | $75923604.42       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2028-12-31      | 3.7500%  | N/A     | $9263400.00        | $9334210.20        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2032-05-15      | 2.8750%  | N/A     | $85030000.00       | $79039785.30       | U.S. Treasuries (including strips)  |

### Security 29: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ5B21P1
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $4539100.00        | $4535516.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $9590900.00        | $9257430.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $9592000.00        | $9760056.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $1927900.00        | $1923179.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $23646100.00       | $23754965.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $26400.00          | $25006.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $33800.00          | $32252.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $500000.00         | $510455.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $1993300.00        | $2014635.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $52024800.00       | $52601113.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $3461900.00        | $3462723.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $12051900.00       | $10450109.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $4941500.00        | $4266066.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $499300.00         | $496067.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $15223000.00       | $15055352.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $7169300.00        | $6742537.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $15724700.00       | $16136413.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $8951900.00        | $8871611.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $293000.00         | $275352.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $2112200.00        | $1831232.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $541200.00         | $544540.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $6889200.00        | $6910755.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $23165800.00       | $22980638.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $747000.00         | $741135.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $15141100.00       | $15218708.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $43914500.00       | $42868979.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $5162400.00        | $5300533.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $6106800.00        | $6213911.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $17435600.00       | $17640140.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $4588500.00        | $4638909.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $24632100.00       | $24772912.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $21400.00          | $21191.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $1237900.00        | $1245380.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $13492600.00       | $13345892.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $3830700.00        | $3398766.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $8293300.00        | $8420942.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $6785900.00        | $6866941.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $25746000.00       | $25607112.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $13802600.00       | $14010745.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $8417200.00        | $8549434.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $75549200.00       | $76928773.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $4088000.00        | $4121889.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $33203500.00       | $32506345.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $5275100.00        | $5218625.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $15275500.00       | $15291678.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $905500.00         | $862578.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $59413100.00       | $60223024.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $799300.00         | $815368.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $74580800.00       | $69062983.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $2059500.00        | $1884751.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $3908900.00        | $3979935.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $5864000.00        | $5985649.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $8649000.00        | $8478226.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $10089400.00       | $8759383.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $8821000.00        | $8292141.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $5000000.00        | $5051733.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $67806400.00       | $68137199.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $1087200.00        | $1094045.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $30559900.00       | $28934956.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $2934000.00        | $2943752.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $15974800.00       | $15140605.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $65201000.00       | $65909338.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $86900.00          | $88405.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $627200.00         | $637111.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $25029400.00       | $25798744.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $9800.00           | $9772.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $29054900.00       | $29041569.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $15799600.00       | $16151299.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $679300.00         | $652540.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $36716500.00       | $36857332.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $15763700.00       | $15760408.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $24000000.00       | $22795224.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $5000000.00        | $5025851.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $25782700.00       | $25851132.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $394800.00         | $345464.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $1568900.00        | $1557162.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $391400.00         | $393496.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $584200.00         | $570322.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $26123400.00       | $25583686.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $1800400.00        | $1804341.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $70557900.00       | $69735376.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $6581700.00        | $6280564.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $28265900.00       | $25067103.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $9243300.00        | $9259523.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $31967100.00       | $31743079.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $32700000.00       | $30723957.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $28542900.00       | $28954781.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $31519000.00       | $27527332.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $4598600.00        | $4753746.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $694800.00         | $700205.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $1059000.00        | $1058585.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $77384100.00       | $73742583.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $21088500.00       | $20052664.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $35351300.00       | $36514595.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $1776700.00        | $1756076.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $76400.00          | $74027.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $13901900.00       | $13897627.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $6152000.00        | $5844183.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $963400.00         | $950195.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $799900.00         | $796278.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $15679900.00       | $15423506.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $2292400.00        | $2177624.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $2623400.00        | $2597280.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $4259800.00        | $4310572.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $583800.00         | $595466.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $74998200.00       | $71532423.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $46770400.00       | $47135240.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $9625800.00        | $9827467.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $29227800.00       | $28755553.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $7021200.00        | $7064510.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $8134500.00        | $7576486.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $566600.00         | $563280.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $24903800.00       | $24974387.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $76352100.00       | $73187271.24       | U.S. Treasuries (including strips) |

### Security 30: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ5CVPJ4
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-02-29      | 3.3750%  | N/A     | $58000000.00       | $57860456.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $21271400.00       | $21662149.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $50000000.00       | $51686887.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $21222700.00       | $21790568.45       | U.S. Treasuries (including strips) |

### Security 31: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5N3, C.4 - ISIN: US3133ET5N36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250241111.19
- **C.18.a - Value (excl. sponsor support):** $250241111.19
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79995415.20
- **C.18.a - Value (excl. sponsor support):** $79995415.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80207928.18
- **C.18.a - Value (excl. sponsor support):** $80207928.18
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPG9, C.4 - ISIN: US3133EWPG96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120264421.53
- **C.18.a - Value (excl. sponsor support):** $120264421.53
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99596466.25
- **C.18.a - Value (excl. sponsor support):** $99596466.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58000015.99
- **C.18.a - Value (excl. sponsor support):** $58000015.99
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169942625.00
- **C.18.a - Value (excl. sponsor support):** $169942625.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116227967.14
- **C.18.a - Value (excl. sponsor support):** $116227967.14
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4C8, C.4 - ISIN: US3133ET4C89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280440151.38
- **C.18.a - Value (excl. sponsor support):** $280440151.38
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74995854.00
- **C.18.a - Value (excl. sponsor support):** $74995854.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186786633.64
- **C.18.a - Value (excl. sponsor support):** $186786633.64
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY35, C.4 - ISIN: US3133ETY359, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520344987.61
- **C.18.a - Value (excl. sponsor support):** $520344987.61
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $93855030.90
- **C.18.a - Value (excl. sponsor support):** $93855030.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109995964.10
- **C.18.a - Value (excl. sponsor support):** $109995964.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX36, C.4 - ISIN: US3133ETX369, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79997006.40
- **C.18.a - Value (excl. sponsor support):** $79997006.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWRH5, C.4 - ISIN: US3133EWRH51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164884638.90
- **C.18.a - Value (excl. sponsor support):** $164884638.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2027-08-10
- **C.13 - Final Legal Maturity Date:** 2027-08-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $245234146.50
- **C.18.a - Value (excl. sponsor support):** $245234146.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110336432.09
- **C.18.a - Value (excl. sponsor support):** $110336432.09
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLG3, C.4 - ISIN: US3133EWLG33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $439991317.24
- **C.18.a - Value (excl. sponsor support):** $439991317.24
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85010968.40
- **C.18.a - Value (excl. sponsor support):** $85010968.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX28, C.4 - ISIN: US3133ETX286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151281456.87
- **C.18.a - Value (excl. sponsor support):** $151281456.87
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $157266564.11
- **C.18.a - Value (excl. sponsor support):** $157266564.11
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUZ8, C.4 - ISIN: US3133ETUZ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164929168.45
- **C.18.a - Value (excl. sponsor support):** $164929168.45
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR66, C.4 - ISIN: US3133ETR668, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $343197208.56
- **C.18.a - Value (excl. sponsor support):** $343197208.56
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $117599742.46
- **C.18.a - Value (excl. sponsor support):** $117599742.46
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMR8, C.4 - ISIN: US3133EWMR88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $146978155.40
- **C.18.a - Value (excl. sponsor support):** $146978155.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-23
- **C.13 - Final Legal Maturity Date:** 2027-07-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230535915.36
- **C.18.a - Value (excl. sponsor support):** $230535915.36
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430211671.80
- **C.18.a - Value (excl. sponsor support):** $430211671.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $422329966.41
- **C.18.a - Value (excl. sponsor support):** $422329966.41
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHZ6, C.4 - ISIN: US3133EWHZ69, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129894284.40
- **C.18.a - Value (excl. sponsor support):** $129894284.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $213805411.28
- **C.18.a - Value (excl. sponsor support):** $213805411.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPF1, C.4 - ISIN: US3133EWPF14, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142544837.50
- **C.18.a - Value (excl. sponsor support):** $142544837.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-13
- **C.13 - Final Legal Maturity Date:** 2027-09-13
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR33, C.4 - ISIN: US3133ETR338, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48004962.72
- **C.18.a - Value (excl. sponsor support):** $48004962.72
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWQU7, C.4 - ISIN: US3133EWQU71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $214369303.30
- **C.18.a - Value (excl. sponsor support):** $214369303.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2028-05-19
- **C.13 - Final Legal Maturity Date:** 2028-05-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMV9, C.4 - ISIN: US3133EWMV90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998630.20
- **C.18.a - Value (excl. sponsor support):** $89998630.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-28
- **C.13 - Final Legal Maturity Date:** 2027-10-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMT4, C.4 - ISIN: US3133EWMT45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $213785508.81
- **C.18.a - Value (excl. sponsor support):** $213785508.81
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95302052.76
- **C.18.a - Value (excl. sponsor support):** $95302052.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125109016.89
- **C.18.a - Value (excl. sponsor support):** $125109016.89
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114946321.94
- **C.18.a - Value (excl. sponsor support):** $114946321.94
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9WN6, C.4 - ISIN: US3130B9WN60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $894995861.76
- **C.18.a - Value (excl. sponsor support):** $894995861.76
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5E3, C.4 - ISIN: US3130BA5E39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444969057.68
- **C.18.a - Value (excl. sponsor support):** $444969057.68
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WC2, C.4 - ISIN: US3130B8WC23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1337016692.59
- **C.18.a - Value (excl. sponsor support):** $1337016692.59
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $660498855.50
- **C.18.a - Value (excl. sponsor support):** $660498855.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $981435535.97
- **C.18.a - Value (excl. sponsor support):** $981435535.97
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101366483.86
- **C.18.a - Value (excl. sponsor support):** $101366483.86
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XS0, C.4 - ISIN: US313385XS03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83940710.28
- **C.18.a - Value (excl. sponsor support):** $83940710.28
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199435334.00
- **C.18.a - Value (excl. sponsor support):** $199435334.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AX7, C.4 - ISIN: US313384AX79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $196156402.50
- **C.18.a - Value (excl. sponsor support):** $196156402.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385Q90, C.4 - ISIN: US313385Q901, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $195211058.65
- **C.18.a - Value (excl. sponsor support):** $195211058.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $448179715.70
- **C.18.a - Value (excl. sponsor support):** $448179715.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $693736471.21
- **C.18.a - Value (excl. sponsor support):** $693736471.21
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YU4, C.4 - ISIN: US313385YU40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $654230873.69
- **C.18.a - Value (excl. sponsor support):** $654230873.69
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64738984.94
- **C.18.a - Value (excl. sponsor support):** $64738984.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XW1, C.4 - ISIN: US313385XW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499445415.00
- **C.18.a - Value (excl. sponsor support):** $499445415.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $76549718.92
- **C.18.a - Value (excl. sponsor support):** $76549718.92
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $856970504.76
- **C.18.a - Value (excl. sponsor support):** $856970504.76
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $678916782.56
- **C.18.a - Value (excl. sponsor support):** $678916782.56
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $442221531.36
- **C.18.a - Value (excl. sponsor support):** $442221531.36
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385V37, C.4 - ISIN: US313385V372, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $645870238.80
- **C.18.a - Value (excl. sponsor support):** $645870238.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NG3, C.4 - ISIN: US3130B8NG38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221996761.02
- **C.18.a - Value (excl. sponsor support):** $221996761.02
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NE8, C.4 - ISIN: US3130B8NE89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221997236.10
- **C.18.a - Value (excl. sponsor support):** $221997236.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PH9, C.4 - ISIN: US3130B8PH92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $671199549.82
- **C.18.a - Value (excl. sponsor support):** $671199549.82
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAG84, C.4 - ISIN: US3130BAG846, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $353075717.14
- **C.18.a - Value (excl. sponsor support):** $353075717.14
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $492500611.78
- **C.18.a - Value (excl. sponsor support):** $492500611.78
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99785562.87
- **C.18.a - Value (excl. sponsor support):** $99785562.87
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAUN5, C.4 - ISIN: US3130BAUN50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449679415.42
- **C.18.a - Value (excl. sponsor support):** $449679415.42
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97L8, C.4 - ISIN: US3130B97L88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $413498238.49
- **C.18.a - Value (excl. sponsor support):** $413498238.49
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BASK4, C.4 - ISIN: US3130BASK40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445902252.31
- **C.18.a - Value (excl. sponsor support):** $445902252.31
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344092498.74
- **C.18.a - Value (excl. sponsor support):** $344092498.74
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445255899.16
- **C.18.a - Value (excl. sponsor support):** $445255899.16
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $318177428.10
- **C.18.a - Value (excl. sponsor support):** $318177428.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA4E4, C.4 - ISIN: US3130BA4E48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222597228.63
- **C.18.a - Value (excl. sponsor support):** $222597228.63
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LU0, C.4 - ISIN: US3130B5LU01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002628.00
- **C.18.a - Value (excl. sponsor support):** $100002628.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0, C.4 - ISIN: US3130B7TB04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $480835201.22
- **C.18.a - Value (excl. sponsor support):** $480835201.22
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185699301.25
- **C.18.a - Value (excl. sponsor support):** $185699301.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QZ6, C.4 - ISIN: US3130B9QZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $670603688.30
- **C.18.a - Value (excl. sponsor support):** $670603688.30
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA4B0, C.4 - ISIN: US3130BA4B09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222598486.32
- **C.18.a - Value (excl. sponsor support):** $222598486.32
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399958460.00
- **C.18.a - Value (excl. sponsor support):** $399958460.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWG8, C.4 - ISIN: US3130BAWG81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223890000.00
- **C.18.a - Value (excl. sponsor support):** $223890000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BANS2, C.4 - ISIN: US3130BANS21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $178173237.85
- **C.18.a - Value (excl. sponsor support):** $178173237.85
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-12
- **C.13 - Final Legal Maturity Date:** 2028-05-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NY4, C.4 - ISIN: US3130B8NY44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222367307.10
- **C.18.a - Value (excl. sponsor support):** $222367307.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFP7, C.4 - ISIN: US3130BAFP73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444296439.52
- **C.18.a - Value (excl. sponsor support):** $444296439.52
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400135568.00
- **C.18.a - Value (excl. sponsor support):** $400135568.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAHE0, C.4 - ISIN: US3130BAHE09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349996398.50
- **C.18.a - Value (excl. sponsor support):** $349996398.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KM1, C.4 - ISIN: US3130B9KM16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443922185.52
- **C.18.a - Value (excl. sponsor support):** $443922185.52
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9P95, C.4 - ISIN: US3130B9P954, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $442496398.05
- **C.18.a - Value (excl. sponsor support):** $442496398.05
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALV7, C.4 - ISIN: US3130BALV77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446969816.74
- **C.18.a - Value (excl. sponsor support):** $446969816.74
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QE5, C.4 - ISIN: US3130B8QE52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223477704.86
- **C.18.a - Value (excl. sponsor support):** $223477704.86
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F64, C.4 - ISIN: US3130B8F643, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444399875.57
- **C.18.a - Value (excl. sponsor support):** $444399875.57
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EX6, C.4 - ISIN: US3130B8EX61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222217102.25
- **C.18.a - Value (excl. sponsor support):** $222217102.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZV7, C.4 - ISIN: US3130B8ZV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216682321.61
- **C.18.a - Value (excl. sponsor support):** $216682321.61
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAGR2, C.4 - ISIN: US3130BAGR21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $156546404.05
- **C.18.a - Value (excl. sponsor support):** $156546404.05
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-24
- **C.13 - Final Legal Maturity Date:** 2028-01-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631315074.42
- **C.18.a - Value (excl. sponsor support):** $631315074.42
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWN3, C.4 - ISIN: US3130BAWN33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99899594.41
- **C.18.a - Value (excl. sponsor support):** $99899594.41
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-26
- **C.13 - Final Legal Maturity Date:** 2028-05-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H45, C.4 - ISIN: US3130B9H456, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $108149108.84
- **C.18.a - Value (excl. sponsor support):** $108149108.84
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SD5, C.4 - ISIN: US3130B8SD51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $460639580.82
- **C.18.a - Value (excl. sponsor support):** $460639580.82
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NZ1, C.4 - ISIN: US3130B8NZ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $462449251.68
- **C.18.a - Value (excl. sponsor support):** $462449251.68
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAS32, C.4 - ISIN: US3130BAS320, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446813958.92
- **C.18.a - Value (excl. sponsor support):** $446813958.92
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWU7, C.4 - ISIN: US3130BAWU75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $447775000.00
- **C.18.a - Value (excl. sponsor support):** $447775000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALJ4, C.4 - ISIN: US3130BALJ40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446965673.33
- **C.18.a - Value (excl. sponsor support):** $446965673.33
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWE3, C.4 - ISIN: US3130BAWE34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249795000.00
- **C.18.a - Value (excl. sponsor support):** $249795000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2028-05-28
- **C.13 - Final Legal Maturity Date:** 2028-06-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QF2, C.4 - ISIN: US3130B8QF28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446953974.98
- **C.18.a - Value (excl. sponsor support):** $446953974.98
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAQR1, C.4 - ISIN: US3130BAQR11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222485000.00
- **C.18.a - Value (excl. sponsor support):** $222485000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q88, C.4 - ISIN: US3130B8Q889, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223477286.95
- **C.18.a - Value (excl. sponsor support):** $223477286.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GT1, C.4 - ISIN: US3130B9GT15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445196741.14
- **C.18.a - Value (excl. sponsor support):** $445196741.14
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZS4, C.4 - ISIN: US3130B8ZS48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224995135.50
- **C.18.a - Value (excl. sponsor support):** $224995135.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9R28, C.4 - ISIN: US3130B9R281, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $670597250.54
- **C.18.a - Value (excl. sponsor support):** $670597250.54
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YQ1, C.4 - ISIN: US3130B7YQ18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399975140.00
- **C.18.a - Value (excl. sponsor support):** $399975140.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ME9, C.4 - ISIN: US3130B8ME98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445254728.12
- **C.18.a - Value (excl. sponsor support):** $445254728.12
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAQT7, C.4 - ISIN: US3130BAQT76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $358023847.16
- **C.18.a - Value (excl. sponsor support):** $358023847.16
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAPG6, C.4 - ISIN: US3130BAPG64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $442874583.70
- **C.18.a - Value (excl. sponsor support):** $442874583.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAVT1, C.4 - ISIN: US3130BAVT12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $800008759.98
- **C.18.a - Value (excl. sponsor support):** $800008759.98
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BASH1, C.4 - ISIN: US3130BASH11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $669077422.64
- **C.18.a - Value (excl. sponsor support):** $669077422.64
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BASJ7, C.4 - ISIN: US3130BASJ76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $312226671.41
- **C.18.a - Value (excl. sponsor support):** $312226671.41
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EK2, C.4 - ISIN: US3130B9EK24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $486198439.30
- **C.18.a - Value (excl. sponsor support):** $486198439.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F56, C.4 - ISIN: US3130B8F569, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489168293.41
- **C.18.a - Value (excl. sponsor support):** $489168293.41
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PK2, C.4 - ISIN: US3130B8PK22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446689688.80
- **C.18.a - Value (excl. sponsor support):** $446689688.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAQL4, C.4 - ISIN: US3130BAQL41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $311469582.63
- **C.18.a - Value (excl. sponsor support):** $311469582.63
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LF7, C.4 - ISIN: US3130B8LF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $287483229.95
- **C.18.a - Value (excl. sponsor support):** $287483229.95
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFT9, C.4 - ISIN: US3130BAFT95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $227921650.14
- **C.18.a - Value (excl. sponsor support):** $227921650.14
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWD5, C.4 - ISIN: US3130BAWD50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $447775000.00
- **C.18.a - Value (excl. sponsor support):** $447775000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NE6, C.4 - ISIN: US3130B9NE62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $448848321.30
- **C.18.a - Value (excl. sponsor support):** $448848321.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BANR4, C.4 - ISIN: US3130BANR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $441918744.95
- **C.18.a - Value (excl. sponsor support):** $441918744.95
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RK8, C.4 - ISIN: US3130B9RK86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446797377.28
- **C.18.a - Value (excl. sponsor support):** $446797377.28
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZJ4, C.4 - ISIN: US3130B8ZJ49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163088677.34
- **C.18.a - Value (excl. sponsor support):** $163088677.34
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZK1, C.4 - ISIN: US3130B8ZK12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122223871.86
- **C.18.a - Value (excl. sponsor support):** $122223871.86
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $344682924.54
- **C.18.a - Value (excl. sponsor support):** $344682924.54
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $266780010.00
- **C.18.a - Value (excl. sponsor support):** $266780010.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $418384049.02
- **C.18.a - Value (excl. sponsor support):** $418384049.02
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $669402660.69
- **C.18.a - Value (excl. sponsor support):** $669402660.69
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $570151739.50
- **C.18.a - Value (excl. sponsor support):** $570151739.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $422091721.70
- **C.18.a - Value (excl. sponsor support):** $422091721.70
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $303523159.32
- **C.18.a - Value (excl. sponsor support):** $303523159.32
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $427680114.30
- **C.18.a - Value (excl. sponsor support):** $427680114.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $542394816.68
- **C.18.a - Value (excl. sponsor support):** $542394816.68
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $851666459.74
- **C.18.a - Value (excl. sponsor support):** $851666459.74
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1099417773.02
- **C.18.a - Value (excl. sponsor support):** $1099417773.02
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $496480705.40
- **C.18.a - Value (excl. sponsor support):** $496480705.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B21N6
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $54000.00          | $55399.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $18427800.00       | $15999316.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $2000.00           | $1728.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | N/A     | $100.00            | $95.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $41380000.00       | $40979988.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $124999000.00      | $95571204.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $100.00            | $103.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $120211000.00      | $107978393.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $500.00            | $465.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $2734900.00        | $2640259.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $82201500.00       | $84806927.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $800.00            | $758.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | N/A     | $712800.00         | $445528.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $22070900.00       | $21555482.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $18767200.00       | $17735051.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $579000.00         | $576283.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $200.00            | $120.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $1600.00           | $1542.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $836000.00         | $612572.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $400.00            | $402.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $42285000.00       | $42538777.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $14885100.00       | $11974490.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $8085500.00        | $5620950.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $157151000.00      | $115730068.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $1000.00           | $912.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $53559600.00       | $47100573.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $800.00            | $811.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $101900.00         | $71704.00          | U.S. Treasuries (including strips) |

### Security 170: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B89Q8
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $44326900.00       | $36413502.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $100.00            | $77.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $63202800.00       | $60779952.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | N/A     | $100.00            | $97.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $73466200.00       | $74567917.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $90925100.00       | $73145749.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $200.00            | $171.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $100.00            | $73.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $87800.00          | $61037.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $17019000.00       | $11975764.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $27602000.00       | $20326828.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $752720000.00      | $714066019.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $3400.00           | $3252.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-30      | 0.0000%  | N/A     | $28196000.00       | $28028543.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $6464700.00        | $6495569.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $72404000.00       | $72912634.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $44355400.00       | $45035857.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $583264400.00      | $324191153.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $6596600.00        | $6562767.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $45805000.00       | $23735152.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | N/A     | $1200.00           | $1202.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $163967100.00      | $158325084.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $89209100.00       | $90971747.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $849500000.00      | $799640864.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $23403000.00       | $23689385.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $1600.00           | $1576.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $500.00            | $496.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $600.00            | $602.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $368262400.00      | $296085262.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $1000.00           | $854.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-05-15      | 5.0000%  | N/A     | $300.00            | $301.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $200.00            | $200.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $1200.00           | $1037.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $100000.00         | $100126.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $6128600.00        | $4298362.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $100.00            | $88.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $9300.00           | $9383.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | N/A     | $2104400.00        | $2127252.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $72900.00          | $70225.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $3372000.00        | $3293254.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $9696800.00        | $6097638.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-10      | 0.0000%  | N/A     | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $349998000.00      | $286358414.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $400.00            | $378.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $8800.00           | $9069.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $3000.00           | $2971.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-22      | 0.0000%  | N/A     | $700.00            | $689.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $977000.00         | $996481.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | N/A     | $200.00            | $153.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $119630300.00      | $86888800.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $19369000.00       | $19235932.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $300.00            | $279.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $90481700.00       | $87234569.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $1000.00           | $642.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $49704100.00       | $50396724.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $3421300.00        | $3443570.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $1000.00           | $814.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $356409200.00      | $362800455.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $17477800.00       | $13363102.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $39965200.00       | $41326618.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $764217600.00      | $754922479.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | N/A     | $400.00            | $398.44            | U.S. Treasuries (including strips) |

### Security 171: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B21Y2
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $508599700.00      | $506624619.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | N/A     | $1249731600.00     | $1329375405.07     | U.S. Treasuries (including strips) |

### Security 172: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B22F2
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 03.000 FGPC C09027 G | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $135.90            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | N/A     | $8563457.00        | $1209517.22        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q45560 G | 2047-01-01      | 3.0000%  | N/A     | $1495002.00        | $413146.06         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07175 G | 2041-12-01      | 3.5000%  | N/A     | $5536264.00        | $718167.85         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08727 G | 2046-10-01      | 3.5000%  | N/A     | $2000.00           | $245.17            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08738 G | 2046-12-01      | 3.5000%  | N/A     | $2006.00           | $265.01            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U50689 G | 2033-07-01      | 3.5000%  | N/A     | $1000.00           | $84.97             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U80320 G | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $227.82            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | N/A     | $467367345.00      | $33185220.59       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G67711 G | 2048-03-01      | 4.0000%  | N/A     | $121000.00         | $26339.27          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q03146 G | 2041-09-01      | 4.0000%  | N/A     | $8971320.00        | $708853.65         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  | N/A     | $2067354.00        | $338393.97         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q29169 G | 2044-10-01      | 4.0000%  | N/A     | $4674707.00        | $495785.68         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q31066 G | 2045-02-01      | 4.0000%  | N/A     | $1000.00           | $113.06            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q39568 G | 2046-03-01      | 4.0000%  | N/A     | $7565800.00        | $1136287.07        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q42605 G | 2046-08-01      | 4.0000%  | N/A     | $3449883.00        | $489455.59         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49553 G | 2047-07-01      | 4.0000%  | N/A     | $1002.00           | $43.41             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49665 G | 2047-08-01      | 4.0000%  | N/A     | $9690111.00        | $2510328.34        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q55627 G | 2048-04-01      | 4.0000%  | N/A     | $20342432.00       | $3280377.40        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59980 G | 2048-11-01      | 4.0000%  | N/A     | $7320144.00        | $1424562.18        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62038 G | 2049-03-01      | 4.0000%  | N/A     | $4291244.00        | $452619.91         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V84373 G | 2048-06-01      | 4.0000%  | N/A     | $205950177.00      | $27277830.35       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A86370 G | 2039-05-01      | 4.5000%  | N/A     | $9303200.00        | $103515.87         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC N31276 G | 2036-01-01      | 4.5000%  | N/A     | $2915.00           | $23.57             | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57827 G | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $255.50            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q61909 G | 2049-02-01      | 4.5000%  | N/A     | $1472470.00        | $303652.98         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62179 G | 2049-03-01      | 4.5000%  | N/A     | $28451788.00       | $5352401.06        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC V84386 G | 2048-06-01      | 4.5000%  | N/A     | $901250.00         | $107682.37         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC V84653 G | 2048-09-01      | 4.5000%  | N/A     | $191290489.00      | $29741170.90       | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L00016 G | 2035-11-01      | 5.0000%  | N/A     | $6521.00           | $215.99            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58035 G | 2048-08-01      | 5.0000%  | N/A     | $1879246.00        | $517077.87         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58036 G | 2048-08-01      | 5.0000%  | N/A     | $1494721.00        | $386592.43         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58368 G | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $240.47            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58716 G | 2048-09-01      | 5.0000%  | N/A     | $1296255.00        | $465635.15         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  | N/A     | $37349.00          | $46.00             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  | N/A     | $17984.00          | $734.18            | Agency Mortgage-Backed Securities  |
| 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | N/A     | $29384000.00       | $29026604.66       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | N/A     | $2033300.00        | $2043009.16        | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-05-15      | 3.0000%  | N/A     | $300.00            | $221.77            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | N/A     | $833900.00         | $853002.23         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  | N/A     | $66806000.00       | $64768510.67       | U.S. Treasuries (including strips) |
| FEPC 01.500 CIQN4926 | 2036-02-01      | 1.5000%  | N/A     | $7701228.00        | $3640098.91        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA3653 | 2050-10-01      | 1.5000%  | N/A     | $1000.00           | $455.39            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN5018 | 2036-01-01      | 2.0000%  | N/A     | $247755.00         | $115693.99         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8052 | 2035-07-01      | 2.0000%  | N/A     | $998000.00         | $299562.57         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8069 | 2035-10-01      | 2.0000%  | N/A     | $498000.00         | $174159.21         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB6998 | 2050-12-01      | 2.0000%  | N/A     | $2688000.00        | $1356475.30        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3563 | 2050-09-01      | 2.0000%  | N/A     | $1906990.00        | $902271.93         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5846 | 2051-09-01      | 2.0000%  | N/A     | $246000.00         | $141159.93         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0784 | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $597.10            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0732 | 2037-06-01      | 2.5000%  | N/A     | $48999.00          | $31173.74          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8035 | 2035-03-01      | 2.5000%  | N/A     | $1000.00           | $166.53            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8240 | 2038-02-01      | 2.5000%  | N/A     | $101144.00         | $76749.98          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQA6376 | 2050-01-01      | 2.5000%  | N/A     | $193000.00         | $60369.95          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB2516 | 2050-08-01      | 2.5000%  | N/A     | $510000.00         | $181131.03         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB2682 | 2050-08-01      | 2.5000%  | N/A     | $485000.00         | $207838.42         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC4818 | 2051-08-01      | 2.5000%  | N/A     | $691999.00         | $441964.59         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC6820 | 2051-08-01      | 2.5000%  | N/A     | $4669632.00        | $3001919.86        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  | N/A     | $323671.00         | $196279.12         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2595 | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $351.70            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6397 | 2051-11-01      | 2.5000%  | N/A     | $59587.00          | $34799.18          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | N/A     | $19000.00          | $11470.04          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1658 | 2052-04-01      | 2.5000%  | N/A     | $119000.00         | $80621.50          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7521 | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $442.53            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  | N/A     | $1765000.00        | $1059445.46        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA3615 | 2049-10-01      | 3.0000%  | N/A     | $485334.00         | $120428.87         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQB4522 | 2050-10-01      | 3.0000%  | N/A     | $7071870.00        | $2343956.26        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC0590 | 2051-04-01      | 3.0000%  | N/A     | $2439360.00        | $1435468.38        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC1955 | 2051-05-01      | 3.0000%  | N/A     | $5056087.00        | $2469710.34        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9160 | 2051-10-01      | 3.0000%  | N/A     | $723000.00         | $440957.61         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD6680 | 2052-02-01      | 3.0000%  | N/A     | $23000.00          | $14699.28          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  | N/A     | $999000.00         | $633398.43         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | N/A     | $19000.00          | $13072.73          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM1991 | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $155.16            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0289 | 2047-08-01      | 3.0000%  | N/A     | $1000.00           | $213.69            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0121 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $247.79            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0721 | 2049-06-01      | 3.5000%  | N/A     | $1823319.00        | $492769.57         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3343 | 2049-09-01      | 3.5000%  | N/A     | $3157481.00        | $502299.44         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6910 | 2050-02-01      | 3.5000%  | N/A     | $1077963.00        | $314658.50         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6986 | 2052-03-01      | 3.5000%  | N/A     | $881186.00         | $557126.68         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0415 | 2043-01-01      | 3.5000%  | N/A     | $2048.00           | $734.58            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0821 | 2052-01-01      | 3.5000%  | N/A     | $206000.00         | $117875.41         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  | N/A     | $410148.00         | $198949.92         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $101.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA8511 | 2050-03-01      | 4.0000%  | N/A     | $1000.00           | $342.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE8679 | 2052-08-01      | 4.0000%  | N/A     | $1411370.00        | $511032.92         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0050 | 2047-01-01      | 4.0000%  | N/A     | $1000.00           | $179.41            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1325 | 2052-08-01      | 4.0000%  | N/A     | $1480000.00        | $1050351.26        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1883 | 2052-06-01      | 4.0000%  | N/A     | $62000.00          | $44527.43          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1067 | 2040-09-01      | 4.0000%  | N/A     | $4472097.00        | $138798.88         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL1185 | 2041-04-01      | 4.0000%  | N/A     | $1000.00           | $59.00             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0541 | 2048-06-01      | 4.0000%  | N/A     | $2000.00           | $357.65            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0399 | 2049-06-01      | 4.5000%  | N/A     | $1457622.00        | $419114.35         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0555 | 2049-06-01      | 4.5000%  | N/A     | $2247317.00        | $250645.91         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0903 | 2049-06-01      | 4.5000%  | N/A     | $999926.00         | $329484.33         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6377 | 2052-07-01      | 4.5000%  | N/A     | $2909732.00        | $1613079.47        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8833 | 2052-09-01      | 4.5000%  | N/A     | $262944.00         | $160801.05         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9156 | 2052-09-01      | 4.5000%  | N/A     | $3811082.00        | $2874508.26        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  | N/A     | $4674720.00        | $4262765.07        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG2418 | 2053-04-01      | 4.5000%  | N/A     | $578882.00         | $455491.14         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG7209 | 2053-07-01      | 4.5000%  | N/A     | $5512389.00        | $5062523.50        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7396 | 2052-05-01      | 4.5000%  | N/A     | $48625460.00       | $32891336.37       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7522 | 2052-06-01      | 4.5000%  | N/A     | $88000.00          | $56455.44          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5961 | 2049-05-01      | 4.5000%  | N/A     | $3035360.00        | $722356.42         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6041 | 2049-05-01      | 4.5000%  | N/A     | $1520906.00        | $659848.40         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS2690 | 2039-05-01      | 4.5000%  | N/A     | $1000.00           | $34.07             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4023 | 2044-09-01      | 4.5000%  | N/A     | $1000.00           | $73.49             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTSC0334 | 2043-01-01      | 4.5000%  | N/A     | $164000.00         | $98354.66          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5395 | 2052-07-01      | 5.0000%  | N/A     | $1042917.00        | $758752.26         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5600 | 2052-07-01      | 5.0000%  | N/A     | $1344410.00        | $728121.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5672 | 2052-07-01      | 5.0000%  | N/A     | $1039174.00        | $626631.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7202 | 2052-08-01      | 5.0000%  | N/A     | $1661804.00        | $1479420.87        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7761 | 2052-07-01      | 5.0000%  | N/A     | $1613651.00        | $519626.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8032 | 2052-08-01      | 5.0000%  | N/A     | $50000000.00       | $30815508.61       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8439 | 2052-08-01      | 5.0000%  | N/A     | $3442154.00        | $2383874.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8748 | 2052-08-01      | 5.0000%  | N/A     | $1000268.00        | $684300.17         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  | N/A     | $2199760.00        | $1023309.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9574 | 2052-09-01      | 5.0000%  | N/A     | $1109076.00        | $709207.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9646 | 2052-09-01      | 5.0000%  | N/A     | $732092.00         | $614973.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0730 | 2052-10-01      | 5.0000%  | N/A     | $1476840.00        | $1383037.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0808 | 2052-10-01      | 5.0000%  | N/A     | $5124960.00        | $3963276.77        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1000 | 2052-10-01      | 5.0000%  | N/A     | $1758600.00        | $1148955.74        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  | N/A     | $1096608.00        | $698121.96         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1105 | 2052-10-01      | 5.0000%  | N/A     | $2904600.00        | $1883888.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG1231 | 2053-04-01      | 5.0000%  | N/A     | $1566500.00        | $1161833.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  | N/A     | $4957824.00        | $3315803.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7681 | 2052-07-01      | 5.0000%  | N/A     | $53622637.00       | $33039113.91       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  | N/A     | $44200268.00       | $32112962.96       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8538 | 2053-02-01      | 5.0000%  | N/A     | $34297280.00       | $29112759.44       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8668 | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $747.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  | N/A     | $53974373.00       | $41056703.67       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5661 | 2056-01-01      | 5.0000%  | N/A     | $2042.00           | $1993.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6592 | 2054-10-01      | 5.0000%  | N/A     | $240000.00         | $206953.75         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZN1436 | 2048-11-01      | 5.0000%  | N/A     | $2000.00           | $199.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  | N/A     | $1000.00           | $469.19            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQE8795 | 2052-08-01      | 5.5000%  | N/A     | $1150519.00        | $850698.35         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | N/A     | $8168997.00        | $5333497.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  | N/A     | $6077279.00        | $4029002.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF3431 | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $726.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF4944 | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $692.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF4945 | 2052-12-01      | 5.5000%  | N/A     | $7390600.00        | $4751263.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6331 | 2053-01-01      | 5.5000%  | N/A     | $1688404.00        | $1344119.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6884 | 2053-02-01      | 5.5000%  | N/A     | $1019.00           | $702.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  | N/A     | $1493876.00        | $1074558.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $727.46            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | N/A     | $1152300.00        | $1113439.52        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1048 | 2053-04-01      | 5.5000%  | N/A     | $1217786.00        | $1050288.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2074 | 2053-05-01      | 5.5000%  | N/A     | $1361534.00        | $1037721.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG5155 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $925.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG5833 | 2053-07-01      | 5.5000%  | N/A     | $13010.00          | $9323.41           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6211 | 2053-06-01      | 5.5000%  | N/A     | $42482386.00       | $26921603.72       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  | N/A     | $249002.00         | $225622.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7367 | 2053-07-01      | 5.5000%  | N/A     | $1450390.00        | $1118009.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7754 | 2053-08-01      | 5.5000%  | N/A     | $2979071.00        | $2597136.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7932 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $954.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8760 | 2053-08-01      | 5.5000%  | N/A     | $1070684.00        | $686373.40         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG9197 | 2053-08-01      | 5.5000%  | N/A     | $2537920.00        | $1733822.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  | N/A     | $648000.00         | $406926.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $857.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8206 | 2054-06-01      | 5.5000%  | N/A     | $2660180.00        | $2223086.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5272 | 2054-09-01      | 5.5000%  | N/A     | $1008.00           | $881.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8834 | 2054-11-01      | 5.5000%  | N/A     | $8653857.00        | $6327810.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9065 | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $830.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  | N/A     | $1024.00           | $812.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | N/A     | $43055850.00       | $31319557.02       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8548 | 2053-02-01      | 5.5000%  | N/A     | $40429105.00       | $32825777.91       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  | N/A     | $35399000.00       | $26361572.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2605 | 2053-04-01      | 5.5000%  | N/A     | $98000.00          | $74201.94          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3235 | 2053-06-01      | 5.5000%  | N/A     | $133460.00         | $99761.89          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  | N/A     | $5156000.00        | $3982163.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5639 | 2054-06-01      | 5.5000%  | N/A     | $58062.00          | $48088.02          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  | N/A     | $44186600.00       | $32549789.59       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | N/A     | $92821139.00       | $66564465.75       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | N/A     | $6437043.00        | $5757012.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | N/A     | $13313927.00       | $9274721.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | N/A     | $12178414.00       | $8912009.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | N/A     | $390000.00         | $290094.20         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $740.62            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  | N/A     | $1612612.00        | $1542749.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB1521 | 2056-05-01      | 5.5000%  | N/A     | $2000.00           | $2028.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5261 | 2035-09-01      | 5.5000%  | N/A     | $1532098.00        | $1237126.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  | N/A     | $832500.00         | $795279.12         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | N/A     | $754445.00         | $362744.35         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF2786 | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $242.58            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4594 | 2052-12-01      | 6.0000%  | N/A     | $2647029.00        | $1667542.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4929 | 2052-12-01      | 6.0000%  | N/A     | $1024.00           | $637.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  | N/A     | $13646264.00       | $6855524.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5482 | 2052-12-01      | 6.0000%  | N/A     | $40979000.00       | $27877973.39       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6336 | 2053-01-01      | 6.0000%  | N/A     | $1631250.00        | $1257215.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6492 | 2053-01-01      | 6.0000%  | N/A     | $8760833.00        | $3948068.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7343 | 2053-02-01      | 6.0000%  | N/A     | $323476.00         | $201896.82         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7454 | 2053-02-01      | 6.0000%  | N/A     | $3664331.00        | $2969406.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG7618 | 2053-07-01      | 6.0000%  | N/A     | $46642063.00       | $28505413.10       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH2626 | 2053-10-01      | 6.0000%  | N/A     | $7278122.00        | $6102287.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH4699 | 2053-11-01      | 6.0000%  | N/A     | $2116640.00        | $1559793.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5988 | 2053-12-01      | 6.0000%  | N/A     | $3721256.00        | $2588932.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4567 | 2054-05-01      | 6.0000%  | N/A     | $242304.00         | $222048.98         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI7279 | 2054-06-01      | 6.0000%  | N/A     | $592792.00         | $601355.66         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5642 | 2054-09-01      | 6.0000%  | N/A     | $479598.00         | $454143.99         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9873 | 2053-09-01      | 6.0000%  | N/A     | $40848942.00       | $28407033.71       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9992 | 2053-10-01      | 6.0000%  | N/A     | $39211220.00       | $28545894.73       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5749 | 2056-01-01      | 6.0000%  | N/A     | $1078.00           | $1066.36           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | N/A     | $1607639.00        | $1238094.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | N/A     | $398000.00         | $234571.14         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB8358 | 2039-12-01      | 6.5000%  | N/A     | $68491.00          | $51610.94          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6773 | 2053-07-01      | 6.5000%  | N/A     | $1048380.00        | $748905.86         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH1726 | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $785.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH2147 | 2053-09-01      | 6.5000%  | N/A     | $18577677.00       | $9954951.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH2818 | 2053-10-01      | 6.5000%  | N/A     | $2782963.00        | $1292099.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH6186 | 2053-12-01      | 6.5000%  | N/A     | $7950830.00        | $5830568.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7571 | 2054-06-01      | 6.5000%  | N/A     | $245924.00         | $184564.23         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9548 | 2054-07-01      | 6.5000%  | N/A     | $4020533.00        | $2306075.29        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ4230 | 2054-09-01      | 6.5000%  | N/A     | $10395833.00       | $7100139.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1024 | 2054-03-01      | 6.5000%  | N/A     | $1000.00           | $710.25            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | N/A     | $61876543.00       | $28726879.55       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  | N/A     | $38630056.00       | $19196327.12       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8486 | 2055-01-01      | 6.5000%  | N/A     | $2635471.00        | $1416043.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | N/A     | $13370368.00       | $7233074.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 ZLSI2126 | 2054-03-25      | 6.5000%  | N/A     | $52455.00          | $44245.65          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH4465 | 2053-11-01      | 7.0000%  | N/A     | $1058961.00        | $658729.89         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH4471 | 2053-11-01      | 7.0000%  | N/A     | $1148515.00        | $339890.70         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH6533 | 2053-12-01      | 7.0000%  | N/A     | $1044284.00        | $729871.48         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9253 | 2054-07-01      | 7.0000%  | N/A     | $374002.00         | $248866.52         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBQ6983 | 2037-01-01      | 1.5000%  | N/A     | $2344610.00        | $1326264.26        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICA9422 | 2036-03-01      | 1.5000%  | N/A     | $97422.00          | $40456.73          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNFA0049 | 2031-07-01      | 1.5000%  | N/A     | $1995000.00        | $1236564.91        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBE7425 | 2032-04-01      | 2.0000%  | N/A     | $52214.00          | $13591.48          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBT3978 | 2036-06-01      | 2.0000%  | N/A     | $9998000.00        | $5181808.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFA1529 | 2038-03-01      | 2.0000%  | N/A     | $3171431.00        | $2506747.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8076 | 2050-08-01      | 2.0000%  | N/A     | $82822144.00       | $33511365.91       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8105 | 2050-08-01      | 2.0000%  | N/A     | $5241787.00        | $2273447.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2643 | 2051-02-01      | 2.0000%  | N/A     | $558000.00         | $269782.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT7046 | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $532.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU7103 | 2051-12-01      | 2.0000%  | N/A     | $3139282.00        | $1834391.33        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV4122 | 2052-03-01      | 2.0000%  | N/A     | $295000.00         | $181717.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6798 | 2050-08-01      | 2.0000%  | N/A     | $14266231.00       | $6584731.26        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6902 | 2050-09-01      | 2.0000%  | N/A     | $3097000.00        | $1561451.05        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7011 | 2050-09-01      | 2.0000%  | N/A     | $7111664.00        | $3446392.76        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  | N/A     | $4128000.00        | $2289281.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2784 | 2052-01-01      | 2.0000%  | N/A     | $337005.00         | $207995.89         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2927 | 2052-02-01      | 2.0000%  | N/A     | $1466000.00        | $936747.32         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | N/A     | $852000.00         | $544659.39         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA0821 | 2051-07-01      | 2.0000%  | N/A     | $3962000.00        | $2943811.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  | N/A     | $606000.00         | $450097.70         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2878 | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $767.39            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA4122 | 2053-12-01      | 2.0000%  | N/A     | $1000.00           | $781.30            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBP8820 | 2035-07-01      | 2.5000%  | N/A     | $411054.00         | $83820.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6522 | 2035-07-01      | 2.5000%  | N/A     | $32000.00          | $12281.56          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6872 | 2035-08-01      | 2.5000%  | N/A     | $627000.00         | $218604.76         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA7253 | 2035-10-01      | 2.5000%  | N/A     | $433649.00         | $170488.32         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8794 | 2036-01-01      | 2.5000%  | N/A     | $11444155.00       | $4141791.78        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAL6851 | 2043-10-01      | 2.5000%  | N/A     | $1108.00           | $239.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAR9130 | 2043-04-01      | 2.5000%  | N/A     | $429536.00         | $71689.02          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAU4278 | 2043-09-01      | 2.5000%  | N/A     | $207000.00         | $33565.66          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBD8428 | 2046-09-01      | 2.5000%  | N/A     | $346796.00         | $93309.78          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ1150 | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $460.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1967 | 2052-02-01      | 2.5000%  | N/A     | $649854.00         | $453813.20         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | N/A     | $1477660.00        | $895257.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU7102 | 2051-12-01      | 2.5000%  | N/A     | $3253672.00        | $1956503.74        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  | N/A     | $8130002.00        | $3043432.52        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | N/A     | $63942633.00       | $27215038.42       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6307 | 2050-07-01      | 2.5000%  | N/A     | $586347.00         | $226205.28         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | N/A     | $1024.00           | $384.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | N/A     | $61562540.00       | $28522039.91       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132 | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $437.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  | N/A     | $29044.00          | $16067.52          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9090 | 2051-02-01      | 2.5000%  | N/A     | $686781.00         | $378835.02         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1027 | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $591.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2291 | 2051-12-01      | 2.5000%  | N/A     | $98000.00          | $66442.70          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  | N/A     | $5205040.00        | $3346108.45        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1330 | 2053-07-01      | 2.5000%  | N/A     | $6994992.00        | $5426490.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCA7430 | 2040-10-01      | 2.5000%  | N/A     | $499000.00         | $238256.59         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 GLCA9497 | 2051-03-01      | 2.5000%  | N/A     | $8240169.00        | $4769388.17        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0618 | 2062-03-01      | 2.5000%  | N/A     | $2000.00           | $1279.01           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  | N/A     | $43591392.00       | $28391319.23       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0822 | 2062-10-01      | 2.5000%  | N/A     | $1024.00           | $780.76            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  | N/A     | $3189.00           | $1891.04           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I6BF0829 | 2064-06-01      | 2.5000%  | N/A     | $1000.00           | $764.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5464 | 2035-03-01      | 3.0000%  | N/A     | $443460.00         | $122300.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA8374 | 2035-12-01      | 3.0000%  | N/A     | $1101133.00        | $459644.81         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA9100 | 2035-12-01      | 3.0000%  | N/A     | $219924.00         | $37854.68          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  | N/A     | $153000.00         | $35641.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAO8115 | 2042-08-01      | 3.0000%  | N/A     | $951810.00         | $189750.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ4057 | 2043-04-01      | 3.0000%  | N/A     | $14109640.00       | $2330776.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR5877 | 2043-01-01      | 3.0000%  | N/A     | $5115024.00        | $1126279.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR6746 | 2043-03-01      | 3.0000%  | N/A     | $1411266.00        | $279558.17         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  | N/A     | $26044932.00       | $3218216.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4977 | 2045-05-01      | 3.0000%  | N/A     | $3024.00           | $404.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4979 | 2045-05-01      | 3.0000%  | N/A     | $262070272.00      | $29706125.57       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS5072 | 2045-06-01      | 3.0000%  | N/A     | $221511424.00      | $26740625.94       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7155 | 2046-05-01      | 3.0000%  | N/A     | $6897120.00        | $902695.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  | N/A     | $487578000.00      | $64523313.29       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7883 | 2046-09-01      | 3.0000%  | N/A     | $149988352.00      | $33077736.67       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  | N/A     | $1040.00           | $138.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7914 | 2046-09-01      | 3.0000%  | N/A     | $231309056.00      | $33167433.94       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8793 | 2047-02-01      | 3.0000%  | N/A     | $27022520.00       | $7762241.64        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS9448 | 2047-04-01      | 3.0000%  | N/A     | $24422880.00       | $4909027.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT3038 | 2043-04-01      | 3.0000%  | N/A     | $12390000.00       | $2174065.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT5611 | 2043-05-01      | 3.0000%  | N/A     | $3741800.00        | $847531.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT5893 | 2043-06-01      | 3.0000%  | N/A     | $196261176.00      | $31750317.12       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT7933 | 2043-07-01      | 3.0000%  | N/A     | $1120.00           | $185.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAU1624 | 2043-07-01      | 3.0000%  | N/A     | $7805288.00        | $1742009.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY1380 | 2045-04-01      | 3.0000%  | N/A     | $1040.00           | $186.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY7018 | 2045-04-01      | 3.0000%  | N/A     | $1000.00           | $126.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY9314 | 2045-05-01      | 3.0000%  | N/A     | $1611500.00        | $601486.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAZ0834 | 2045-07-01      | 3.0000%  | N/A     | $10957760.00       | $2231293.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAZ0857 | 2045-07-01      | 3.0000%  | N/A     | $3295000.00        | $599427.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2815 | 2046-09-01      | 3.0000%  | N/A     | $216068864.00      | $32945354.36       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8018 | 2046-09-01      | 3.0000%  | N/A     | $164438272.00      | $32557533.90       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBK5178 | 2048-05-01      | 3.0000%  | N/A     | $123724.00         | $32607.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3484 | 2048-02-01      | 3.0000%  | N/A     | $845000.00         | $239237.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO7245 | 2050-01-01      | 3.0000%  | N/A     | $811000.00         | $197207.76         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP2337 | 2050-02-01      | 3.0000%  | N/A     | $5406943.00        | $1567912.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP7820 | 2050-07-01      | 3.0000%  | N/A     | $228000.00         | $75630.78          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP9421 | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $443.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBR8552 | 2051-04-01      | 3.0000%  | N/A     | $4869716.00        | $1796149.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU7841 | 2051-12-01      | 3.0000%  | N/A     | $5275340.00        | $2982828.03        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU9889 | 2052-01-01      | 3.0000%  | N/A     | $28954.00          | $15332.78          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV0178 | 2052-01-01      | 3.0000%  | N/A     | $608437.00         | $416486.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV7832 | 2052-07-01      | 3.0000%  | N/A     | $2901320.00        | $1943691.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA2922 | 2048-12-01      | 3.0000%  | N/A     | $634989.00         | $98324.56          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA3960 | 2049-08-01      | 3.0000%  | N/A     | $343000.00         | $102967.13         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4550 | 2049-11-01      | 3.0000%  | N/A     | $359960.00         | $66226.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7531 | 2050-10-01      | 3.0000%  | N/A     | $99000.00          | $52933.91          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8046 | 2050-12-01      | 3.0000%  | N/A     | $7209000.00        | $3637496.32        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | N/A     | $1024.00           | $535.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0095 | 2051-04-01      | 3.0000%  | N/A     | $3671000.00        | $2206352.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0858 | 2051-06-01      | 3.0000%  | N/A     | $123149.00         | $82303.23          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1051 | 2051-06-01      | 3.0000%  | N/A     | $8160651.00        | $4156856.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | N/A     | $15307.00          | $10479.20          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1920 | 2051-06-01      | 3.0000%  | N/A     | $10496000.00       | $6740194.49        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1943 | 2051-07-01      | 3.0000%  | N/A     | $463000.00         | $218963.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  | N/A     | $5180696.00        | $3402451.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3170 | 2052-03-01      | 3.0000%  | N/A     | $33181.00          | $22059.21          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3828 | 2052-06-01      | 3.0000%  | N/A     | $2996607.00        | $1929690.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1879 | 2048-04-01      | 3.0000%  | N/A     | $1072.00           | $889.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2491 | 2049-09-01      | 3.0000%  | N/A     | $42566.00          | $35751.42          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2841 | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $837.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2896 | 2050-03-01      | 3.0000%  | N/A     | $5882472.00        | $4931719.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA3213 | 2052-07-01      | 3.0000%  | N/A     | $823021.00         | $689121.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA5317 | 2052-03-01      | 3.0000%  | N/A     | $5044640.00        | $4467626.03        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0147 | 2051-11-01      | 3.0000%  | N/A     | $24067467.00       | $13650510.81       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4415 | 2051-09-01      | 3.0000%  | N/A     | $1000.00           | $494.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAZ1163 | 2035-05-01      | 3.0000%  | N/A     | $1048428.00        | $314490.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3066 | 2043-01-01      | 3.0000%  | N/A     | $8875300.00        | $1401662.33        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAQ7306 | 2043-01-01      | 3.0000%  | N/A     | $895927.00         | $150922.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAQ9465 | 2033-01-01      | 3.0000%  | N/A     | $498000.00         | $46260.36          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR1202 | 2043-01-01      | 3.0000%  | N/A     | $696000.00         | $157592.29         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR1203 | 2042-12-01      | 3.0000%  | N/A     | $196000.00         | $63715.82          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTAS8667 | 2037-01-01      | 3.0000%  | N/A     | $1000.00           | $203.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTAX1583 | 2034-08-01      | 3.0000%  | N/A     | $1195684.00        | $77978.06          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0823 | 2064-02-01      | 3.0000%  | N/A     | $35161062.00       | $25605536.98       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BM7362 | 2060-01-01      | 3.0000%  | N/A     | $2024.00           | $1382.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 PLAR8153 | 2042-12-01      | 3.0000%  | N/A     | $1997000.00        | $412242.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 REBM7841 | 2049-07-01      | 3.0000%  | N/A     | $1129624.00        | $944717.53         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 ZK310219 | 2048-10-25      | 3.0000%  | N/A     | $1024.00           | $746.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.025 CLAU6343 | 2043-07-01      | 3.0250%  | N/A     | $91439.00          | $53806.40          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9063 | 2031-02-01      | 3.5000%  | N/A     | $344978.00         | $30646.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS5708 | 2030-08-01      | 3.5000%  | N/A     | $186768.00         | $13567.95          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAW3638 | 2029-06-01      | 3.5000%  | N/A     | $1000.00           | $42.33             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA4895 | 2034-12-01      | 3.5000%  | N/A     | $1015000.00        | $255004.39         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | N/A     | $41000.00          | $21619.45          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  | N/A     | $2046.00           | $124.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK2974 | 2042-05-01      | 3.5000%  | N/A     | $14098000.00       | $2511737.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  | N/A     | $447960288.00      | $31095305.02       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK7376 | 2042-03-01      | 3.5000%  | N/A     | $10154499.00       | $2719946.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL3000 | 2042-12-01      | 3.5000%  | N/A     | $823000.00         | $135292.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL5938 | 2044-10-01      | 3.5000%  | N/A     | $41638144.00       | $7409700.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | N/A     | $1637000.00        | $303221.30         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8521 | 2046-04-01      | 3.5000%  | N/A     | $183995.00         | $46747.11          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ3651 | 2042-11-01      | 3.5000%  | N/A     | $4754416.00        | $790516.73         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ7190 | 2043-07-01      | 3.5000%  | N/A     | $7013256.00        | $1343548.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR3916 | 2043-02-01      | 3.5000%  | N/A     | $1219748.00        | $157924.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  | N/A     | $1569131.00        | $83464.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4525 | 2045-03-01      | 3.5000%  | N/A     | $1040.00           | $198.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5247 | 2045-06-01      | 3.5000%  | N/A     | $331045888.00      | $31388708.73       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5310 | 2045-07-01      | 3.5000%  | N/A     | $1000.00           | $201.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5372 | 2045-07-01      | 3.5000%  | N/A     | $245480960.00      | $26947758.05       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5566 | 2045-08-01      | 3.5000%  | N/A     | $1040.00           | $218.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5997 | 2045-10-01      | 3.5000%  | N/A     | $194073856.00      | $27854821.31       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  | N/A     | $8910996.00        | $2012194.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7162 | 2046-05-01      | 3.5000%  | N/A     | $9997000.00        | $1953240.29        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7595 | 2046-07-01      | 3.5000%  | N/A     | $14993000.00       | $3828828.42        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  | N/A     | $44386070.00       | $10693080.35       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9740 | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $102.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9940 | 2047-07-01      | 3.5000%  | N/A     | $1140.00           | $249.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT0360 | 2043-05-01      | 3.5000%  | N/A     | $19082817.00       | $2077934.13        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT1004 | 2043-04-01      | 3.5000%  | N/A     | $1024.00           | $128.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT9804 | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $119.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAV5021 | 2044-02-01      | 3.5000%  | N/A     | $5105860.00        | $990282.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198 | 2045-05-01      | 3.5000%  | N/A     | $61968495.00       | $5428542.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2076 | 2045-09-01      | 3.5000%  | N/A     | $1024.00           | $254.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ5897 | 2045-10-01      | 3.5000%  | N/A     | $17891260.00       | $2243659.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0904 | 2046-05-01      | 3.5000%  | N/A     | $2480474.00        | $623247.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH7398 | 2047-08-01      | 3.5000%  | N/A     | $209108480.00      | $28683199.64       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  | N/A     | $1642084.00        | $669828.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM1873 | 2047-09-01      | 3.5000%  | N/A     | $3987000.00        | $953434.76         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  | N/A     | $98657015.00       | $26978963.61       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7662 | 2049-07-01      | 3.5000%  | N/A     | $588116.00         | $68279.65          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  | N/A     | $1312349.00        | $359600.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  | N/A     | $1235996.00        | $223170.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO3685 | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $412.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO5385 | 2049-12-01      | 3.5000%  | N/A     | $13194925.00       | $3841142.53        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8761 | 2050-01-01      | 3.5000%  | N/A     | $1136123.00        | $506237.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  | N/A     | $1055438.00        | $317717.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5395 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $497.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0271 | 2047-08-01      | 3.5000%  | N/A     | $3380842.00        | $615772.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0317 | 2047-09-01      | 3.5000%  | N/A     | $200061440.00      | $27851291.28       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0771 | 2047-11-01      | 3.5000%  | N/A     | $7255790.00        | $1014455.75        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  | N/A     | $1024.00           | $118.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3576 | 2049-05-01      | 3.5000%  | N/A     | $174945280.00      | $29736637.77       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | N/A     | $222001.00         | $24527.17          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5740 | 2050-05-01      | 3.5000%  | N/A     | $6214538.00        | $2153853.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA7390 | 2050-10-01      | 3.5000%  | N/A     | $2280857.00        | $1105296.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB0543 | 2051-05-01      | 3.5000%  | N/A     | $11608881.00       | $5309954.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  | N/A     | $78000.00          | $53201.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4361 | 2052-08-01      | 3.5000%  | N/A     | $6367000.00        | $4649010.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1356 | 2052-09-01      | 3.5000%  | N/A     | $31972478.00       | $26422891.08       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA2528 | 2050-07-01      | 3.5000%  | N/A     | $7034712.00        | $5999566.25        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4101 | 2047-11-01      | 3.5000%  | N/A     | $2000.00           | $796.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7077 | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $733.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAO6522 | 2042-06-01      | 3.5000%  | N/A     | $25371133.00       | $3242707.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAO7949 | 2032-06-01      | 3.5000%  | N/A     | $17206993.00       | $933764.33         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ5323 | 2042-11-01      | 3.5000%  | N/A     | $19890030.00       | $2151402.42        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAU6940 | 2043-10-01      | 3.5000%  | N/A     | $9204279.00        | $1711176.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAL4052 | 2033-08-01      | 3.5000%  | N/A     | $1000.00           | $108.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTBM5460 | 2035-01-01      | 3.5000%  | N/A     | $1000.00           | $174.88            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0131 | 2056-08-01      | 3.5000%  | N/A     | $638399.00         | $176574.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | N/A     | $1120.00           | $361.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226 | 2058-01-01      | 3.5000%  | N/A     | $15086000.00       | $5869284.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | N/A     | $4297879.00        | $2898106.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  | N/A     | $5378963.00        | $3864780.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BM7800 | 2058-08-01      | 3.5000%  | N/A     | $1960596.00        | $1663520.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U3BF0209 | 2042-02-01      | 3.5000%  | N/A     | $663000.00         | $150640.33         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U3BM7365 | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $562.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U4BF0354 | 2053-01-01      | 3.5000%  | N/A     | $211465.00         | $90158.64          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 ZC310231 | 2044-04-01      | 3.5000%  | N/A     | $1997000.00        | $1517845.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBM5307 | 2033-12-01      | 4.0000%  | N/A     | $37485360.00       | $5399574.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2406 | 2033-10-01      | 4.0000%  | N/A     | $1000.00           | $121.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL4334 | 2043-10-01      | 4.0000%  | N/A     | $12063260.00       | $1867168.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL9578 | 2045-06-01      | 4.0000%  | N/A     | $233000.00         | $32555.03          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9478 | 2047-04-01      | 4.0000%  | N/A     | $9188544.00        | $2023747.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9831 | 2047-06-01      | 4.0000%  | N/A     | $548000.00         | $44965.39          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT4918 | 2043-05-01      | 4.0000%  | N/A     | $2584025.00        | $280513.27         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU9318 | 2043-10-01      | 4.0000%  | N/A     | $248000.00         | $39399.52          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW5818 | 2044-08-01      | 4.0000%  | N/A     | $1659830.00        | $263589.77         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC6941 | 2046-03-01      | 4.0000%  | N/A     | $2517784.00        | $886198.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC8746 | 2046-06-01      | 4.0000%  | N/A     | $858000.00         | $136890.55         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE8609 | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $149.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | N/A     | $17651843.00       | $4897956.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  | N/A     | $8281238.00        | $1829829.95        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | N/A     | $451996.00         | $55053.12          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211 | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $211.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3693 | 2046-04-01      | 4.0000%  | N/A     | $250000.00         | $45785.04          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | N/A     | $559560.00         | $174508.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | N/A     | $193883596.00      | $32346743.92       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  | N/A     | $1024.00           | $71.01             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | N/A     | $123115.00         | $29887.75          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3254 | 2048-02-01      | 4.0000%  | N/A     | $10886470.00       | $3006271.80        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA6761 | 2050-08-01      | 4.0000%  | N/A     | $9989630.00        | $3728891.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB2923 | 2052-02-01      | 4.0000%  | N/A     | $5003504.00        | $2694313.46        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  | N/A     | $45511932.00       | $30611671.89       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3616 | 2052-05-01      | 4.0000%  | N/A     | $3094000.00        | $2184502.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4020 | 2052-07-01      | 4.0000%  | N/A     | $12000.00          | $8072.93           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4090 | 2052-07-01      | 4.0000%  | N/A     | $4863977.00        | $3432555.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4611 | 2052-09-01      | 4.0000%  | N/A     | $8223716.00        | $4971326.34        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | N/A     | $201000.00         | $149960.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDA2514 | 2053-12-01      | 4.0000%  | N/A     | $2044942.00        | $1578315.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2771 | 2053-09-01      | 4.0000%  | N/A     | $33346784.00       | $29345662.44       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2986 | 2055-07-01      | 4.0000%  | N/A     | $110000.00         | $98264.31          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNBM5515 | 2029-02-01      | 4.0000%  | N/A     | $853999.00         | $47645.81          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA2068 | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $142.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0605 | 2062-03-01      | 4.0000%  | N/A     | $1024.00           | $715.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  | N/A     | $2000.00           | $1359.25           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 ZC310225 | 2042-04-25      | 4.0000%  | N/A     | $352000.00         | $251936.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDF7297 | 2041-03-01      | 4.5000%  | N/A     | $1233678.00        | $1223729.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL740320 | 2033-10-01      | 4.5000%  | N/A     | $11147340.00       | $127260.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9986 | 2047-07-01      | 4.5000%  | N/A     | $992408.00         | $155236.15         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  | N/A     | $6443305.00        | $287093.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAW1555 | 2044-04-01      | 4.5000%  | N/A     | $2861240.00        | $37413.78          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAZ8665 | 2045-11-01      | 4.5000%  | N/A     | $1000.00           | $285.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  | N/A     | $3530480.00        | $269918.55         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD9278 | 2046-11-01      | 4.5000%  | N/A     | $157000.00         | $39681.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH7668 | 2047-10-01      | 4.5000%  | N/A     | $1070340.00        | $301713.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  | N/A     | $1862000.00        | $384061.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK2042 | 2048-05-01      | 4.5000%  | N/A     | $23590110.00       | $4314135.95        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6879 | 2048-07-01      | 4.5000%  | N/A     | $1235764.00        | $296655.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8692 | 2048-07-01      | 4.5000%  | N/A     | $1945518.00        | $401074.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8841 | 2048-08-01      | 4.5000%  | N/A     | $35452639.00       | $6038578.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  | N/A     | $1484811.00        | $221556.32         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  | N/A     | $12919040.00       | $2839983.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  | N/A     | $6526625.00        | $286748.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9632 | 2049-04-01      | 4.5000%  | N/A     | $1442517.00        | $407283.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO2171 | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $65.93             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW3779 | 2052-09-01      | 4.5000%  | N/A     | $8479920.00        | $7062014.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  | N/A     | $4177753.00        | $3620729.57        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9980 | 2052-09-01      | 4.5000%  | N/A     | $53153.00          | $48263.92          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX3786 | 2053-01-01      | 4.5000%  | N/A     | $1376243.00        | $1255388.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX8481 | 2053-03-01      | 4.5000%  | N/A     | $2225.00           | $826.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY3002 | 2053-05-01      | 4.5000%  | N/A     | $1178551.00        | $1078655.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY5041 | 2053-07-01      | 4.5000%  | N/A     | $534318.00         | $494418.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY5118 | 2053-08-01      | 4.5000%  | N/A     | $472266.00         | $436442.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2201 | 2048-08-01      | 4.5000%  | N/A     | $240889856.00      | $32331441.38       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2280 | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $205.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3403 | 2049-04-01      | 4.5000%  | N/A     | $9337216.00        | $2653873.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  | N/A     | $590000.00         | $75559.54          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4067 | 2052-07-01      | 4.5000%  | N/A     | $3143212.00        | $2323108.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4127 | 2052-07-01      | 4.5000%  | N/A     | $2575000.00        | $1759458.20        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | N/A     | $297000.00         | $223251.76         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | N/A     | $75000.00          | $57339.93          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | N/A     | $34857200.00       | $26310971.26       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | N/A     | $1008.00           | $861.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6720 | 2053-07-01      | 4.5000%  | N/A     | $6036000.00        | $4958035.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9736 | 2055-01-01      | 4.5000%  | N/A     | $2913234.00        | $2652649.37        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6985 | 2054-12-01      | 4.5000%  | N/A     | $76000.00          | $71156.97          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD4985 | 2055-05-01      | 4.5000%  | N/A     | $197228.00         | $187580.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD5030 | 2055-03-01      | 4.5000%  | N/A     | $1227984.00        | $1165174.23        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD6866 | 2055-02-01      | 4.5000%  | N/A     | $458957.00         | $436322.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF8869 | 2056-01-01      | 4.5000%  | N/A     | $2839744.00        | $2486941.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG1363 | 2056-03-01      | 4.5000%  | N/A     | $2368948.00        | $2277009.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG1601 | 2056-02-01      | 4.5000%  | N/A     | $253366.00         | $242959.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG1784 | 2056-02-01      | 4.5000%  | N/A     | $1005219.00        | $959541.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG2999 | 2056-03-01      | 4.5000%  | N/A     | $2873016.00        | $2667318.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG3426 | 2056-03-01      | 4.5000%  | N/A     | $1000.00           | $959.86            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG5128 | 2056-04-01      | 4.5000%  | N/A     | $1000.00           | $961.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG8295 | 2056-05-01      | 4.5000%  | N/A     | $231888.00         | $223300.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG9038 | 2056-05-01      | 4.5000%  | N/A     | $1000.00           | $963.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG9039 | 2056-05-01      | 4.5000%  | N/A     | $1363949.00        | $1315463.34        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA4445 | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $943.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9881 | 2053-05-01      | 4.5000%  | N/A     | $3680044.00        | $2919964.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA1914 | 2038-06-01      | 4.5000%  | N/A     | $13263305.00       | $3013996.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA2078 | 2038-07-01      | 4.5000%  | N/A     | $1000.00           | $238.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA2080 | 2038-07-01      | 4.5000%  | N/A     | $22898771.00       | $3861956.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA2082 | 2038-07-01      | 4.5000%  | N/A     | $7162907.00        | $2151276.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA2239 | 2038-08-01      | 4.5000%  | N/A     | $5109399.00        | $1036090.82        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | N/A     | $1000.00           | $238.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0187 | 2057-01-01      | 4.5000%  | N/A     | $20762720.00       | $5266796.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  | N/A     | $36165086.00       | $31811103.56       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 K0762521 | 2033-11-01      | 4.5000%  | N/A     | $7023743.00        | $184648.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 R3BF0369 | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $321.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  | N/A     | $395940.00         | $88926.67          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  | N/A     | $1823350.00        | $186467.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDC7050 | 2039-11-01      | 5.0000%  | N/A     | $1045286.00        | $864489.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDG8254 | 2041-04-01      | 5.0000%  | N/A     | $3645525.00        | $3660358.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | N/A     | $200458970.00      | $1734491.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4448 | 2049-01-01      | 5.0000%  | N/A     | $10672547.00       | $218561.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  | N/A     | $1049590.00        | $316576.05         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5361 | 2054-12-01      | 5.0000%  | N/A     | $88000.00          | $80576.63          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5468 | 2055-01-01      | 5.0000%  | N/A     | $2705536.00        | $2652562.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5815 | 2055-03-01      | 5.0000%  | N/A     | $2878372.00        | $2522236.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5072 | 2052-07-01      | 5.0000%  | N/A     | $1206705.00        | $484993.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8291 | 2052-07-01      | 5.0000%  | N/A     | $2445483.00        | $1607582.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV9971 | 2052-06-01      | 5.0000%  | N/A     | $1498000.00        | $928419.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0712 | 2052-06-01      | 5.0000%  | N/A     | $3703760.00        | $2325088.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW2778 | 2056-05-01      | 5.0000%  | N/A     | $5151360.00        | $5145267.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3907 | 2052-08-01      | 5.0000%  | N/A     | $2997402.00        | $1971064.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6139 | 2052-08-01      | 5.0000%  | N/A     | $2455217.00        | $1918937.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6356 | 2052-08-01      | 5.0000%  | N/A     | $3692909.00        | $1707809.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6421 | 2052-08-01      | 5.0000%  | N/A     | $2614516.00        | $1821610.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7646 | 2052-08-01      | 5.0000%  | N/A     | $1136702.00        | $375709.30         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7943 | 2052-08-01      | 5.0000%  | N/A     | $2638484.00        | $1944830.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  | N/A     | $737280.00         | $416800.05         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8587 | 2052-10-01      | 5.0000%  | N/A     | $1005633.00        | $796385.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8948 | 2052-09-01      | 5.0000%  | N/A     | $5893000.00        | $4799645.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  | N/A     | $1085028.00        | $648675.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1111 | 2052-10-01      | 5.0000%  | N/A     | $1012266.00        | $577373.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1347 | 2052-11-01      | 5.0000%  | N/A     | $2286400.00        | $1880351.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2320 | 2052-12-01      | 5.0000%  | N/A     | $503000.00         | $422161.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2470 | 2052-12-01      | 5.0000%  | N/A     | $4730610.00        | $3616924.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2814 | 2052-11-01      | 5.0000%  | N/A     | $2359040.00        | $1954640.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4106 | 2053-02-01      | 5.0000%  | N/A     | $3005356.00        | $1773950.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4138 | 2052-12-01      | 5.0000%  | N/A     | $1008.00           | $644.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX8880 | 2053-04-01      | 5.0000%  | N/A     | $87497.00          | $63083.91          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9041 | 2053-04-01      | 5.0000%  | N/A     | $517514.00         | $387424.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0115 | 2053-05-01      | 5.0000%  | N/A     | $5445302.00        | $3842588.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0889 | 2053-04-01      | 5.0000%  | N/A     | $44768.00          | $35868.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3392 | 2053-06-01      | 5.0000%  | N/A     | $1053320.00        | $796019.65         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4854 | 2053-06-01      | 5.0000%  | N/A     | $1484308.00        | $740170.85         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA3229 | 2049-03-01      | 5.0000%  | N/A     | $6304650.00        | $1469051.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3649 | 2052-05-01      | 5.0000%  | N/A     | $1008.00           | $698.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3883 | 2052-06-01      | 5.0000%  | N/A     | $10588071.00       | $6622975.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4036 | 2052-07-01      | 5.0000%  | N/A     | $22634.00          | $15892.41          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4351 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $730.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5282 | 2052-12-01      | 5.0000%  | N/A     | $8541088.00        | $7086599.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | N/A     | $35355698.00       | $28440013.98       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6434 | 2053-06-01      | 5.0000%  | N/A     | $160866.00         | $139340.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6859 | 2053-08-01      | 5.0000%  | N/A     | $37000000.00       | $30742684.56       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | N/A     | $41352684.00       | $33465483.34       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | N/A     | $8080040.00        | $6446283.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8316 | 2054-04-01      | 5.0000%  | N/A     | $1604640.00        | $1369863.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8982 | 2054-08-01      | 5.0000%  | N/A     | $136000.00         | $120484.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9476 | 2054-11-01      | 5.0000%  | N/A     | $33446272.00       | $30231364.87       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0386 | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $930.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0424 | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $961.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2712 | 2056-05-01      | 5.0000%  | N/A     | $1024.00           | $1022.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB0948 | 2054-04-01      | 5.0000%  | N/A     | $89799.00          | $80478.35          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB2732 | 2054-04-01      | 5.0000%  | N/A     | $2042853.00        | $980911.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3674 | 2054-10-01      | 5.0000%  | N/A     | $1055787.00        | $914044.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  | N/A     | $1502960.00        | $1454055.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  | N/A     | $7332896.00        | $5838465.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6386 | 2054-11-01      | 5.0000%  | N/A     | $1008.00           | $974.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7617 | 2054-11-01      | 5.0000%  | N/A     | $875460.00         | $850653.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC9742 | 2055-01-01      | 5.0000%  | N/A     | $1119318.00        | $1030120.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD1735 | 2055-02-01      | 5.0000%  | N/A     | $2035776.00        | $1433039.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD2497 | 2055-02-01      | 5.0000%  | N/A     | $7085752.00        | $6920557.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF0956 | 2055-10-01      | 5.0000%  | N/A     | $1381932.00        | $1356039.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF2392 | 2055-11-01      | 5.0000%  | N/A     | $1438362.00        | $1421564.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF2770 | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $991.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4139 | 2055-11-01      | 5.0000%  | N/A     | $1916873.00        | $1885394.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4428 | 2055-11-01      | 5.0000%  | N/A     | $5807120.00        | $5719510.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5054 | 2055-11-01      | 5.0000%  | N/A     | $499007.00         | $474455.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5367 | 2055-12-01      | 5.0000%  | N/A     | $1165000.00        | $1156731.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF7765 | 2056-01-01      | 5.0000%  | N/A     | $1008.00           | $987.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8614 | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $956.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8770 | 2056-02-01      | 5.0000%  | N/A     | $6879395.00        | $6790232.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9505 | 2056-01-01      | 5.0000%  | N/A     | $2560872.00        | $2521854.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG0147 | 2056-01-01      | 5.0000%  | N/A     | $3218128.00        | $3175209.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1352 | 2056-03-01      | 5.0000%  | N/A     | $1921921.00        | $1893549.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1817 | 2056-02-01      | 5.0000%  | N/A     | $3242982.00        | $3177903.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1851 | 2056-02-01      | 5.0000%  | N/A     | $1269714.00        | $1252629.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1912 | 2056-03-01      | 5.0000%  | N/A     | $2548608.00        | $2518240.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2349 | 2056-03-01      | 5.0000%  | N/A     | $1470500.00        | $1452863.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2842 | 2056-03-01      | 5.0000%  | N/A     | $2372904.00        | $2355691.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2844 | 2056-03-01      | 5.0000%  | N/A     | $489728.00         | $486899.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2879 | 2056-02-01      | 5.0000%  | N/A     | $3925792.00        | $3874999.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3576 | 2056-03-01      | 5.0000%  | N/A     | $1952599.00        | $1929945.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3583 | 2056-03-01      | 5.0000%  | N/A     | $1588846.00        | $1581707.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3596 | 2056-03-01      | 5.0000%  | N/A     | $2293771.00        | $2261306.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3934 | 2056-03-01      | 5.0000%  | N/A     | $2953923.00        | $2935435.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3935 | 2056-03-01      | 5.0000%  | N/A     | $4362419.00        | $4332640.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4202 | 2056-03-01      | 5.0000%  | N/A     | $1949275.00        | $1927788.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4216 | 2056-04-01      | 5.0000%  | N/A     | $1163650.00        | $1151549.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4242 | 2056-04-01      | 5.0000%  | N/A     | $1199000.00        | $1191556.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4244 | 2056-04-01      | 5.0000%  | N/A     | $491125.00         | $486661.08         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4608 | 2056-04-01      | 5.0000%  | N/A     | $2189440.00        | $2178251.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4609 | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $990.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5044 | 2056-03-01      | 5.0000%  | N/A     | $214651.00         | $211334.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6099 | 2056-04-01      | 5.0000%  | N/A     | $13826.00          | $13605.12          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6197 | 2056-04-01      | 5.0000%  | N/A     | $1006.00           | $996.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6400 | 2056-04-01      | 5.0000%  | N/A     | $4195845.00        | $4156389.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6657 | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $993.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG9040 | 2056-05-01      | 5.0000%  | N/A     | $1168072.00        | $1165335.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG9803 | 2056-05-01      | 5.0000%  | N/A     | $4532484.00        | $4486775.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDH1780 | 2056-06-01      | 5.0000%  | N/A     | $1000.00           | $990.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0035 | 2054-12-01      | 5.0000%  | N/A     | $7255.00           | $6539.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0624 | 2054-11-01      | 5.0000%  | N/A     | $6993704.00        | $6604236.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2198 | 2055-07-01      | 5.0000%  | N/A     | $6632323.00        | $6027278.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3251 | 2055-11-01      | 5.0000%  | N/A     | $584008.00         | $569844.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4438 | 2056-02-01      | 5.0000%  | N/A     | $3654460.00        | $3575136.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3658 | 2053-01-01      | 5.0000%  | N/A     | $2942129.00        | $2241645.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | N/A     | $264298.00         | $216191.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995867 | 2039-06-01      | 5.5000%  | N/A     | $38609152.00       | $691617.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  | N/A     | $1024.00           | $39.18             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1684 | 2055-05-01      | 5.5000%  | N/A     | $1169980.00        | $1169083.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1057 | 2052-12-01      | 5.5000%  | N/A     | $996972.00         | $742469.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1107 | 2052-10-01      | 5.5000%  | N/A     | $1750450.00        | $980392.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  | N/A     | $2905536.00        | $1687622.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5245 | 2053-01-01      | 5.5000%  | N/A     | $995069.00         | $581298.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6302 | 2053-02-01      | 5.5000%  | N/A     | $1055897.00        | $828704.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  | N/A     | $3187400.00        | $2056994.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9008 | 2053-04-01      | 5.5000%  | N/A     | $1049550.00        | $664273.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1338 | 2054-02-01      | 5.5000%  | N/A     | $1756885.00        | $1659916.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1814 | 2053-05-01      | 5.5000%  | N/A     | $1360200.00        | $709098.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3184 | 2053-04-01      | 5.5000%  | N/A     | $1098764.00        | $531462.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6826 | 2053-07-01      | 5.5000%  | N/A     | $682130.00         | $305134.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6988 | 2053-07-01      | 5.5000%  | N/A     | $1995624.00        | $1689556.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  | N/A     | $5353729.00        | $3669397.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  | N/A     | $1619200.00        | $1578530.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  | N/A     | $38362341.00       | $28440030.79       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4917 | 2052-10-01      | 5.5000%  | N/A     | $835000.00         | $547918.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $755.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | N/A     | $39521655.00       | $28880011.04       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  | N/A     | $9717696.00        | $7327757.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  | N/A     | $48989248.00       | $33293272.66       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5464 | 2053-01-01      | 5.5000%  | N/A     | $8004200.00        | $6485099.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  | N/A     | $2471.00           | $1792.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5762 | 2053-02-01      | 5.5000%  | N/A     | $55000.00          | $36226.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5905 | 2053-03-01      | 5.5000%  | N/A     | $5783645.00        | $4085654.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5989 | 2053-03-01      | 5.5000%  | N/A     | $2259972.00        | $1675745.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | N/A     | $77671168.00       | $64094662.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | N/A     | $37904060.00       | $28580628.09       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7434 | 2053-11-01      | 5.5000%  | N/A     | $4541088.00        | $3773764.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  | N/A     | $42552520.00       | $31271482.68       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  | N/A     | $2245000.00        | $1722008.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $837.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  | N/A     | $487993.00         | $420909.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8838 | 2054-07-01      | 5.5000%  | N/A     | $4346256.00        | $3750315.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  | N/A     | $2000.00           | $1749.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8939 | 2054-05-01      | 5.5000%  | N/A     | $2621860.00        | $1959739.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9059 | 2054-08-01      | 5.5000%  | N/A     | $3375563.00        | $2829658.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9325 | 2054-10-01      | 5.5000%  | N/A     | $5179744.00        | $4141500.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9326 | 2054-10-01      | 5.5000%  | N/A     | $205968.00         | $182923.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  | N/A     | $31206452.00       | $28035734.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | N/A     | $1120.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9792 | 2055-01-01      | 5.5000%  | N/A     | $30165486.00       | $26565166.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9793 | 2055-01-01      | 5.5000%  | N/A     | $923490.00         | $852068.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0699 | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $965.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA5967 | 2053-12-01      | 5.5000%  | N/A     | $107334.00         | $103987.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0283 | 2054-03-01      | 5.5000%  | N/A     | $1008.00           | $761.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB1987 | 2054-10-01      | 5.5000%  | N/A     | $1086762.00        | $863228.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2561 | 2054-06-01      | 5.5000%  | N/A     | $1404592.00        | $1394266.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3998 | 2054-05-01      | 5.5000%  | N/A     | $2155696.00        | $1908529.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5275 | 2054-06-01      | 5.5000%  | N/A     | $2260266.00        | $1780767.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277 | 2054-06-01      | 5.5000%  | N/A     | $2321160.00        | $1772762.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5285 | 2054-06-01      | 5.5000%  | N/A     | $1008.00           | $825.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5584 | 2054-06-01      | 5.5000%  | N/A     | $1172115.00        | $1106010.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5938 | 2054-06-01      | 5.5000%  | N/A     | $8576891.00        | $7380993.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB9254 | 2054-08-01      | 5.5000%  | N/A     | $1035860.00        | $1013817.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1613 | 2054-10-01      | 5.5000%  | N/A     | $5107990.00        | $3280965.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3490 | 2054-10-01      | 5.5000%  | N/A     | $11135.00          | $11033.01          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3722 | 2054-11-01      | 5.5000%  | N/A     | $770544.00         | $579948.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4371 | 2054-10-01      | 5.5000%  | N/A     | $5355700.00        | $4748500.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4377 | 2054-10-01      | 5.5000%  | N/A     | $1320555.00        | $1001722.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7008 | 2054-12-01      | 5.5000%  | N/A     | $1932690.00        | $1515757.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9823 | 2055-01-01      | 5.5000%  | N/A     | $1129806.00        | $897455.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD0223 | 2055-03-01      | 5.5000%  | N/A     | $51841.00          | $50995.88          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD0401 | 2055-02-01      | 5.5000%  | N/A     | $7615976.00        | $7251937.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1108 | 2055-01-01      | 5.5000%  | N/A     | $1065774.00        | $843732.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9209 | 2055-06-01      | 5.5000%  | N/A     | $1161469.00        | $1047580.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0953 | 2055-06-01      | 5.5000%  | N/A     | $1311844.00        | $1310186.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2085 | 2055-06-01      | 5.5000%  | N/A     | $2095316.00        | $1953872.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2153 | 2055-06-01      | 5.5000%  | N/A     | $81595.00          | $68671.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE5161 | 2055-06-01      | 5.5000%  | N/A     | $2690820.00        | $2698226.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6707 | 2055-08-01      | 5.5000%  | N/A     | $30322752.00       | $29132227.67       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7987 | 2055-09-01      | 5.5000%  | N/A     | $1405368.00        | $1206846.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8729 | 2055-09-01      | 5.5000%  | N/A     | $35111424.00       | $32763481.39       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8968 | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $999.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0790 | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $979.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1081 | 2055-10-01      | 5.5000%  | N/A     | $1068050.00        | $1080838.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1125 | 2055-10-01      | 5.5000%  | N/A     | $1234400.00        | $1245785.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3099 | 2055-12-01      | 5.5000%  | N/A     | $1584845.00        | $1598011.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5304 | 2055-12-01      | 5.5000%  | N/A     | $1232481.00        | $1245732.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6417 | 2055-12-01      | 5.5000%  | N/A     | $2108456.00        | $2134053.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6795 | 2055-12-01      | 5.5000%  | N/A     | $5006568.00        | $5053231.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8017 | 2055-12-01      | 5.5000%  | N/A     | $1288663.00        | $1300873.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8372 | 2056-02-01      | 5.5000%  | N/A     | $1613100.00        | $1307330.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8570 | 2056-01-01      | 5.5000%  | N/A     | $3566424.00        | $3499678.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8837 | 2056-01-01      | 5.5000%  | N/A     | $5353976.00        | $4787206.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8916 | 2056-01-01      | 5.5000%  | N/A     | $1097461.00        | $808947.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $989.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0318 | 2056-02-01      | 5.5000%  | N/A     | $1375552.00        | $1187289.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1202 | 2056-02-01      | 5.5000%  | N/A     | $1522504.00        | $1546370.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1369 | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1015.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1389 | 2056-02-01      | 5.5000%  | N/A     | $2609536.00        | $2653313.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2199 | 2056-01-01      | 5.5000%  | N/A     | $1642640.00        | $1655723.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3055 | 2056-03-01      | 5.5000%  | N/A     | $6090369.00        | $6131870.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3264 | 2056-03-01      | 5.5000%  | N/A     | $1890760.00        | $1915982.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3300 | 2056-04-01      | 5.5000%  | N/A     | $2641894.00        | $2695862.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG4247 | 2056-04-01      | 5.5000%  | N/A     | $1437000.00        | $1450377.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG4547 | 2056-04-01      | 5.5000%  | N/A     | $1395850.00        | $1422685.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5093 | 2056-03-01      | 5.5000%  | N/A     | $3088685.00        | $3130389.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5207 | 2056-04-01      | 5.5000%  | N/A     | $1183117.00        | $1198486.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5389 | 2056-03-01      | 5.5000%  | N/A     | $2020.00           | $2071.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6250 | 2056-04-01      | 5.5000%  | N/A     | $4416308.00        | $4474559.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG7990 | 2056-04-01      | 5.5000%  | N/A     | $1001.00           | $1013.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG8347 | 2056-05-01      | 5.5000%  | N/A     | $5811539.00        | $5894472.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG8349 | 2056-05-01      | 5.5000%  | N/A     | $5712850.00        | $5804435.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9894 | 2056-05-01      | 5.5000%  | N/A     | $5072134.00        | $5140027.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH1162 | 2056-06-01      | 5.5000%  | N/A     | $1000.00           | $1011.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH1566 | 2056-06-01      | 5.5000%  | N/A     | $623765.00         | $638375.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH1899 | 2056-06-01      | 5.5000%  | N/A     | $2375362.00        | $2429890.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH2017 | 2056-06-01      | 5.5000%  | N/A     | $1000.00           | $1024.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0716 | 2054-07-01      | 5.5000%  | N/A     | $25328.00          | $23970.52          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  | N/A     | $5652590.00        | $4893520.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2007 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $820.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  | N/A     | $23337397.00       | $22008553.49       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2295 | 2055-07-01      | 5.5000%  | N/A     | $5889248.00        | $5600198.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  | N/A     | $1824272.00        | $1715284.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2497 | 2055-09-01      | 5.5000%  | N/A     | $4324059.00        | $4041723.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2630 | 2055-08-01      | 5.5000%  | N/A     | $4013000.00        | $3933438.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3261 | 2055-10-01      | 5.5000%  | N/A     | $52001.00          | $49062.62          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3747 | 2054-11-01      | 5.5000%  | N/A     | $34125342.00       | $31161736.28       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $752.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  | N/A     | $7805040.00        | $6268361.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9042 | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $859.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9682 | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $900.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $891.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $863.20            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  | N/A     | $2393000.00        | $655484.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDE2821 | 2040-06-01      | 6.0000%  | N/A     | $218658.00         | $217487.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDG9916 | 2041-05-01      | 6.0000%  | N/A     | $1000.00           | $1036.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872247 | 2036-05-01      | 6.0000%  | N/A     | $103789360.00      | $229844.01         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872293 | 2036-05-01      | 6.0000%  | N/A     | $80522496.00       | $677327.63         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  | N/A     | $22708878.00       | $268130.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL881723 | 2036-03-01      | 6.0000%  | N/A     | $38734003.00       | $228938.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV1683 | 2055-05-01      | 6.0000%  | N/A     | $74464.00          | $64883.28          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  | N/A     | $1004571.00        | $379824.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3526 | 2055-10-01      | 6.0000%  | N/A     | $92293.00          | $62719.81          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4083 | 2053-02-01      | 6.0000%  | N/A     | $989896.00         | $889913.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9232 | 2053-04-01      | 6.0000%  | N/A     | $3338700.00        | $2112536.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9444 | 2053-03-01      | 6.0000%  | N/A     | $7684540.00        | $3723060.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2148 | 2053-06-01      | 6.0000%  | N/A     | $1379376.00        | $801831.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3476 | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $431.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9868 | 2053-10-01      | 6.0000%  | N/A     | $787888.00         | $791536.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5602 | 2053-02-01      | 6.0000%  | N/A     | $43724992.00       | $28427442.94       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $780.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5853 | 2053-03-01      | 6.0000%  | N/A     | $6253672.00        | $4578036.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  | N/A     | $47915712.00       | $30233799.25       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  | N/A     | $50000000.00       | $33562149.29       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6095 | 2053-04-01      | 6.0000%  | N/A     | $8014490.00        | $5205504.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6191 | 2053-05-01      | 6.0000%  | N/A     | $7850374.00        | $5837947.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6192 | 2053-05-01      | 6.0000%  | N/A     | $8014360.00        | $6137300.50        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839 | 2053-08-01      | 6.0000%  | N/A     | $1040.00           | $794.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7051 | 2053-09-01      | 6.0000%  | N/A     | $37301267.00       | $27963131.11       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  | N/A     | $12108130.00       | $9173943.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | N/A     | $41719245.00       | $30400273.59       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $735.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | N/A     | $36551344.00       | $28567148.25       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8165 | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $637.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | N/A     | $39503116.00       | $31124890.50       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8713 | 2054-06-01      | 6.0000%  | N/A     | $3406009.00        | $3069945.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  | N/A     | $34719340.00       | $28298824.11       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9987 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $895.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  | N/A     | $2084468.00        | $1850509.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5943 | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $773.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7292 | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $753.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8176 | 2054-08-01      | 6.0000%  | N/A     | $1165984.00        | $983937.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8615 | 2054-06-01      | 6.0000%  | N/A     | $542229.00         | $551057.37         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3867 | 2054-11-01      | 6.0000%  | N/A     | $3582493.00        | $2723571.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4593 | 2054-11-01      | 6.0000%  | N/A     | $1629633.00        | $1462233.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4739 | 2055-07-01      | 6.0000%  | N/A     | $1231896.00        | $1253399.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7489 | 2054-12-01      | 6.0000%  | N/A     | $2355200.00        | $1956398.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7619 | 2054-10-01      | 6.0000%  | N/A     | $284604.00         | $291384.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9628 | 2055-01-01      | 6.0000%  | N/A     | $1696420.00        | $1542536.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9957 | 2055-01-01      | 6.0000%  | N/A     | $1650638.00        | $1094984.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4796 | 2055-02-01      | 6.0000%  | N/A     | $1401008.00        | $1438825.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8500 | 2055-05-01      | 6.0000%  | N/A     | $31766.00          | $26055.51          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9393 | 2055-05-01      | 6.0000%  | N/A     | $1566300.00        | $1626873.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0615 | 2055-06-01      | 6.0000%  | N/A     | $353226.00         | $308101.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5058 | 2055-08-01      | 6.0000%  | N/A     | $2339949.00        | $1872133.11        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5141 | 2055-07-01      | 6.0000%  | N/A     | $4047441.00        | $4014985.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7424 | 2055-08-01      | 6.0000%  | N/A     | $1814642.00        | $1846344.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8188 | 2055-07-01      | 6.0000%  | N/A     | $3045101.00        | $2317370.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9207 | 2055-10-01      | 6.0000%  | N/A     | $1279500.00        | $433727.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9786 | 2055-10-01      | 6.0000%  | N/A     | $38000.00          | $35855.20          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9966 | 2055-09-01      | 6.0000%  | N/A     | $4657592.00        | $3833028.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1058 | 2055-10-01      | 6.0000%  | N/A     | $1948080.00        | $1985156.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1905 | 2055-10-01      | 6.0000%  | N/A     | $1473632.00        | $1413042.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2766 | 2056-03-01      | 6.0000%  | N/A     | $1000.00           | $1034.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF9080 | 2056-01-01      | 6.0000%  | N/A     | $4606179.00        | $4511720.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF9937 | 2056-01-01      | 6.0000%  | N/A     | $1160663.00        | $1192229.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG0700 | 2056-01-01      | 6.0000%  | N/A     | $1088252.00        | $1129215.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3294 | 2056-03-01      | 6.0000%  | N/A     | $1160000.00        | $1196270.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG4478 | 2056-03-01      | 6.0000%  | N/A     | $1264180.00        | $1304630.03        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG5387 | 2056-03-01      | 6.0000%  | N/A     | $1166310.00        | $1200525.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG5411 | 2056-02-01      | 6.0000%  | N/A     | $1003.00           | $684.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG6401 | 2056-04-01      | 6.0000%  | N/A     | $1002.00           | $1031.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9564 | 2056-05-01      | 6.0000%  | N/A     | $1000.00           | $1034.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9808 | 2056-05-01      | 6.0000%  | N/A     | $4650040.00        | $4797560.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9932 | 2056-05-01      | 6.0000%  | N/A     | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0011 | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $692.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0735 | 2055-02-01      | 6.0000%  | N/A     | $2794070.00        | $2354636.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $873.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1573 | 2055-03-01      | 6.0000%  | N/A     | $6954660.00        | $4925942.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1963 | 2055-06-01      | 6.0000%  | N/A     | $2000.00           | $1715.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2008 | 2054-09-01      | 6.0000%  | N/A     | $46088504.00       | $32373438.96       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2012 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $549.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2328 | 2055-06-01      | 6.0000%  | N/A     | $34362.00          | $30604.03          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3240 | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $856.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3324 | 2055-08-01      | 6.0000%  | N/A     | $2051.00           | $1882.01           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3609 | 2055-09-01      | 6.0000%  | N/A     | $2869248.00        | $2790004.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3794 | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $973.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5977 | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $768.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9454 | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $883.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTBV1454 | 2045-04-01      | 6.0000%  | N/A     | $2376400.00        | $2232230.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL0814 | 2040-06-01      | 6.5000%  | N/A     | $1000.00           | $25.94             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL2859 | 2031-11-01      | 6.5000%  | N/A     | $19924127.00       | $489311.88         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4136 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $748.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV5832 | 2055-07-01      | 6.5000%  | N/A     | $3531240.00        | $2775904.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY0913 | 2053-03-01      | 6.5000%  | N/A     | $1731499.00        | $1028937.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY1837 | 2053-05-01      | 6.5000%  | N/A     | $1799879.00        | $910593.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  | N/A     | $40888244.00       | $29215523.59       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  | N/A     | $50317745.00       | $25955231.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7907 | 2053-11-01      | 6.5000%  | N/A     | $1934930.00        | $799155.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  | N/A     | $51941582.00       | $32844772.07       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8552 | 2054-05-01      | 6.5000%  | N/A     | $42586861.00       | $30407602.93       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  | N/A     | $35794245.00       | $28387037.84       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9743 | 2055-01-01      | 6.5000%  | N/A     | $40872144.00       | $29342575.59       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9834 | 2055-01-01      | 6.5000%  | N/A     | $43852585.00       | $26745189.00       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA0598 | 2053-11-01      | 6.5000%  | N/A     | $350900.00         | $279099.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1473 | 2053-09-01      | 6.5000%  | N/A     | $10101759.00       | $4545947.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA2726 | 2053-12-01      | 6.5000%  | N/A     | $5286845.00        | $1311610.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA3178 | 2053-11-01      | 6.5000%  | N/A     | $1789061.00        | $1533689.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4711 | 2053-12-01      | 6.5000%  | N/A     | $1070344.00        | $487464.13         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB0446 | 2054-05-01      | 6.5000%  | N/A     | $2218038.00        | $2281017.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB0479 | 2054-05-01      | 6.5000%  | N/A     | $1168412.00        | $816763.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1816 | 2054-04-01      | 6.5000%  | N/A     | $58000.00          | $40971.89          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5196 | 2054-07-01      | 6.5000%  | N/A     | $8227730.00        | $5737657.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7735 | 2054-06-01      | 6.5000%  | N/A     | $1025528.00        | $889658.28         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8006 | 2054-07-01      | 6.5000%  | N/A     | $1347310.00        | $1163905.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9989 | 2054-07-01      | 6.5000%  | N/A     | $179324.00         | $138369.01         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0377 | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $882.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1413 | 2054-08-01      | 6.5000%  | N/A     | $1287621.00        | $1225460.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1414 | 2054-08-01      | 6.5000%  | N/A     | $1701489.00        | $1450329.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7679 | 2054-12-01      | 6.5000%  | N/A     | $3180104.00        | $2703052.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8582 | 2054-11-01      | 6.5000%  | N/A     | $525501.00         | $547040.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9630 | 2055-01-01      | 6.5000%  | N/A     | $3033275.00        | $2338884.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9909 | 2055-01-01      | 6.5000%  | N/A     | $1657941.00        | $749905.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0569 | 2055-03-01      | 6.5000%  | N/A     | $2073759.00        | $1618959.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8615 | 2055-05-01      | 6.5000%  | N/A     | $2321572.00        | $1317409.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1074 | 2055-06-01      | 6.5000%  | N/A     | $3749897.00        | $3347694.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2431 | 2055-05-01      | 6.5000%  | N/A     | $2784732.00        | $1959950.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3278 | 2055-07-01      | 6.5000%  | N/A     | $2318870.00        | $1401984.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4335 | 2055-07-01      | 6.5000%  | N/A     | $990000.00         | $914496.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5602 | 2055-08-01      | 6.5000%  | N/A     | $1706770.00        | $1593240.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8686 | 2055-09-01      | 6.5000%  | N/A     | $1048582.00        | $1047877.43        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  | N/A     | $1675024.00        | $1735759.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1103 | 2055-10-01      | 6.5000%  | N/A     | $2293433.00        | $1611753.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1644 | 2055-10-01      | 6.5000%  | N/A     | $9024928.00        | $8870950.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF2338 | 2055-10-01      | 6.5000%  | N/A     | $998740.00         | $1045963.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4157 | 2055-11-01      | 6.5000%  | N/A     | $713346.00         | $617187.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG0782 | 2056-01-01      | 6.5000%  | N/A     | $5622952.00        | $5235217.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG2827 | 2056-03-01      | 6.5000%  | N/A     | $4808068.00        | $5040720.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG9956 | 2056-05-01      | 6.5000%  | N/A     | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  | N/A     | $43494656.00       | $30949936.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1859 | 2040-05-01      | 6.5000%  | N/A     | $4984488.00        | $4172506.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2300 | 2054-07-01      | 6.5000%  | N/A     | $2010.00           | $1365.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2923 | 2055-06-01      | 6.5000%  | N/A     | $3066825.00        | $2803418.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2977 | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $853.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5502 | 2054-08-01      | 6.5000%  | N/A     | $4050.00           | $4337.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  | N/A     | $2000.00           | $1026.21           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  | N/A     | $1000.00           | $7.48              | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8890 | 2054-07-01      | 7.0000%  | N/A     | $48640968.00       | $26642290.70       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA0309 | 2054-01-01      | 7.0000%  | N/A     | $1370881.00        | $797019.55         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB1895 | 2054-03-01      | 7.0000%  | N/A     | $1056950.00        | $758723.82         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB5210 | 2054-06-01      | 7.0000%  | N/A     | $2251288.00        | $1440916.14        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB5630 | 2054-06-01      | 7.0000%  | N/A     | $1432174.00        | $1489935.75        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB5843 | 2054-05-01      | 7.0000%  | N/A     | $1115202.00        | $826325.40         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7506 | 2054-07-01      | 7.0000%  | N/A     | $1208426.00        | $760334.97         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC6581 | 2054-11-01      | 7.0000%  | N/A     | $1712304.00        | $1515675.88        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC9604 | 2055-01-01      | 7.0000%  | N/A     | $2085018.00        | $2054909.41        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2182 | 2055-06-01      | 7.0000%  | N/A     | $1109006.00        | $1048026.12        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2184 | 2055-06-01      | 7.0000%  | N/A     | $1396200.00        | $1488961.96        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8588 | 2055-09-01      | 7.0000%  | N/A     | $1000.00           | $176.76            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF0479 | 2055-09-01      | 7.0000%  | N/A     | $635913.00         | $679705.79         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF1073 | 2055-10-01      | 7.0000%  | N/A     | $1075481.00        | $936374.25         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF3886 | 2055-11-01      | 7.0000%  | N/A     | $1885796.00        | $1817843.24        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFA1135 | 2054-06-01      | 7.0000%  | N/A     | $9251360.00        | $6568888.30        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB7877 | 2053-12-01      | 7.5000%  | N/A     | $8943874.00        | $3907392.72        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA7676 | 2053-12-01      | 7.5000%  | N/A     | $1897150.00        | $294259.11         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDC2619 | 2055-04-01      | 7.5000%  | N/A     | $1000.00           | $1068.76           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDD3905 | 2055-02-01      | 7.5000%  | N/A     | $1016172.00        | $1086796.05        | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBY9934 | 2053-12-01      | 8.0000%  | N/A     | $511475.00         | $465520.53         | Agency Mortgage-Backed Securities  |

### Security 173: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ58CTU2
- **C.18 - Value (incl. sponsor support):** $510000000.00
- **C.18.a - Value (excl. sponsor support):** $510000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  | N/A     | $193623400.00      | $194430148.30      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $49937700.00       | $50149312.52       | U.S. Treasuries (including strips) |
| BILL 04/15/27    | 2027-04-15      | 0.0000%  | N/A     | $199850000.00      | $193446406.30      | U.S. Treasuries (including strips) |
| BILL 11/27/26    | 2026-11-27      | 0.0000%  | N/A     | $83684000.00       | $82174173.27       | U.S. Treasuries (including strips) |

### Security 174: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ58CTV0
- **C.18 - Value (incl. sponsor support):** $419000000.00
- **C.18.a - Value (excl. sponsor support):** $419000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $1600.00           | $1402.12           | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $100.00            | $94.13             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | N/A     | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $100.00            | $97.90             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $400.00            | $321.60            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | N/A     | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $40071700.00       | $40332539.33       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $200.00            | $204.21            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $100.00            | $103.06            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | N/A     | $270783400.00      | $273817981.30      | U.S. Treasuries (including strips) |
| BILL 06/11/26    | 2026-06-11      | 0.0000%  | N/A     | $18643300.00       | $18624582.13       | U.S. Treasuries (including strips) |
| BILL 07/02/26    | 2026-07-02      | 0.0000%  | N/A     | $20235900.00       | $20172966.35       | U.S. Treasuries (including strips) |
| BILL 11/27/26    | 2026-11-27      | 0.0000%  | N/A     | $75797000.00       | $74429470.53       | U.S. Treasuries (including strips) |

### Security 175: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B8J04
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | N/A     | $100.00            | $91.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $200.00            | $126.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | N/A     | $600.00            | $611.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | N/A     | $700.00            | $678.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $223100.00         | $189906.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $1600.00           | $782.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $100.00            | $73.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8330%  | N/A     | $100.00            | $100.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $1000.00           | $1016.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | N/A     | $7250000.00        | $5566728.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $25735000.00       | $25514060.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $300.00            | $303.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $1600.00           | $1584.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $379900.00         | $385818.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $1200.00           | $1205.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $97.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | N/A     | $361300.00         | $361316.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $47662200.00       | $47060921.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $300.00            | $270.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $2000.00           | $1984.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $20765800.00       | $11542087.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $1000.00           | $1007.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $200.00            | $142.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $200.00            | $199.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $4550600.00        | $4087924.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $300.00            | $291.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $3482100.00        | $3543629.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $3100.00           | $3038.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $200.00            | $195.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $300.00            | $266.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $8258400.00        | $5811190.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $36070100.00       | $36565309.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $1100.00           | $1107.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $800.00            | $716.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-22      | 0.0000%  | N/A     | $63891000.00       | $62972311.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | N/A     | $32817500.00       | $28299469.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $100.00            | $96.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $64679000.00       | $64803000.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $65826000.00       | $62846956.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $1100.00           | $738.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $2600.00           | $2648.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | N/A     | $400.00            | $250.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $1000.00           | $623.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $700.00            | $704.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | N/A     | $363000.00         | $359512.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $100.00            | $69.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $35394800.00       | $22748843.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $300.00            | $295.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $500.00            | $473.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $202555300.00      | $211473582.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $1000.00           | $1027.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $3000.00           | $2979.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $1000.00           | $961.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $3000.00           | $3040.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $1000.00           | $1015.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $5000.00           | $4986.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $1000.00           | $1011.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $1300.00           | $1301.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $700.00            | $714.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | N/A     | $2000.00           | $2093.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | N/A     | $25885300.00       | $25788301.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $2000.00           | $1938.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $45310800.00       | $39706985.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $4313200.00        | $4342228.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $1100.00           | $805.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $1000.00           | $1012.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | N/A     | $1000.00           | $984.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $200.00            | $191.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $36735800.00       | $34828970.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $300.00            | $309.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $2324700.00        | $2331820.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $11320800.00       | $11380998.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $1276400.00        | $1299447.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $200.00            | $190.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $92590700.00       | $90568662.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $5746100.00        | $5782634.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $700.00            | $481.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $1400.00           | $1349.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $1000.00           | $1008.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $3792600.00        | $3703898.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $9991200.00        | $10097434.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $1000.00           | $970.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $100.00            | $96.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $3400.00           | $3488.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $714200.00         | $727672.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $100.00            | $103.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | N/A     | $100.00            | $97.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | N/A     | $51305500.00       | $50860219.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $200.00            | $203.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | N/A     | $100.00            | $97.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | N/A     | $200.00            | $197.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $200.00            | $202.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $1200.00           | $754.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $279809800.00      | $213145480.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $150000800.00      | $155110592.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $200.00            | $193.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | N/A     | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $600.00            | $454.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $500.00            | $500.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $2863600.00        | $2875734.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $18899900.00       | $10302719.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $112100.00         | $113444.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $2000.00           | $1987.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $1000.00           | $898.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | N/A     | $1000.00           | $994.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $306900.00         | $310523.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $17097200.00       | $17360976.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $96.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $200.00            | $200.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $400.00            | $188.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $175300.00         | $166640.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $300.00            | $305.93            | U.S. Treasuries (including strips) |

### Security 176: Fixed Income Clearing Corporation - Barclays

- **C.1 - Title:** Fixed Income Clearing Corporation - Barclays
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B21W6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $300.00            | $260.48            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $400.00            | $370.65            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | N/A     | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  | N/A     | $118152800.00      | $117694079.26      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | N/A     | $49999800.00       | $49055061.39       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $400.00            | $402.25            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $10374900.00       | $10501859.03       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $17453000.00       | $17778042.37       | U.S. Treasuries (including strips) |
| BILL 06/23/26    | 2026-06-23      | 0.0000%  | N/A     | $39411000.00       | $39323625.81       | U.S. Treasuries (including strips) |
| BILL 08/20/26    | 2026-08-20      | 0.0000%  | N/A     | $17896000.00       | $17753136.23       | U.S. Treasuries (including strips) |
| BILL 08/27/26    | 2026-08-27      | 0.0000%  | N/A     | $1000.00           | $991.32            | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 3.8330%  | N/A     | $2881200.00        | $2891977.42        | U.S. Treasuries (including strips) |

### Security 177: Fixed Income Clearing Corporation - Barclays

- **C.1 - Title:** Fixed Income Clearing Corporation - Barclays
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5CUH30
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE G 32 | 2032-01-31      | 4.3750%  | N/A     | $400.00            | $409.34            | U.S. Treasuries (including strips) |
| 4 BOND 52       | 2052-11-15      | 4.0000%  | N/A     | $119828000.00      | $101999599.42      | U.S. Treasuries (including strips) |

### Security 178: Fixed Income Clearing Corporation - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation - CITI
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B2205
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | N/A     | $300.00            | $294.85            | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $4400.00           | $2953.78           | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | N/A     | $1000.00           | $689.64            | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $100.00            | $57.00             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | N/A     | $30599500.00       | $30692809.64       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | N/A     | $2500.00           | $2011.15           | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | N/A     | $500.00            | $393.67            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $100.00            | $74.78             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $100.00            | $86.23             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | N/A     | $100.00            | $89.39             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $2900.00           | $2954.71           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | N/A     | $100.00            | $96.16             | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $78137200.00       | $71284323.65       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | N/A     | $600.00            | $527.64            | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $8000.00           | $8024.50           | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | N/A     | $4300.00           | $4637.33           | U.S. Treasuries (including strips) |

### Security 179: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B2247
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | N/A     | $6361700.00        | $6063476.37        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | N/A     | $203000.00         | $201385.85         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $64900.00          | $64865.47          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $193000.00         | $184252.34         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  | N/A     | $8092300.00        | $8089158.58        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | N/A     | $8942500.00        | $8879841.26        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $25000.00          | $25214.02          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $90000.00          | $89351.23          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | N/A     | $53844800.00       | $54094347.74       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $579911200.00      | $572098972.22      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | N/A     | $1649300.00        | $1660117.07        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | N/A     | $270200.00         | $279537.77         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $2188100.00        | $2222267.23        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $143000.00         | $145239.97         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | N/A     | $850886400.00      | $869462400.21      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | N/A     | $20000.00          | $20074.47          | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $22500.00          | $22861.32          | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $11500.00          | $11849.32          | U.S. Treasuries (including strips) |
| BILL 02/18/27    | 2027-02-18      | 0.0000%  | N/A     | $6554800.00        | $6384860.26        | U.S. Treasuries (including strips) |

### Security 180: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B22B1
- **C.18 - Value (incl. sponsor support):** $6007000000.00
- **C.18.a - Value (excl. sponsor support):** $6007000000.00
- **C.19 - Percentage of Net Assets:** 3.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | N/A     | $12090200.00       | $10571087.79       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $17356600.00       | $16551779.99       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $22900.00          | $22840.07          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | N/A     | $3510100.00        | $3300703.44        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | N/A     | $20772000.00       | $19542848.69       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | N/A     | $10068000.00       | $9999236.11        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $6120000.00        | $5842400.06        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | N/A     | $24119900.00       | $23142116.69       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $38923500.00       | $37804057.13       | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $11591500.00       | $11506602.34       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $521006400.00      | $514669439.02      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $42262000.00       | $41791772.78       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  | N/A     | $48246300.00       | $48065509.39       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $966057600.00      | $961719507.85      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $22000000.00       | $22046094.98       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29 | 2029-04-15      | 3.8750%  | N/A     | $700022000.00      | $700065730.34      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $62000000.00       | $62550410.31       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  | N/A     | $196713200.00      | $195085333.06      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | N/A     | $541733600.00      | $550565234.46      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | N/A     | $17413000.00       | $17625078.42       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $2159289600.00     | $2223113051.50     | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | N/A     | $55011000.00       | $57580023.12       | U.S. Treasuries (including strips) |
| BILL 02/18/27    | 2027-02-18      | 0.0000%  | N/A     | $16311600.00       | $15888705.46       | U.S. Treasuries (including strips) |
| BILL 06/30/26    | 2026-06-30      | 0.0000%  | N/A     | $11296700.00       | $11263804.01       | U.S. Treasuries (including strips) |
| BILL 07/02/26    | 2026-07-02      | 0.0000%  | N/A     | $2663100.00        | $2654817.76        | U.S. Treasuries (including strips) |
| BILL 08/13/26    | 2026-08-13      | 0.0000%  | N/A     | $11867400.00       | $11781254.54       | U.S. Treasuries (including strips) |
| BILL 08/27/26    | 2026-08-27      | 0.0000%  | N/A     | $544106400.00      | $539384100.55      | U.S. Treasuries (including strips) |
| BILL 09/22/26    | 2026-09-22      | 0.0000%  | N/A     | $11969500.00       | $11833490.57       | U.S. Treasuries (including strips) |
| BILL 11/27/26    | 2026-11-27      | 0.0000%  | N/A     | $1194600.00        | $1173047.03        | U.S. Treasuries (including strips) |

### Security 181: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B8B36
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | N/A     | $24780500.00       | $23618840.26       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | N/A     | $100009600.00      | $99697299.30       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | N/A     | $319815600.00      | $305341916.26      | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | N/A     | $39999000.00       | $39680948.72       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $53223900.00       | $48762723.57       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $23777900.00       | $23532856.92       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | N/A     | $25000500.00       | $24844304.84       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $111996600.00      | $106467221.95      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $410300.00         | $390030.78         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $48784600.00       | $45891430.63       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | N/A     | $22900.00          | $22506.84          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $30203600.00       | $28834632.66       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | N/A     | $20529700.00       | $19318311.36       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | N/A     | $2071200.00        | $1947641.65        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $1498400.00        | $1421453.56        | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | N/A     | $20531300.00       | $20391072.34       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $1582600.00        | $1562634.85        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $2647100.00        | $2527028.95        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | N/A     | $90984300.00       | $87295937.68       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $11738200.00       | $11400608.46       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $1760200.00        | $1700739.79        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | N/A     | $94179500.00       | $94220257.99       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | N/A     | $49519700.00       | $48528204.19       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $4458800.00        | $4404567.96        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  | N/A     | $50851700.00       | $50831959.43       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $88195900.00       | $87214590.24       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | N/A     | $48998200.00       | $48826468.77       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | N/A     | $7265600.00        | $7291863.98        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE V 31  | 2031-02-28      | 3.5000%  | N/A     | $3414000.00        | $3352226.34        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $46458100.00       | $46154364.01       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | N/A     | $22416000.00       | $22558522.54       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $212406400.00      | $210317823.12      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $77967900.00       | $76412741.25       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $31013800.00       | $30361352.24       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $46337700.00       | $46339423.61       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $96992700.00       | $97178650.82       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $17805400.00       | $18049851.81       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $61500.00          | $62063.66          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  | N/A     | $910300.00         | $891462.43         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $12840100.00       | $12865306.18       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $2250100.00        | $2249366.65        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  | N/A     | $38965300.00       | $38819287.55       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $15245700.00       | $15135799.80       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  | N/A     | $457900.00         | $457022.24         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  | N/A     | $54035500.00       | $54478405.24       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $4514600.00        | $4494327.14        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | N/A     | $46061400.00       | $45792658.45       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | N/A     | $105062600.00      | $106179712.15      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $251847600.00      | $253675405.52      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $46707700.00       | $46883097.48       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $4700.00           | $4766.96           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $50895900.00       | $51659147.50       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $57825700.00       | $56562876.49       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | N/A     | $2457300.00        | $2457416.93        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  | N/A     | $59000600.00       | $58662797.12       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $48277700.00       | $48036102.38       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  | N/A     | $263907600.00      | $261723677.12      | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | N/A     | $42487700.00       | $42860728.16       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | N/A     | $1000.00           | $1017.49           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | N/A     | $22200.00          | $22638.41          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | N/A     | $21262800.00       | $21686782.23       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  | N/A     | $172641400.00      | $173637211.63      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $10218100.00       | $10413322.84       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $17075000.00       | $17341626.50       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | N/A     | $18714200.00       | $18799044.18       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $210738800.00      | $209657982.54      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $49974900.00       | $50274828.87       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $249081600.00      | $255947932.01      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $700.00            | $714.74            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | N/A     | $100.00            | $102.30            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $1100.00           | $1116.97           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $99247400.00       | $99672318.03       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | N/A     | $300010800.00      | $306226904.10      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $50254000.00       | $50846190.68       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $216740800.00      | $223368415.14      | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | N/A     | $64751600.00       | $62742988.48       | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $111792800.00      | $112622266.14      | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $5622200.00        | $5626454.17        | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $12477300.00       | $12515519.06       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $36633800.00       | $37221487.47       | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | N/A     | $13013900.00       | $13621651.36       | U.S. Treasuries (including strips) |
| TRFR AX 01/31/27 | 2027-01-31      | 3.7260%  | N/A     | $152000.00         | $152502.88         | U.S. Treasuries (including strips) |
| TRFR AX 01/31/28 | 2028-01-31      | 3.7270%  | N/A     | $16900000.00       | $16954641.28       | U.S. Treasuries (including strips) |

### Security 182: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B22N5
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | N/A     | $256439400.00      | $255000066.97      | U.S. Treasuries (including strips) |

### Security 183: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B21Z9
- **C.18 - Value (incl. sponsor support):** $893000000.00
- **C.18.a - Value (excl. sponsor support):** $893000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | N/A     | $199971000.00      | $201610074.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $50119000.00       | $48630817.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $145300.00         | $144392.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $14120000.00       | $14075907.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $83115600.00       | $83416049.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $23000000.00       | $23246648.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $15000000.00       | $14623717.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $47260000.00       | $47849997.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $5860000.00        | $5123701.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $1993300.00        | $1977450.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $6890000.00        | $6892981.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $832700.00         | $844075.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $677800.00         | $685927.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $3225000.00        | $3193396.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $621000.00         | $539162.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $121637500.00      | $122491998.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $11000000.00       | $11068238.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $122785400.00      | $122940910.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $104338300.00      | $106616146.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $48320300.00       | $47670900.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $296600.00         | $302151.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $24600.00          | $24810.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $10000000.00       | $9920521.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $17900.00          | $17855.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $700.00            | $696.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8330%  | N/A     | $11100.00          | $11141.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $33879600.00       | $32841377.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $13800.00          | $13668.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $3693800.00        | $3673067.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $404300.00         | $412288.40         | U.S. Treasuries (including strips) |

### Security 184: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5CTGX8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $32495100.00       | $31881110.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $4965900.00        | $4929529.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | N/A     | $6423100.00        | $6380720.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $45152600.00       | $43854007.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $677300.00         | $663790.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $173900.00         | $154527.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $1720300.00        | $1741776.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $390800.00         | $408006.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $1467200.00        | $1451471.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $812000.00         | $826561.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $1376400.00        | $1306743.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | N/A     | $18179400.00       | $17415074.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $9847900.00        | $9947071.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $2546200.00        | $2428601.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $154145900.00      | $152822532.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $21708700.00       | $21211894.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | N/A     | $588300.00         | $587351.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $288300.00         | $290859.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $21827400.00       | $20532926.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $200.00            | $179.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $31079800.00       | $26139414.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $3213700.00        | $3054940.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $62682000.00       | $55663242.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $37636300.00       | $37661108.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $3105200.00        | $3089274.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $20764300.00       | $20671057.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $999700.00         | $959173.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-22      | 0.0000%  | N/A     | $14000000.00       | $13798694.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $2921400.00        | $2834370.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $27547100.00       | $27701941.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $100.00            | $85.12             | U.S. Treasuries (including strips) |

### Security 185: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5CTJ15
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | N/A     | $4964912.00        | $571143.57         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | N/A     | $69327881.00       | $18478202.62       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  | N/A     | $2993210.00        | $116501.15         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $177.55            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99124 G | 2045-03-01      | 3.5000%  | N/A     | $972839.00         | $142718.00         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G07556 G | 2043-11-01      | 4.0000%  | N/A     | $455564.00         | $71143.33          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | N/A     | $2051.00           | $145.63            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q42605 G | 2046-08-01      | 4.0000%  | N/A     | $17307200.00       | $2455476.27        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99117 G | 2045-02-01      | 4.0000%  | N/A     | $5112985.00        | $1072137.45        | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G | 2038-12-20      | 5.8750%  | N/A     | $2020618.00        | $192347.41         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | N/A     | $2570812.00        | $355791.35         | Agency Mortgage-Backed Securities  |
| 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | N/A     | $164900.00         | $156340.60         | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | N/A     | $360400.00         | $353211.41         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | N/A     | $10591300.00       | $10543739.65       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | N/A     | $168500.00         | $164820.22         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | N/A     | $4570200.00        | $4105138.92        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | N/A     | $200.00            | $203.07            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | N/A     | $901800.00         | $915881.63         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | N/A     | $5000.00           | $4974.36           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | N/A     | $1302800.00        | $1330228.83        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | N/A     | $100.00            | $96.17             | U.S. Treasuries (including strips) |
| BILL 04/15/27        | 2027-04-15      | 0.0000%  | N/A     | $3028000.00        | $2930976.82        | U.S. Treasuries (including strips) |
| FEPC 01.500 CISB0584 | 2036-12-01      | 1.5000%  | N/A     | $27642917.00       | $14754448.07       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5258 | 2051-05-01      | 2.0000%  | N/A     | $129205.00         | $72999.16          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0856 | 2052-01-01      | 2.0000%  | N/A     | $28000.00          | $17638.68          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7549 | 2052-01-01      | 2.0000%  | N/A     | $5010840.00        | $2952212.85        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121 | 2050-12-01      | 2.0000%  | N/A     | $1012.00           | $525.81            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | N/A     | $184950.00         | $113288.35         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | N/A     | $5000.00           | $3138.50           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | N/A     | $1000.00           | $653.71            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $270.17            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0732 | 2037-06-01      | 2.5000%  | N/A     | $1000.00           | $636.21            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | N/A     | $1001.00           | $575.49            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1241 | 2035-01-01      | 2.5000%  | N/A     | $306446.00         | $177241.93         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK4454 | 2027-09-01      | 2.5000%  | N/A     | $1000.00           | $13.73             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK4686 | 2027-11-01      | 2.5000%  | N/A     | $1009.00           | $15.83             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQE1356 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $619.92            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5275 | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $576.30            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  | N/A     | $2000.00           | $1053.43           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151 | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $651.89            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  | N/A     | $2000.00           | $1413.36           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $721.33            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | N/A     | $1223.00           | $716.15            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | N/A     | $19000.00          | $6426.47           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | N/A     | $4000.00           | $1647.97           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | N/A     | $4000.00           | $2203.72           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8167 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $579.88            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL4182 | 2054-05-01      | 2.5000%  | N/A     | $1000.00           | $827.18            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL4473 | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $825.30            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL5006 | 2052-05-01      | 2.5000%  | N/A     | $1008.00           | $853.69            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | N/A     | $1358.00           | $10.97             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  | N/A     | $2693.00           | $51.93             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  | N/A     | $1000.00           | $539.91            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA1790 | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $156.24            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA4287 | 2049-11-01      | 3.0000%  | N/A     | $2000.00           | $430.09            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC8788 | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $632.77            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA2579 | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $365.70            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0999 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $665.68            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4422 | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1402.69           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7507 | 2049-11-01      | 3.0000%  | N/A     | $23001.00          | $7841.10           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7556 | 2052-08-01      | 3.0000%  | N/A     | $1024.00           | $661.72            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $164.94            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | N/A     | $3000.00           | $2034.51           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | N/A     | $58999.00          | $40699.04          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  | N/A     | $1000.00           | $706.50            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL3067 | 2050-02-01      | 3.0000%  | N/A     | $1126.00           | $961.41            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL4397 | 2052-05-01      | 3.0000%  | N/A     | $1949.00           | $1689.84           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL4770 | 2052-06-01      | 3.0000%  | N/A     | $6232350.00        | $5422907.28        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL5143 | 2050-02-01      | 3.0000%  | N/A     | $4563740.00        | $4052571.92        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071 | 2039-10-01      | 3.0000%  | N/A     | $1000.00           | $429.07            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PRE6008 | 2049-11-01      | 3.5000%  | N/A     | $1003.00           | $69.43             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZT1100 | 2042-12-01      | 3.5000%  | N/A     | $1024.00           | $123.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZT1104 | 2043-02-01      | 3.5000%  | N/A     | $1040.00           | $159.52            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD8778 | 2052-03-01      | 3.5000%  | N/A     | $39490.00          | $25602.42          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378 | 2052-05-01      | 3.5000%  | N/A     | $97999.00          | $69836.18          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1273.19           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | N/A     | $601874.00         | $372278.98         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  | N/A     | $2000.00           | $1321.03           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | N/A     | $40000.00          | $26468.58          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | N/A     | $3000.00           | $2176.05           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | N/A     | $12407.00          | $2301.58           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $346.34            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | N/A     | $11551.00          | $3812.76           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | N/A     | $3017.00           | $255.70            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  | N/A     | $1694550.00        | $594011.80         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  | N/A     | $3000.00           | $1319.05           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $579.49            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  | N/A     | $1734.00           | $965.41            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | N/A     | $4000.00           | $2877.98           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | N/A     | $7047.00           | $5133.39           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | N/A     | $5199.00           | $502.54            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | N/A     | $319760.00         | $40114.00          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | N/A     | $1004.00           | $117.21            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $138.08            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE1248 | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | N/A     | $96000.00          | $63551.85          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | N/A     | $1200.00           | $828.39            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | N/A     | $5000.00           | $3709.95           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2747 | 2042-02-01      | 4.0000%  | N/A     | $2065.00           | $138.27            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL5123 | 2043-02-01      | 4.0000%  | N/A     | $1000.00           | $137.84            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB1742 | 2040-12-01      | 4.5000%  | N/A     | $1000.00           | $948.53            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  | N/A     | $1000.00           | $560.20            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  | N/A     | $1008.00           | $724.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8596 | 2052-09-01      | 4.5000%  | N/A     | $3024.00           | $2346.68           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQI1181 | 2054-03-01      | 4.5000%  | N/A     | $6000.00           | $5116.89           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | N/A     | $1065.00           | $709.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | N/A     | $1038.00           | $759.48            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7929 | 2052-09-01      | 4.5000%  | N/A     | $2034200.00        | $1408044.19        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $804.00            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5802 | 2056-01-01      | 4.5000%  | N/A     | $1850242.00        | $1776551.22        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | N/A     | $65954.00          | $56603.32          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | N/A     | $67000.00          | $49333.67          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | N/A     | $1298.00           | $1044.82           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | N/A     | $4000.00           | $3356.78           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL5024 | 2056-04-01      | 4.5000%  | N/A     | $1024.00           | $985.50            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | N/A     | $12763894.00       | $2128756.05        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $149.19            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | N/A     | $1493.00           | $360.70            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  | N/A     | $18206530.00       | $4927808.47        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | N/A     | $32575375.00       | $7125400.23        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | N/A     | $1025.00           | $203.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5404 | 2046-05-01      | 4.5000%  | N/A     | $1435566.00        | $1400818.12        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTSC0888 | 2046-05-01      | 4.5000%  | N/A     | $1024.00           | $997.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8334 | 2039-10-01      | 5.0000%  | N/A     | $40000.00          | $26018.16          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  | N/A     | $1200875.00        | $804388.68         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9083 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $719.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9219 | 2052-09-01      | 5.0000%  | N/A     | $1024.00           | $664.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9955 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $599.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9973 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $712.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | N/A     | $41000000.00       | $28581421.11       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF7094 | 2053-02-01      | 5.0000%  | N/A     | $2000.00           | $1492.77           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG4457 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $755.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG6313 | 2053-07-01      | 5.0000%  | N/A     | $2012.00           | $1614.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | N/A     | $54620.00          | $49244.61          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2690 | 2054-04-01      | 5.0000%  | N/A     | $1005.00           | $962.85            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9979 | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $859.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8981 | 2055-07-01      | 5.0000%  | N/A     | $1008.00           | $986.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | N/A     | $4000.00           | $3149.46           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  | N/A     | $1024.00           | $778.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9472 | 2053-07-01      | 5.0000%  | N/A     | $2700215.00        | $2320327.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2859 | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $861.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  | N/A     | $3390710.00        | $3015490.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3011 | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $894.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $931.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3880 | 2055-03-01      | 5.0000%  | N/A     | $22218952.00       | $19602789.98       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5075 | 2055-10-01      | 5.0000%  | N/A     | $1024.00           | $942.85            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5140 | 2055-11-01      | 5.0000%  | N/A     | $2120.00           | $2001.43           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5303 | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $978.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5719 | 2056-01-01      | 5.0000%  | N/A     | $2161.00           | $2115.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5998 | 2056-03-01      | 5.0000%  | N/A     | $2190.00           | $2158.15           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6157 | 2056-02-01      | 5.0000%  | N/A     | $1143.00           | $1126.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6621 | 2056-05-01      | 5.0000%  | N/A     | $1120.00           | $1113.12           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  | N/A     | $1000.00           | $924.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0063 | 2055-11-01      | 5.0000%  | N/A     | $6683433.00        | $6363925.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $983.46            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  | N/A     | $310030.00         | $298711.75         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  | N/A     | $9706067.00        | $9536819.03        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0127 | 2056-05-01      | 5.0000%  | N/A     | $72746265.00       | $71796772.67       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  | N/A     | $1013.00           | $709.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | N/A     | $99000.00          | $70201.06          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | N/A     | $32022.00          | $23957.75          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4279 | 2053-10-01      | 5.0000%  | N/A     | $1001.00           | $726.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | N/A     | $118765.00         | $100586.83         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  | N/A     | $696008.00         | $499985.61         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $722.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | N/A     | $2029.00           | $1529.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | N/A     | $4000.00           | $3023.40           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | N/A     | $3000.00           | $2311.63           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | N/A     | $576237.00         | $454495.91         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | N/A     | $95000.00          | $80170.17          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | N/A     | $6002.00           | $5173.03           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | N/A     | $2000.00           | $1822.89           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0263 | 2055-02-01      | 5.0000%  | N/A     | $1040.00           | $899.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1232 | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $917.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  | N/A     | $6423084.00        | $5876871.55        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2556 | 2055-09-01      | 5.0000%  | N/A     | $3247958.00        | $3199505.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3731 | 2056-01-01      | 5.0000%  | N/A     | $50743040.00       | $49565833.73       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4659 | 2056-04-01      | 5.0000%  | N/A     | $1024.00           | $1004.90           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5075 | 2056-04-01      | 5.0000%  | N/A     | $2644167.00        | $2599243.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI7765 | 2037-08-01      | 5.0000%  | N/A     | $1845.00           | $34.78             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  | N/A     | $75000.00          | $71899.66          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF3828 | 2052-11-01      | 5.5000%  | N/A     | $10381.00          | $6975.97           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5439 | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $776.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6698 | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $783.24            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  | N/A     | $399236.00         | $361750.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  | N/A     | $200000.00         | $145755.74         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7777 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $708.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $761.85            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5599 | 2054-10-01      | 5.5000%  | N/A     | $18114544.00       | $16069091.28       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1007.72           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9602 | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1007.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2366 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $971.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  | N/A     | $3415428.00        | $2602467.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  | N/A     | $2008.00           | $1487.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  | N/A     | $20274300.00       | $16584652.68       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  | N/A     | $1024.00           | $876.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  | N/A     | $1024.00           | $928.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | N/A     | $62565852.00       | $50363268.15       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $871.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1412 | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $884.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | N/A     | $913538.00         | $741012.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  | N/A     | $3497337.00        | $3015333.73        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  | N/A     | $2024.00           | $1783.81           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | N/A     | $3253425.00        | $3022486.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4007 | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $932.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4008 | 2055-04-01      | 5.5000%  | N/A     | $64638773.00       | $52773196.76       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4140 | 2055-05-01      | 5.5000%  | N/A     | $1120.00           | $1061.93           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4151 | 2055-05-01      | 5.5000%  | N/A     | $73872920.00       | $72882796.38       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | N/A     | $4284915.00        | $4057525.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4624 | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $961.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4836 | 2055-09-01      | 5.5000%  | N/A     | $2105.00           | $2061.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4997 | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $865.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5085 | 2055-10-03      | 5.5000%  | N/A     | $1024.00           | $1004.31           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  | N/A     | $39776763.00       | $38307291.32       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5613 | 2055-12-01      | 5.5000%  | N/A     | $1057.00           | $1039.04           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5837 | 2056-01-01      | 5.5000%  | N/A     | $1024.00           | $958.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6029 | 2056-03-01      | 5.5000%  | N/A     | $1024.00           | $1037.59           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6225 | 2056-03-01      | 5.5000%  | N/A     | $25809342.00       | $25207463.46       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6432 | 2056-04-01      | 5.5000%  | N/A     | $1024.00           | $1008.41           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6436 | 2056-04-01      | 5.5000%  | N/A     | $2000.00           | $2026.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  | N/A     | $16961760.00       | $12832057.94       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  | N/A     | $3138626.00        | $2453294.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4782 | 2053-11-01      | 5.5000%  | N/A     | $100000.00         | $72688.47          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $808.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $815.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | N/A     | $4476237.00        | $4063083.73        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | N/A     | $96558.00          | $71024.58          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  | N/A     | $6563966.00        | $5204804.63        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | N/A     | $562015.00         | $451005.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | N/A     | $1024.00           | $733.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | N/A     | $1024.00           | $713.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $731.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | N/A     | $723798.00         | $521610.14         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | N/A     | $51000.00          | $37641.32          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | N/A     | $112000.00         | $83099.79          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $701.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | N/A     | $30789021.00       | $22087070.62       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | N/A     | $2413.00           | $1787.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | N/A     | $18000.00          | $13671.90          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | N/A     | $16906.00          | $13358.50          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  | N/A     | $7024.00           | $6337.12           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0451 | 2055-02-01      | 5.5000%  | N/A     | $5642083.00        | $4818007.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  | N/A     | $81746304.00       | $72228264.62       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  | N/A     | $56327847.00       | $52537696.87       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1342 | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $955.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1419 | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $809.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2515 | 2055-04-01      | 5.5000%  | N/A     | $70902084.00       | $70071979.05       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2830 | 2055-10-01      | 5.5000%  | N/A     | $1964694.00        | $1906735.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3425 | 2055-11-01      | 5.5000%  | N/A     | $70823805.00       | $68005412.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3435 | 2055-11-01      | 5.5000%  | N/A     | $50000000.00       | $48453779.51       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3483 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $979.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3702 | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $991.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3916 | 2056-01-01      | 5.5000%  | N/A     | $1024.00           | $1021.62           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4090 | 2056-02-01      | 5.5000%  | N/A     | $62883735.00       | $62430946.59       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1007.87           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4400 | 2054-10-01      | 5.5000%  | N/A     | $315810621.00      | $301013543.79      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4406 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $991.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4458 | 2056-03-01      | 5.5000%  | N/A     | $1031.00           | $1039.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  | N/A     | $40014.00          | $23823.88          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | N/A     | $3000.00           | $1442.43           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6696 | 2053-02-01      | 6.0000%  | N/A     | $1015.00           | $476.39            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2360 | 2053-05-01      | 6.0000%  | N/A     | $22710680.00       | $10420707.58       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5225 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $703.78            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  | N/A     | $2000.00           | $1302.11           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | N/A     | $871092.00         | $749357.15         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4745 | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $834.18            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9992 | 2053-10-01      | 6.0000%  | N/A     | $1057.00           | $769.50            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9994 | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $726.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0933 | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $707.63            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $783.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2612 | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $829.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2918 | 2054-11-01      | 6.0000%  | N/A     | $1024.00           | $895.18            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3048 | 2054-12-01      | 6.0000%  | N/A     | $1024.00           | $873.50            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $866.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3890 | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $885.62            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3897 | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $900.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4163 | 2055-05-01      | 6.0000%  | N/A     | $2048.00           | $2004.11           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4388 | 2055-06-01      | 6.0000%  | N/A     | $3152.00           | $2867.06           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4393 | 2055-06-01      | 6.0000%  | N/A     | $15875260.00       | $13580031.46       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4781 | 2055-09-01      | 6.0000%  | N/A     | $4074348.00        | $4047324.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4800 | 2055-09-01      | 6.0000%  | N/A     | $18024640.00       | $17452951.99       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ6570 | 2056-05-01      | 6.0000%  | N/A     | $1024.00           | $1055.01           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0086 | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $940.72            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0120 | 2056-05-01      | 6.0000%  | N/A     | $1030.00           | $1033.27           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $601.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | N/A     | $10000.00          | $6782.78           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $658.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $804.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4336 | 2053-11-01      | 6.0000%  | N/A     | $1051.00           | $824.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661 | 2054-05-01      | 6.0000%  | N/A     | $1072.00           | $841.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  | N/A     | $32219853.00       | $24655974.32       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7483 | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $882.05            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | N/A     | $4075485.00        | $3255470.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | N/A     | $1008.00           | $585.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | N/A     | $2048.00           | $1202.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | N/A     | $1220.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  | N/A     | $29074571.00       | $24143314.22       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $766.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1115 | 2055-05-01      | 6.0000%  | N/A     | $71311488.00       | $56871441.16       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1210 | 2055-05-01      | 6.0000%  | N/A     | $21920000.00       | $20354463.66       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1222 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $782.71            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2141 | 2055-09-01      | 6.0000%  | N/A     | $27434634.00       | $26390373.70       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2155 | 2055-07-01      | 6.0000%  | N/A     | $16469671.00       | $15009004.80       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2683 | 2054-07-01      | 6.0000%  | N/A     | $30669530.00       | $24343682.30       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4466 | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1049.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI6226 | 2037-06-01      | 6.0000%  | N/A     | $1000.00           | $15.44             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI4750 | 2054-05-01      | 6.5000%  | N/A     | $1024.00           | $777.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $687.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2604 | 2055-01-01      | 6.5000%  | N/A     | $29717720.00       | $21589556.19       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8572 | 2055-02-01      | 6.5000%  | N/A     | $2000.00           | $1071.27           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY2715 | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $698.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4677 | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $787.96            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ2619 | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1034.20           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ3325 | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $706.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0852 | 2054-02-01      | 6.5000%  | N/A     | $1008.00           | $743.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  | N/A     | $27938720.00       | $21545855.69       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4131 | 2055-05-01      | 6.5000%  | N/A     | $1040.00           | $862.48            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4173 | 2055-05-01      | 6.5000%  | N/A     | $1024.00           | $955.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4403 | 2055-06-01      | 6.5000%  | N/A     | $1541.00           | $1037.13           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4421 | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $739.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4599 | 2055-08-01      | 6.5000%  | N/A     | $4364077.00        | $3889307.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4708 | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $892.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4710 | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $776.81            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  | N/A     | $1025.00           | $653.04            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0042 | 2055-08-01      | 6.5000%  | N/A     | $1494.00           | $1013.48           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  | N/A     | $2001.00           | $1442.99           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  | N/A     | $1312703.00        | $958592.72         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | N/A     | $1024.00           | $475.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  | N/A     | $4063414.00        | $2061965.94        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1536 | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $890.25            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1882 | 2055-05-01      | 6.5000%  | N/A     | $2451095.00        | $1736759.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTB2545 | 2056-05-01      | 6.5000%  | N/A     | $11828040.00       | $12393942.70       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ9274 | 2054-10-01      | 7.0000%  | N/A     | $1000.00           | $841.47            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY0512 | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $755.72            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY7012 | 2055-07-01      | 7.0000%  | N/A     | $1119222.00        | $1193487.66        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBQ6871 | 2036-12-01      | 1.5000%  | N/A     | $22380800.00       | $12352526.23       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNMA4367 | 2031-06-01      | 1.5000%  | N/A     | $1000.00           | $335.02            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA0052 | 2032-07-01      | 2.0000%  | N/A     | $217714.00         | $40723.56          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2232 | 2036-11-01      | 2.0000%  | N/A     | $1000.00           | $519.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | N/A     | $2000.00           | $1099.25           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | N/A     | $1003.00           | $527.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBN9004 | 2051-03-01      | 2.0000%  | N/A     | $160707.00         | $90714.81          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8105 | 2050-08-01      | 2.0000%  | N/A     | $1010.00           | $438.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ1254 | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $548.13            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ2479 | 2050-09-01      | 2.0000%  | N/A     | $138000.00         | $67653.84          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4516 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $553.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR6617 | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $504.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR8478 | 2051-04-01      | 2.0000%  | N/A     | $99000.00          | $53395.53          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1030 | 2051-11-01      | 2.0000%  | N/A     | $198000.00         | $110742.65         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | N/A     | $47001.00          | $29927.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1842 | 2052-01-01      | 2.0000%  | N/A     | $44599.00          | $25479.77          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  | N/A     | $868680.00         | $382580.44         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $498.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | N/A     | $5700032.00        | $2708525.64        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  | N/A     | $11000.00          | $6058.99           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  | N/A     | $73980.00          | $40518.37          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1020 | 2051-07-01      | 2.0000%  | N/A     | $156225.00         | $88718.01          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1113 | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $601.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1273 | 2051-08-01      | 2.0000%  | N/A     | $1099000.00        | $646434.50         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  | N/A     | $66049.00          | $38478.37          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0211 | 2051-12-01      | 2.0000%  | N/A     | $1008.00           | $606.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | N/A     | $1024.00           | $569.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $566.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  | N/A     | $1000.00           | $642.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS4860 | 2030-05-01      | 2.5000%  | N/A     | $984000.00         | $69310.16          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBO2231 | 2034-09-01      | 2.5000%  | N/A     | $138000.00         | $30577.61          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6522 | 2035-07-01      | 2.5000%  | N/A     | $177000.00         | $67932.40          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | N/A     | $1000.00           | $446.60            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CJMA3850 | 2034-11-01      | 2.5000%  | N/A     | $1000.00           | $66.58             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5570 | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $373.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $461.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  | N/A     | $332716.00         | $176678.02         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ8435 | 2050-12-01      | 2.5000%  | N/A     | $99001.00          | $40094.28          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0980 | 2051-05-01      | 2.5000%  | N/A     | $56987260.00       | $28607380.89       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $606.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT2176 | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $621.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT7713 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $704.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU8884 | 2052-03-01      | 2.5000%  | N/A     | $2481813.00        | $1582855.16        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $594.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  | N/A     | $201400.00         | $105998.86         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  | N/A     | $613356.00         | $392807.98         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $393.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6081 | 2050-06-01      | 2.5000%  | N/A     | $1026.00           | $399.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  | N/A     | $19358423.00       | $6762192.41        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  | N/A     | $5622.00           | $2245.55           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $429.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $509.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9107 | 2051-02-01      | 2.5000%  | N/A     | $1024.00           | $572.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0610 | 2051-05-01      | 2.5000%  | N/A     | $49000.00          | $27434.47          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | N/A     | $1093967.00        | $636212.33         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1250 | 2051-07-01      | 2.5000%  | N/A     | $63811.00          | $37874.54          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | N/A     | $62000.00          | $39254.43          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  | N/A     | $94004.00          | $60431.35          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  | N/A     | $199000.00         | $120970.20         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  | N/A     | $135000.00         | $77058.26          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | N/A     | $19000.00          | $12759.05          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA5403 | 2053-07-01      | 2.5000%  | N/A     | $1024.00           | $855.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4015 | 2050-08-01      | 2.5000%  | N/A     | $8829177.00        | $4120000.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  | N/A     | $1039000.00        | $622859.58         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAQ8454 | 2027-12-01      | 2.5000%  | N/A     | $2418000.00        | $45983.41          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  | N/A     | $1000.00           | $123.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0822 | 2062-10-01      | 2.5000%  | N/A     | $1000.00           | $762.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0408 | 2046-08-01      | 2.5000%  | N/A     | $1000.00           | $336.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 RIBH9343 | 2032-09-01      | 2.5000%  | N/A     | $1499000.00        | $98258.86          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  | N/A     | $7107995.00        | $250332.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4584 | 2037-04-01      | 3.0000%  | N/A     | $2000.00           | $1049.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ7185 | 2043-06-01      | 3.0000%  | N/A     | $7081488.00        | $600542.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS5165 | 2045-06-01      | 3.0000%  | N/A     | $402000.00         | $87633.35          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7003 | 2046-04-01      | 3.0000%  | N/A     | $1000.00           | $129.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7343 | 2046-06-01      | 3.0000%  | N/A     | $36129664.00       | $4918696.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7730 | 2046-08-01      | 3.0000%  | N/A     | $283617792.00      | $60160884.19       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $224.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7904 | 2046-09-01      | 3.0000%  | N/A     | $2370596.00        | $372627.97         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7982 | 2046-09-01      | 3.0000%  | N/A     | $20857381.00       | $3118470.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | N/A     | $136992320.00      | $28269488.51       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8116 | 2046-10-01      | 3.0000%  | N/A     | $1985.00           | $291.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8419 | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $287.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | N/A     | $10514524.00       | $1943822.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | N/A     | $30756000.00       | $6036369.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  | N/A     | $22126324.00       | $2947787.08        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY2259 | 2045-04-01      | 3.0000%  | N/A     | $10996900.00       | $1802284.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | N/A     | $47205998.00       | $8431156.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6249 | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $287.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8064 | 2046-10-01      | 3.0000%  | N/A     | $1024.00           | $195.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBH8154 | 2047-11-01      | 3.0000%  | N/A     | $301485.00         | $61129.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | N/A     | $1280.00           | $429.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO7245 | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $243.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP5487 | 2050-06-01      | 3.0000%  | N/A     | $398000.00         | $94363.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  | N/A     | $1000.00           | $429.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2451 | 2052-06-01      | 3.0000%  | N/A     | $13063.00          | $9458.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV7616 | 2052-03-01      | 3.0000%  | N/A     | $67764.00          | $45656.51          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  | N/A     | $223000.00         | $135173.61         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  | N/A     | $664868.00         | $448236.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0397 | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $501.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1150 | 2051-07-01      | 3.0000%  | N/A     | $2000.00           | $1176.03           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | N/A     | $1024.00           | $701.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  | N/A     | $697810.00         | $434921.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  | N/A     | $478000.00         | $267872.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3237 | 2052-03-01      | 3.0000%  | N/A     | $70929.00          | $45192.77          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3996 | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $689.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4799 | 2052-05-01      | 3.0000%  | N/A     | $17349248.00       | $15181348.46       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8210 | 2050-04-01      | 3.0000%  | N/A     | $1000.00           | $467.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9365 | 2051-11-01      | 3.0000%  | N/A     | $1001.00           | $557.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $615.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3377 | 2048-05-01      | 3.0000%  | N/A     | $1000.00           | $154.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $694.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | N/A     | $424236.00         | $298178.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAY5608 | 2035-06-01      | 3.0000%  | N/A     | $1422188.00        | $400654.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBJ2544 | 2037-12-01      | 3.0000%  | N/A     | $1000.00           | $152.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1237 | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $80.44             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | N/A     | $1000.00           | $674.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  | N/A     | $675000.00         | $176890.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV2078 | 2028-11-01      | 3.5000%  | N/A     | $862857.00         | $30542.43          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAZ5965 | 2030-07-01      | 3.5000%  | N/A     | $765000.00         | $44961.66          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  | N/A     | $193999.00         | $26754.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5826 | 2040-09-01      | 3.5000%  | N/A     | $50068.00          | $45272.09          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  | N/A     | $1008.00           | $157.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | N/A     | $24529861.00       | $1921962.33        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $157.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  | N/A     | $1025.00           | $246.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | N/A     | $663428.00         | $144624.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS0037 | 2043-07-01      | 3.5000%  | N/A     | $8283.00           | $791.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | N/A     | $84735488.00       | $7043476.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | N/A     | $43782272.00       | $3551675.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6339 | 2045-12-01      | 3.5000%  | N/A     | $22633327.00       | $4212810.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | N/A     | $1084.00           | $255.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8583 | 2047-01-01      | 3.5000%  | N/A     | $1024.00           | $137.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | N/A     | $3000.00           | $643.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | N/A     | $2972868.00        | $578116.73         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198 | 2045-05-01      | 3.5000%  | N/A     | $2650280.00        | $232168.93         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY5612 | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $187.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2078 | 2045-09-01      | 3.5000%  | N/A     | $29363680.00       | $9162998.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  | N/A     | $1008.00           | $255.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD3833 | 2046-07-01      | 3.5000%  | N/A     | $7550280.00        | $2784548.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | N/A     | $1023.00           | $147.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $140.88            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | N/A     | $8000.00           | $2099.67           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | N/A     | $72962823.00       | $9398808.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  | N/A     | $385000.00         | $130753.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  | N/A     | $1000.00           | $86.09             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  | N/A     | $1000.00           | $178.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1009 | 2050-07-01      | 3.5000%  | N/A     | $1000.00           | $636.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0687 | 2042-11-01      | 3.5000%  | N/A     | $638088.00         | $60387.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | N/A     | $377003.00         | $41652.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | N/A     | $274000.00         | $25348.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  | N/A     | $475000.00         | $216801.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5847 | 2049-12-01      | 3.5000%  | N/A     | $1008.00           | $362.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA7390 | 2050-10-01      | 3.5000%  | N/A     | $1000.00           | $484.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  | N/A     | $1100034.00        | $693444.79         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  | N/A     | $5879274.00        | $4063614.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | N/A     | $17000.00          | $11629.16          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4053 | 2052-07-01      | 3.5000%  | N/A     | $939800.00         | $744670.53         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | N/A     | $102803.00         | $70523.49          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | N/A     | $42000.00          | $28868.95          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  | N/A     | $33000.00          | $23223.44          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4361 | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1460.35           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  | N/A     | $396000.00         | $266966.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7561 | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $749.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | N/A     | $1025.00           | $126.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $113.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB6076 | 2042-09-01      | 3.5000%  | N/A     | $1024.00           | $99.91             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL6348 | 2045-02-01      | 3.5000%  | N/A     | $1604376.00        | $261268.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $169.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWAL3441 | 2028-04-01      | 3.5000%  | N/A     | $1001.00           | $16.74             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | N/A     | $7818608.00        | $2525042.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBJ6881 | 2033-06-01      | 4.0000%  | N/A     | $2206584.00        | $247348.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  | N/A     | $498000.00         | $75137.31          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  | N/A     | $923835.00         | $157344.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  | N/A     | $1633334.00        | $255226.09         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE7720 | 2040-11-01      | 4.0000%  | N/A     | $1022.00           | $71.06             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH6783 | 2041-03-01      | 4.0000%  | N/A     | $1032.00           | $53.01             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  | N/A     | $4087549.00        | $210237.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $168.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5314 | 2045-07-01      | 4.0000%  | N/A     | $394000.00         | $76731.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW5220 | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $173.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081 | 2047-03-01      | 4.0000%  | N/A     | $3872956.00        | $404314.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9215 | 2048-06-01      | 4.0000%  | N/A     | $1280.00           | $123.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK4772 | 2048-08-01      | 4.0000%  | N/A     | $575000.00         | $45157.21          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | N/A     | $1231997.00        | $101011.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  | N/A     | $1024.00           | $185.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | N/A     | $12246.00          | $3819.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | N/A     | $4001.00           | $346.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $578.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | N/A     | $1501999.00        | $250587.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  | N/A     | $4503969.00        | $990695.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3828 | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $189.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  | N/A     | $16029.00          | $10973.11          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  | N/A     | $11884199.00       | $8012981.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3612 | 2052-05-01      | 4.0000%  | N/A     | $1120.00           | $753.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | N/A     | $44117.00          | $31771.93          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3910 | 2052-06-01      | 4.0000%  | N/A     | $2110000.00        | $1602496.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | N/A     | $57000.00          | $39100.84          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4156 | 2047-07-01      | 4.0000%  | N/A     | $225000.00         | $134237.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  | N/A     | $25988384.00       | $18429025.63       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA5563 | 2053-07-01      | 4.0000%  | N/A     | $1000.00           | $935.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS8421 | 2053-12-01      | 4.0000%  | N/A     | $1080.00           | $844.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  | N/A     | $1000.00           | $69.70             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4962 | 2053-03-01      | 4.0000%  | N/A     | $1000.00           | $777.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $658.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  | N/A     | $365997.00         | $28585.86          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0319 | 2048-07-01      | 4.0000%  | N/A     | $1606000.00        | $485419.61         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | N/A     | $272959.00         | $76475.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  | N/A     | $1024.00           | $695.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | N/A     | $1000.00           | $285.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4514 | 2037-09-01      | 4.5000%  | N/A     | $364946.00         | $180406.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  | N/A     | $110823.00         | $59726.48          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4991 | 2037-10-01      | 4.5000%  | N/A     | $169837.00         | $82572.85          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5885 | 2040-11-01      | 4.5000%  | N/A     | $1000.00           | $916.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA6060 | 2041-05-01      | 4.5000%  | N/A     | $8525476.00        | $8389444.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL7936 | 2045-09-01      | 4.5000%  | N/A     | $65227.00          | $10473.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354 | 2045-01-01      | 4.5000%  | N/A     | $1000.00           | $147.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9284 | 2048-02-01      | 4.5000%  | N/A     | $1000.00           | $245.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4468 | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $252.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $133.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | N/A     | $43000.00          | $26270.67          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV2623 | 2052-07-01      | 4.5000%  | N/A     | $99000.00          | $66969.30          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  | N/A     | $74000.00          | $42738.83          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1442 | 2052-06-01      | 4.5000%  | N/A     | $7776408.00        | $5195262.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8935 | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1335.60           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9774 | 2053-06-01      | 4.5000%  | N/A     | $149981.00         | $137632.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX6417 | 2053-02-01      | 4.5000%  | N/A     | $2000.00           | $1471.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | N/A     | $187504384.00      | $34629768.38       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $319.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | N/A     | $3000.00           | $2077.49           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | N/A     | $47000.00          | $35297.05          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $797.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF1647 | 2055-10-01      | 4.5000%  | N/A     | $1000.00           | $958.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2290 | 2055-09-01      | 4.5000%  | N/A     | $1000.00           | $956.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF3808 | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $959.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF5940 | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $955.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA4517 | 2055-02-01      | 4.5000%  | N/A     | $32156640.00       | $29555721.04       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA5237 | 2056-04-01      | 4.5000%  | N/A     | $4286916.00        | $4128788.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | N/A     | $25045.00          | $16237.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | N/A     | $5979.00           | $4301.49           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $710.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  | N/A     | $1000.00           | $869.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9507 | 2054-02-01      | 4.5000%  | N/A     | $25962000.00       | $22114827.40       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | N/A     | $1000.00           | $803.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA6063 | 2046-05-01      | 4.5000%  | N/A     | $1024.00           | $995.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 GLBM6653 | 2040-07-01      | 4.5000%  | N/A     | $483091.00         | $180729.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE916462 | 2037-05-01      | 4.5000%  | N/A     | $1000.00           | $56.64             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $102.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  | N/A     | $10000.00          | $5603.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5951 | 2041-01-01      | 5.0000%  | N/A     | $1000.00           | $950.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL190377 | 2036-11-01      | 5.0000%  | N/A     | $1032.00           | $9.31              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | N/A     | $1001.00           | $8.66              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | N/A     | $329000.00         | $57463.04          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  | N/A     | $7000.00           | $1459.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  | N/A     | $1642000.00        | $255665.40         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBP1925 | 2050-04-01      | 5.0000%  | N/A     | $1724558.00        | $285331.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7909 | 2052-10-01      | 5.0000%  | N/A     | $9858512.00        | $8681641.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV9527 | 2052-07-01      | 5.0000%  | N/A     | $1024.00           | $815.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | N/A     | $231000.00         | $143960.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4925 | 2053-04-01      | 5.0000%  | N/A     | $267472.00         | $186624.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6307 | 2052-08-01      | 5.0000%  | N/A     | $290000.00         | $170450.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9389 | 2052-09-01      | 5.0000%  | N/A     | $1032.00           | $734.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | N/A     | $300000.00         | $193307.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX6086 | 2053-03-01      | 5.0000%  | N/A     | $159428.00         | $92049.16          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX7581 | 2053-03-01      | 5.0000%  | N/A     | $117613.00         | $83051.21          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $719.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  | N/A     | $31727.00          | $29762.19          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $751.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0945 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $774.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY2247 | 2053-05-01      | 5.0000%  | N/A     | $430774.00         | $336991.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY2251 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $711.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4181 | 2053-06-01      | 5.0000%  | N/A     | $386859.00         | $289579.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $108.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA3985 | 2049-08-01      | 5.0000%  | N/A     | $1000.00           | $144.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3929 | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $647.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4621 | 2052-09-01      | 5.0000%  | N/A     | $330260.00         | $244265.59         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4834 | 2052-10-01      | 5.0000%  | N/A     | $50893.00          | $38770.82          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5276 | 2052-12-01      | 5.0000%  | N/A     | $11373136.00       | $7906503.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | N/A     | $5000.00           | $4009.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | N/A     | $2112.00           | $1702.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  | N/A     | $39618112.00       | $27757611.80       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | N/A     | $4033.00           | $3786.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0981 | 2055-09-01      | 5.0000%  | N/A     | $1040.00           | $993.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1506 | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1005.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1824 | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $980.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2365 | 2056-04-01      | 5.0000%  | N/A     | $1024.00           | $1014.14           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $919.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  | N/A     | $1704070.00        | $1615448.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  | N/A     | $684079.00         | $672755.70         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF0421 | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $922.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1881 | 2055-10-01      | 5.0000%  | N/A     | $1009.00           | $984.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  | N/A     | $29156707.00       | $27894979.50       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5129 | 2055-12-01      | 5.0000%  | N/A     | $4144376.00        | $4074172.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5367 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $992.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6316 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $979.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4673 | 2056-05-01      | 5.0000%  | N/A     | $1000.00           | $991.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6402 | 2056-04-01      | 5.0000%  | N/A     | $4057656.00        | $4022485.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4637 | 2056-02-01      | 5.0000%  | N/A     | $16694018.00       | $16563578.11       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4710 | 2054-04-01      | 5.0000%  | N/A     | $51453579.00       | $49657497.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4741 | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $969.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4806 | 2056-03-01      | 5.0000%  | N/A     | $7020893.00        | $6891184.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3150 | 2052-11-01      | 5.0000%  | N/A     | $1024.00           | $705.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | N/A     | $2048.00           | $1585.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $834.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | N/A     | $1000.00           | $851.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5759 | 2055-07-01      | 5.0000%  | N/A     | $2204255.00        | $2033679.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | N/A     | $28245534.00       | $27326225.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6079 | 2056-05-01      | 5.0000%  | N/A     | $1104.00           | $1089.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  | N/A     | $1253406.00        | $512037.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 REBX9387 | 2053-04-01      | 5.0000%  | N/A     | $123878.00         | $73879.08          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  | N/A     | $1105002.00        | $102557.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5152 | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $931.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6516 | 2055-12-01      | 5.5000%  | N/A     | $1003.00           | $1017.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  | N/A     | $99000.00          | $63601.60          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3447 | 2052-11-01      | 5.5000%  | N/A     | $4032.00           | $3157.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4219 | 2053-01-01      | 5.5000%  | N/A     | $136920.00         | $90853.34          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6880 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $677.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0630 | 2053-04-01      | 5.5000%  | N/A     | $63423.00          | $61840.49          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3269 | 2053-06-01      | 5.5000%  | N/A     | $48250.00          | $33697.10          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY9175 | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $851.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | N/A     | $1000.00           | $611.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  | N/A     | $12000004.00       | $8210649.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5137 | 2052-11-01      | 5.5000%  | N/A     | $35516288.00       | $25911736.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | N/A     | $7551873.00        | $6032987.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $831.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  | N/A     | $38000.00          | $29594.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6946 | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $783.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7237 | 2053-10-01      | 5.5000%  | N/A     | $525669.00         | $442202.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9437 | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $887.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | N/A     | $2216255.00        | $2038776.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1006 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $978.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1223 | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $970.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1696 | 2055-12-01      | 5.5000%  | N/A     | $1049.00           | $1040.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1699 | 2055-12-01      | 5.5000%  | N/A     | $3072.00           | $3007.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC2675 | 2056-05-01      | 5.5000%  | N/A     | $1000.00           | $1015.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  | N/A     | $2000.00           | $1685.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276 | 2054-06-01      | 5.5000%  | N/A     | $941608.00         | $733305.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0900 | 2054-08-01      | 5.5000%  | N/A     | $4439193.00        | $4009341.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5429 | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1851.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1000.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4646 | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $964.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5120 | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1016.27           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | N/A     | $2000.00           | $2030.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6090 | 2056-01-01      | 5.5000%  | N/A     | $1007.00           | $961.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6418 | 2055-12-01      | 5.5000%  | N/A     | $1003.00           | $1012.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6439 | 2055-12-01      | 5.5000%  | N/A     | $7247653.00        | $7305552.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6916 | 2055-12-01      | 5.5000%  | N/A     | $1015.00           | $994.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  | N/A     | $1009.00           | $1009.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8205 | 2056-01-01      | 5.5000%  | N/A     | $1073.00           | $1082.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1888 | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1019.26           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1138 | 2055-01-01      | 5.5000%  | N/A     | $4600560.00        | $4045391.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2124 | 2055-06-01      | 5.5000%  | N/A     | $72611584.00       | $65737695.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5536 | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $1024.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4072 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $805.20            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  | N/A     | $3317481.00        | $2414896.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7428 | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $721.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $708.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $665.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | N/A     | $95273244.00       | $65383609.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $715.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $758.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | N/A     | $1034.00           | $883.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA6054 | 2056-05-01      | 5.5000%  | N/A     | $3306180.00        | $3324617.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0567 | 2061-09-01      | 5.5000%  | N/A     | $1057.00           | $745.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDC1082 | 2039-08-01      | 6.0000%  | N/A     | $1000.00           | $127.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5178 | 2038-10-01      | 6.0000%  | N/A     | $1000.00           | $426.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | N/A     | $1171.00           | $7.79              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL745256 | 2036-02-01      | 6.0000%  | N/A     | $8602000.00        | $80051.65          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL796097 | 2034-10-01      | 6.0000%  | N/A     | $24405175.00       | $459319.59         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  | N/A     | $1879438.00        | $29585.65          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  | N/A     | $7012.00           | $58.54             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL906131 | 2037-01-01      | 6.0000%  | N/A     | $1001.00           | $6.18              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL3598 | 2039-07-01      | 6.0000%  | N/A     | $1000.00           | $63.13             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5991 | 2055-08-01      | 6.0000%  | N/A     | $732000.00         | $570492.36         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2116 | 2052-12-01      | 6.0000%  | N/A     | $2000.00           | $1697.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  | N/A     | $1001.00           | $623.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $597.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6343 | 2053-07-01      | 6.0000%  | N/A     | $143765.00         | $128776.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | N/A     | $13880416.00       | $9234275.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5315 | 2052-12-01      | 6.0000%  | N/A     | $1813300.00        | $1248230.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5777 | 2053-02-01      | 6.0000%  | N/A     | $50192001.00       | $34650923.45       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6327 | 2053-05-01      | 6.0000%  | N/A     | $31261272.00       | $21630411.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $722.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6753 | 2053-07-01      | 6.0000%  | N/A     | $400000.00         | $280821.53         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | N/A     | $9625731.00        | $6956002.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $775.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7271 | 2053-10-01      | 6.0000%  | N/A     | $1120.00           | $880.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  | N/A     | $3704514.00        | $2556129.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8540 | 2054-05-01      | 6.0000%  | N/A     | $48997128.00       | $40146605.43       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0403 | 2055-05-01      | 6.0000%  | N/A     | $1040.00           | $949.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1164 | 2055-10-01      | 6.0000%  | N/A     | $4597178.00        | $4467134.11        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1725 | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1001.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0022 | 2053-09-01      | 6.0000%  | N/A     | $411000.00         | $245482.50         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | N/A     | $7832712.00        | $6853354.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5151 | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $745.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2271 | 2054-09-01      | 6.0000%  | N/A     | $1279000.00        | $523482.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC5696 | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $701.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0837 | 2055-01-01      | 6.0000%  | N/A     | $1032.00           | $862.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2425 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $856.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0099 | 2055-06-01      | 6.0000%  | N/A     | $2016.00           | $2100.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5892 | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $918.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8441 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1028.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5415 | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1035.01           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5514 | 2055-11-01      | 6.0000%  | N/A     | $2191500.00        | $2250391.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6053 | 2055-12-01      | 6.0000%  | N/A     | $1001.00           | $1034.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG8139 | 2056-04-01      | 6.0000%  | N/A     | $1000.00           | $1039.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7538 | 2054-03-01      | 6.0000%  | N/A     | $1023.00           | $801.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $573.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $624.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | N/A     | $6659024.00        | $3870729.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | N/A     | $80607.00          | $48781.79          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | N/A     | $1008.00           | $604.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $586.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $609.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $671.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5911 | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $911.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  | N/A     | $1000.00           | $749.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIBY1327 | 2039-01-01      | 6.5000%  | N/A     | $118753.00         | $42823.50          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV1731 | 2055-06-01      | 6.5000%  | N/A     | $1008.00           | $619.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV1865 | 2055-06-01      | 6.5000%  | N/A     | $1008.00           | $575.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX3002 | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $897.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9551 | 2053-03-01      | 6.5000%  | N/A     | $1000.00           | $749.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2372 | 2053-05-01      | 6.5000%  | N/A     | $2000.00           | $1625.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  | N/A     | $622223.00         | $631683.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY8601 | 2053-08-01      | 6.5000%  | N/A     | $2000.00           | $1292.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5330 | 2052-12-01      | 6.5000%  | N/A     | $16499456.00       | $12206571.66       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7278 | 2053-10-01      | 6.5000%  | N/A     | $1024.00           | $653.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  | N/A     | $1054.00           | $504.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7867 | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $398.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | N/A     | $1024.00           | $792.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1268 | 2055-10-01      | 6.5000%  | N/A     | $1024.00           | $961.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB2623 | 2054-03-01      | 6.5000%  | N/A     | $55329.00          | $25851.18          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4821 | 2054-06-01      | 6.5000%  | N/A     | $749793.00         | $772357.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | N/A     | $4000.00           | $3290.81           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0482 | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $675.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $956.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2758 | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $599.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7534 | 2055-01-01      | 6.5000%  | N/A     | $773645.00         | $797577.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9715 | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $807.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2519 | 2055-02-01      | 6.5000%  | N/A     | $968376.00         | $510805.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3013 | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $641.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4408 | 2055-03-01      | 6.5000%  | N/A     | $1001.00           | $512.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6420 | 2055-03-01      | 6.5000%  | N/A     | $3337155.00        | $2273116.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $825.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9408 | 2055-09-01      | 6.5000%  | N/A     | $3544.00           | $3300.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0319 | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $595.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1072 | 2055-10-01      | 6.5000%  | N/A     | $1006.00           | $903.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF2335 | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1051.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4681 | 2055-11-01      | 6.5000%  | N/A     | $3059010.00        | $2979253.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5512 | 2055-11-01      | 6.5000%  | N/A     | $1086000.00        | $1139022.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF6364 | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $996.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF7683 | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1036.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4732 | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $680.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5648 | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $543.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5824 | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $761.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5947 | 2056-01-01      | 6.5000%  | N/A     | $1024.00           | $979.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 ZLFP0145 | 2055-02-25      | 6.5000%  | N/A     | $1000.00           | $841.78            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBJ1391 | 2053-09-01      | 7.0000%  | N/A     | $1078894.00        | $893753.82         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $658.43            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7030 | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $789.15            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8848 | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $967.96            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDG9966 | 2056-05-01      | 7.0000%  | N/A     | $1504950.00        | $1610476.48        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS7411 | 2054-02-01      | 7.0000%  | N/A     | $47014194.00       | $33488866.07       | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | N/A     | $3000.00           | $1096.14           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDB6729 | 2054-06-01      | 7.5000%  | N/A     | $1203898.00        | $243189.50         | Agency Mortgage-Backed Securities  |

### Security 186: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ4Y6436
- **C.18 - Value (incl. sponsor support):** $1232200000.00
- **C.18.a - Value (excl. sponsor support):** $1232200000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | N/A     | $451064300.00      | $453666080.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $781631100.00      | $803178009.29      | U.S. Treasuries (including strips) |

### Security 187: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B2270
- **C.18 - Value (incl. sponsor support):** $1178000000.00
- **C.18.a - Value (excl. sponsor support):** $1178000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE Q 32 | 2032-09-30      | 3.8750%  | N/A     | $1218450700.00     | $1201560030.37     | U.S. Treasuries (including strips) |

### Security 188: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRWP0DCM0
- **C.18 - Value (incl. sponsor support):** $1114500000.00
- **C.18.a - Value (excl. sponsor support):** $1114500000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-03
- **C.13 - Final Legal Maturity Date:** 2026-07-03
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| 06.000 FGPC P20603 G | 2034-05-01      | 6.0000%  | N/A     | $731000.00         | $7018.22           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | N/A     | $262000.00         | $211301.10         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0127 | 2056-05-01      | 5.0000%  | N/A     | $20522912.00       | $20255044.67       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | N/A     | $8078272.00        | $4907257.42        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4080 | 2056-01-01      | 6.0000%  | N/A     | $3451840.00        | $3566079.20        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ0207 | 2040-07-01      | 6.0000%  | N/A     | $490552.00         | $59814.60          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3868 | 2030-01-01      | 2.5000%  | N/A     | $15225000.00       | $4495824.60        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1534 | 2051-09-01      | 2.5000%  | N/A     | $14000000.00       | $8196896.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7522 | 2046-09-01      | 3.5000%  | N/A     | $57060.00          | $7410.66           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS4427 | 2045-02-01      | 4.5000%  | N/A     | $100000.00         | $17997.90          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1732 | 2047-07-01      | 4.5000%  | N/A     | $125000.00         | $20497.78          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725231 | 2034-02-01      | 5.0000%  | N/A     | $1004202.00        | $7650.85           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL256674 | 2037-04-01      | 6.0000%  | N/A     | $1222500.00        | $8090.84           | Agency Mortgage-Backed Securities |
| GNII AP 784710 M     | 2048-11-20      | 3.5000%  | N/A     | $710000.00         | $28484.08          | Agency Mortgage-Backed Securities |
| GNII ET DC2501 C     | 2064-04-20      | 3.5000%  | N/A     | $548983.00         | $482163.30         | Agency Mortgage-Backed Securities |
| GNII ET DE7656 C     | 2063-07-20      | 3.0000%  | N/A     | $275092.00         | $237319.50         | Agency Mortgage-Backed Securities |
| GNII ET DM7574 C     | 2065-08-20      | 2.0000%  | N/A     | $587813.00         | $450934.08         | Agency Mortgage-Backed Securities |
| GNII JM MA0665 M     | 2042-10-20      | 2.5000%  | N/A     | $6272920.00        | $1221662.16        | Agency Mortgage-Backed Securities |
| GNII JM MA5125 M     | 2048-03-20      | 3.0000%  | N/A     | $570306.00         | $30817.48          | Agency Mortgage-Backed Securities |
| GNII JM MA5390 M     | 2048-08-20      | 5.0000%  | N/A     | $300000.00         | $12617.72          | Agency Mortgage-Backed Securities |
| GNII JM MA6330 M     | 2049-12-20      | 3.5000%  | N/A     | $10006800.00       | $995351.47         | Agency Mortgage-Backed Securities |
| GNII JM MA9351 M     | 2053-11-20      | 6.5000%  | N/A     | $619478.00         | $102320.43         | Agency Mortgage-Backed Securities |
| GNII RG CM1118 C     | 2043-07-20      | 2.5000%  | N/A     | $1792322.00        | $843810.63         | Agency Mortgage-Backed Securities |
| GNII SF 005232 M     | 2041-11-20      | 3.5000%  | N/A     | $1000000.00        | $63792.58          | Agency Mortgage-Backed Securities |
| GNII SF 759449 C     | 2041-01-20      | 4.0000%  | N/A     | $580000.00         | $61610.84          | Agency Mortgage-Backed Securities |
| GNII SF 770804 C     | 2041-06-20      | 5.0000%  | N/A     | $101219.00         | $8735.58           | Agency Mortgage-Backed Securities |
| GNII SF AA8363 C     | 2044-03-20      | 4.0000%  | N/A     | $5510440.00        | $108749.43         | Agency Mortgage-Backed Securities |
| GNII SF AH5889 C     | 2045-05-20      | 3.7500%  | N/A     | $75250.00          | $30178.38          | Agency Mortgage-Backed Securities |
| GNII SF AI6224 C     | 2034-05-20      | 4.0000%  | N/A     | $5540690.00        | $73159.70          | Agency Mortgage-Backed Securities |
| GNII SF AJ9079 C     | 2044-10-20      | 4.0000%  | N/A     | $1540154.00        | $336970.14         | Agency Mortgage-Backed Securities |
| GNII SF BA7589 C     | 2048-06-20      | 5.0000%  | N/A     | $2392110.00        | $376577.92         | Agency Mortgage-Backed Securities |
| GNII SF BF9479 C     | 2048-03-20      | 4.0000%  | N/A     | $180000.00         | $29210.48          | Agency Mortgage-Backed Securities |
| GNII SF BG2388 C     | 2048-03-20      | 5.0000%  | N/A     | $196548.00         | $78454.04          | Agency Mortgage-Backed Securities |
| GNII SF BG3768 C     | 2048-07-20      | 5.0000%  | N/A     | $14589440.00       | $1013656.96        | Agency Mortgage-Backed Securities |
| GNII SF BM7233 C     | 2049-05-20      | 3.5000%  | N/A     | $439902.00         | $132330.76         | Agency Mortgage-Backed Securities |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | N/A     | $2753000.00        | $1352438.93        | Agency Mortgage-Backed Securities |
| GNII SF CL5523 C     | 2052-04-20      | 3.0000%  | N/A     | $100000.00         | $51487.09          | Agency Mortgage-Backed Securities |
| GNII SF DF2428 C     | 2054-10-20      | 5.0000%  | N/A     | $1340906.00        | $1310674.14        | Agency Mortgage-Backed Securities |
| GNII SF DH0486 C     | 2055-03-20      | 6.5000%  | N/A     | $8783968.00        | $6512028.35        | Agency Mortgage-Backed Securities |
| GNII SF DH3021 C     | 2055-02-20      | 6.5000%  | N/A     | $378079.00         | $278320.55         | Agency Mortgage-Backed Securities |
| GNII SF DH3121 C     | 2055-03-20      | 6.5000%  | N/A     | $1250042.00        | $690272.22         | Agency Mortgage-Backed Securities |
| GNII SF DH4860 C     | 2055-06-20      | 6.5000%  | N/A     | $934422.00         | $976313.82         | Agency Mortgage-Backed Securities |
| GNII SF DH7690 C     | 2055-02-20      | 6.5000%  | N/A     | $1478640.00        | $1147994.65        | Agency Mortgage-Backed Securities |
| GNII SF DI0165 C     | 2055-04-20      | 6.5000%  | N/A     | $1855438.00        | $1640391.39        | Agency Mortgage-Backed Securities |
| GNII SF DI0809 C     | 2055-04-20      | 6.5000%  | N/A     | $669758.00         | $545265.61         | Agency Mortgage-Backed Securities |
| GNII SF DI3589 C     | 2055-05-20      | 6.5000%  | N/A     | $1275000.00        | $1110146.32        | Agency Mortgage-Backed Securities |
| GNII SF DI4324 C     | 2055-04-20      | 6.5000%  | N/A     | $660251.00         | $689095.31         | Agency Mortgage-Backed Securities |
| GNII SF DI4529 C     | 2055-08-20      | 6.5000%  | N/A     | $1301460.00        | $1398302.06        | Agency Mortgage-Backed Securities |
| GNII SF DI6912 C     | 2055-03-20      | 6.5000%  | N/A     | $720489.00         | $582122.86         | Agency Mortgage-Backed Securities |
| GNII SF DI8054 C     | 2055-03-20      | 6.5000%  | N/A     | $482867.00         | $413401.51         | Agency Mortgage-Backed Securities |
| GNII SF DJ2625 C     | 2055-04-20      | 6.5000%  | N/A     | $814865.00         | $850137.43         | Agency Mortgage-Backed Securities |
| GNII SF DJ3735 C     | 2055-03-20      | 6.5000%  | N/A     | $2365588.00        | $1468390.55        | Agency Mortgage-Backed Securities |
| GNII SF DJ5279 C     | 2055-07-20      | 6.5000%  | N/A     | $68545280.00       | $60133641.62       | Agency Mortgage-Backed Securities |
| GNII SF DJ6790 C     | 2055-04-20      | 6.5000%  | N/A     | $691163.00         | $720677.79         | Agency Mortgage-Backed Securities |
| GNII SF DJ9493 C     | 2055-11-20      | 6.0000%  | N/A     | $1563472.00        | $1634609.41        | Agency Mortgage-Backed Securities |
| GNII SF DK0428 C     | 2055-06-20      | 6.5000%  | N/A     | $650632.00         | $680395.99         | Agency Mortgage-Backed Securities |
| GNII SF DK1252 C     | 2056-04-20      | 6.5000%  | N/A     | $1021160.00        | $1076789.02        | Agency Mortgage-Backed Securities |
| GNII SF DK1295 C     | 2055-06-20      | 6.5000%  | N/A     | $617529.00         | $432965.38         | Agency Mortgage-Backed Securities |
| GNII SF DK3166 C     | 2055-08-20      | 6.0000%  | N/A     | $1355188.00        | $1415020.95        | Agency Mortgage-Backed Securities |
| GNII SF DK3178 C     | 2055-08-20      | 6.5000%  | N/A     | $2389152.00        | $1859299.92        | Agency Mortgage-Backed Securities |
| GNII SF DK7916 C     | 2055-08-20      | 6.5000%  | N/A     | $798673.00         | $835416.35         | Agency Mortgage-Backed Securities |
| GNII SF DK8051 C     | 2055-07-20      | 6.5000%  | N/A     | $936291.00         | $894005.30         | Agency Mortgage-Backed Securities |
| GNII SF DL0985 C     | 2056-04-20      | 5.5000%  | N/A     | $2706400.00        | $2737458.77        | Agency Mortgage-Backed Securities |
| GNII SF DL2775 C     | 2055-07-20      | 6.5000%  | N/A     | $6725910.00        | $5071521.94        | Agency Mortgage-Backed Securities |
| GNII SF DL3078 C     | 2055-08-20      | 6.5000%  | N/A     | $465597.00         | $489135.70         | Agency Mortgage-Backed Securities |
| GNII SF DL3079 C     | 2055-08-20      | 6.5000%  | N/A     | $535057.00         | $562000.96         | Agency Mortgage-Backed Securities |
| GNII SF DL5312 C     | 2055-11-20      | 6.0000%  | N/A     | $10130032.00       | $10396074.53       | Agency Mortgage-Backed Securities |
| GNII SF DL5722 C     | 2055-09-20      | 6.0000%  | N/A     | $1514312.00        | $1493105.94        | Agency Mortgage-Backed Securities |
| GNII SF DL8655 C     | 2055-09-20      | 6.5000%  | N/A     | $1227736.00        | $1307693.47        | Agency Mortgage-Backed Securities |
| GNII SF DM0712 C     | 2055-09-20      | 6.0000%  | N/A     | $1735180.00        | $1811371.69        | Agency Mortgage-Backed Securities |
| GNII SF DM3571 C     | 2055-10-20      | 6.0000%  | N/A     | $11932816.00       | $12339426.20       | Agency Mortgage-Backed Securities |
| GNII SF DM4739 C     | 2055-09-20      | 6.0000%  | N/A     | $3174436.00        | $3302656.37        | Agency Mortgage-Backed Securities |
| GNII SF DM4901 C     | 2056-04-20      | 6.0000%  | N/A     | $1416884.00        | $1478159.51        | Agency Mortgage-Backed Securities |
| GNII SF DM8057 C     | 2055-12-20      | 6.5000%  | N/A     | $917108.00         | $964253.08         | Agency Mortgage-Backed Securities |
| GNII SF DM8430 C     | 2055-10-20      | 6.0000%  | N/A     | $3732184.00        | $3435995.73        | Agency Mortgage-Backed Securities |
| GNII SF DM8775 C     | 2055-11-20      | 6.5000%  | N/A     | $1040824.00        | $1092744.64        | Agency Mortgage-Backed Securities |
| GNII SF DM8791 C     | 2055-10-20      | 6.0000%  | N/A     | $1722742.00        | $1791927.77        | Agency Mortgage-Backed Securities |
| GNII SF DM9952 C     | 2055-11-20      | 6.5000%  | N/A     | $642473.00         | $673574.58         | Agency Mortgage-Backed Securities |
| GNII SF DN4849 C     | 2055-10-20      | 6.5000%  | N/A     | $727462.00         | $763985.99         | Agency Mortgage-Backed Securities |
| GNII SF DN5014 C     | 2055-10-20      | 6.5000%  | N/A     | $680746.00         | $577177.92         | Agency Mortgage-Backed Securities |
| GNII SF DN6604 C     | 2056-03-20      | 6.0000%  | N/A     | $5842152.00        | $6023800.57        | Agency Mortgage-Backed Securities |
| GNII SF DN6656 C     | 2056-03-20      | 5.5000%  | N/A     | $357592.00         | $362528.84         | Agency Mortgage-Backed Securities |
| GNII SF DN7844 C     | 2055-10-20      | 6.0000%  | N/A     | $4163424.00        | $4387768.98        | Agency Mortgage-Backed Securities |
| GNII SF DN7851 C     | 2055-10-20      | 6.5000%  | N/A     | $2129436.00        | $2304259.69        | Agency Mortgage-Backed Securities |
| GNII SF DN7952 C     | 2055-12-20      | 6.5000%  | N/A     | $3140492.00        | $3298116.35        | Agency Mortgage-Backed Securities |
| GNII SF DN8690 C     | 2056-01-20      | 6.5000%  | N/A     | $528893.00         | $555111.12         | Agency Mortgage-Backed Securities |
| GNII SF DN8972 C     | 2056-02-20      | 6.5000%  | N/A     | $1005138.00        | $1057033.57        | Agency Mortgage-Backed Securities |
| GNII SF DO3415 C     | 2055-10-20      | 6.5000%  | N/A     | $1403218.00        | $1515983.11        | Agency Mortgage-Backed Securities |
| GNII SF DO5661 C     | 2056-02-20      | 6.5000%  | N/A     | $572112.00         | $601906.50         | Agency Mortgage-Backed Securities |
| GNII SF DO7601 C     | 2055-12-20      | 5.5000%  | N/A     | $4337192.00        | $4383855.57        | Agency Mortgage-Backed Securities |
| GNII SF DP2268 C     | 2056-03-20      | 6.0000%  | N/A     | $1255366.00        | $1318431.07        | Agency Mortgage-Backed Securities |
| GNII SF DP2622 C     | 2056-05-20      | 6.0000%  | N/A     | $1764452.00        | $1835424.73        | Agency Mortgage-Backed Securities |
| GNII SF DP4804 C     | 2056-05-20      | 6.0000%  | N/A     | $1582740.00        | $1639688.04        | Agency Mortgage-Backed Securities |
| GNII SF DP6159 C     | 2056-03-20      | 5.5000%  | N/A     | $14240704.00       | $14443620.26       | Agency Mortgage-Backed Securities |
| GNII SF DP6743 C     | 2056-02-20      | 6.5000%  | N/A     | $1597482.00        | $1681967.43        | Agency Mortgage-Backed Securities |
| GNII SF DP6875 C     | 2056-02-20      | 5.5000%  | N/A     | $2120076.00        | $2185865.34        | Agency Mortgage-Backed Securities |
| GNII SF DP7282 C     | 2056-02-20      | 6.5000%  | N/A     | $1976872.00        | $2081086.98        | Agency Mortgage-Backed Securities |
| GNII SF DP7283 C     | 2056-02-20      | 6.5000%  | N/A     | $693317.00         | $729687.38         | Agency Mortgage-Backed Securities |
| GNII SF DP8818 C     | 2056-01-20      | 6.0000%  | N/A     | $1443046.00        | $1483234.33        | Agency Mortgage-Backed Securities |
| GNII SF DP9468 C     | 2056-01-20      | 6.5000%  | N/A     | $1991374.00        | $2089018.95        | Agency Mortgage-Backed Securities |
| GNII SF DQ4090 C     | 2056-03-20      | 6.0000%  | N/A     | $1603052.00        | $1663550.44        | Agency Mortgage-Backed Securities |
| GNII SF DQ4192 C     | 2056-05-20      | 5.5000%  | N/A     | $2393080.00        | $2481556.42        | Agency Mortgage-Backed Securities |
| GNII SF DQ5071 C     | 2056-05-20      | 6.5000%  | N/A     | $1518674.00        | $1609151.37        | Agency Mortgage-Backed Securities |
| GNII SF DQ6100 C     | 2056-04-20      | 5.5000%  | N/A     | $1866104.00        | $1891460.72        | Agency Mortgage-Backed Securities |
| GNII SF DQ6184 C     | 2056-05-20      | 5.5000%  | N/A     | $1012068.00        | $1037575.94        | Agency Mortgage-Backed Securities |
| GNII SF DQ6185 C     | 2056-05-20      | 5.5000%  | N/A     | $3286072.00        | $3359097.65        | Agency Mortgage-Backed Securities |
| GNII SF DQ6189 C     | 2056-05-20      | 5.5000%  | N/A     | $9473104.00        | $9657571.65        | Agency Mortgage-Backed Securities |
| GNII SF DQ6197 C     | 2056-05-20      | 5.5000%  | N/A     | $8629660.00        | $8756151.64        | Agency Mortgage-Backed Securities |
| GNII SF DQ6331 C     | 2056-05-20      | 6.0000%  | N/A     | $1518746.00        | $1582589.02        | Agency Mortgage-Backed Securities |
| GNII SF DQ7410 C     | 2056-03-20      | 6.0000%  | N/A     | $2016692.00        | $2087671.77        | Agency Mortgage-Backed Securities |
| GNII SF DQ7517 C     | 2056-04-20      | 6.5000%  | N/A     | $1161246.00        | $1224486.05        | Agency Mortgage-Backed Securities |
| GNII SF DQ7781 C     | 2056-04-20      | 6.0000%  | N/A     | $1012738.00        | $1051355.33        | Agency Mortgage-Backed Securities |
| GNII SF DQ7787 C     | 2056-04-20      | 6.5000%  | N/A     | $2849976.00        | $3000120.11        | Agency Mortgage-Backed Securities |
| GNII SF DQ7805 C     | 2056-03-20      | 6.0000%  | N/A     | $1598148.00        | $1670548.89        | Agency Mortgage-Backed Securities |
| GNII SF DQ7900 C     | 2056-02-20      | 6.5000%  | N/A     | $1288118.00        | $1356077.07        | Agency Mortgage-Backed Securities |
| GNII SF DQ9364 C     | 2056-05-20      | 6.0000%  | N/A     | $1709694.00        | $1771209.93        | Agency Mortgage-Backed Securities |
| GNII SF DR2627 C     | 2056-05-20      | 6.0000%  | N/A     | $3554648.00        | $3694387.14        | Agency Mortgage-Backed Securities |
| GNII SF DR3148 C     | 2056-05-20      | 5.5000%  | N/A     | $6886200.00        | $6997658.50        | Agency Mortgage-Backed Securities |
| GNII SF DR3398 C     | 2056-05-20      | 6.0000%  | N/A     | $1208458.00        | $1264383.83        | Agency Mortgage-Backed Securities |
| GNII SF DR3748 C     | 2056-03-20      | 6.0000%  | N/A     | $1651814.00        | $1720216.70        | Agency Mortgage-Backed Securities |
| GNII SF DR3752 C     | 2056-03-20      | 6.5000%  | N/A     | $1525802.00        | $1607556.32        | Agency Mortgage-Backed Securities |
| GNII SF DR3952 C     | 2056-04-20      | 5.5000%  | N/A     | $64373760.00       | $65345524.89       | Agency Mortgage-Backed Securities |
| GNII SF DR4416 C     | 2055-11-20      | 6.0000%  | N/A     | $1373048.00        | $1429960.40        | Agency Mortgage-Backed Securities |
| GNII SF DR4421 C     | 2055-12-20      | 6.0000%  | N/A     | $1027882.00        | $1068144.12        | Agency Mortgage-Backed Securities |
| GNII SF DR4423 C     | 2055-11-20      | 6.0000%  | N/A     | $1424616.00        | $1476700.08        | Agency Mortgage-Backed Securities |
| GNII SF DR6748 C     | 2056-05-20      | 6.0000%  | N/A     | $1264050.00        | $1311442.61        | Agency Mortgage-Backed Securities |
| GNII SF DR7236 C     | 2056-05-20      | 5.5000%  | N/A     | $15519472.00       | $15770682.25       | Agency Mortgage-Backed Securities |
| GNII SF DR7241 C     | 2056-05-20      | 6.0000%  | N/A     | $7269864.00        | $7554345.90        | Agency Mortgage-Backed Securities |
| GNII SF DR8294 C     | 2056-05-20      | 5.5000%  | N/A     | $1755070.00        | $1780797.18        | Agency Mortgage-Backed Securities |
| GNII SF DR8389 C     | 2056-05-20      | 6.0000%  | N/A     | $3180520.00        | $3312106.59        | Agency Mortgage-Backed Securities |
| GNII SF DR8884 C     | 2056-05-20      | 5.5000%  | N/A     | $2415624.00        | $2454725.17        | Agency Mortgage-Backed Securities |
| GNII SF DS1569 C     | 2056-05-20      | 5.5000%  | N/A     | $20105500.00       | $20430943.27       | Agency Mortgage-Backed Securities |
| GNII SF DS2038 C     | 2056-05-20      | 6.0000%  | N/A     | $1758256.00        | $1842831.04        | Agency Mortgage-Backed Securities |
| GNII SF DS4716 C     | 2056-05-20      | 6.0000%  | N/A     | $4273576.00        | $4427342.11        | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | N/A     | $2504812.00        | $262598.70         | Agency Mortgage-Backed Securities |
| GNII SF MA4070 M     | 2046-11-20      | 4.0000%  | N/A     | $518833.00         | $46196.18          | Agency Mortgage-Backed Securities |
| GNII SF MA4196 M     | 2047-01-20      | 3.5000%  | N/A     | $294000.00         | $35639.82          | Agency Mortgage-Backed Securities |
| GNII SF MA4837 M     | 2047-11-20      | 3.5000%  | N/A     | $250000000.00      | $29152531.64       | Agency Mortgage-Backed Securities |
| GNII SF MA5020 M     | 2048-02-20      | 4.0000%  | N/A     | $110034048.00      | $10215540.75       | Agency Mortgage-Backed Securities |
| GNII SF MA5599 M     | 2037-09-20      | 6.0000%  | N/A     | $52000.00          | $7938.89           | Agency Mortgage-Backed Securities |
| GNII SF MA6478 M     | 2049-08-20      | 5.0000%  | N/A     | $11991000.00       | $1639372.16        | Agency Mortgage-Backed Securities |
| GNII SF MA6512 M     | 2035-03-20      | 2.5000%  | N/A     | $1730000.00        | $266556.76         | Agency Mortgage-Backed Securities |
| GNII SF MA6657 M     | 2050-05-20      | 3.5000%  | N/A     | $1190000.00        | $239395.88         | Agency Mortgage-Backed Securities |
| GNII SF MA6792 M     | 2035-08-20      | 2.0000%  | N/A     | $1876048.00        | $531574.38         | Agency Mortgage-Backed Securities |
| GNII SF MA6969 M     | 2035-11-20      | 3.0000%  | N/A     | $872917.00         | $256927.15         | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | N/A     | $315443.00         | $133678.71         | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | N/A     | $511000.00         | $253493.52         | Agency Mortgage-Backed Securities |
| GNII SF MA7371 M     | 2051-05-20      | 4.5000%  | N/A     | $79201.00          | $25211.96          | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | N/A     | $93432704.00       | $44271059.53       | Agency Mortgage-Backed Securities |
| GNII SF MA7591 M     | 2051-09-20      | 3.5000%  | N/A     | $6682712.00        | $3746560.34        | Agency Mortgage-Backed Securities |
| GNII SF MA7594 M     | 2049-02-20      | 5.0000%  | N/A     | $386757.00         | $150412.38         | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | N/A     | $250736128.00      | $153373409.84      | Agency Mortgage-Backed Securities |
| GNII SF MA8197 M     | 2052-07-20      | 2.5000%  | N/A     | $42798080.00       | $24961857.95       | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | N/A     | $40000.00          | $27795.56          | Agency Mortgage-Backed Securities |
| GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | N/A     | $51056128.00       | $31895483.67       | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | N/A     | $2901000.00        | $1951079.06        | Agency Mortgage-Backed Securities |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | N/A     | $424000.00         | $329032.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | N/A     | $30000000.00       | $20314852.70       | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | N/A     | $204992.00         | $160369.81         | Agency Mortgage-Backed Securities |
| GNII SF MA9105 M     | 2053-07-20      | 5.0000%  | N/A     | $16289000.00       | $12845965.44       | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M     | 2053-06-20      | 5.5000%  | N/A     | $264000.00         | $180107.03         | Agency Mortgage-Backed Securities |
| GNII SF MA9169 M     | 2053-06-20      | 4.5000%  | N/A     | $1842000.00        | $1533963.96        | Agency Mortgage-Backed Securities |
| GNII SF MA9364 M     | 2053-11-20      | 6.5000%  | N/A     | $3696228.00        | $1261160.20        | Agency Mortgage-Backed Securities |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | N/A     | $429421.00         | $372202.71         | Agency Mortgage-Backed Securities |
| GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | N/A     | $30000000.00       | $16295265.66       | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | N/A     | $3000000.00        | $2120538.93        | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | N/A     | $8203264.00        | $6244118.45        | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | N/A     | $14107840.00       | $9194018.17        | Agency Mortgage-Backed Securities |
| GNII SF MB0874 M     | 2056-01-20      | 6.5000%  | N/A     | $176474112.00      | $182135316.57      | Agency Mortgage-Backed Securities |
| GNII SF MB0940 M     | 2055-10-20      | 7.0000%  | N/A     | $44188160.00       | $45166246.60       | Agency Mortgage-Backed Securities |
| GNMI SF 544305 X     | 2036-12-15      | 5.0000%  | N/A     | $200000.00         | $16898.01          | Agency Mortgage-Backed Securities |
| GNMI SF 550613 X     | 2035-08-15      | 5.0000%  | N/A     | $2310116.00        | $21957.38          | Agency Mortgage-Backed Securities |
| GNMI SF 593249 X     | 2032-10-15      | 6.5000%  | N/A     | $34203776.00       | $37857.63          | Agency Mortgage-Backed Securities |
| GNMI SF 615958 X     | 2033-09-15      | 5.0000%  | N/A     | $25511936.00       | $176107.79         | Agency Mortgage-Backed Securities |
| GNMI SF 628095 X     | 2034-05-15      | 5.5000%  | N/A     | $10075424.00       | $74937.60          | Agency Mortgage-Backed Securities |
| GNMI SF 677209 X     | 2038-08-15      | 5.5000%  | N/A     | $917202.00         | $43478.46          | Agency Mortgage-Backed Securities |
| GNMI SF 677552 X     | 2037-11-15      | 6.0000%  | N/A     | $6669616.00        | $53546.79          | Agency Mortgage-Backed Securities |
| GNMI SF 682953 X     | 2041-08-15      | 5.5000%  | N/A     | $900000.00         | $64642.97          | Agency Mortgage-Backed Securities |
| GNMI SF 687827 X     | 2038-08-15      | 5.5000%  | N/A     | $10000000.00       | $61180.31          | Agency Mortgage-Backed Securities |
| GNMI SF 697974 X     | 2040-06-15      | 5.0000%  | N/A     | $13669695.00       | $220445.75         | Agency Mortgage-Backed Securities |
| GNMI SF 700822 X     | 2038-10-15      | 6.0000%  | N/A     | $936877.00         | $5868.25           | Agency Mortgage-Backed Securities |
| GNMI SF 704665 X     | 2039-08-15      | 5.0000%  | N/A     | $197194.00         | $6218.40           | Agency Mortgage-Backed Securities |
| GNMI SF 723324 X     | 2039-09-15      | 4.0000%  | N/A     | $80000.00          | $6008.42           | Agency Mortgage-Backed Securities |
| GNMI SF 723719 X     | 2040-01-15      | 5.0000%  | N/A     | $81000.00          | $10227.31          | Agency Mortgage-Backed Securities |
| GNMI SF 748382 X     | 2042-02-15      | 4.0000%  | N/A     | $1590292.00        | $110790.50         | Agency Mortgage-Backed Securities |
| GNMI SF 748479 X     | 2040-08-15      | 4.0000%  | N/A     | $2737000.00        | $102599.96         | Agency Mortgage-Backed Securities |
| GNMI SF 757621 X     | 2041-05-15      | 5.0000%  | N/A     | $1766142.00        | $93311.61          | Agency Mortgage-Backed Securities |
| GNMI SF 759207 X     | 2041-02-15      | 4.0000%  | N/A     | $161918.00         | $18468.68          | Agency Mortgage-Backed Securities |
| GNMI SF 761681 X     | 2041-05-15      | 4.2900%  | N/A     | $30000.00          | $10083.47          | Agency Mortgage-Backed Securities |
| GNMI SF 793057 X     | 2042-02-15      | 3.1000%  | N/A     | $1259992.00        | $371821.47         | Agency Mortgage-Backed Securities |
| GNMI SF 796307 X     | 2042-11-15      | 4.0000%  | N/A     | $4708520.00        | $662179.71         | Agency Mortgage-Backed Securities |
| GNMI SF AA6001 X     | 2043-01-15      | 2.5000%  | N/A     | $112106.00         | $14153.67          | Agency Mortgage-Backed Securities |
| GNMI SF AC0656 X     | 2043-04-15      | 2.5000%  | N/A     | $75034.00          | $22123.55          | Agency Mortgage-Backed Securities |
| GNMI SF AD1378 X     | 2033-04-15      | 3.5000%  | N/A     | $1014472.00        | $359829.45         | Agency Mortgage-Backed Securities |
| GNMI SF AE7714 X     | 2043-08-15      | 3.0000%  | N/A     | $411379.00         | $35073.74          | Agency Mortgage-Backed Securities |
| GNMI SF AM8200 X     | 2045-07-15      | 4.0000%  | N/A     | $2519940.00        | $445796.85         | Agency Mortgage-Backed Securities |
| GNMI SF AV1853 X     | 2047-12-15      | 3.5000%  | N/A     | $267096.00         | $52025.14          | Agency Mortgage-Backed Securities |
| GNMI SF BC1102 X     | 2047-07-15      | 4.0000%  | N/A     | $254593.00         | $53945.99          | Agency Mortgage-Backed Securities |
| GNMI SF BD7135 X     | 2047-12-15      | 4.0000%  | N/A     | $56009.00          | $6748.84           | Agency Mortgage-Backed Securities |
| GNMI SF BE0143 X     | 2048-01-15      | 4.0000%  | N/A     | $485000.00         | $207591.37         | Agency Mortgage-Backed Securities |
| GNMI SP 781603 X     | 2033-05-15      | 5.0000%  | N/A     | $3500000.00        | $24548.26          | Agency Mortgage-Backed Securities |
| GNMI SP 781746 X     | 2034-05-15      | 5.0000%  | N/A     | $9000000.00        | $124898.35         | Agency Mortgage-Backed Securities |
| GNMI SP 781862 X     | 2035-01-15      | 5.5000%  | N/A     | $4339312.00        | $47883.72          | Agency Mortgage-Backed Securities |
| GNMI SP 782144 X     | 2037-02-15      | 6.0000%  | N/A     | $2320376.00        | $23626.69          | Agency Mortgage-Backed Securities |
| GNMI SP 782226 X     | 2035-04-15      | 5.0000%  | N/A     | $1120000.00        | $26790.43          | Agency Mortgage-Backed Securities |
| GNMI SP 782619 X     | 2039-04-15      | 5.0000%  | N/A     | $620000.00         | $17076.79          | Agency Mortgage-Backed Securities |
| GNMI SP 782888 X     | 2040-02-15      | 5.0000%  | N/A     | $190000.00         | $13487.64          | Agency Mortgage-Backed Securities |
| GNMI SP 782889 X     | 2040-02-15      | 5.0000%  | N/A     | $190000.00         | $13487.64          | Agency Mortgage-Backed Securities |
| GNMI SP 783095 X     | 2040-09-15      | 4.0000%  | N/A     | $553678.00         | $21097.15          | Agency Mortgage-Backed Securities |
| GNPL LM CG6120       | 2050-10-15      | 3.4000%  | N/A     | $5950048.00        | $5438971.97        | Agency Mortgage-Backed Securities |
| GNPL PN CI0868       | 2047-03-15      | 2.5000%  | N/A     | $1540128.00        | $1215013.78        | Agency Mortgage-Backed Securities |
| GNPL PN CJ9089       | 2064-07-15      | 4.1400%  | N/A     | $2000000.00        | $1876452.70        | Agency Mortgage-Backed Securities |
| GNPL PN CL2695       | 2064-11-15      | 3.3000%  | N/A     | $26641088.00       | $23507699.41       | Agency Mortgage-Backed Securities |
| GNPL PN CL2712       | 2057-06-15      | 2.6300%  | N/A     | $487101.00         | $408068.40         | Agency Mortgage-Backed Securities |
| GNPL PN CL2723       | 2057-06-15      | 3.2000%  | N/A     | $5224160.00        | $4528219.70        | Agency Mortgage-Backed Securities |
| GNPL PN CL4449       | 2057-05-15      | 2.9300%  | N/A     | $1060162.00        | $825903.21         | Agency Mortgage-Backed Securities |
| GNPL PN CN7019       | 2057-11-15      | 4.5000%  | N/A     | $5995320.00        | $5654837.60        | Agency Mortgage-Backed Securities |
| GNPL PN CO1749       | 2057-11-15      | 4.4600%  | N/A     | $14500000.00       | $13641550.39       | Agency Mortgage-Backed Securities |
| GNPL PN CP3614       | 2057-09-15      | 3.3400%  | N/A     | $10280160.00       | $8999492.60        | Agency Mortgage-Backed Securities |
| GNPL PN CP7211       | 2057-09-15      | 4.3400%  | N/A     | $1000000.00        | $932364.42         | Agency Mortgage-Backed Securities |
| GNPL PN CQ0047       | 2058-04-15      | 2.4000%  | N/A     | $4296279.00        | $3535747.59        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0426       | 2061-06-15      | 5.6600%  | N/A     | $12340200.00       | $12834452.43       | Agency Mortgage-Backed Securities |
| GNPL PN DM9066       | 2061-03-15      | 5.1300%  | N/A     | $17270800.00       | $17384410.30       | Agency Mortgage-Backed Securities |

### Security 189: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ5B22G0
- **C.18 - Value (incl. sponsor support):** $79000000.00
- **C.18.a - Value (excl. sponsor support):** $79000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIN A 32 | 2032-01-15      | 0.1250%  | N/A     | $73752900.00       | $80579926.97       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53   | 2053-11-15      | 4.7500%  | N/A     | $100.00            | $96.21             | U.S. Treasuries (including strips) |

### Security 190: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ5B22L9
- **C.18 - Value (incl. sponsor support):** $172500000.00
- **C.18.a - Value (excl. sponsor support):** $172500000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 7/8 TPRN 51        | 2051-11-15      | 0.0000%  | N/A     | $5692100.00        | $1548871.64        | U.S. Treasuries (including strips) |
| 2 3/8 TPRN 51        | 2051-05-15      | 0.0000%  | N/A     | $2900.00           | $807.90            | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 36        | 2036-02-15      | 0.0000%  | N/A     | $300.00            | $196.66            | U.S. Treasuries (including strips) |
| 4 1/4 TPRN C 35      | 2035-05-15      | 0.0000%  | N/A     | $47900.00          | $32233.78          | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 37        | 2037-02-15      | 0.0000%  | N/A     | $100.00            | $62.18             | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 55        | 2055-11-15      | 0.0000%  | N/A     | $1622500.00        | $371753.69         | U.S. Treasuries (including strips) |
| FEPC 04.500 CLSL1546 | 2053-05-01      | 4.5000%  | N/A     | $3542.00           | $3173.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2410 | 2054-09-01      | 5.5000%  | N/A     | $2000.00           | $1869.37           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7740 | 2055-03-01      | 6.5000%  | N/A     | $2602.00           | $1572.63           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0728 | 2054-01-01      | 7.0000%  | N/A     | $2000.00           | $994.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS7140 | 2052-04-01      | 2.0000%  | N/A     | $6548.00           | $4486.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  | N/A     | $4424.00           | $2934.98           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0680 | 2048-09-01      | 4.5000%  | N/A     | $166300.00         | $4948.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1221 | 2042-09-01      | 4.5000%  | N/A     | $22126.00          | $1653.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  | N/A     | $3397.00           | $46.83             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAD0716 | 2030-12-01      | 6.5000%  | N/A     | $64071.00          | $783.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9170 | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $721.55            | Agency Mortgage-Backed Securities  |
| GNCL CL CP3666       | 2064-10-15      | 4.4700%  | N/A     | $8577.00           | $8150.27           | Agency Mortgage-Backed Securities  |
| GNHA RM DR0444 H     | 2076-03-20      | 5.3020%  | N/A     | $7044.00           | $7606.15           | Agency Mortgage-Backed Securities  |
| GNII JM MA3793 M     | 2046-07-20      | 3.5000%  | N/A     | $14703.00          | $753.33            | Agency Mortgage-Backed Securities  |
| GNII SF 763320 C     | 2041-05-20      | 5.0000%  | N/A     | $9029.00           | $435.06            | Agency Mortgage-Backed Securities  |
| GNII SF BH0050 C     | 2048-06-20      | 4.0000%  | N/A     | $3731.00           | $600.47            | Agency Mortgage-Backed Securities  |
| GNII SF DM3656 C     | 2055-10-20      | 6.0000%  | N/A     | $35749248.00       | $36028440.07       | Agency Mortgage-Backed Securities  |
| GNII SF DQ8279 C     | 2056-04-20      | 5.5000%  | N/A     | $5259808.00        | $5337487.03        | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | N/A     | $1000.00           | $236.21            | Agency Mortgage-Backed Securities  |
| GNII SF MA7194 M     | 2051-02-20      | 3.0000%  | N/A     | $127283072.00      | $44405149.26       | Agency Mortgage-Backed Securities  |
| GNII SF MA7369 M     | 2051-05-20      | 3.5000%  | N/A     | $54982272.00       | $24037067.17       | Agency Mortgage-Backed Securities  |
| GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | N/A     | $85326000.00       | $59440454.42       | Agency Mortgage-Backed Securities  |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | N/A     | $3034.00           | $2245.49           | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | N/A     | $1000.00           | $707.32            | Agency Mortgage-Backed Securities  |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | N/A     | $1000.00           | $317.74            | Agency Mortgage-Backed Securities  |
| GNII SF MA9727 M     | 2054-06-20      | 6.5000%  | N/A     | $1755.00           | $701.55            | Agency Mortgage-Backed Securities  |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | N/A     | $2910.00           | $1237.90           | Agency Mortgage-Backed Securities  |
| GNMI SF 587425 X     | 2032-11-15      | 6.5000%  | N/A     | $3490196.00        | $21686.32          | Agency Mortgage-Backed Securities  |
| GNMI SF 716302 X     | 2039-06-15      | 5.0000%  | N/A     | $304000.00         | $7024.22           | Agency Mortgage-Backed Securities  |
| GNMI SF BA0244 X     | 2047-04-15      | 4.0000%  | N/A     | $454614.00         | $77473.28          | Agency Mortgage-Backed Securities  |
| GNMI SP 782557 X     | 2039-01-15      | 5.0000%  | N/A     | $417000.00         | $9405.69           | Agency Mortgage-Backed Securities  |
| GNPL LM CI8937       | 2060-05-15      | 3.0200%  | N/A     | $1785.00           | $1542.84           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4844 | 2030-10-01      | 3.9800%  | N/A     | $5000.00           | $4925.95           | Agency Mortgage-Backed Securities  |
| TINT 02/15/31        | 2031-02-15      | 0.0000%  | N/A     | $184.32            | $151.41            | U.S. Treasuries (including strips) |
| TINT 02/15/39        | 2039-02-15      | 0.0000%  | N/A     | $1310.72           | $711.35            | U.S. Treasuries (including strips) |
| TINT 02/15/47        | 2047-02-15      | 0.0000%  | N/A     | $197.00            | $66.87             | U.S. Treasuries (including strips) |
| TINT 05/15/27        | 2027-05-15      | 0.0000%  | N/A     | $110.50            | $106.46            | U.S. Treasuries (including strips) |
| TINT 05/15/31        | 2031-05-15      | 0.0000%  | N/A     | $327.68            | $266.10            | U.S. Treasuries (including strips) |
| TINT 05/15/32        | 2032-05-15      | 0.0000%  | N/A     | $163.84            | $127.23            | U.S. Treasuries (including strips) |
| TINT 05/15/34        | 2034-05-15      | 0.0000%  | N/A     | $655.36            | $461.89            | U.S. Treasuries (including strips) |
| TINT 05/15/38        | 2038-05-15      | 0.0000%  | N/A     | $1802.24           | $1021.66           | U.S. Treasuries (including strips) |
| TINT 05/15/39        | 2039-05-15      | 0.0000%  | N/A     | $1199.61           | $641.22            | U.S. Treasuries (including strips) |
| TINT 05/15/40        | 2040-05-15      | 0.0000%  | N/A     | $0.28              | $0.14              | U.S. Treasuries (including strips) |
| TINT 05/15/50        | 2050-05-15      | 0.0000%  | N/A     | $999996.00         | $286964.85         | U.S. Treasuries (including strips) |
| TINT 05/15/51        | 2051-05-15      | 0.0000%  | N/A     | $276546.00         | $75689.81          | U.S. Treasuries (including strips) |
| TINT 05/15/52        | 2052-05-15      | 0.0000%  | N/A     | $11001.45          | $2862.98           | U.S. Treasuries (including strips) |
| TINT 05/15/53        | 2053-05-15      | 0.0000%  | N/A     | $689.58            | $171.10            | U.S. Treasuries (including strips) |
| TINT 08/15/26        | 2026-08-15      | 0.0000%  | N/A     | $269.08            | $266.97            | U.S. Treasuries (including strips) |
| TINT 08/15/29        | 2029-08-15      | 0.0000%  | N/A     | $324.87            | $284.53            | U.S. Treasuries (including strips) |
| TINT 08/15/31        | 2031-08-15      | 0.0000%  | N/A     | $141.52            | $113.67            | U.S. Treasuries (including strips) |
| TINT 08/15/47        | 2047-08-15      | 0.0000%  | N/A     | $1059258.00        | $350892.98         | U.S. Treasuries (including strips) |
| TINT 08/15/48        | 2048-08-15      | 0.0000%  | N/A     | $29856.00          | $9400.94           | U.S. Treasuries (including strips) |
| TINT 08/15/51        | 2051-08-15      | 0.0000%  | N/A     | $0.83              | $0.22              | U.S. Treasuries (including strips) |
| TINT 08/15/52        | 2052-08-15      | 0.0000%  | N/A     | $0.64              | $0.16              | U.S. Treasuries (including strips) |
| TINT 11/15/26        | 2026-11-15      | 0.0000%  | N/A     | $213.67            | $210.01            | U.S. Treasuries (including strips) |
| TINT 11/15/27        | 2027-11-15      | 0.0000%  | N/A     | $81.92             | $77.33             | U.S. Treasuries (including strips) |
| TINT 11/15/29        | 2029-11-15      | 0.0000%  | N/A     | $163.84            | $141.99            | U.S. Treasuries (including strips) |
| TINT 11/15/30        | 2030-11-15      | 0.0000%  | N/A     | $313.94            | $260.72            | U.S. Treasuries (including strips) |
| TINT 11/15/36        | 2036-11-15      | 0.0000%  | N/A     | $2511.80           | $1552.03           | U.S. Treasuries (including strips) |
| TINT 11/15/38        | 2038-11-15      | 0.0000%  | N/A     | $3934.70           | $2167.13           | U.S. Treasuries (including strips) |
| TINT 11/15/50        | 2050-11-15      | 0.0000%  | N/A     | $13701700.00       | $3844902.55        | U.S. Treasuries (including strips) |
| TINT 11/15/51        | 2051-11-15      | 0.0000%  | N/A     | $1.00              | $0.27              | U.S. Treasuries (including strips) |

### Security 191: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYJ5B22K1
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  | N/A     | $1160000.00        | $987200.60         | U.S. Treasuries (including strips) |
| 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  | N/A     | $866000.00         | $744823.22         | U.S. Treasuries (including strips) |
| 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  | N/A     | $1354000.00        | $1343498.38        | U.S. Treasuries (including strips) |
| 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  | N/A     | $3324000.00        | $2889942.11        | U.S. Treasuries (including strips) |
| 1 3/8 TPRN 40    | 2040-11-15      | 0.0000%  | N/A     | $5868000.00        | $2915110.91        | U.S. Treasuries (including strips) |
| 1 3/8 TPRN F 31  | 2031-11-15      | 0.0000%  | N/A     | $650000.00         | $517812.75         | U.S. Treasuries (including strips) |
| 1 7/8 TPRN 51    | 2051-11-15      | 0.0000%  | N/A     | $55067000.00       | $15011154.07       | U.S. Treasuries (including strips) |
| 1 7/8 TPRN N 26  | 2026-07-31      | 0.0000%  | N/A     | $50000.00          | $49700.55          | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 45    | 2045-02-15      | 0.0000%  | N/A     | $36406900.00       | $14109057.21       | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46    | 2046-02-15      | 0.0000%  | N/A     | $8222700.00        | $3018980.75        | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46    | 2046-08-15      | 0.0000%  | N/A     | $10039100.00       | $3590423.88        | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | N/A     | $1208500.00        | $1288720.35        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47    | 2047-08-15      | 0.0000%  | N/A     | $48852600.00       | $16552042.52       | U.S. Treasuries (including strips) |
| 2 3/4 TPRN E 32  | 2032-08-15      | 0.0000%  | N/A     | $217000.00         | $166910.54         | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  | N/A     | $2165700.00        | $2086563.16        | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 43    | 2043-05-15      | 0.0000%  | N/A     | $25021100.00       | $10719089.28       | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 52    | 2052-05-15      | 0.0000%  | N/A     | $21383800.00       | $5690892.08        | U.S. Treasuries (including strips) |
| 2 7/8 TPRN C 28  | 2028-05-15      | 0.0000%  | N/A     | $191000.00         | $176643.29         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  | N/A     | $353000.00         | $323152.09         | U.S. Treasuries (including strips) |
| 2 TPRN F 26      | 2026-11-15      | 0.0000%  | N/A     | $1007000.00        | $989943.43         | U.S. Treasuries (including strips) |
| 3 1/4 TPRN 42    | 2042-05-15      | 0.0000%  | N/A     | $6912000.00        | $3144469.25        | U.S. Treasuries (including strips) |
| 3 3/4 TPRN 41    | 2041-08-15      | 0.0000%  | N/A     | $1124700.00        | $536454.91         | U.S. Treasuries (including strips) |
| 3 3/8 TPRN C 33  | 2033-05-15      | 0.0000%  | N/A     | $1500000.00        | $1114602.00        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AN 29 | 2029-05-15      | 3.8750%  | N/A     | $135705200.00      | $135275175.30      | U.S. Treasuries (including strips) |
| 3 7/8 TPRN 43    | 2043-02-15      | 0.0000%  | N/A     | $450000.00         | $195724.80         | U.S. Treasuries (including strips) |
| 3 TPRN 47        | 2047-05-15      | 0.0000%  | N/A     | $36841100.00       | $12666228.07       | U.S. Treasuries (including strips) |
| 3 TPRN 48        | 2048-02-15      | 0.0000%  | N/A     | $39154900.00       | $12917984.61       | U.S. Treasuries (including strips) |
| 3 TPRN 52        | 2052-08-15      | 0.0000%  | N/A     | $87698000.00       | $23051507.00       | U.S. Treasuries (including strips) |
| 4 1/2 TPRN AN 27 | 2027-05-15      | 0.0000%  | N/A     | $50000.00          | $48182.95          | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 40    | 2040-11-15      | 0.0000%  | N/A     | $1066300.00        | $531326.63         | U.S. Treasuries (including strips) |
| 4 1/4 TPRN AK 28 | 2028-02-15      | 0.0000%  | N/A     | $650000.00         | $607572.55         | U.S. Treasuries (including strips) |
| 4 1/4 TPRN F 34  | 2034-11-15      | 0.0000%  | N/A     | $5550000.00        | $3832924.35        | U.S. Treasuries (including strips) |
| 4 1/8 TPRN AK 27 | 2027-02-15      | 0.0000%  | N/A     | $900000.00         | $875899.80         | U.S. Treasuries (including strips) |
| 4 1/8 TPRN B 36  | 2036-02-15      | 0.0000%  | N/A     | $1500000.00        | $976261.50         | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 45    | 2045-02-15      | 0.0000%  | N/A     | $9600000.00        | $3722016.00        | U.S. Treasuries (including strips) |
| 4 3/8 TPRN 39    | 2039-11-15      | 0.0000%  | N/A     | $401000.00         | $211971.81         | U.S. Treasuries (including strips) |
| 4 3/8 TPRN 40    | 2040-05-15      | 0.0000%  | N/A     | $51241000.00       | $26305182.24       | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 40    | 2040-02-15      | 0.0000%  | N/A     | $13132500.00       | $6842859.85        | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 44    | 2044-11-15      | 0.0000%  | N/A     | $5200000.00        | $2042892.80        | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 54    | 2054-05-15      | 0.0000%  | N/A     | $238843200.00      | $58346288.80       | U.S. Treasuries (including strips) |
| 4 5/8 TPRN AU 26 | 2026-11-15      | 0.0000%  | N/A     | $3300000.00        | $3243692.10        | U.S. Treasuries (including strips) |
| 4 7/8 TPRN R 30  | 2030-10-31      | 0.0000%  | N/A     | $988000.00         | $824651.98         | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | N/A     | $930200.00         | $940624.45         | U.S. Treasuries (including strips) |
| 4 TPRN F 35      | 2035-11-15      | 0.0000%  | N/A     | $150000.00         | $98688.30          | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | N/A     | $4621000.00        | $4231796.28        | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | N/A     | $8926000.00        | $8092891.79        | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  | N/A     | $43000.00          | $38693.59          | U.S. Treasuries (including strips) |
| 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | N/A     | $449300.00         | $370545.80         | U.S. Treasuries (including strips) |
| 5 TPRN 45        | 2045-05-15      | 0.0000%  | N/A     | $700000.00         | $267905.40         | U.S. Treasuries (including strips) |
| 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | N/A     | $2225000.00        | $2209315.98        | U.S. Treasuries (including strips) |
| TINT 02/15/52    | 2052-02-15      | 0.0000%  | N/A     | $16643235.84       | $4400005.55        | U.S. Treasuries (including strips) |
| TINT 02/15/55    | 2055-02-15      | 0.0000%  | N/A     | $3968772.00        | $929029.99         | U.S. Treasuries (including strips) |
| TINT 05/15/27    | 2027-05-15      | 0.0000%  | N/A     | $11073986.56       | $10674315.31       | U.S. Treasuries (including strips) |
| TINT 05/15/28    | 2028-05-15      | 0.0000%  | N/A     | $6968248.32        | $6443239.59        | U.S. Treasuries (including strips) |
| TINT 05/15/38    | 2038-05-15      | 0.0000%  | N/A     | $37577369.60       | $21350033.47       | U.S. Treasuries (including strips) |
| TINT 05/15/42    | 2042-05-15      | 0.0000%  | N/A     | $40798576.64       | $18218033.22       | U.S. Treasuries (including strips) |
| TINT 05/15/47    | 2047-05-15      | 0.0000%  | N/A     | $65376993.28       | $21989028.67       | U.S. Treasuries (including strips) |
| TINT 05/15/49    | 2049-05-15      | 0.0000%  | N/A     | $36555530.18       | $11110541.62       | U.S. Treasuries (including strips) |
| TINT 05/15/50    | 2050-05-15      | 0.0000%  | N/A     | $36777615.36       | $10575440.07       | U.S. Treasuries (including strips) |
| TINT 05/15/52    | 2052-05-15      | 0.0000%  | N/A     | $8624465.92        | $2251735.93        | U.S. Treasuries (including strips) |
| TINT 05/15/53    | 2053-05-15      | 0.0000%  | N/A     | $15893831.68       | $3949982.73        | U.S. Treasuries (including strips) |
| TINT 05/15/56    | 2056-05-15      | 0.0000%  | N/A     | $412500.00         | $92052.26          | U.S. Treasuries (including strips) |
| TINT 08/15/32    | 2032-08-15      | 0.0000%  | N/A     | $46993162.24       | $36129893.90       | U.S. Treasuries (including strips) |
| TINT 08/15/33    | 2033-08-15      | 0.0000%  | N/A     | $29720657.92       | $21779535.89       | U.S. Treasuries (including strips) |
| TINT 08/15/34    | 2034-08-15      | 0.0000%  | N/A     | $45173719.04       | $31491864.41       | U.S. Treasuries (including strips) |
| TINT 08/15/38    | 2038-08-15      | 0.0000%  | N/A     | $58606878.72       | $32826181.63       | U.S. Treasuries (including strips) |
| TINT 08/15/42    | 2042-08-15      | 0.0000%  | N/A     | $42428416.00       | $18641391.28       | U.S. Treasuries (including strips) |
| TINT 08/15/44    | 2044-08-15      | 0.0000%  | N/A     | $26523934.72       | $10347729.60       | U.S. Treasuries (including strips) |
| TINT 08/15/45    | 2045-08-15      | 0.0000%  | N/A     | $22864117.76       | $8415550.10        | U.S. Treasuries (including strips) |
| TINT 08/15/52    | 2052-08-15      | 0.0000%  | N/A     | $7470888.96        | $1926047.47        | U.S. Treasuries (including strips) |
| TINT 08/15/53    | 2053-08-15      | 0.0000%  | N/A     | $7385692.16        | $1815454.83        | U.S. Treasuries (including strips) |
| TINT 10/15/26    | 2026-10-15      | 0.0000%  | N/A     | $23125.00          | $22811.06          | U.S. Treasuries (including strips) |
| TINT 10/31/26    | 2026-10-31      | 0.0000%  | N/A     | $24375.00          | $24006.30          | U.S. Treasuries (including strips) |
| TINT 10/31/29    | 2029-10-31      | 0.0000%  | N/A     | $24375.00          | $21197.28          | U.S. Treasuries (including strips) |
| TINT 10/31/30    | 2030-10-31      | 0.0000%  | N/A     | $24370.80          | $20308.72          | U.S. Treasuries (including strips) |
| TINT 11/15/27    | 2027-11-15      | 0.0000%  | N/A     | $27755601.92       | $26214638.66       | U.S. Treasuries (including strips) |
| TINT 11/15/28    | 2028-11-15      | 0.0000%  | N/A     | $22289632.00       | $20183796.73       | U.S. Treasuries (including strips) |
| TINT 11/15/36    | 2036-11-15      | 0.0000%  | N/A     | $32208691.20       | $19941012.69       | U.S. Treasuries (including strips) |
| TINT 11/15/44    | 2044-11-15      | 0.0000%  | N/A     | $28891217.92       | $11105466.37       | U.S. Treasuries (including strips) |
| TINT 11/15/45    | 2045-11-15      | 0.0000%  | N/A     | $42294886.40       | $15373683.67       | U.S. Treasuries (including strips) |

### Security 192: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $547903200.00      | $556308594.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $868382500.00      | $871521563.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $1866719900.00     | $1632169851.91     | U.S. Treasuries (including strips) |

### Security 193: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $1845000000.00
- **C.18.a - Value (excl. sponsor support):** $1845000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $50963.00          | $50412.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.4400%  | N/A     | $275600.00         | $283503.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 4.3400%  | N/A     | $375478.00         | $357270.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $248896256.00      | $250219802.18      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $6188120.00        | $6398476.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $1715952.00        | $1795636.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 3.0000%  | N/A     | $61018.00          | $43459.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 6.5000%  | N/A     | $2949984.00        | $2684539.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 3.0000%  | N/A     | $1446578.00        | $1053074.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 4.5000%  | N/A     | $164232000.00      | $146270860.82      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-03-20      | 6.5000%  | N/A     | $1277172.00        | $642164.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.0000%  | N/A     | $2330104.00        | $1525743.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $877760.00         | $928242.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $1568776.00        | $1631804.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1448610.00        | $1515431.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.0000%  | N/A     | $1432678.00        | $1194678.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | N/A     | $938945536.00      | $590253624.97      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.0000%  | N/A     | $17854079.00       | $18947210.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $930504.00         | $828870.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $4241864.00        | $3763563.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $2810252.00        | $2498979.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 2.0000%  | N/A     | $1406560.00        | $861381.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.5000%  | N/A     | $10686800.00       | $5085037.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-10-20      | 6.5000%  | N/A     | $6000000.00        | $964085.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-05-20      | 5.0000%  | N/A     | $2340324.00        | $2330281.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 7.0000%  | N/A     | $1134310.00        | $860087.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 4.5000%  | N/A     | $1288168.00        | $1236529.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $1245520.00        | $1102377.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $1577208.00        | $1388391.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 5.0000%  | N/A     | $500000.00         | $419420.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 6.0000%  | N/A     | $1845198.00        | $1329766.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 3.5000%  | N/A     | $3554235.00        | $351923.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 3.0000%  | N/A     | $2220772.00        | $323953.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | N/A     | $2418916.00        | $2278086.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-08-20      | 5.5000%  | N/A     | $964503.00         | $285221.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $52946624.00       | $40301639.87       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $1258346.00        | $1248780.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | N/A     | $5084280.00        | $2067179.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 3.5000%  | N/A     | $711466.00         | $634077.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 3.5000%  | N/A     | $3000000.00        | $1752710.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1322714.00        | $1100675.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $3152816.00        | $3033701.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 3.5000%  | N/A     | $3409824.00        | $845025.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $784203776.00      | $779001232.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 6.0000%  | N/A     | $240000.00         | $117469.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 3.5000%  | N/A     | $175000.00         | $93617.30          | Agency Mortgage-Backed Securities |

### Security 194: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVZ7785
- **C.18 - Value (incl. sponsor support):** $2181800000.00
- **C.18.a - Value (excl. sponsor support):** $2181800000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 ACES FNMA_17-M11                                      | 2029-08-25      | 2.9800%  | N/A     | $2471976.00        | $1951180.25        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_17-M8                                       | 2027-05-25      | 3.0610%  | N/A     | $1500000.00        | $893408.09         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_03-W17                                           | 2033-08-25      | 5.7500%  | N/A     | $8000000.00        | $1418079.73        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_16-M13                                       | 2026-09-25      | 2.5250%  | N/A     | $17450000.00       | $10830647.78       | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_17-M1                                        | 2026-10-25      | 2.4190%  | N/A     | $5890000.00        | $3476993.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-05-15      | 4.5000%  | N/A     | $6429979.00        | $12519.08          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108                | 2030-03-25      | 1.5260%  | N/A     | $10000000.00       | $9003248.89        | Agency Collateralized Mortgage Obligation |
| FHLKF_10-3                                                       | 2031-01-25      | 3.8892%  | N/A     | $5000000.00        | $1487345.66        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED FHMS_24-K528                        | 2029-07-25      | 4.5080%  | N/A     | $500000.00         | $502868.11         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KF93 | 2027-10-25      | 3.9622%  | N/A     | $2000000.00        | $201814.40         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K096        | 2029-07-25      | 2.5190%  | N/A     | $500000.00         | $474674.61         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K105        | 2053-03-25      | 1.5920%  | N/A     | $7500000.00        | $6797949.16        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K067              | 2027-03-25      | 2.8950%  | N/A     | $14545000.00       | $1901701.26        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K073              | 2028-01-25      | 3.3500%  | N/A     | $2786180.00        | $2754817.52        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074              | 2028-01-25      | 3.6000%  | N/A     | $32162000.00       | $31572215.10       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K508              | 2028-08-25      | 4.7400%  | N/A     | $550000.00         | $555691.77         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K083               | 2028-07-25      | 3.9440%  | N/A     | $40000000.00       | $17044072.91       | Agency Collateralized Mortgage Obligation |
| FHLMC-5104                                                       | 2047-12-15      | 1.0000%  | N/A     | $46480576.00       | $12017310.16       | Agency Collateralized Mortgage Obligation |
| FHLMC_1518                                                       | 2035-10-25      | 1.8600%  | N/A     | $500000.00         | $395046.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_18-4                                                       | 2058-03-25      | 3.5000%  | N/A     | $8000000.00        | $6577089.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_3184                                                       | 2036-07-15      | 6.0000%  | N/A     | $12085000.00       | $2257304.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_32-10                                                      | 2036-09-15      | 6.0000%  | N/A     | $14400000.00       | $1672317.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_3211                                                       | 2036-09-15      | 5.5000%  | N/A     | $3902000.00        | $667580.94         | Agency Collateralized Mortgage Obligation |
| FHLMC_3242                                                       | 2036-11-15      | 5.7500%  | N/A     | $8261664.00        | $2825187.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_40-27                                                      | 2042-04-15      | 3.5000%  | N/A     | $15000000.00       | $9644185.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_4215                                                       | 2033-06-15      | 3.0000%  | N/A     | $6489130.00        | $6152923.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_4411                                                       | 2044-09-15      | 2.5000%  | N/A     | $28287000.00       | $1746084.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5648D                                                      | 2055-02-25      | 5.0000%  | N/A     | $16645100.00       | $16448806.47       | Agency Collateralized Mortgage Obligation |
| FHLMC_5664D                                                      | 2055-11-25      | 4.7445%  | N/A     | $125000000.00      | $127436896.25      | Agency Collateralized Mortgage Obligation |
| FHLMC_5670D                                                      | 2056-06-25      | 4.7000%  | N/A     | $75000000.00       | $74599891.67       | Agency Collateralized Mortgage Obligation |
| FHMR_21-P009                                                     | 2031-01-25      | 1.1320%  | N/A     | $26000.00          | $11832.64          | Agency Collateralized Mortgage Obligation |
| FHMS_K538                                                        | 2030-01-25      | 4.4780%  | N/A     | $3450000.00        | $3466559.62        | Agency Collateralized Mortgage Obligation |
| FHMS_KG01                                                        | 2029-04-25      | 2.9390%  | N/A     | $3000000.00        | $2880194.67        | Agency Collateralized Mortgage Obligation |
| FNMA_03-34                                                       | 2043-04-25      | 6.0000%  | N/A     | $28000000.00       | $806792.24         | Agency Collateralized Mortgage Obligation |
| FNMA_03-76K                                                      | 2033-08-25      | 2.5151%  | N/A     | $4735000.00        | $121034.97         | Agency Collateralized Mortgage Obligation |
| FNMA_12-54                                                       | 2042-05-25      | 3.5000%  | N/A     | $4905000.00        | $2898490.61        | Agency Collateralized Mortgage Obligation |
| FNMA_16-25D                                                      | 2046-05-25      | 3.0000%  | N/A     | $2811440.00        | $2257308.93        | Agency Collateralized Mortgage Obligation |
| FNMA_19-15C                                                      | 2049-04-25      | 4.2266%  | N/A     | $24000000.00       | $6326727.90        | Agency Collateralized Mortgage Obligation |
| FNMA_19-8                                                        | 2049-03-25      | 3.0000%  | N/A     | $24681160.00       | $5405222.35        | Agency Collateralized Mortgage Obligation |
| FNMA_21-59E                                                      | 2049-05-25      | 1.0000%  | N/A     | $3170836.00        | $1814951.85        | Agency Collateralized Mortgage Obligation |
| FNMA_22-60A                                                      | 2052-09-25      | 4.3121%  | N/A     | $38190464.00       | $24385436.86       | Agency Collateralized Mortgage Obligation |
| FNMA_24-21F                                                      | 2035-04-25      | 5.5000%  | N/A     | $11730000.00       | $10065854.44       | Agency Collateralized Mortgage Obligation |
| FNMA_24-41C                                                      | 2051-11-25      | 5.5000%  | N/A     | $300000.00         | $168420.19         | Agency Collateralized Mortgage Obligation |
| FNMA_24-69                                                       | 2054-10-25      | 4.8621%  | N/A     | $30000000.00       | $19308050.83       | Agency Collateralized Mortgage Obligation |
| FNMA_24-90G                                                      | 2051-04-25      | 5.0000%  | N/A     | $20888384.00       | $15343735.90       | Agency Collateralized Mortgage Obligation |
| FNMA_26-21M                                                      | 2054-06-25      | 4.0000%  | N/A     | $4780432.00        | $4136737.80        | Agency Collateralized Mortgage Obligation |
| FNMA_26-37A                                                      | 2055-03-25      | 4.3921%  | N/A     | $92447488.00       | $90718365.16       | Agency Collateralized Mortgage Obligation |
| FNMA_26-37B                                                      | 2055-06-25      | 4.7500%  | N/A     | $68778624.00       | $67243043.89       | Agency Collateralized Mortgage Obligation |
| FNSTR_88-1                                                       | 2027-08-25      | 5.6749%  | N/A     | $191233813.00      | $5511.87           | Agency Collateralized Mortgage Obligation |
| FNW_03-W6                                                        | 2042-10-25      | 4.9500%  | N/A     | $14249936.00       | $677007.35         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4680                                           | 2047-05-15      | 3.5000%  | N/A     | $1000000.00        | $213595.03         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY VARIABLE RATE CERTIFICATE FMMV_M059      | 2035-11-15      | 1.5105%  | N/A     | $6120000.00        | $5311547.03        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_18-K78                                | 2028-01-25      | 3.6730%  | N/A     | $10000000.00       | $2961259.40        | Agency Collateralized Mortgage Obligation |
| FREMF_18-KF54                                                    | 2028-11-25      | 5.9637%  | N/A     | $4746000.00        | $775965.78         | Agency Collateralized Mortgage Obligation |
| FREMF_19-KF64                                                    | 2026-06-25      | 9.7637%  | N/A     | $57814976.00       | $28007136.93       | Agency Collateralized Mortgage Obligation |
| FREMF_20-KF74                                                    | 2027-01-25      | 5.6552%  | N/A     | $4000000.00        | $591288.53         | Agency Collateralized Mortgage Obligation |
| FREMF_21-KF127                                                   | 2028-12-25      | 10.0492% | N/A     | $61175296.00       | $29638026.21       | Agency Collateralized Mortgage Obligation |
| FREMF_K-F172                                                     | 2036-04-25      | 4.2092%  | N/A     | $15000000.00       | $15004355.57       | Agency Collateralized Mortgage Obligation |
| FREMF_K153                                                       | 2031-10-25      | 3.1170%  | N/A     | $22747000.00       | $21364877.11       | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_17-SB38            | 2027-08-25      | 2.9200%  | N/A     | $1100000.00        | $432559.14         | Agency Collateralized Mortgage Obligation |
| GNMA_12-112                                                      | 2053-02-16      | 2.0870%  | N/A     | $999997.00         | $95994.87          | Agency Collateralized Mortgage Obligation |
| GNMA_13-115A                                                     | 2043-08-20      | 4.0000%  | N/A     | $700000.00         | $590966.62         | Agency Collateralized Mortgage Obligation |
| GNMA_14-5                                                        | 2043-07-20      | 4.0671%  | N/A     | $118646144.00      | $4586530.00        | Agency Collateralized Mortgage Obligation |
| GNMA_16-122B                                                     | 2046-09-20      | 4.0638%  | N/A     | $13954112.00       | $1690946.27        | Agency Collateralized Mortgage Obligation |
| GNMA_17-77                                                       | 2047-05-20      | 3.5000%  | N/A     | $3434000.00        | $1171845.34        | Agency Collateralized Mortgage Obligation |
| GNMA_19-18N                                                      | 2049-02-20      | 3.5000%  | N/A     | $1055000.00        | $945946.99         | Agency Collateralized Mortgage Obligation |
| GNMA_19-35C                                                      | 2049-03-20      | 4.4271%  | N/A     | $100000000.00      | $20684131.09       | Agency Collateralized Mortgage Obligation |
| GNMA_20-60B                                                      | 2050-04-20      | 3.5000%  | N/A     | $50000000.00       | $3245417.38        | Agency Collateralized Mortgage Obligation |
| GNMA_20-95H                                                      | 2050-07-20      | 2.5000%  | N/A     | $26240672.00       | $11376207.14       | Agency Collateralized Mortgage Obligation |
| GNMA_21-69N                                                      | 2051-04-20      | 2.0000%  | N/A     | $4000000.00        | $2106608.10        | Agency Collateralized Mortgage Obligation |
| GNMA_22-145A                                                     | 2049-08-20      | 3.5000%  | N/A     | $6176992.00        | $3881839.22        | Agency Collateralized Mortgage Obligation |
| GNMA_22-180A                                                     | 2052-10-20      | 4.6751%  | N/A     | $30000000.00       | $14157847.80       | Agency Collateralized Mortgage Obligation |
| GNMA_22-208A                                                     | 2052-12-20      | 4.6251%  | N/A     | $100000000.00      | $29714604.57       | Agency Collateralized Mortgage Obligation |
| GNMA_22-217                                                      | 2064-06-16      | 0.7355%  | N/A     | $150000000.00      | $8141629.71        | Agency Collateralized Mortgage Obligation |
| GNMA_22-53                                                       | 2036-01-16      | 2.0000%  | N/A     | $6088880.00        | $3664098.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-64C                                                      | 2051-08-20      | 2.5000%  | N/A     | $1525808.00        | $1024336.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-136A                                                     | 2063-09-20      | 5.0751%  | N/A     | $30000000.00       | $5642809.68        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164A                                                     | 2053-11-20      | 5.5251%  | N/A     | $200000000.00      | $54030917.89       | Agency Collateralized Mortgage Obligation |
| GNMA_23-182C                                                     | 2053-12-20      | 5.5000%  | N/A     | $4054664.00        | $4139089.31        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63A                                                      | 2053-05-20      | 4.5751%  | N/A     | $100000000.00      | $48025733.21       | Agency Collateralized Mortgage Obligation |
| GNMA_23-82G                                                      | 2053-06-20      | 4.6251%  | N/A     | $100000000.00      | $33253077.44       | Agency Collateralized Mortgage Obligation |
| GNMA_23-9                                                        | 2063-06-16      | 2.3500%  | N/A     | $91300000.00       | $79533291.35       | Agency Collateralized Mortgage Obligation |
| GNMA_23-98B                                                      | 2035-03-20      | 5.5000%  | N/A     | $3608876.00        | $789792.22         | Agency Collateralized Mortgage Obligation |
| GNMA_24-108H                                                     | 2054-07-20      | 4.6251%  | N/A     | $50000000.00       | $35806695.75       | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                                     | 2054-10-20      | 4.6251%  | N/A     | $25000000.00       | $17014077.18       | Agency Collateralized Mortgage Obligation |
| GNMA_24-196H                                                     | 2054-12-20      | 4.8251%  | N/A     | $40000000.00       | $35887902.19       | Agency Collateralized Mortgage Obligation |
| GNMA_24-1B                                                       | 2054-01-20      | 4.7751%  | N/A     | $100000000.00      | $33284544.82       | Agency Collateralized Mortgage Obligation |
| GNMA_24-1E                                                       | 2054-01-20      | 4.8251%  | N/A     | $100000000.00      | $47789341.82       | Agency Collateralized Mortgage Obligation |
| GNMA_24-20C                                                      | 2054-02-20      | 4.8051%  | N/A     | $30000000.00       | $15799816.24       | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                                      | 2054-03-20      | 0.1250%  | N/A     | $100000000.00      | $62131206.40       | Agency Collateralized Mortgage Obligation |
| GNMA_24-64A                                                      | 2054-04-20      | 4.6251%  | N/A     | $30000000.00       | $21493583.13       | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                                      | 2054-05-20      | 4.8251%  | N/A     | $30000000.00       | $18402620.69       | Agency Collateralized Mortgage Obligation |
| GNMA_24-95A                                                      | 2054-06-20      | 5.5000%  | N/A     | $4481272.00        | $4578599.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114K                                                     | 2051-06-20      | 4.5000%  | N/A     | $40913152.00       | $33798701.58       | Agency Collateralized Mortgage Obligation |
| GNMA_25-131F                                                     | 2044-11-20      | 4.5000%  | N/A     | $27377632.00       | $21760287.74       | Agency Collateralized Mortgage Obligation |
| GNMA_25-136B                                                     | 2055-08-20      | 4.7751%  | N/A     | $50000000.00       | $41739083.09       | Agency Collateralized Mortgage Obligation |
| GNMA_25-151C                                                     | 2055-09-20      | 4.7751%  | N/A     | $50000000.00       | $46467163.53       | Agency Collateralized Mortgage Obligation |
| GNMA_25-152C                                                     | 2055-09-20      | 4.8751%  | N/A     | $45000000.00       | $39895934.47       | Agency Collateralized Mortgage Obligation |
| GNMA_25-168G                                                     | 2055-10-20      | 5.1251%  | N/A     | $232702000.00      | $221150798.62      | Agency Collateralized Mortgage Obligation |
| GNMA_25-205B                                                     | 2055-12-20      | 4.5000%  | N/A     | $66307680.00       | $64205346.61       | Agency Collateralized Mortgage Obligation |
| GNMA_25-28H                                                      | 2055-02-20      | 5.2500%  | N/A     | $2291320.00        | $2278835.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2B                                                       | 2054-12-20      | 5.5000%  | N/A     | $5621000.00        | $5690125.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2J                                                       | 2055-01-20      | 4.8751%  | N/A     | $30000000.00       | $12952853.01       | Agency Collateralized Mortgage Obligation |
| GNMA_25-2R                                                       | 2052-08-20      | 4.6251%  | N/A     | $86902656.00       | $74802374.85       | Agency Collateralized Mortgage Obligation |
| GNMA_25-39K                                                      | 2053-02-20      | 5.0000%  | N/A     | $1500000.00        | $1279470.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-44M                                                      | 2055-03-20      | 4.8251%  | N/A     | $25000000.00       | $17142759.72       | Agency Collateralized Mortgage Obligation |
| GNMA_25-98B                                                      | 2055-06-20      | 5.3251%  | N/A     | $100000000.00      | $67679784.16       | Agency Collateralized Mortgage Obligation |
| GNMA_25-98H                                                      | 2055-06-20      | 5.3751%  | N/A     | $100000000.00      | $67788427.41       | Agency Collateralized Mortgage Obligation |
| GNMA_26-042                                                      | 2061-07-16      | 4.5000%  | N/A     | $13500000.00       | $12991806.95       | Agency Collateralized Mortgage Obligation |
| GNMA_26-44D                                                      | 2052-07-20      | 4.5000%  | N/A     | $4593080.00        | $4498154.29        | Agency Collateralized Mortgage Obligation |
| GNMA_26-44D                                                      | 2056-03-20      | 3.5000%  | N/A     | $7960752.00        | $6357291.13        | Agency Collateralized Mortgage Obligation |
| GNMA_26-44F                                                      | 2055-06-20      | 4.6751%  | N/A     | $62348288.00       | $61185333.38       | Agency Collateralized Mortgage Obligation |
| GNMA_26-5F                                                       | 2050-07-20      | 2.2500%  | N/A     | $23556736.00       | $19402349.45       | Agency Collateralized Mortgage Obligation |
| GNMA_26-63A                                                      | 2054-07-20      | 3.0000%  | N/A     | $13196864.00       | $11971650.40       | Agency Collateralized Mortgage Obligation |
| GNMA_26-63A                                                      | 2056-04-20      | 4.5000%  | N/A     | $3432100.00        | $3120880.60        | Agency Collateralized Mortgage Obligation |
| GNMA_26-74                                                       | 2068-12-16      | 4.5000%  | N/A     | $8178000.00        | $7252888.28        | Agency Collateralized Mortgage Obligation |
| GNMA_26-80A                                                      | 2056-05-20      | 9.0029%  | N/A     | $1999999.00        | $2093648.41        | Agency Collateralized Mortgage Obligation |
| GNMA_26-80A                                                      | 2052-01-20      | 2.0000%  | N/A     | $10419104.00       | $9077983.56        | Agency Collateralized Mortgage Obligation |
| GNMA_26-80D                                                      | 2056-05-20      | 5.0000%  | N/A     | $50077952.00       | $49035824.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-99              | 2033-11-16      | 5.5000%  | N/A     | $25374000.00       | $2906390.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-112             | 2050-08-20      | 1.5000%  | N/A     | $50000000.00       | $18931798.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-181             | 2054-08-16      | 3.2500%  | N/A     | $5000000.00        | $4364879.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-205             | 2055-11-20      | 4.6751%  | N/A     | $7960000.00        | $7858212.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-54              | 2040-06-16      | 4.6500%  | N/A     | $5000000.00        | $4629070.45        | Agency Collateralized Mortgage Obligation |
| STACR_17-2SC                                                     | 2056-08-25      | 3.0000%  | N/A     | $8000000.00        | $6236098.66        | Agency Collateralized Mortgage Obligation |

### Security 195: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDZ0X2C3
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2030-05-15      | 0.6250%  | N/A     | $287913500.00      | $251737678.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $28777500.00       | $28796469.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | N/A     | $59187200.00       | $76465864.50       | U.S. Treasuries (including strips) |

### Security 196: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ5B22P0
- **C.18 - Value (incl. sponsor support):** $246000000.00
- **C.18.a - Value (excl. sponsor support):** $246000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-15      | 0.0000%  | N/A     | $129.08            | $121.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $256312000.00      | $250919878.09      | U.S. Treasuries (including strips) |

### Security 197: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ5B22Q8
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $70139200.00       | $69358797.72       | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  | N/A     | $400.00            | $852.25            | U.S. Treasuries (including strips) |
| 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | N/A     | $400.00            | $397.18            | U.S. Treasuries (including strips) |

### Security 198: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ5B22R6
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DR0332 C | 2056-05-20      | 6.5000%  | N/A     | $425024.00         | $454706.21         | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M | 2051-01-20      | 2.0000%  | N/A     | $42358144.00       | $19790520.02       | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M | 2054-10-20      | 4.5000%  | N/A     | $6017000.00        | $5254773.87        | Agency Mortgage-Backed Securities |

### Security 199: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYJ5B22S4
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 NOTE C 30 | 2030-05-15      | 0.6250%  | N/A     | $800.00            | $698.69            | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47   | 2047-11-15      | 0.0000%  | N/A     | $5103900.00        | $1703610.37        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33 | 2033-02-28      | 3.7500%  | N/A     | $3462000.00        | $3385590.88        | U.S. Treasuries (including strips) |
| 4 NOTE W 30     | 2030-03-31      | 4.0000%  | N/A     | $10100.00          | $10122.11          | U.S. Treasuries (including strips) |

### Security 200: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYJ5B22T2
- **C.18 - Value (incl. sponsor support):** $1220000000.00
- **C.18.a - Value (excl. sponsor support):** $1220000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2037-09-01      | 3.0000%  | N/A     | $21000.00          | $15209.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-10-01      | 4.5000%  | N/A     | $300000.00         | $212046.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-03-01      | 3.0000%  | N/A     | $57277.00          | $9913.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2047-04-01      | 4.5000%  | N/A     | $642835.00         | $94530.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2031-12-01      | 4.5000%  | N/A     | $1500000.00        | $87482.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-01-01      | 6.0000%  | N/A     | $530000.00         | $324393.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-07-01      | 6.0000%  | N/A     | $35000.00          | $19159.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2026-10-01      | 2.5000%  | N/A     | $1025000.00        | $4787.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2030-03-01      | 3.0000%  | N/A     | $350000.00         | $29944.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2047-04-01      | 4.5000%  | N/A     | $1000000.00        | $81908.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2041-03-01      | 4.0000%  | N/A     | $295000.00         | $35891.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-08-01      | 6.5000%  | N/A     | $27363.00          | $13981.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-07-01      | 3.5000%  | N/A     | $92000.00          | $65400.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-04-01      | 6.5000%  | N/A     | $100000.00         | $52971.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-05-01      | 5.0000%  | N/A     | $1022058.00        | $163581.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-08-01      | 6.5000%  | N/A     | $311613.00         | $187349.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-04-01      | 2.5000%  | N/A     | $4000.00           | $2984.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-11-01      | 6.0000%  | N/A     | $300072.00         | $258527.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2034-10-01      | 4.0000%  | N/A     | $261000.00         | $21537.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-01-01      | 4.0000%  | N/A     | $16000.00          | $1900.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-10-01      | 3.0000%  | N/A     | $5000.00           | $1334.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2033-09-01      | 5.5000%  | N/A     | $6224840.00        | $67382.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-02-01      | 6.0000%  | N/A     | $450000.00         | $391575.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-08-01      | 5.0000%  | N/A     | $150000.00         | $108764.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-06-01      | 4.0000%  | N/A     | $300000.00         | $38840.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-12-01      | 5.5000%  | N/A     | $12797920.00       | $9004826.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-01-01      | 3.0000%  | N/A     | $55044.00          | $7238.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2033-05-01      | 5.5000%  | N/A     | $24624999.00       | $294529.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-06-01      | 3.5000%  | N/A     | $49000.00          | $32608.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-03-01      | 3.0000%  | N/A     | $11000.00          | $7342.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-10-01      | 5.0000%  | N/A     | $400000.00         | $324883.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-06-01      | 6.0000%  | N/A     | $100000.00         | $64327.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-06-01      | 3.5000%  | N/A     | $135000.00         | $49013.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-11-01      | 4.5000%  | N/A     | $68000.00          | $58643.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-09-01      | 5.0000%  | N/A     | $2210000.00        | $386261.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2031-02-01      | 4.0000%  | N/A     | $5000000.00        | $124493.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2037-11-01      | 4.5000%  | N/A     | $70000.00          | $36755.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2040-05-01      | 5.5000%  | N/A     | $492575.00         | $10671.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2035-02-01      | 5.5000%  | N/A     | $3761000.00        | $28531.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-08-01      | 5.5000%  | N/A     | $97000.00          | $71347.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-11-01      | 2.5000%  | N/A     | $60000.00          | $33954.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-06-01      | 2.5000%  | N/A     | $175000.00         | $96464.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-10-01      | 2.5000%  | N/A     | $700000.00         | $199080.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-07-01      | 4.5000%  | N/A     | $367500.00         | $90660.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-04-01      | 2.5000%  | N/A     | $5790792.00        | $4945970.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-07-01      | 5.0000%  | N/A     | $148000.00         | $77460.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-09-01      | 3.0000%  | N/A     | $1200000.00        | $185800.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2047-11-01      | 3.5000%  | N/A     | $1000000.00        | $122173.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-05-01      | 3.0000%  | N/A     | $75000.00          | $51462.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2042-11-01      | 4.0000%  | N/A     | $100000.00         | $4218.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-12-01      | 3.5000%  | N/A     | $14000.00          | $6055.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-05-01      | 3.5000%  | N/A     | $2829044.00        | $1480855.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-11-01      | 3.0000%  | N/A     | $21000.00          | $3338.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-11-01      | 5.5000%  | N/A     | $7000.00           | $4899.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-04-01      | 4.5000%  | N/A     | $20000.00          | $2816.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2039-12-01      | 5.5000%  | N/A     | $4000.00           | $2622.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-08-01      | 2.5000%  | N/A     | $239000.00         | $123320.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-01-01      | 3.5000%  | N/A     | $34000.00          | $14016.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2033-04-01      | 5.5000%  | N/A     | $740000.00         | $1880.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-12-01      | 2.0000%  | N/A     | $500000.00         | $300548.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2040-05-01      | 6.5000%  | N/A     | $375656.00         | $7351.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-02-01      | 2.5000%  | N/A     | $374179.00         | $226944.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-04-01      | 3.0000%  | N/A     | $850000.00         | $119486.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-01-01      | 2.5000%  | N/A     | $60000.00          | $33414.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-01-01      | 5.5000%  | N/A     | $369802.00         | $249957.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-07-01      | 5.5000%  | N/A     | $3202000.00        | $21226.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2033-10-01      | 3.0000%  | N/A     | $41000.00          | $5131.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2039-10-01      | 6.5000%  | N/A     | $860633.00         | $15246.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-07-01      | 5.0000%  | N/A     | $5000.00           | $4063.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2034-02-01      | 5.5000%  | N/A     | $3733000.00        | $21376.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-07-01      | 5.5000%  | N/A     | $162000.00         | $86810.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-07-01      | 4.5000%  | N/A     | $289200.00         | $213486.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-05-01      | 5.5000%  | N/A     | $40000.00          | $30553.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-07-01      | 3.0000%  | N/A     | $1200000.00        | $211482.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-03-01      | 5.5000%  | N/A     | $190000.00         | $151870.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-05-01      | 6.0000%  | N/A     | $280000.00         | $192726.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-03-01      | 3.0000%  | N/A     | $401400.00         | $70416.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2028-08-01      | 2.0000%  | N/A     | $300000.00         | $10364.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-09-01      | 6.0000%  | N/A     | $393673.00         | $272512.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-08-01      | 5.0000%  | N/A     | $1032462.00        | $773944.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-09-01      | 5.5000%  | N/A     | $80000.00          | $66879.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-01-01      | 3.0000%  | N/A     | $400000.00         | $242232.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-10-01      | 2.5000%  | N/A     | $125000.00         | $74575.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2033-10-01      | 5.5000%  | N/A     | $112672.00         | $448.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2031-03-01      | 2.5000%  | N/A     | $1100000.00        | $62543.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-03-01      | 3.0000%  | N/A     | $160000.00         | $20289.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-01-01      | 4.0000%  | N/A     | $320000.00         | $122651.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2034-01-01      | 5.5000%  | N/A     | $1300000.00        | $8123.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-02-01      | 5.5000%  | N/A     | $910000.00         | $533554.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-09-01      | 2.0000%  | N/A     | $500000.00         | $297516.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-02-01      | 3.0000%  | N/A     | $16000.00          | $2885.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-09-01      | 3.5000%  | N/A     | $75000.00          | $34121.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-08-01      | 3.0000%  | N/A     | $185000.00         | $26057.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-07-01      | 5.5000%  | N/A     | $1170000.00        | $958007.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-09-01      | 2.5000%  | N/A     | $3625000.00        | $1524345.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2039-06-01      | 5.5000%  | N/A     | $459000.00         | $225082.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-03-01      | 2.0000%  | N/A     | $490000.00         | $331041.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-09-01      | 6.0000%  | N/A     | $445000.00         | $379569.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-09-01      | 5.0000%  | N/A     | $168000.00         | $93920.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-08-01      | 2.0000%  | N/A     | $755000.00         | $441709.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2040-05-01      | 5.5000%  | N/A     | $2000.00           | $1433.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-03-01      | 3.0000%  | N/A     | $12000.00          | $8075.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-11-01      | 5.5000%  | N/A     | $142088.00         | $100978.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2047-05-01      | 4.5000%  | N/A     | $1751000.00        | $230527.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-02-01      | 3.5000%  | N/A     | $20000.00          | $11599.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-07-01      | 5.0000%  | N/A     | $400000.00         | $249282.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2035-01-01      | 2.5000%  | N/A     | $765000.00         | $91437.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-01-01      | 3.5000%  | N/A     | $179000.00         | $48915.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-05-01      | 2.5000%  | N/A     | $1075000.00        | $725782.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-07-01      | 2.5000%  | N/A     | $292218.00         | $135036.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-01-01      | 2.5000%  | N/A     | $238795.00         | $148842.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-09-01      | 5.0000%  | N/A     | $1264700.00        | $187846.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2040-07-01      | 5.0000%  | N/A     | $3000.00           | $2315.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-07-01      | 5.5000%  | N/A     | $10000.00          | $7531.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-03-01      | 6.5000%  | N/A     | $100000.00         | $53958.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-08-01      | 3.0000%  | N/A     | $19000.00          | $5269.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-02-01      | 5.0000%  | N/A     | $3286336.00        | $2960235.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-12-01      | 6.0000%  | N/A     | $200000.00         | $163774.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2030-04-01      | 3.5000%  | N/A     | $5000000.00        | $281357.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2041-09-01      | 4.5000%  | N/A     | $540000.00         | $22908.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2036-12-01      | 5.5000%  | N/A     | $6000000.00        | $107713.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2039-03-01      | 5.0000%  | N/A     | $1130000.00        | $30112.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-11-01      | 4.5000%  | N/A     | $311702.00         | $233023.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-07-01      | 5.5000%  | N/A     | $220060.00         | $165665.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-08-01      | 3.5000%  | N/A     | $20000.00          | $1826.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2047-11-01      | 4.5000%  | N/A     | $1400000.00        | $161956.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2056-02-01      | 5.0000%  | N/A     | $1674056.00        | $1668320.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-06-01      | 2.0000%  | N/A     | $32000.00          | $24979.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-03-01      | 2.0000%  | N/A     | $136000.00         | $86069.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-11-01      | 6.0000%  | N/A     | $106000.00         | $65913.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-02-01      | 2.5000%  | N/A     | $8000.00           | $4618.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-05-01      | 2.5000%  | N/A     | $71000.00          | $39306.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2039-11-01      | 4.5000%  | N/A     | $10000.00          | $6970.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-04-01      | 6.0000%  | N/A     | $6876384.00        | $4833660.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2027-08-01      | 4.0000%  | N/A     | $32768.00          | $10.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-08-01      | 3.0000%  | N/A     | $3875.00           | $1924.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-05-01      | 3.5000%  | N/A     | $42000.00          | $27481.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-05-01      | 4.0000%  | N/A     | $245000.00         | $161780.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2034-07-01      | 3.5000%  | N/A     | $212000.00         | $14193.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-03-01      | 6.0000%  | N/A     | $600000.00         | $384662.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-09-01      | 4.0000%  | N/A     | $4000.00           | $2920.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-05-01      | 3.0000%  | N/A     | $29000.00          | $20886.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-12-01      | 3.5000%  | N/A     | $5000.00           | $609.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-08-01      | 2.5000%  | N/A     | $147000.00         | $69518.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-07-01      | 3.0000%  | N/A     | $13000.00          | $1982.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-08-01      | 2.5000%  | N/A     | $75000.00          | $43068.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-12-01      | 5.5000%  | N/A     | $100000.00         | $4263.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-08-01      | 4.0000%  | N/A     | $44000.00          | $3066.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2040-01-01      | 5.5000%  | N/A     | $3000.00           | $1828.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-12-01      | 5.0000%  | N/A     | $200000.00         | $148974.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-03-01      | 3.0000%  | N/A     | $272000.00         | $175431.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2031-06-01      | 2.5000%  | N/A     | $250000.00         | $22631.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2037-07-01      | 3.5000%  | N/A     | $6000.00           | $3215.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-07-01      | 4.5000%  | N/A     | $16000.00          | $1215.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-07-01      | 6.5000%  | N/A     | $250000.00         | $150196.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-05-01      | 6.0000%  | N/A     | $211000.00         | $125910.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2029-06-01      | 3.5000%  | N/A     | $2325000.00        | $143069.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-06-01      | 5.5000%  | N/A     | $517000.00         | $10925.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-11-01      | 4.5000%  | N/A     | $17000.00          | $12714.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-11-01      | 3.0000%  | N/A     | $1200000.00        | $169380.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-07-01      | 3.0000%  | N/A     | $29000.00          | $7361.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-05-01      | 2.0000%  | N/A     | $79000.00          | $48003.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-02-01      | 5.5000%  | N/A     | $1609796.00        | $1361965.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-03-01      | 6.0000%  | N/A     | $100000.00         | $69990.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-01-01      | 3.0000%  | N/A     | $5000.00           | $3276.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2047-07-01      | 3.5000%  | N/A     | $18740128.00       | $1890659.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-12-01      | 2.5000%  | N/A     | $33000.00          | $22974.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-10-01      | 5.0000%  | N/A     | $150615.00         | $111527.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-01-01      | 4.0000%  | N/A     | $41000.00          | $3298.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-05-01      | 3.0000%  | N/A     | $1264000.00        | $876782.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2039-12-01      | 4.5000%  | N/A     | $23000.00          | $17616.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-11-01      | 2.5000%  | N/A     | $3543316.00        | $1475872.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-10-01      | 5.0000%  | N/A     | $219000.00         | $178026.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2035-08-01      | 5.0000%  | N/A     | $1486500.00        | $13223.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-12-01      | 5.0000%  | N/A     | $1107852.00        | $193497.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2027-01-01      | 4.5000%  | N/A     | $131070.00         | $10.28             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-10-01      | 2.5000%  | N/A     | $11000.00          | $6401.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2035-06-01      | 5.0000%  | N/A     | $102500.00         | $859.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-01-01      | 3.0000%  | N/A     | $343698.00         | $49127.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2035-05-01      | 5.5000%  | N/A     | $2720000.00        | $22725.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2035-08-01      | 3.5000%  | N/A     | $56000.00          | $7107.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2033-06-01      | 3.0000%  | N/A     | $11000.00          | $4436.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-04-01      | 3.0000%  | N/A     | $204000.00         | $139682.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-11-01      | 3.0000%  | N/A     | $105000.00         | $57135.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-10-01      | 2.5000%  | N/A     | $60000.00          | $41754.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2036-11-01      | 2.5000%  | N/A     | $11000.00          | $5101.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2039-03-01      | 5.0000%  | N/A     | $33000.00          | $17161.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-12-01      | 2.5000%  | N/A     | $5445000.00        | $1427602.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-02-01      | 3.5000%  | N/A     | $4630392.00        | $3554166.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-08-01      | 4.5000%  | N/A     | $153000.00         | $13770.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-07-01      | 5.0000%  | N/A     | $1023308.00        | $257112.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2056-05-01      | 5.0000%  | N/A     | $5592168.00        | $5519178.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-06-01      | 4.5000%  | N/A     | $11000.00          | $7497.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-03-01      | 2.5000%  | N/A     | $1913852.00        | $1285206.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2040-07-01      | 4.5000%  | N/A     | $13000.00          | $10564.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-03-01      | 4.5000%  | N/A     | $800000.00         | $243379.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-10-01      | 4.0000%  | N/A     | $8000.00           | $1043.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2034-02-01      | 5.5000%  | N/A     | $1398110.00        | $14997.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-05-01      | 6.0000%  | N/A     | $8750000.00        | $4211106.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-06-01      | 5.0000%  | N/A     | $3313364.00        | $49051.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-07-01      | 5.0000%  | N/A     | $155000.00         | $113342.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-10-01      | 3.5000%  | N/A     | $55000.00          | $14724.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-02-01      | 3.0000%  | N/A     | $1221736.00        | $741372.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-11-01      | 3.5000%  | N/A     | $657000.00         | $316880.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-02-01      | 2.5000%  | N/A     | $2688000.00        | $1780637.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-04-01      | 5.5000%  | N/A     | $253000.00         | $169356.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-12-01      | 2.5000%  | N/A     | $9000.00           | $5785.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-02-01      | 3.0000%  | N/A     | $479000.00         | $85845.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2056-05-01      | 5.0000%  | N/A     | $2077628.00        | $2053417.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-02-01      | 3.0000%  | N/A     | $119429.00         | $21200.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2044-01-01      | 3.0000%  | N/A     | $33000.00          | $8277.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2044-11-01      | 5.0000%  | N/A     | $121751.00         | $57387.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2030-03-01      | 4.5000%  | N/A     | $1000000.00        | $10968.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-06-01      | 3.5000%  | N/A     | $60000.00          | $43076.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-12-01      | 3.5000%  | N/A     | $510000.00         | $257658.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2039-04-01      | 5.0000%  | N/A     | $35000.00          | $20249.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-12-01      | 3.5000%  | N/A     | $15000.00          | $11068.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2029-03-01      | 4.0000%  | N/A     | $98304.00          | $32.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2041-07-01      | 5.0000%  | N/A     | $450000.00         | $36823.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2031-12-01      | 4.5000%  | N/A     | $5600000.00        | $228737.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2045-08-01      | 3.5000%  | N/A     | $9000.00           | $1085.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-05-01      | 2.5000%  | N/A     | $760000.00         | $219022.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2035-09-01      | 3.5000%  | N/A     | $1080000.00        | $431354.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-12-01      | 2.5000%  | N/A     | $1400000.00        | $692826.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-07-01      | 3.5000%  | N/A     | $370000.00         | $64582.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2042-09-01      | 3.0000%  | N/A     | $100000.00         | $14276.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2027-02-01      | 4.0000%  | N/A     | $196608.00         | $40.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2031-07-01      | 2.5000%  | N/A     | $829743.00         | $90744.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-05-01      | 6.0000%  | N/A     | $348437.00         | $332344.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-08-01      | 5.5000%  | N/A     | $2100000.00        | $1961977.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2032-04-01      | 3.5000%  | N/A     | $291000.00         | $22661.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2032-03-01      | 2.0000%  | N/A     | $563000.00         | $93933.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-05-01      | 4.5000%  | N/A     | $5000.00           | $443.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-04-01      | 3.5000%  | N/A     | $87000.00          | $31605.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-01-01      | 4.5000%  | N/A     | $25000.00          | $13892.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-11-01      | 6.0000%  | N/A     | $1297312.00        | $1099191.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2047-07-01      | 4.0000%  | N/A     | $739000.00         | $68073.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2030-11-01      | 3.0000%  | N/A     | $320150.00         | $86335.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-12-01      | 2.5000%  | N/A     | $250000.00         | $180676.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-12-01      | 2.5000%  | N/A     | $155000.00         | $87310.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-10-01      | 6.0000%  | N/A     | $18000.00          | $12946.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2047-03-01      | 3.0000%  | N/A     | $1450000.00        | $302318.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-06-01      | 4.0000%  | N/A     | $957000.00         | $258638.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-08-01      | 4.5000%  | N/A     | $27000.00          | $19424.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2035-05-01      | 5.5000%  | N/A     | $120000.00         | $2161.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-06-01      | 3.5000%  | N/A     | $2000.00           | $1246.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2035-09-01      | 5.5000%  | N/A     | $8000.00           | $63.45             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-03-01      | 6.0000%  | N/A     | $748000.00         | $399448.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2039-10-01      | 5.0000%  | N/A     | $31000.00          | $20738.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-01-01      | 5.5000%  | N/A     | $15000.00          | $9979.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-04-01      | 2.5000%  | N/A     | $175000.00         | $110323.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2030-11-01      | 4.0000%  | N/A     | $224000.00         | $5020.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-12-01      | 4.5000%  | N/A     | $171000.00         | $149748.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-02-01      | 3.0000%  | N/A     | $380000.00         | $197379.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-12-01      | 6.0000%  | N/A     | $20000.00          | $14740.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-11-01      | 4.5000%  | N/A     | $124000.00         | $32367.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-10-01      | 5.5000%  | N/A     | $20000.00          | $17340.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-04-01      | 3.5000%  | N/A     | $106000.00         | $15980.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-10-01      | 3.0000%  | N/A     | $5000.00           | $2788.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-06-01      | 5.5000%  | N/A     | $355000.00         | $261958.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-05-01      | 5.5000%  | N/A     | $35000.00          | $27904.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-08-01      | 5.5000%  | N/A     | $600000.00         | $366693.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-12-01      | 3.0000%  | N/A     | $5000.00           | $1645.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-09-01      | 6.0000%  | N/A     | $30357312.00       | $28312393.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-04-01      | 3.0000%  | N/A     | $904301.00         | $396076.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2035-11-01      | 5.5000%  | N/A     | $440000.00         | $3233.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-11-01      | 5.5000%  | N/A     | $65000.00          | $37060.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2033-08-01      | 4.0000%  | N/A     | $265000.00         | $16874.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2040-01-01      | 5.0000%  | N/A     | $41000.00          | $28280.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2032-05-01      | 3.0000%  | N/A     | $104000.00         | $10001.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2040-04-01      | 5.5000%  | N/A     | $484238.00         | $23488.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-02-01      | 4.0000%  | N/A     | $19000.00          | $11339.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-03-01      | 4.5000%  | N/A     | $55000.00          | $30858.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-04-01      | 2.5000%  | N/A     | $4536216.00        | $2666109.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-05-01      | 3.0000%  | N/A     | $22000.00          | $14940.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-08-01      | 4.5000%  | N/A     | $206000.00         | $53498.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-05-01      | 6.0000%  | N/A     | $155000.00         | $117876.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2028-01-01      | 3.0000%  | N/A     | $2361000.00        | $79568.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-03-01      | 2.5000%  | N/A     | $275000.00         | $96057.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-10-01      | 4.0000%  | N/A     | $10000.00          | $8775.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2037-10-01      | 5.5000%  | N/A     | $419027.00         | $34388.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-03-01      | 5.0000%  | N/A     | $160000.00         | $126867.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-11-01      | 5.5000%  | N/A     | $409415.00         | $290249.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-12-01      | 6.0000%  | N/A     | $4072000.00        | $2248429.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-02-01      | 3.0000%  | N/A     | $285773.00         | $36583.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-09-01      | 6.0000%  | N/A     | $500000.00         | $314896.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-10-01      | 2.5000%  | N/A     | $3925000.00        | $2659620.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2029-10-01      | 4.5000%  | N/A     | $370000.00         | $3872.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-09-01      | 4.5000%  | N/A     | $725525.00         | $544869.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-10-01      | 2.5000%  | N/A     | $39979008.00       | $22334289.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2028-02-01      | 5.5000%  | N/A     | $3000000.00        | $6132.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2027-10-01      | 3.0000%  | N/A     | $3210000.00        | $77717.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2026-09-01      | 4.0000%  | N/A     | $71999.00          | $2.79              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2029-03-01      | 4.5000%  | N/A     | $131069.00         | $24.99             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2036-05-01      | 5.5000%  | N/A     | $1022126.00        | $3969.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2033-09-01      | 5.5000%  | N/A     | $642818.00         | $4457.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-05-01      | 5.5000%  | N/A     | $220000.00         | $118941.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2045-11-01      | 4.5000%  | N/A     | $64363.00          | $11559.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-05-01      | 3.5000%  | N/A     | $80000.00          | $53987.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-05-01      | 4.5000%  | N/A     | $120863.00         | $86504.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2034-11-01      | 5.5000%  | N/A     | $14000.00          | $1194.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-02-01      | 2.0000%  | N/A     | $600000.00         | $348550.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-09-01      | 5.0000%  | N/A     | $2055000.00        | $1242165.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2036-09-01      | 3.5000%  | N/A     | $23000.00          | $3494.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-05-01      | 2.5000%  | N/A     | $17000.00          | $13143.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2035-02-01      | 5.5000%  | N/A     | $270000.00         | $6096.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2034-11-01      | 4.0000%  | N/A     | $286000.00         | $23314.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-06-01      | 4.5000%  | N/A     | $135000.00         | $34346.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2039-05-01      | 6.0000%  | N/A     | $7250000.00        | $117908.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-06-01      | 5.5000%  | N/A     | $100000.00         | $83901.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-05-01      | 2.5000%  | N/A     | $20000.00          | $13100.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2044-05-01      | 5.5000%  | N/A     | $52000.00          | $8056.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-07-01      | 5.0000%  | N/A     | $200000.00         | $134313.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-04-01      | 2.5000%  | N/A     | $25000.00          | $16012.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-09-01      | 4.5000%  | N/A     | $62000.00          | $31537.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2029-12-01      | 2.5000%  | N/A     | $1250000.00        | $147657.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-11-01      | 2.5000%  | N/A     | $134450.00         | $73514.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-07-01      | 5.5000%  | N/A     | $160000.00         | $122519.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2039-04-01      | 4.5000%  | N/A     | $17000.00          | $10935.47          | Agency Mortgage-Backed Securities         |
| GNMA_14-131                                         | 2044-09-16      | 4.0395%  | N/A     | $35000000.00       | $10931786.77       | Agency Collateralized Mortgage Obligation |
| GNMA_18-113D                                        | 2048-08-20      | 0.0000%  | N/A     | $100000000.00      | $113553.26         | Agency Collateralized Mortgage Obligation |
| GNMA_18-48D                                         | 2048-04-20      | 4.3171%  | N/A     | $300000000.00      | $58027304.27       | Agency Collateralized Mortgage Obligation |
| GNMA_19-70G                                         | 2049-06-20      | 4.1171%  | N/A     | $27171808.00       | $5021182.84        | Agency Collateralized Mortgage Obligation |
| GNMA_19-70K                                         | 2049-06-20      | 2.3829%  | N/A     | $67574912.00       | $1516728.77        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129G                                        | 2050-09-20      | 2.5000%  | N/A     | $54105600.00       | $4102559.08        | Agency Collateralized Mortgage Obligation |
| GNMA_20-149J                                        | 2050-10-20      | 0.0000%  | N/A     | $25080384.00       | $183286.11         | Agency Collateralized Mortgage Obligation |
| GNMA_20-151                                         | 2050-10-20      | 3.0000%  | N/A     | $103333248.00      | $8408329.79        | Agency Collateralized Mortgage Obligation |
| GNMA_20-166D                                        | 2050-11-20      | 1.0000%  | N/A     | $5000000.00        | $2240648.07        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167G                                        | 2050-11-20      | 2.5000%  | N/A     | $74562944.00       | $6391494.28        | Agency Collateralized Mortgage Obligation |
| GNMA_20-183H                                        | 2050-12-20      | 0.0000%  | N/A     | $33213280.00       | $107205.59         | Agency Collateralized Mortgage Obligation |
| GNMA_20-187B                                        | 2050-12-20      | 3.0000%  | N/A     | $27957280.00       | $3005343.41        | Agency Collateralized Mortgage Obligation |
| GNMA_20-1B                                          | 2050-01-20      | 3.5000%  | N/A     | $17500000.00       | $4555111.62        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H10A                                        | 2070-06-20      | 4.3251%  | N/A     | $5500000.00        | $2961722.64        | Agency Collateralized Mortgage Obligation |
| GNMA_21-156C                                        | 2051-09-20      | 2.5829%  | N/A     | $74307200.00       | $3722618.99        | Agency Collateralized Mortgage Obligation |
| GNMA_21-199G                                        | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1853012.87        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                        | 2051-12-20      | 3.0000%  | N/A     | $48280384.00       | $4535542.83        | Agency Collateralized Mortgage Obligation |
| GNMA_21-228C                                        | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2067393.91        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58A                                         | 2051-02-20      | 3.0000%  | N/A     | $66333312.00       | $4634497.01        | Agency Collateralized Mortgage Obligation |
| GNMA_22-104B                                        | 2052-06-20      | 4.5000%  | N/A     | $30000000.00       | $20060773.88       | Agency Collateralized Mortgage Obligation |
| GNMA_22-136D                                        | 2052-08-20      | 2.3749%  | N/A     | $40000000.00       | $2408720.44        | Agency Collateralized Mortgage Obligation |
| GNMA_22-154C                                        | 2052-09-20      | 2.3249%  | N/A     | $13509072.00       | $843136.90         | Agency Collateralized Mortgage Obligation |
| GNMA_22-177E                                        | 2052-10-20      | 4.7251%  | N/A     | $50000000.00       | $34858667.42       | Agency Collateralized Mortgage Obligation |
| GNMA_22-22B                                         | 2052-02-20      | 3.0000%  | N/A     | $100000000.00      | $57184107.42       | Agency Collateralized Mortgage Obligation |
| GNMA_22-60K                                         | 2051-02-20      | 3.0000%  | N/A     | $45809600.00       | $5220852.43        | Agency Collateralized Mortgage Obligation |
| GNMA_23-100B                                        | 2053-07-20      | 6.0000%  | N/A     | $2000000.00        | $2059049.33        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164B                                        | 2053-11-20      | 6.0000%  | N/A     | $5000000.00        | $5147488.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164G                                        | 2053-11-20      | 6.5000%  | N/A     | $4778159.00        | $4955866.17        | Agency Collateralized Mortgage Obligation |
| GNMA_23-18F                                         | 2053-02-20      | 4.5751%  | N/A     | $50000000.00       | $36956752.25       | Agency Collateralized Mortgage Obligation |
| GNMA_23-1D                                          | 2053-01-20      | 4.6751%  | N/A     | $50000000.00       | $35478456.34       | Agency Collateralized Mortgage Obligation |
| GNMA_23-54H                                         | 2053-04-20      | 4.5251%  | N/A     | $50000000.00       | $27685301.19       | Agency Collateralized Mortgage Obligation |
| GNMA_23-57B                                         | 2053-04-20      | 2.5749%  | N/A     | $56262272.00       | $3320118.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63D                                         | 2053-05-20      | 4.6751%  | N/A     | $50000000.00       | $16533729.87       | Agency Collateralized Mortgage Obligation |
| GNMA_23-70L                                         | 2053-05-20      | 4.7751%  | N/A     | $50000000.00       | $24250888.96       | Agency Collateralized Mortgage Obligation |
| GNMA_23-76E                                         | 2053-05-20      | 4.6251%  | N/A     | $50000000.00       | $23813786.75       | Agency Collateralized Mortgage Obligation |
| GNMA_23-97A                                         | 2053-07-20      | 1.8249%  | N/A     | $149999872.00      | $3492513.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108B                                        | 2054-07-20      | 2.3749%  | N/A     | $75000000.00       | $3694363.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-11A                                         | 2054-01-20      | 2.2749%  | N/A     | $50000000.00       | $2449440.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125G                                        | 2054-08-20      | 2.3749%  | N/A     | $62421376.00       | $3806690.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-127C                                        | 2054-08-20      | 4.8751%  | N/A     | $50000000.00       | $27383398.15       | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                        | 2054-08-20      | 2.5749%  | N/A     | $70476160.00       | $3489882.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142G                                        | 2054-09-20      | 2.4249%  | N/A     | $62415808.00       | $3146539.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151F                                        | 2054-09-20      | 4.7251%  | N/A     | $50000000.00       | $40036685.77       | Agency Collateralized Mortgage Obligation |
| GNMA_24-155C                                        | 2054-09-20      | 2.5249%  | N/A     | $53191488.00       | $3018248.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                        | 2054-10-20      | 1.8749%  | N/A     | $100000000.00      | $5190076.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183B                                        | 2054-11-20      | 4.7751%  | N/A     | $50000000.00       | $30062282.10       | Agency Collateralized Mortgage Obligation |
| GNMA_24-1D                                          | 2054-01-20      | 2.1749%  | N/A     | $90448512.00       | $2079183.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                         | 2054-03-20      | 3.0249%  | N/A     | $118750000.00      | $8346877.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59E                                         | 2054-04-20      | 6.0000%  | N/A     | $2000000.00        | $2043425.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                         | 2054-04-20      | 4.7751%  | N/A     | $50000000.00       | $26379228.06       | Agency Collateralized Mortgage Obligation |
| GNMA_24-64X                                         | 2054-04-20      | 1.6249%  | N/A     | $48772288.00       | $1050926.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105M                                        | 2055-06-20      | 2.8249%  | N/A     | $25000000.00       | $2185705.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114H                                        | 2055-07-20      | 4.6251%  | N/A     | $30000000.00       | $19336009.06       | Agency Collateralized Mortgage Obligation |
| GNMA_25-114K                                        | 2055-07-20      | 1.5249%  | N/A     | $85547648.00       | $2929881.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116Q                                        | 2055-07-20      | 2.2749%  | N/A     | $76237056.00       | $4575691.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                        | 2055-08-20      | 1.6749%  | N/A     | $4000000.00        | $191232.10         | Agency Collateralized Mortgage Obligation |
| GNMA_25-137J                                        | 2055-08-20      | 1.6697%  | N/A     | $115000000.00      | $4597382.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139Q                                        | 2055-08-20      | 2.3249%  | N/A     | $37500000.00       | $2020961.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-154H                                        | 2055-09-20      | 1.6749%  | N/A     | $50513536.00       | $2238864.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-155D                                        | 2055-09-20      | 2.4249%  | N/A     | $50000000.00       | $3604320.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-169E                                        | 2055-10-20      | 3.5749%  | N/A     | $168851968.00      | $18464450.32       | Agency Collateralized Mortgage Obligation |
| GNMA_25-192B                                        | 2055-11-20      | 4.7751%  | N/A     | $50000000.00       | $48996823.69       | Agency Collateralized Mortgage Obligation |
| GNMA_25-1CC                                         | 2055-01-20      | 2.2949%  | N/A     | $24000000.00       | $1938116.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Q                                          | 2055-01-20      | 2.3249%  | N/A     | $17000000.00       | $1209236.87        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216J                                        | 2055-03-20      | 2.3749%  | N/A     | $39560576.00       | $1516163.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-24B                                         | 2055-02-20      | 4.7251%  | N/A     | $50000000.00       | $34086345.51       | Agency Collateralized Mortgage Obligation |
| GNMA_25-28A                                         | 2054-07-20      | 5.3251%  | N/A     | $10000000.00       | $5553480.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-33A                                         | 2055-02-20      | 2.9749%  | N/A     | $35514112.00       | $2496301.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-33B                                         | 2055-02-20      | 2.9749%  | N/A     | $41103296.00       | $2232310.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4A                                          | 2055-01-20      | 4.6751%  | N/A     | $100000000.00      | $83042543.60       | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                         | 2055-04-20      | 2.3249%  | N/A     | $13844352.00       | $1259726.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                         | 2055-03-20      | 2.3249%  | N/A     | $56307520.00       | $3708194.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63H                                         | 2055-04-20      | 4.6751%  | N/A     | $11371900.00       | $7524312.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-71A                                         | 2055-04-20      | 1.5249%  | N/A     | $150000000.00      | $4356044.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-79A                                         | 2053-11-20      | 1.5749%  | N/A     | $50000000.00       | $1424429.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83C                                         | 2055-05-20      | 2.1749%  | N/A     | $18000000.00       | $1081822.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84G                                         | 2055-05-20      | 1.4749%  | N/A     | $70000000.00       | $2640012.11        | Agency Collateralized Mortgage Obligation |
| GNMA_26-10J                                         | 2056-01-20      | 5.5000%  | N/A     | $27619552.00       | $4732187.03        | Agency Collateralized Mortgage Obligation |
| GNMA_26-26K                                         | 2054-07-20      | 1.6749%  | N/A     | $118855040.00      | $4505025.51        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2E                                          | 2056-01-20      | 6.0000%  | N/A     | $19214272.00       | $3163838.49        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30C                                         | 2056-02-20      | 2.6249%  | N/A     | $55983808.00       | $4528115.25        | Agency Collateralized Mortgage Obligation |
| GNMA_26-43A                                         | 2056-03-20      | 0.0000%  | N/A     | $235634688.00      | $231042.71         | Agency Collateralized Mortgage Obligation |
| GNMA_26-46N                                         | 2056-03-20      | 0.4849%  | N/A     | $1113000000.00     | $12369216.91       | Agency Collateralized Mortgage Obligation |
| GNMA_26-4K                                          | 2056-01-20      | 1.4749%  | N/A     | $100000000.00      | $3919451.55        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5L                                          | 2055-12-20      | 2.0749%  | N/A     | $50000000.00       | $3575324.46        | Agency Collateralized Mortgage Obligation |
| GNMA_26-80A                                         | 2056-05-20      | 2.0008%  | N/A     | $139737920.00      | $10724495.15       | Agency Collateralized Mortgage Obligation |
| GNMA_51-71N                                         | 2055-10-20      | 1.0749%  | N/A     | $75000000.00       | $2246755.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2047-02-15      | 3.0000%  | N/A     | $825000.00         | $337853.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2038-10-20      | 6.0000%  | N/A     | $819199.00         | $459.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-12-20      | 3.5000%  | N/A     | $200000.00         | $26085.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-09-20      | 4.5000%  | N/A     | $250000.00         | $237440.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-01-20      | 5.5000%  | N/A     | $45000.00          | $6666.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-12-20      | 3.5000%  | N/A     | $232386.00         | $163085.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-09-20      | 3.5000%  | N/A     | $900000.00         | $91838.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-08-20      | 6.0000%  | N/A     | $468000.00         | $63862.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2032-03-20      | 6.0000%  | N/A     | $60000.00          | $167.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2037-05-20      | 6.0000%  | N/A     | $541310.00         | $5492.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-10-20      | 2.0000%  | N/A     | $236308000.00      | $103991685.64      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2031-09-20      | 6.0000%  | N/A     | $95377.00          | $150.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2038-11-20      | 6.5000%  | N/A     | $80000.00          | $195.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2038-12-20      | 6.0000%  | N/A     | $35000.00          | $61.16             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2028-12-20      | 6.0000%  | N/A     | $139999.00         | $142.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-04-20      | 5.0000%  | N/A     | $5500000.00        | $4185969.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2033-10-20      | 6.0000%  | N/A     | $75000.00          | $641.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-02-20      | 3.5000%  | N/A     | $140000.00         | $13400.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-04-20      | 4.0000%  | N/A     | $6261000.00        | $4132228.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2038-08-20      | 6.5000%  | N/A     | $391729.00         | $4060.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-02-20      | 2.0000%  | N/A     | $2338708.00        | $1867364.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-12-20      | 4.5000%  | N/A     | $3509.00           | $221.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2045-07-20      | 3.0000%  | N/A     | $1983690.00        | $202813.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2031-11-20      | 6.0000%  | N/A     | $104831.00         | $268.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2056-05-20      | 4.5000%  | N/A     | $14168896.00       | $13668450.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2045-11-20      | 4.0000%  | N/A     | $1424000.00        | $106619.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-05-20      | 5.5000%  | N/A     | $30000000.00       | $20176619.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-08-20      | 5.5000%  | N/A     | $49999.00          | $10226.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-03-20      | 5.0000%  | N/A     | $320000.00         | $284766.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-05-20      | 5.0000%  | N/A     | $10000000.00       | $7597843.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2043-01-20      | 2.5000%  | N/A     | $800000.00         | $95672.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-04-20      | 3.5000%  | N/A     | $11972000.00       | $8443313.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2036-06-20      | 6.0000%  | N/A     | $40090.00          | $405.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-12-20      | 3.5000%  | N/A     | $319999.00         | $37013.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-02-20      | 2.0000%  | N/A     | $37993000.00       | $22499376.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2037-11-20      | 6.0000%  | N/A     | $10000.00          | $98.63             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2032-06-20      | 6.0000%  | N/A     | $50000.00          | $132.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2039-02-20      | 6.0000%  | N/A     | $16000.00          | $49.87             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-08-20      | 4.0000%  | N/A     | $217547.00         | $171796.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2045-08-20      | 3.0000%  | N/A     | $210000.00         | $25016.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-03-20      | 5.5000%  | N/A     | $60000.00          | $4350.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2043-09-20      | 3.5000%  | N/A     | $3515000.00        | $316859.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-11-20      | 2.5000%  | N/A     | $932568.00         | $350807.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2032-01-20      | 6.0000%  | N/A     | $80000.00          | $186.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2031-12-20      | 6.0000%  | N/A     | $35000.00          | $90.65             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2038-09-20      | 6.5000%  | N/A     | $260990.00         | $689.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2031-10-20      | 6.0000%  | N/A     | $130000.00         | $263.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2037-08-20      | 6.0000%  | N/A     | $455000.00         | $4453.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2039-01-20      | 6.0000%  | N/A     | $140000.00         | $357.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-02-20      | 5.5000%  | N/A     | $50000000.00       | $33646546.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-09-20      | 4.5000%  | N/A     | $1630114.00        | $1151051.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44 | 2048-03-20      | 0.0000%  | N/A     | $148500000.00      | $180545.69         | Agency Collateralized Mortgage Obligation |

### Security 201: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWXLLU75
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-03
- **C.13 - Final Legal Maturity Date:** 2026-07-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FESB MTG TR 2018-SB56          X1-AR  20380825 FLT     | 2038-08-25      | 0.3721%  | N/A     | $68497124.00       | $125549.54         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-RC  20380825 FLT     | 2038-08-25      | 0.3267%  | N/A     | $76718426.00       | $348746.66         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-SA  20381125 FLT     | 2038-11-25      | 0.3261%  | N/A     | $143846917.00      | $275829.98         | Agency Collateralized Mortgage Obligation |
| FGRA 03451S 02/15/37                                   | 2037-02-15      | 2.2727%  | N/A     | $2000000.00        | $476.25            | Agency Collateralized Mortgage Obligation |
| FGRA 04104S 09/15/42                                   | 2042-09-15      | 2.3427%  | N/A     | $21428571.00       | $302419.45         | Agency Collateralized Mortgage Obligation |
| FGRA 3667SB 05/15/40                                   | 2040-05-15      | 2.6927%  | N/A     | $5000000.00        | $1460.38           | Agency Collateralized Mortgage Obligation |
| FGRA 3747SA 10/15/40                                   | 2040-10-15      | 2.7427%  | N/A     | $48956061.00       | $141363.82         | Agency Collateralized Mortgage Obligation |
| FGRA 3967SK 12/15/41                                   | 2041-12-15      | 2.6927%  | N/A     | $81740982.00       | $362670.39         | Agency Collateralized Mortgage Obligation |
| FGRA 4091ES 08/15/42                                   | 2042-08-15      | 2.7927%  | N/A     | $22372053.00       | $395858.21         | Agency Collateralized Mortgage Obligation |
| FGRA 4161SP 02/15/43                                   | 2043-02-15      | 2.3927%  | N/A     | $20500000.00       | $445755.73         | Agency Collateralized Mortgage Obligation |
| FGRA 4279SA 12/15/43                                   | 2043-12-15      | 2.3427%  | N/A     | $35692773.00       | $300554.65         | Agency Collateralized Mortgage Obligation |
| FGRA 4301SD 07/15/37                                   | 2037-07-15      | 2.3427%  | N/A     | $77000000.00       | $403461.71         | Agency Collateralized Mortgage Obligation |
| FGRA 4351AS 06/15/44                                   | 2044-06-15      | 2.4427%  | N/A     | $50000000.00       | $219650.31         | Agency Collateralized Mortgage Obligation |
| FGRA 4417NS 12/15/43                                   | 2043-12-15      | 0.7363%  | N/A     | $22473927.00       | $46592.77          | Agency Collateralized Mortgage Obligation |
| FGRA 4564SI 04/15/43                                   | 2043-04-15      | 0.2427%  | N/A     | $26456473.00       | $56040.62          | Agency Collateralized Mortgage Obligation |
| FGRA 4584SI 05/15/44                                   | 2044-05-15      | 0.7427%  | N/A     | $4814646.00        | $27946.64          | Agency Collateralized Mortgage Obligation |
| FGRA 4698ES 07/15/47                                   | 2047-07-15      | 0.1927%  | N/A     | $50000000.00       | $188836.20         | Agency Collateralized Mortgage Obligation |
| FGRA 4707SB 08/15/47                                   | 2047-08-15      | 0.1927%  | N/A     | $103816691.00      | $361824.75         | Agency Collateralized Mortgage Obligation |
| FGRA 4795WS 03/15/48                                   | 2048-03-15      | 2.3927%  | N/A     | $21176438.00       | $310378.02         | Agency Collateralized Mortgage Obligation |
| FGRA 4833IM 04/15/44                                   | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $9634.01           | Agency Collateralized Mortgage Obligation |
| FGRA 4935AI 03/15/43                                   | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $6906.13           | Agency Collateralized Mortgage Obligation |
| FGRA 4935BI 08/15/41                                   | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $54717.54          | Agency Collateralized Mortgage Obligation |
| FGRA 4935CI 06/15/42                                   | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $38973.67          | Agency Collateralized Mortgage Obligation |
| FGRA 5121TA 09/15/40                                   | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $97065.16          | Agency Collateralized Mortgage Obligation |
| FGRA 5121TC 09/15/41                                   | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $2453.19           | Agency Collateralized Mortgage Obligation |
| FGRA 5121TD 10/15/41                                   | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $12073.33          | Agency Collateralized Mortgage Obligation |
| FGRA 5331TH 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $15614.68          | Agency Collateralized Mortgage Obligation |
| FGRA 5352LI 10/15/46                                   | 2046-10-15      | 2.5802%  | N/A     | $14260417.00       | $928263.42         | Agency Collateralized Mortgage Obligation |
| FGRA 5444IT 11/15/48                                   | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $22719.05          | Agency Collateralized Mortgage Obligation |
| FGRA 5444SJ 11/15/48                                   | 2048-11-15      | 2.2427%  | N/A     | $58554444.00       | $4017234.49        | Agency Collateralized Mortgage Obligation |
| FGRA 5444TI 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $36784.66          | Agency Collateralized Mortgage Obligation |
| FGRA S17020 11/15/52                                   | 2052-11-15      | 4.5678%  | N/A     | $2624331.00        | $347224.84         | Agency Collateralized Mortgage Obligation |
| FGRM 4010QI 01/15/42                                   | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $283901.23         | Agency Collateralized Mortgage Obligation |
| FGRM 4046IM 05/15/42                                   | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $266234.49         | Agency Collateralized Mortgage Obligation |
| FGRM 4121MI 10/15/42                                   | 2042-10-15      | 4.0000%  | N/A     | $42374111.00       | $723725.53         | Agency Collateralized Mortgage Obligation |
| FGRM 4215EI 07/15/32                                   | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $35752.17          | Agency Collateralized Mortgage Obligation |
| FGRM 4299JI 07/15/43                                   | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $23281.46          | Agency Collateralized Mortgage Obligation |
| FGRM 4472WI 05/15/45                                   | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $485010.81         | Agency Collateralized Mortgage Obligation |
| FGRM 4524CI 05/15/41                                   | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $436216.70         | Agency Collateralized Mortgage Obligation |
| FGRM 4533JI 12/15/45                                   | 2045-12-15      | 5.0000%  | N/A     | $28061628.00       | $547024.39         | Agency Collateralized Mortgage Obligation |
| FGRM 4544AI 11/15/44                                   | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $1910796.33        | Agency Collateralized Mortgage Obligation |
| FGRM 4701DI 01/15/36                                   | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $608659.19         | Agency Collateralized Mortgage Obligation |
| FGRM 4701EI 04/15/40                                   | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $514674.54         | Agency Collateralized Mortgage Obligation |
| FGRM 4733GI 07/15/38                                   | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $188296.38         | Agency Collateralized Mortgage Obligation |
| FGRM 4783JI 07/15/33                                   | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $215482.45         | Agency Collateralized Mortgage Obligation |
| FGRM 5060DI 04/15/41                                   | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $220424.23         | Agency Collateralized Mortgage Obligation |
| FGRM 5394PO 02/15/43                                   | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3017661.49        | Agency Collateralized Mortgage Obligation |
| FHLMC  MSCR TRUST MN3          M-2    20511127 FLT     | 2051-11-27      | 7.6121%  | N/A     | $11000000.00       | $11370241.76       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTI SCR 2021-MN1       B-1    20510125 FLT     | 2051-01-25      | 11.3621% | N/A     | $6383000.00        | $7004103.19        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC  SERIES K-1516     X3     20381025 FLT     | 2038-10-25      | 3.4555%  | N/A     | $7800000.00        | $1871193.56        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC K-512              A-2    20281125 5.00000 | 2028-11-25      | 5.0000%  | N/A     | $10490000.00       | $9826495.18        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-142       X3     20490425 FLT     | 2049-04-25      | 3.0969%  | N/A     | $23700000.00       | $3517879.57        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-F110      AS     20310325 FLT     | 2031-03-25      | 3.8892%  | N/A     | $30000000.00       | $9432646.85        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.8915%  | N/A     | $25000000.00       | $1554453.43        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIS K-114       X3     20480825 FLT     | 2048-08-25      | 2.7341%  | N/A     | $10500000.00       | $999017.83         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES 5083        BX     20501125 FLT     | 2050-11-25      | 5.0033%  | N/A     | $4100000.00        | $2468799.23        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.0422%  | N/A     | $13000000.00       | $397648.69         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-094       A-2    20290625 2.90300 | 2029-06-25      | 2.9030%  | N/A     | $700000.00         | $672746.82         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-097       X3     20460925 FLT     | 2046-09-25      | 2.0185%  | N/A     | $17926832.00       | $1070823.15        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-105       X3     20480325 FLT     | 2048-03-25      | 1.9183%  | N/A     | $34625000.00       | $2356818.97        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       X1     20300125 FLT     | 2030-01-25      | 1.5823%  | N/A     | $65000000.00       | $3166423.44        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-108       A-2    20300325 1.51700 | 2030-03-25      | 1.5170%  | N/A     | $540000.00         | $488796.60         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       A-2    20300425 1.55800 | 2030-04-25      | 1.5580%  | N/A     | $9275000.00        | $8375536.27        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.3830%  | N/A     | $20000000.00       | $2346125.00        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       A-2    20300425 1.47700 | 2030-04-25      | 1.4770%  | N/A     | $15500000.00       | $13974052.54       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       X3     20480625 FLT     | 2048-06-25      | 3.3746%  | N/A     | $9600000.00        | $1122035.35        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-111       A-2    20300525 1.35000 | 2030-05-25      | 1.3500%  | N/A     | $27000000.00       | $24124527.00       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-113       X3     20480525 FLT     | 2048-05-25      | 2.9748%  | N/A     | $108643404.00      | $11879911.13       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-118       A-2    20300925 1.49300 | 2030-09-25      | 1.4930%  | N/A     | $15400000.00       | $13696424.62       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-122       X3     20490125 FLT     | 2049-01-25      | 2.6291%  | N/A     | $9700000.00        | $974024.42         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-128       X3     20490425 FLT     | 2049-04-25      | 2.7803%  | N/A     | $13400000.00       | $1519834.14        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-130       X-3    20480825 FLT     | 2048-08-25      | 3.0968%  | N/A     | $13487621.00       | $1836725.68        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-131       X3     20490925 FLT     | 2049-09-25      | 2.9466%  | N/A     | $20902000.00       | $2720705.28        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 2.9795%  | N/A     | $4493000.00        | $634552.58         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-143       X3     20500425 FLT     | 2050-04-25      | 3.1395%  | N/A     | $7000000.00        | $1058468.71        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-148       X3     20540825 FLT     | 2054-08-25      | 4.1462%  | N/A     | $5300000.00        | $1121537.22        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-150       X3     20541025 FLT     | 2054-10-25      | 4.4351%  | N/A     | $15000000.00       | $3414863.28        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-152       X3     20551125 FLT     | 2055-11-25      | 4.3342%  | N/A     | $9800000.00        | $2222179.53        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       X3     20560325 FLT     | 2056-03-25      | 5.1034%  | N/A     | $12000000.00       | $3264064.15        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.6872%  | N/A     | $15327418.00       | $5376173.91        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-164       X-3    20570525 FLT     | 2057-05-25      | 5.6736%  | N/A     | $15000000.00       | $5465351.71        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-166       X1     20341025 FLT     | 2034-10-25      | 1.2797%  | N/A     | $14797467.00       | $3095713.73        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-518       A-2    20290125 FLT     | 2029-01-25      | 5.4000%  | N/A     | $7500000.00        | $7703490.00        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-743       X3     20490625 FLT     | 2049-06-25      | 2.9535%  | N/A     | $9500000.00        | $529027.82         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-748       X3     20500225 FLT     | 2050-02-25      | 2.6907%  | N/A     | $14432000.00       | $904421.75         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-756       X3     20570725 FLT     | 2057-07-25      | 5.6145%  | N/A     | $5000000.00        | $1217669.32        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F101      AS     20310127 FLT     | 2031-01-27      | 3.8492%  | N/A     | $30000000.00       | $8316191.43        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 2.9644%  | N/A     | $7733000.00        | $767899.72         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G05       X3     20340125 FLT     | 2034-01-25      | 2.6111%  | N/A     | $1625000.00        | $163538.08         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-HG1       A-3    20271225 3.34100 | 2027-12-25      | 3.3410%  | N/A     | $4000000.00        | $3751826.52        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-X04       X-FX   20340125 FLT     | 2034-01-25      | 1.3257%  | N/A     | $19940000.00       | $336314.92         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-025       X      20340227 FLT     | 2034-02-27      | 0.3620%  | N/A     | $324636000.00      | $4108277.85        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-033       X      20350325 FLT     | 2035-03-25      | 0.4421%  | N/A     | $373283616.00      | $6900425.29        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-034       A-PT2  20540725 FLT     | 2054-07-25      | 2.9985%  | N/A     | $500000.00         | $445104.72         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-042       A6     20420225 9.50000 | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3391.19           | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2      MA     20571126 3.50000 | 2057-11-26      | 3.5000%  | N/A     | $1218000.00        | $218421.09         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | N/A     | $610000.00         | $183449.57         | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3144%  | N/A     | $4265750.00        | $227300.78         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC SERIES 2022-71      IO     20520525 4.50000 | 2052-05-25      | 4.5000%  | N/A     | $38460370.00       | $4599171.86        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2002-26B      A1     20480125 7.00000 | 2048-01-25      | 7.0000%  | N/A     | $49841000.00       | $953568.40         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W1       2A     20421225 FLT     | 2042-12-25      | 5.0329%  | N/A     | $124273360.00      | $2802580.07        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2014-2        AI     20440225 FLT     | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $251564.84         | Agency Collateralized Mortgage Obligation |
| FNRA CL006BI R24F006                                   | 2043-07-25      | 2.9907%  | N/A     | $6098639.00        | $633757.03         | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R24F006                                   | 2054-03-25      | 3.4079%  | N/A     | $63668669.00       | $2879144.55        | Agency Collateralized Mortgage Obligation |
| FNRA CL006ST R24F006                                   | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $62071.03          | Agency Collateralized Mortgage Obligation |
| FNRA CL006TS R24F006                                   | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $224745.24         | Agency Collateralized Mortgage Obligation |
| FNRA CL015SC R13F015                                   | 2033-03-25      | 0.9436%  | N/A     | $18391622.00       | $3235009.71        | Agency Collateralized Mortgage Obligation |
| FNRA CL018SA R26F018                                   | 2056-04-25      | 0.7879%  | N/A     | $125000000.00      | $2441997.19        | Agency Collateralized Mortgage Obligation |
| FNRA CL022S R21F022                                    | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $1166.64           | Agency Collateralized Mortgage Obligation |
| FNRA CL023SC R13F023                                   | 2033-03-25      | 0.9436%  | N/A     | $7025000.00        | $1754260.61        | Agency Collateralized Mortgage Obligation |
| FNRA CL024JS R12F024                                   | 2042-03-25      | 2.7234%  | N/A     | $13150872.00       | $130683.18         | Agency Collateralized Mortgage Obligation |
| FNRA CL026TI R16F026                                   | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $10523.13          | Agency Collateralized Mortgage Obligation |
| FNRA CL028SM R25F028                                   | 2055-04-25      | 1.6379%  | N/A     | $83947504.00       | $1950171.96        | Agency Collateralized Mortgage Obligation |
| FNRA CL030IE R07F030                                   | 2037-04-25      | 3.0134%  | N/A     | $48672317.00       | $348829.10         | Agency Collateralized Mortgage Obligation |
| FNRA CL030SA R25F030                                   | 2055-05-25      | 1.4379%  | N/A     | $200000000.00      | $3963279.40        | Agency Collateralized Mortgage Obligation |
| FNRA CL031MS R26F031                                   | 2056-05-25      | 0.3879%  | N/A     | $103021921.00      | $1253973.13        | Agency Collateralized Mortgage Obligation |
| FNRA CL034LS R15F034                                   | 2045-06-25      | 2.3734%  | N/A     | $120580856.00      | $1492920.57        | Agency Collateralized Mortgage Obligation |
| FNRA CL037SA R24F037                                   | 2054-06-25      | 3.4079%  | N/A     | $50000000.00       | $2290359.42        | Agency Collateralized Mortgage Obligation |
| FNRA CL038SB R26F038                                   | 2056-06-25      | 8.0318%  | N/A     | $3000000.00        | $3092659.28        | Agency Collateralized Mortgage Obligation |
| FNRA CL038SC R26F038                                   | 2056-06-25      | 8.0318%  | N/A     | $3000000.00        | $3085165.28        | Agency Collateralized Mortgage Obligation |
| FNRA CL038SD R26F038                                   | 2056-06-25      | 8.0318%  | N/A     | $3000000.00        | $3092659.28        | Agency Collateralized Mortgage Obligation |
| FNRA CL041SA R11F041                                   | 2041-05-25      | 2.8534%  | N/A     | $31387088.00       | $66860.35          | Agency Collateralized Mortgage Obligation |
| FNRA CL041T R22F041                                    | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $6225.84           | Agency Collateralized Mortgage Obligation |
| FNRA CL042CS R24F042                                   | 2054-07-25      | 3.4679%  | N/A     | $30000000.00       | $1100600.81        | Agency Collateralized Mortgage Obligation |
| FNRA CL043FI R12F043                                   | 2041-07-25      | 3.7266%  | N/A     | $7000000.00        | $4170.09           | Agency Collateralized Mortgage Obligation |
| FNRA CL045SD R18F045                                   | 2044-05-25      | 2.1834%  | N/A     | $41331973.00       | $599947.59         | Agency Collateralized Mortgage Obligation |
| FNRA CL049SG R22F049                                   | 2052-08-25      | 1.6879%  | N/A     | $30000000.00       | $1227334.83        | Agency Collateralized Mortgage Obligation |
| FNRA CL050ST R23F050                                   | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $50986.57          | Agency Collateralized Mortgage Obligation |
| FNRA CL050TS R23F050                                   | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $1630.80           | Agency Collateralized Mortgage Obligation |
| FNRA CL052PS R12F052                                   | 2042-05-25      | 2.8534%  | N/A     | $104663303.00      | $920584.26         | Agency Collateralized Mortgage Obligation |
| FNRA CL055SB R21F055                                   | 2061-08-25      | 0.0000%  | N/A     | $184283299.00      | $842030.19         | Agency Collateralized Mortgage Obligation |
| FNRA CL055SG R18F055                                   | 2048-08-25      | 2.5234%  | N/A     | $58135875.00       | $946156.57         | Agency Collateralized Mortgage Obligation |
| FNRA CL059TA R20F059                                   | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $9903.46           | Agency Collateralized Mortgage Obligation |
| FNRA CL059TB R20F059                                   | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $64726.28          | Agency Collateralized Mortgage Obligation |
| FNRA CL061SA R19F061                                   | 2059-11-25      | 2.3234%  | N/A     | $14507222.00       | $576234.15         | Agency Collateralized Mortgage Obligation |
| FNRA CL062IA R24F062                                   | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $24288.98          | Agency Collateralized Mortgage Obligation |
| FNRA CL062SQ R19F062                                   | 2059-11-25      | 2.2734%  | N/A     | $10012996.00       | $522688.73         | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R25F064                                   | 2055-08-25      | 2.8879%  | N/A     | $97987347.00       | $7252371.60        | Agency Collateralized Mortgage Obligation |
| FNRA CL064TI R23F064                                   | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $8299.46           | Agency Collateralized Mortgage Obligation |
| FNRA CL070DS R16F070                                   | 2046-10-25      | 2.3734%  | N/A     | $176880174.00      | $2378328.11        | Agency Collateralized Mortgage Obligation |
| FNRA CL071SA R25F071                                   | 2055-09-25      | 2.2879%  | N/A     | $50000000.00       | $2740132.17        | Agency Collateralized Mortgage Obligation |
| FNRA CL071SC R25F071                                   | 2055-09-25      | 1.5379%  | N/A     | $100000000.00      | $2447962.63        | Agency Collateralized Mortgage Obligation |
| FNRA CL084SA R24F084                                   | 2054-11-25      | 0.8879%  | N/A     | $226602094.00      | $2688221.35        | Agency Collateralized Mortgage Obligation |
| FNRA CL085SC R17F085                                   | 2047-11-25      | 2.4734%  | N/A     | $39003748.00       | $538035.87         | Agency Collateralized Mortgage Obligation |
| FNRA CL086IC R24F086                                   | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $110671.29         | Agency Collateralized Mortgage Obligation |
| FNRA CL093SI R13F093                                   | 2043-09-25      | 1.4063%  | N/A     | $49800000.00       | $629466.96         | Agency Collateralized Mortgage Obligation |
| FNRA CL096SC R17F096                                   | 2057-12-25      | 2.3734%  | N/A     | $48519741.00       | $1420448.12        | Agency Collateralized Mortgage Obligation |
| FNRA CL096TD R24F096                                   | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $400425.46         | Agency Collateralized Mortgage Obligation |
| FNRA CL099IA R24F099                                   | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $63752.30          | Agency Collateralized Mortgage Obligation |
| FNRA CL103SD R12F103                                   | 2042-09-25      | 2.3234%  | N/A     | $82285920.00       | $920058.19         | Agency Collateralized Mortgage Obligation |
| FNRA RC061SE R21F061                                   | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $4551.51           | Agency Collateralized Mortgage Obligation |
| FNRA RC109QS R10F109                                   | 2040-10-25      | 13.5998% | N/A     | $18305750.00       | $564611.08         | Agency Collateralized Mortgage Obligation |
| FNRA RC150SL R10F150                                   | 2040-10-25      | 2.7234%  | N/A     | $135801587.00      | $2343.49           | Agency Collateralized Mortgage Obligation |
| FNRM CL006PO R24F006                                   | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $5558169.13        | Agency Collateralized Mortgage Obligation |
| FNRM CL009KZ R06F009                                   | 2036-03-25      | 6.0000%  | N/A     | $5000000.00        | $448780.29         | Agency Collateralized Mortgage Obligation |
| FNRM CL035IC R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $175891.09         | Agency Collateralized Mortgage Obligation |
| FNRM CL035IE R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $185231.60         | Agency Collateralized Mortgage Obligation |
| FNRM CL042NZ R25F042                                   | 2055-06-25      | 5.5000%  | N/A     | $10876534.00       | $11337706.80       | Agency Collateralized Mortgage Obligation |
| FNRM CL051PZ R01F051                                   | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4040.58           | Agency Collateralized Mortgage Obligation |
| FNRM CL078KI R17F078                                   | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $184110.78         | Agency Collateralized Mortgage Obligation |
| FNRM CL081UE R25F081                                   | 2055-10-25      | 5.0000%  | N/A     | $5104783.00        | $2037216.67        | Agency Collateralized Mortgage Obligation |
| FNRM CL096AI R17F096                                   | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $611185.60         | Agency Collateralized Mortgage Obligation |
| FNRM CL099UI R12F099                                   | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $165459.11         | Agency Collateralized Mortgage Obligation |
| FNRM RC002KO R07W002                                   | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $225066.91         | Agency Collateralized Mortgage Obligation |
| FNRM RC006YI R13F006                                   | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $137623.60         | Agency Collateralized Mortgage Obligation |
| FNRM RC038IO R26F038                                   | 2052-02-25      | 5.5000%  | N/A     | $15435363.00       | $1879576.16        | Agency Collateralized Mortgage Obligation |
| FNRM RC075IO R21F075                                   | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7198732.59        | Agency Collateralized Mortgage Obligation |
| FNRM RC080EI R20F080                                   | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $5478861.36        | Agency Collateralized Mortgage Obligation |
| FNRM RC091IK R20F091                                   | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $651952.52         | Agency Collateralized Mortgage Obligation |
| FNRM RC105PO R25F105                                   | 2055-12-25      | 0.0000%  | N/A     | $12804684.00       | $9165982.78        | Agency Collateralized Mortgage Obligation |
| FNRM WL003PO R07W003                                   | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $67650.35          | Agency Collateralized Mortgage Obligation |
| FNST TR0427 C55 RC                                     | 2037-08-25      | 1.5000%  | N/A     | $139000000.00      | $4671359.18        | Agency Collateralized Mortgage Obligation |
| FNST TR0428 C27 RC                                     | 2037-11-01      | 1.5000%  | N/A     | $80158597.00       | $2543281.64        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C46 RC                                     | 2053-10-01      | 4.0000%  | N/A     | $35945000.00       | $6836721.28        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C56 RC                                     | 2053-11-01      | 5.5000%  | N/A     | $189204201.00      | $29785188.29       | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C59 RC                                     | 2053-11-01      | 6.5000%  | N/A     | $49796960.00       | $5513834.14        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT     | 2052-05-28      | 10.1121% | N/A     | $12000000.00       | $13163504.10       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2023-MN6   M-2    20430526 FLT     | 2043-05-26      | 10.3621% | N/A     | $11000000.00       | $12409743.59       | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-K101          D      20300125 0.00000 | 2030-01-25      | 0.0000%  | N/A     | $109477635.00      | $74573209.07       | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KC06          C      20260925 FLT     | 2026-09-25      | 3.8520%  | N/A     | $45627000.00       | $45235612.87       | Agency Collateralized Mortgage Obligation |
| FREMF 2022-KF140 MORTGAGE TR   CS     20290725 FLT     | 2029-07-25      | 8.8992%  | N/A     | $70488842.00       | $52387968.56       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K56          D      20490625 0.00000 | 2049-06-25      | 0.0000%  | N/A     | $61470190.00       | $54253405.28       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K59          D      20491125 0.00000 | 2049-11-25      | 0.0000%  | N/A     | $7000000.00        | $4373712.00        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K95          D      20520825 0.00000 | 2052-08-25      | 0.0000%  | N/A     | $94991142.00       | $72020669.01       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF65         C      20290725 FLT     | 2029-07-25      | 9.7637%  | N/A     | $62395000.00       | $28648728.85       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KLU2         B-FX   20290825 0.00000 | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $14053985.51       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-K117         D      20531025 0.00000 | 2053-10-25      | 0.0000%  | N/A     | $95364894.00       | $59969069.21       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF80         C      20300625 FLT     | 2030-06-25      | 12.7637% | N/A     | $75910000.00       | $15276414.06       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF81         C      20270625 FLT     | 2027-06-25      | 12.7637% | N/A     | $67165464.00       | $14426042.20       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KX04         B-FL   20300325 FLT     | 2030-03-25      | 8.7637%  | N/A     | $19798253.00       | $5883823.61        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF107        CS     20280327 FLT     | 2028-03-27      | 9.8992%  | N/A     | $78177000.00       | $35631131.37       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF108        CS     20310225 FLT     | 2031-02-25      | 9.8992%  | N/A     | $76047000.00       | $12514586.04       | Agency Collateralized Mortgage Obligation |
| FRESB 2023-SB107 MTG TR        X1     20430625 FLT     | 2043-06-25      | 0.1474%  | N/A     | $242892125.00      | $4735965.30        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    B      20390625 FLT     | 2039-06-25      | 11.5774% | N/A     | $44262383.00       | $17452215.77       | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    XI     20390625 FLT     | 2039-06-25      | 1.8396%  | N/A     | $155000000.00      | $1005208.21        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB90 X1     20410625 FLT     | 2041-06-25      | 0.6215%  | N/A     | $145462875.00      | $2484470.26        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB91 X1     20410825 FLT     | 2041-08-25      | 0.5507%  | N/A     | $72000000.00       | $1558266.61        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB92 X1     20410825 FLT     | 2041-08-25      | 0.5317%  | N/A     | $171423843.00      | $3551023.79        | Agency Collateralized Mortgage Obligation |
| FRESB MTG 2018-SB54            X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $234440144.00      | $197637.47         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         B-RC   20371125 FLT     | 2037-11-25      | 11.5774% | N/A     | $5886000.00        | $1876123.52        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-AR  20371225 FLT     | 2037-12-25      | 0.0000%  | N/A     | $108859383.00      | $44666.82          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-RC  20371125 FLT     | 2037-11-25      | 0.0000%  | N/A     | $66534907.00       | $51586.56          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB48         X1     20380225 FLT     | 2038-02-25      | 0.2695%  | N/A     | $243903642.00      | $281436.39         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-AR  20380325 FLT     | 2038-03-25      | 0.2522%  | N/A     | $168448788.00      | $235188.42         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-SA  20380425 FLT     | 2038-04-25      | 0.7652%  | N/A     | $79334227.00       | $358733.49         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB50         X1     20380525 FLT     | 2038-05-25      | 0.0000%  | N/A     | $220277834.00      | $218813.17         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         B-RC   20380625 FLT     | 2038-06-25      | 11.5774% | N/A     | $33961065.00       | $15082069.80       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-RC  20380625 FLT     | 2038-06-25      | 0.0000%  | N/A     | $148083821.00      | $215219.01         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-SA  20380725 FLT     | 2038-07-25      | 0.0000%  | N/A     | $96789390.00       | $79224.54          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB53         X1     20380625 FLT     | 2038-06-25      | 0.0000%  | N/A     | $256952913.00      | $237521.79         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB55         X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $177390777.00      | $343848.90         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB57         X1     20380925 FLT     | 2038-09-25      | 0.0000%  | N/A     | $251299455.00      | $329009.97         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         B      20381125 FLT     | 2038-11-25      | 5.0749%  | N/A     | $62248000.00       | $22548679.20       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB62         X1     20390325 FLT     | 2039-03-25      | 1.0228%  | N/A     | $623416713.00      | $6578501.52        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB67         X1     20390825 FLT     | 2039-08-25      | 0.0000%  | N/A     | $529411508.00      | $5910438.71        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         B      20391025 FLT     | 2039-10-25      | 8.3508%  | N/A     | $41272141.00       | $24011470.41       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         X1     20400225 FLT     | 2040-02-25      | 1.1724%  | N/A     | $299054265.00      | $13710704.78       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         X1     20400425 FLT     | 2040-04-25      | 0.4959%  | N/A     | $444201323.00      | $12334656.97       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB76         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $50000000.00       | $699818.16         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         X1     20400925 FLT     | 2040-09-25      | 0.1566%  | N/A     | $144500000.00      | $4592508.56        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB85         X-1    20410225 FLT     | 2041-02-25      | 0.0634%  | N/A     | $150000000.00      | $3655026.03        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         B      20410425 FLT     | 2041-04-25      | 7.9728%  | N/A     | $42861096.00       | $27926241.62       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         X1     20410425 FLT     | 2041-04-25      | 0.3450%  | N/A     | $209249861.00      | $4269719.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-008 SC                                       | 2039-02-16      | 2.3605%  | N/A     | $128571429.00      | $264882.30         | Agency Collateralized Mortgage Obligation |
| GNRA 2009-106 SC                                       | 2039-11-20      | 2.6329%  | N/A     | $142784000.00      | $339393.21         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-069 SC                                       | 2041-05-20      | 1.6629%  | N/A     | $2855000.00        | $6027.59           | Agency Collateralized Mortgage Obligation |
| GNRA 2011-080 SK                                       | 2041-06-20      | 2.3629%  | N/A     | $167610000.00      | $386251.03         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-084 SH                                       | 2042-07-16      | 2.3105%  | N/A     | $83772143.00       | $2253356.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-113 SJ                                       | 2042-01-20      | 3.0329%  | N/A     | $22004881.00       | $1245.28           | Agency Collateralized Mortgage Obligation |
| GNRA 2012-134 PS                                       | 2042-11-20      | 1.2829%  | N/A     | $132412992.00      | $142789.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-034 IA                                       | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $465.97            | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 ST                                       | 2039-07-20      | 2.2829%  | N/A     | $41202319.00       | $65859.65          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-027 SA                                       | 2044-02-16      | 2.3605%  | N/A     | $57270053.00       | $613911.73         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-41 SG                                        | 2044-03-16      | 3.0105%  | N/A     | $30000000.00       | $217609.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-020 PS                                       | 2045-02-20      | 1.8829%  | N/A     | $57578855.00       | $437509.06         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-10 W                                         | 2039-07-20      | 6.3259%  | N/A     | $6195173.00        | $600345.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-04 S                                         | 2046-01-20      | 1.9329%  | N/A     | $30081589.00       | $261356.45         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-38 AS                                        | 2049-03-20      | 2.3329%  | N/A     | $38282717.00       | $378290.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-055 SB                                       | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $128962.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-086 KT                                       | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $535163.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-101 SJ                                       | 2050-07-20      | 2.4829%  | N/A     | $75209809.00       | $3761327.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-102 SN                                       | 2050-07-20      | 2.4829%  | N/A     | $3328000.00        | $132372.45         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-130 GS                                       | 2051-07-20      | 0.0329%  | N/A     | $39142904.00       | $402235.94         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-215 IH                                       | 2051-12-20      | 3.0000%  | N/A     | $39646357.00       | $2543058.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FA                                       | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $61730497.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FB                                       | 2052-01-20      | 2.5000%  | N/A     | $300000000.00      | $173602428.82      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE                                       | 2052-01-20      | 2.5000%  | N/A     | $5062000.00        | $2929251.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-129 FB                                       | 2052-07-20      | 4.6251%  | N/A     | $20000000.00       | $12973588.14       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 LS                                       | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $12476.27          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 IO                                       | 2048-06-20      | 1.6133%  | N/A     | $9914899.00        | $549422.44         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 ST                                       | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $56246.05          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 TS                                       | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $6992.87           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-192 AF                                       | 2053-12-20      | 4.9251%  | N/A     | $100000000.00      | $37667594.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 SA                                       | 2054-01-20      | 2.3249%  | N/A     | $100000000.00      | $2452606.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 BS                                       | 2051-07-20      | 2.5829%  | N/A     | $132338141.00      | $13233043.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 TI                                       | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $289312.78         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 BS                                       | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $200374.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 CS                                       | 2049-02-20      | 2.3329%  | N/A     | $32705658.00       | $2574705.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 IA                                       | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $11525.34          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 LS                                       | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $711068.22         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 SA                                       | 2054-03-20      | 1.6349%  | N/A     | $80000000.00       | $2354653.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TB                                       | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $651.98            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TL                                       | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $92846.78          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-069 BS                                       | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $21000.42          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-069 CS                                       | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $21000.42          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-089 SA                                       | 2054-05-20      | 3.5749%  | N/A     | $68104006.00       | $4247120.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 DI                                       | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $38566.38          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 YS                                       | 2054-06-20      | 1.7249%  | N/A     | $67567336.00       | $2235453.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-116 SB                                       | 2054-07-20      | 2.9749%  | N/A     | $90000000.00       | $4217256.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IA                                       | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $21108.94          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IE                                       | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $28794.92          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IQ                                       | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $101682.59         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 S                                        | 2054-08-20      | 2.3149%  | N/A     | $224379061.00      | $8699455.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FC                                       | 2054-09-20      | 4.7851%  | N/A     | $200000000.00      | $90805341.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SD                                       | 2054-09-20      | 3.0249%  | N/A     | $80000000.00       | $4532163.32        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 HS                                       | 2051-06-20      | 3.0749%  | N/A     | $103667052.00      | $12801310.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 IA                                       | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $21892.02          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-184 FJ                                       | 2054-11-20      | 4.7751%  | N/A     | $25126000.00       | $13637595.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-185 FG                                       | 2054-11-20      | 5.1751%  | N/A     | $7938654.00        | $6986410.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-202 FB                                       | 2054-12-20      | 4.6851%  | N/A     | $16784000.00       | $12879767.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-203 AS                                       | 2054-12-20      | 2.4749%  | N/A     | $50000000.00       | $2777207.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 CI                                       | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $60819.36          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SD                                       | 2055-01-20      | 2.3249%  | N/A     | $83109805.00       | $2380675.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 HS                                       | 2055-02-20      | 1.6249%  | N/A     | $84894016.00       | $3140277.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XC                                       | 2065-02-20      | 2.3249%  | N/A     | $300000000.00      | $9612636.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FA                                       | 2055-02-20      | 5.3751%  | N/A     | $100000000.00      | $55506614.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FB                                       | 2055-02-20      | 5.3551%  | N/A     | $100000000.00      | $55486286.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 ID                                       | 2055-02-20      | 0.0700%  | N/A     | $50000000.00       | $26231.61          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-033 GS                                       | 2055-02-20      | 2.9749%  | N/A     | $23500000.00       | $1276279.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-050 FG                                       | 2055-03-20      | 4.7751%  | N/A     | $70000000.00       | $42209571.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SA                                       | 2055-03-20      | 2.3249%  | N/A     | $33000000.00       | $1971225.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-070 SL                                       | 2050-05-20      | 2.3329%  | N/A     | $83969990.00       | $8299623.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SC                                       | 2055-04-20      | 1.6249%  | N/A     | $80000000.00       | $2070811.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 VS                                       | 2055-05-20      | 2.1249%  | N/A     | $20000000.00       | $1125251.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 DS                                       | 2055-05-20      | 0.6549%  | N/A     | $100000000.00      | $836444.34         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FE                                       | 2055-05-20      | 5.3851%  | N/A     | $100000000.00      | $64567891.70       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 IB                                       | 2055-05-20      | 0.0500%  | N/A     | $35000000.00       | $20602.10          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SC                                       | 2055-05-20      | 1.5249%  | N/A     | $163449087.00      | $4965630.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SD                                       | 2055-05-20      | 0.6549%  | N/A     | $200000000.00      | $2161984.81        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CS                                       | 2055-07-20      | 2.2249%  | N/A     | $50000000.00       | $2584777.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FC                                       | 2055-07-20      | 5.0951%  | N/A     | $100000000.00      | $67977280.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-133 SJ                                       | 2065-08-20      | 1.5749%  | N/A     | $81770684.00       | $3025200.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-140 SB                                       | 2055-08-20      | 2.2949%  | N/A     | $100000000.00      | $5745984.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-149 SD                                       | 2065-09-20      | 2.3749%  | N/A     | $207707392.00      | $9905764.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 BZ                                       | 2052-03-20      | 5.5000%  | N/A     | $30066834.00       | $8384352.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SA                                       | 2055-10-20      | 1.7749%  | N/A     | $50000000.00       | $2292634.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 ZB                                       | 2055-10-20      | 6.0000%  | N/A     | $24164000.00       | $15512680.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 FP                                       | 2055-12-20      | 4.3751%  | N/A     | $34845167.00       | $34218830.28       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SA                                       | 2055-12-20      | 0.5749%  | N/A     | $100000000.00      | $1855100.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 TB                                       | 2055-07-20      | 0.0800%  | N/A     | $98273824.00       | $123067.62         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 TD                                       | 2055-06-20      | 0.0500%  | N/A     | $97912195.00       | $71594.39          | Agency Collateralized Mortgage Obligation |
| GNRA 2026-008 SP                                       | 2056-01-20      | 3.7749%  | N/A     | $29993714.00       | $3827453.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 CZ                                       | 2056-02-20      | 4.5000%  | N/A     | $4666334.00        | $4184303.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 SB                                       | 2054-04-20      | 1.2249%  | N/A     | $66542407.00       | $2186980.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 SD                                       | 2056-02-20      | 0.8749%  | N/A     | $100000000.00      | $1873361.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 FL                                       | 2056-03-20      | 4.2251%  | N/A     | $64611000.00       | $63710686.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 SL                                       | 2056-03-20      | 3.7749%  | N/A     | $64611000.00       | $7199022.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 SP                                       | 2056-03-20      | 3.7749%  | N/A     | $30000000.00       | $4285249.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 ZL                                       | 2056-03-20      | 6.0000%  | N/A     | $24475846.00       | $20752429.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 ZP                                       | 2056-03-20      | 5.5000%  | N/A     | $10159000.00       | $9326820.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 FA                                       | 2056-04-20      | 4.6251%  | N/A     | $100000000.00      | $98567943.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 IB                                       | 2055-03-20      | 0.1500%  | N/A     | $31413582.00       | $103839.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 ID                                       | 2055-01-20      | 0.1000%  | N/A     | $40397354.00       | $103366.74         | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 SA                                       | 2056-04-20      | 0.8749%  | N/A     | $100000000.00      | $1890706.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 SB                                       | 2055-06-20      | 1.5749%  | N/A     | $85519246.00       | $2454115.27        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 SC                                       | 2055-05-20      | 1.5749%  | N/A     | $136318690.00      | $6056449.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 SD                                       | 2055-05-20      | 2.2749%  | N/A     | $84827456.00       | $5713129.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-090 SA                                       | 2056-05-20      | 2.0068%  | N/A     | $60000000.00       | $3479682.15        | Agency Collateralized Mortgage Obligation |
| GNST 0764-GT PO                                        | 2034-07-20      | 0.0000%  | N/A     | $1671972.00        | $16596.16          | Agency Collateralized Mortgage Obligation |

### Security 202: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYJ26Y3U1
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERA 4899SB 09/25/44 | 2044-09-25      | 2.3734%  | N/A     | $42418596.00       | $932139.85         | Agency Collateralized Mortgage Obligation |
| FERA 5337IC 09/25/53 | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $20610.74          | Agency Collateralized Mortgage Obligation |
| FERA 5504SE 02/25/54 | 2054-02-25      | 2.7879%  | N/A     | $109076657.00      | $3955907.27        | Agency Collateralized Mortgage Obligation |
| FERM 4989MI 07/25/50 | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1404858.17        | Agency Collateralized Mortgage Obligation |
| FERM 5132PI 08/25/51 | 2051-08-25      | 3.0000%  | N/A     | $49411693.00       | $3760180.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2003-41 DS      | 2033-05-20      | 3.9829%  | N/A     | $25000000.00       | $778.27            | Agency Collateralized Mortgage Obligation |
| GNRA 2010-026 QS     | 2040-02-20      | 2.5329%  | N/A     | $100000.00         | $332.28            | Agency Collateralized Mortgage Obligation |
| GNRA 2010-116 AS     | 2040-09-20      | 2.8929%  | N/A     | $43058548.00       | $552653.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-034 IB     | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $2061.74           | Agency Collateralized Mortgage Obligation |
| GNRA 2014-066 SB     | 2044-05-16      | 1.8605%  | N/A     | $90187500.00       | $279187.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-37 HS      | 2044-03-20      | 1.8929%  | N/A     | $90727657.00       | $417594.38         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-94 MI      | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $3744.65           | Agency Collateralized Mortgage Obligation |
| GNRA 2015-001 S      | 2045-01-20      | 1.8829%  | N/A     | $65131833.00       | $499425.23         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-152 SI     | 2045-08-20      | 0.2829%  | N/A     | $26566916.00       | $14982.87          | Agency Collateralized Mortgage Obligation |
| GNRA 2016-01 LS      | 2046-01-20      | 2.4829%  | N/A     | $64912745.00       | $1059291.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-33 DS      | 2046-03-20      | 2.3829%  | N/A     | $86172451.00       | $1688250.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-42 SI      | 2045-11-20      | 0.2362%  | N/A     | $32147304.00       | $179684.68         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-162 SK     | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $292645.06         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-153 BS     | 2049-12-20      | 2.3329%  | N/A     | $11185079.00       | $407318.36         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-001 SA     | 2050-01-20      | 2.3329%  | N/A     | $19880943.00       | $1389028.27        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-225 IT     | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $117976.82         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 SL     | 2051-12-20      | 0.1249%  | N/A     | $33039521.00       | $310120.83         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 ST     | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $19039.77          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-122 CI     | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $17380.06          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-168 IB     | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $3433.22           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 ES     | 2043-02-16      | 0.7605%  | N/A     | $9801437.00        | $6536264.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 IB     | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $5526.42           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 IT     | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $67723.86          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 AS     | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $236104.29         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 AT     | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $38217.98          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 IB     | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $45803.34          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TA     | 2052-04-20      | 0.0749%  | N/A     | $17441727.00       | $96833.09          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TC     | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $57725.59          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 CS     | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $3843.36           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IG     | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $65146.54          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IH     | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $172707.47         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 BS     | 2053-10-20      | 1.7949%  | N/A     | $250000000.00      | $4639056.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 CI     | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $2458.03           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 DS     | 2053-10-20      | 1.8449%  | N/A     | $250000000.00      | $4765006.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 ES     | 2054-09-20      | 1.7949%  | N/A     | $100000000.00      | $2723556.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 IB     | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $3438.08           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SC     | 2054-09-20      | 1.7149%  | N/A     | $135000000.00      | $2366930.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 IB     | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $11083.62          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 SB     | 2054-10-20      | 1.7949%  | N/A     | $125000000.00      | $3562706.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-185 SE     | 2054-11-20      | 2.3149%  | N/A     | $100000000.00      | $4519974.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-203 BS     | 2054-12-20      | 2.4749%  | N/A     | $50000000.00       | $2131250.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 ES     | 2053-08-20      | 2.3249%  | N/A     | $146894968.00      | $5872756.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 S      | 2055-01-20      | 1.6249%  | N/A     | $77306893.00       | $2381892.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TA     | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $53310.86          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TB     | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $175416.95         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TC     | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $9030.22           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IB     | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $14574.64          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IE     | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $14848.60          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 ST     | 2050-06-20      | 2.2829%  | N/A     | $39175563.00       | $3473616.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 BI     | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $84291.98          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 S      | 2055-07-20      | 2.8749%  | N/A     | $84318800.00       | $6489297.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 SB     | 2055-07-20      | 2.8749%  | N/A     | $53342121.00       | $3577211.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 ES     | 2065-07-20      | 2.3049%  | N/A     | $145000000.00      | $7587154.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-157 SC     | 2055-09-20      | 3.0249%  | N/A     | $57046000.00       | $4621200.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 CS     | 2055-10-20      | 3.5749%  | N/A     | $45903667.00       | $4585293.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SP     | 2055-10-20      | 3.5749%  | N/A     | $46942333.00       | $5110821.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 ZA     | 2055-10-20      | 6.0000%  | N/A     | $24173000.00       | $18309825.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-204 CS     | 2055-12-20      | 1.2249%  | N/A     | $78829600.00       | $2474018.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SB     | 2055-07-20      | 0.8249%  | N/A     | $196186019.00      | $1950197.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SM     | 2055-12-20      | 3.6249%  | N/A     | $59045000.00       | $7103164.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SP     | 2055-12-20      | 3.6249%  | N/A     | $34845167.00       | $3975001.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 ZM     | 2055-12-20      | 6.0000%  | N/A     | $26115000.00       | $21896070.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 SA     | 2054-04-20      | 1.3649%  | N/A     | $129181479.00      | $4045207.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 AS     | 2056-04-20      | 2.0749%  | N/A     | $75000000.00       | $5063319.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 IC     | 2055-03-20      | 0.1300%  | N/A     | $91888588.00       | $301064.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2026-090 SB     | 2056-05-20      | 2.0068%  | N/A     | $55437219.00       | $3630899.60        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-076 IO     | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1012774.09        | Agency Collateralized Mortgage Obligation |
| GNRM 2014-100 PO     | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $143438.61         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-75 IO      | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $263103.23         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-57 IO      | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $498503.90         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-22 IO      | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $1882901.66        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-10 PI      | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3182082.26        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-140 EI     | 2049-11-20      | 5.5000%  | N/A     | $21703144.00       | $611687.51         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-079 GI     | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $4933372.41        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 IN     | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6099340.68        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-181 CI     | 2050-12-20      | 2.5000%  | N/A     | $164566847.00      | $12830101.86       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-024 KZ     | 2051-02-20      | 2.5000%  | N/A     | $10129108.00       | $2755957.80        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-050 GI     | 2050-07-20      | 2.5000%  | N/A     | $23356444.00       | $1715202.11        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-058 IY     | 2051-02-20      | 3.0000%  | N/A     | $125558.00         | $9323.58           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-078 IP     | 2051-05-20      | 3.0000%  | N/A     | $128832.00         | $9514.60           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-097 LI     | 2050-08-20      | 3.0000%  | N/A     | $100000.00         | $8609.16           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-116 IQ     | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3622690.55        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-187 ZM     | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $881.69            | Agency Collateralized Mortgage Obligation |
| GNRM 2021-193 JI     | 2048-03-20      | 2.5000%  | N/A     | $6609621.00        | $609684.48         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-193 WI     | 2050-02-20      | 3.0000%  | N/A     | $29604166.00       | $1717749.53        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-078 IO     | 2051-08-20      | 3.0000%  | N/A     | $70000000.00       | $7351461.16        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-085 IK     | 2051-05-20      | 3.0000%  | N/A     | $100000.00         | $10737.53          | Agency Collateralized Mortgage Obligation |
| GNRM 2022-175 GI     | 2052-08-20      | 5.0000%  | N/A     | $15971107.00       | $2051963.24        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-022 AI     | 2053-01-20      | 6.0000%  | N/A     | $8333333.00        | $632077.92         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-149 IO     | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $4984282.40        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 DI     | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $8265140.40        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 EI     | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $17235390.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 IE     | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $6282060.73        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-022 CI     | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $4784784.06        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-022 IO     | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $248214.21         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-046 OI     | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $7050501.92        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-134 IO     | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $16664221.28       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-168 IO     | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $21762122.12       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 DI     | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $859886.76         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-110 AI     | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $3090626.51        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-110 BI     | 2050-02-20      | 3.0000%  | N/A     | $13488571.00       | $1827235.98        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-110 IA     | 2049-12-20      | 3.0000%  | N/A     | $5473270.00        | $852464.90         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-110 IB     | 2051-05-20      | 2.5000%  | N/A     | $11153542.00       | $1504589.97        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-140 AI     | 2051-04-20      | 5.5000%  | N/A     | $8363636.00        | $670692.67         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-140 IP     | 2054-11-20      | 6.0000%  | N/A     | $3435417.00        | $463479.32         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-140 PI     | 2055-08-20      | 6.0000%  | N/A     | $708334.00         | $99127.08          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-155 NI     | 2055-09-20      | 5.0000%  | N/A     | $5000000.00        | $869089.86         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-157 PI     | 2055-09-20      | 6.0000%  | N/A     | $2087166.00        | $364292.73         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-157 QI     | 2055-07-20      | 6.0000%  | N/A     | $3285416.00        | $636830.93         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-178 BI     | 2052-03-20      | 6.0000%  | N/A     | $14743000.00       | $1798573.51        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-216 CI     | 2054-08-20      | 6.5000%  | N/A     | $3790940.00        | $553765.33         | Agency Collateralized Mortgage Obligation |

### Security 203: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYJ5B22X3
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE B 34   | 2034-02-15      | 4.0000%  | N/A     | $4125500.00        | $4080066.76        | U.S. Treasuries (including strips) |

### Security 204: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYJ5B2346
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $50000000.00       | $47361470.99       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $33697500.00       | $32816720.24       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | N/A     | $80508000.00       | $80898100.64       | U.S. Treasuries (including strips) |
| 4 NOTE G 33      | 2033-01-31      | 4.0000%  | N/A     | $3393200.00        | $3381699.34        | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | N/A     | $90242100.00       | $90542072.72       | U.S. Treasuries (including strips) |

### Security 205: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYJ5B22V7
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  | N/A     | $19537500.00       | $18767866.60       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  | N/A     | $24999000.00       | $24916185.63       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | N/A     | $10865300.00       | $9489283.33        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | N/A     | $34233000.00       | $29683171.22       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | N/A     | $49999900.00       | $43408757.20       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | N/A     | $100.00            | $98.95             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | N/A     | $61775600.00       | $61375622.68       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | N/A     | $873500.00         | $548294.19         | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | N/A     | $26395600.00       | $17681416.84       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  | N/A     | $8929400.00        | $8905493.44        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | N/A     | $7000000.00        | $6207823.61        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  | N/A     | $13999800.00       | $13268738.81       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | N/A     | $33606300.00       | $33271702.16       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | N/A     | $1200.00           | $747.18            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | N/A     | $400.00            | $240.91            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | N/A     | $100.00            | $98.64             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | N/A     | $200.00            | $151.18            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | N/A     | $4032100.00        | $3091159.41        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | N/A     | $8687600.00        | $6354584.95        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | N/A     | $999600.00         | $619956.45         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | N/A     | $47673700.00       | $47685035.34       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | N/A     | $29999900.00       | $22899066.17       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | N/A     | $100.00            | $70.55             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | N/A     | $200.00            | $193.87            | U.S. Treasuries (including strips) |
| 2 BOND 51            | 2051-08-15      | 2.0000%  | N/A     | $80600.00          | $45887.89          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  | N/A     | $1000.00           | $1002.35           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  | N/A     | $4998100.00        | $4996211.10        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | N/A     | $7150100.00        | $7172471.52        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | N/A     | $45054200.00       | $36195308.65       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  | N/A     | $300.00            | $268.34            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | N/A     | $600.00            | $516.67            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 28     | 2028-04-30      | 3.7500%  | N/A     | $3810800.00        | $3802550.24        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  | N/A     | $300.00            | $293.38            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  | N/A     | $9997400.00        | $10007988.08       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31      | 2031-01-31      | 3.7500%  | N/A     | $6438700.00        | $6406884.82        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | N/A     | $3107700.00        | $2609373.78        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | N/A     | $5309100.00        | $5020736.06        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | N/A     | $19736900.00       | $19935410.27       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AN 29     | 2029-05-15      | 3.8750%  | N/A     | $4423200.00        | $4405437.25        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | N/A     | $54999900.00       | $54111242.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31      | 2031-03-31      | 3.8750%  | N/A     | $400.00            | $397.54            | U.S. Treasuries (including strips) |
| 3 BOND 42            | 2042-05-15      | 3.0000%  | N/A     | $200.00            | $158.35            | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-08-15      | 3.0000%  | N/A     | $100.00            | $73.53             | U.S. Treasuries (including strips) |
| 4  NOTE R 29         | 2029-10-31      | 4.0000%  | N/A     | $700.00            | $699.85            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | N/A     | $3548500.00        | $3592632.54        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | N/A     | $15192000.00       | $15026815.07       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | N/A     | $1000.00           | $910.68            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | N/A     | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | N/A     | $100.00            | $98.03             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | N/A     | $200.00            | $195.16            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | N/A     | $34539500.00       | $33239450.87       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | N/A     | $26071000.00       | $26805002.22       | U.S. Treasuries (including strips) |
| 4 BOND 42            | 2042-11-15      | 4.0000%  | N/A     | $100.00            | $89.97             | U.S. Treasuries (including strips) |
| 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | N/A     | $15373200.00       | $15532261.49       | U.S. Treasuries (including strips) |
| 4 NOTE F 35          | 2035-11-15      | 4.0000%  | N/A     | $44438600.00       | $42990956.57       | U.S. Treasuries (including strips) |
| 4 NOTE M 32          | 2032-06-30      | 4.0000%  | N/A     | $1000.00           | $1003.32           | U.S. Treasuries (including strips) |
| 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | N/A     | $18252000.00       | $18528996.36       | U.S. Treasuries (including strips) |
| BILL 06/18/26        | 2026-06-18      | 0.0000%  | N/A     | $400.00            | $399.20            | U.S. Treasuries (including strips) |
| BILL 08/11/26        | 2026-08-11      | 0.0000%  | N/A     | $3224800.00        | $3201033.22        | U.S. Treasuries (including strips) |
| BILL 11/19/26        | 2026-11-19      | 0.0000%  | N/A     | $600.00            | $589.45            | U.S. Treasuries (including strips) |
| BILL 11/27/26        | 2026-11-27      | 0.0000%  | N/A     | $200.00            | $196.32            | U.S. Treasuries (including strips) |
| FEPC 03.000 CTZA2273 | 2032-08-01      | 3.0000%  | N/A     | $11450728.00       | $874007.56         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8246 | 2052-11-01      | 4.5000%  | N/A     | $36783677.00       | $25360744.77       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6269 | 2053-05-01      | 4.5000%  | N/A     | $36331200.00       | $30754703.17       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA9845 | 2056-04-01      | 4.5000%  | N/A     | $6145715.00        | $5910616.03        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB2803 | 2056-05-01      | 5.0000%  | N/A     | $6193168.00        | $6113599.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ5880 | 2055-10-01      | 5.5000%  | N/A     | $9787740.00        | $9778446.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1211 | 2054-08-01      | 6.0000%  | N/A     | $2203647.00        | $1173210.90        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1028 | 2055-04-01      | 6.0000%  | N/A     | $43523879.00       | $32210912.54       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AM462363 | 2037-06-01      | 6.2770%  | N/A     | $3480.00           | $90.71             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4127 | 2052-07-01      | 4.5000%  | N/A     | $10398018.00       | $7104806.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV5865 | 2055-07-01      | 5.5000%  | N/A     | $4231816.00        | $3727992.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV5871 | 2055-07-01      | 5.5000%  | N/A     | $2345246.00        | $2349583.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8461 | 2055-08-01      | 6.5000%  | N/A     | $1516348.00        | $1576251.55        | Agency Mortgage-Backed Securities  |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | N/A     | $1934773.00        | $1004526.97        | Agency Mortgage-Backed Securities  |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | N/A     | $18000000.00       | $14976987.75       | Agency Mortgage-Backed Securities  |
| GNII SF MB0813 M     | 2055-12-20      | 5.0000%  | N/A     | $9540530.00        | $9345926.59        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3484 | 2035-05-01      | 4.6700%  | N/A     | $3184143.00        | $3191559.58        | Agency Mortgage-Backed Securities  |

### Security 206: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYJ5B2361
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $4748600.00        | $4820665.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $5335400.00        | $5368311.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-01-15      | 1.8750%  | N/A     | $200.00            | $201.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $1000.00           | $987.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $100.00            | $92.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $100.00            | $81.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | N/A     | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $100.00            | $75.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $100.00            | $86.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $200.00            | $211.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $900.00            | $890.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | N/A     | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | N/A     | $26580800.00       | $26527319.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $400.00            | $400.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $200.00            | $189.14            | U.S. Treasuries (including strips) |

### Security 207: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ5B2312
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  | N/A     | $3572900.00        | $3826043.33        | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | N/A     | $6873200.00        | $7311220.29        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | N/A     | $384500.00         | $358123.92         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $112485000.00      | $114108186.36      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $1369400.00        | $1384277.06        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | N/A     | $21000.00          | $18449.93          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $10898700.00       | $11055448.94       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | N/A     | $80995000.00       | $79033721.74       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 36  | 2036-05-15      | 4.3750%  | N/A     | $25062300.00       | $24939529.87       | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $13309900.00       | $11975565.74       | U.S. Treasuries (including strips) |
| 4 TPRN B 34      | 2034-02-15      | 0.0000%  | N/A     | $17300.00          | $12366.37          | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | N/A     | $785100.00         | $718298.98         | U.S. Treasuries (including strips) |
| TINT 05/15/29    | 2029-05-15      | 0.0000%  | N/A     | $257653.77         | $228093.15         | U.S. Treasuries (including strips) |
| TINT 08/15/29    | 2029-08-15      | 0.0000%  | N/A     | $40312.50          | $35307.06          | U.S. Treasuries (including strips) |
| TINT 11/15/26    | 2026-11-15      | 0.0000%  | N/A     | $19977.13          | $19634.50          | U.S. Treasuries (including strips) |

### Security 208: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ5B2353
- **C.18 - Value (incl. sponsor support):** $227000000.00
- **C.18.a - Value (excl. sponsor support):** $227000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BANKS                    | 2026-09-30      | 1.6250%  | N/A     | $1020000.00        | $1015158.26        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-02-15      | 4.0000%  | N/A     | $80600.00          | $60601.63          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.2800%  | N/A     | $1000000.00        | $1014683.72        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 4.5000%  | N/A     | $21550.00          | $15216.82          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $15180300.00       | $15394372.43       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 5.0000%  | N/A     | $88900.00          | $70175.36          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.0000%  | N/A     | $334240.00         | $348808.51         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.5000%  | N/A     | $2507100.00        | $1774122.14        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-01-20      | 2.5000%  | N/A     | $182700.00         | $142694.86         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $8117800.00        | $8240467.35        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $4463600.00        | $3397580.17        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $1695800.00        | $1723000.81        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $4101600.00        | $4095167.21        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $7513800.00        | $6251893.92        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 5.0000%  | N/A     | $20000000.00       | $14385367.55       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 5.5000%  | N/A     | $60002000.00       | $43691147.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-08-20      | 2.0000%  | N/A     | $25100.00          | $18340.93          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $5784700.00        | $5872131.66        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.0000%  | N/A     | $30000000.00       | $22793529.54       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 3.5000%  | N/A     | $92900.00          | $62032.53          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.0000%  | N/A     | $9851100.00        | $7688875.60        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 5.5000%  | N/A     | $50000000.00       | $36849268.38       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | N/A     | $92600.00          | $44820.17          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $1350062.00        | $1367777.59        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 3.5000%  | N/A     | $17566900.00       | $15154710.02       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | N/A     | $100000.00         | $60386.01          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 2.5000%  | N/A     | $1000.00           | $745.61            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 3.5000%  | N/A     | $12634200.00       | $9117695.79        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $315700.00         | $319448.95         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 5.0000%  | N/A     | $17705100.00       | $12378701.74       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 5.5000%  | N/A     | $11051500.00       | $8135984.75        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.0000%  | N/A     | $10186700.00       | $10100234.74       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.0000%  | N/A     | $12700.00          | $9423.02           | Agency Mortgage-Backed Securities   |

### Security 209: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYJ5B2320
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | N/A     | $39741000.00       | $39509134.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $1982100.00        | $1975588.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $5062100.00        | $5132640.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $55826600.00       | $55382695.86       | U.S. Treasuries (including strips) |

### Security 210: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ57DZR1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2044-05-15      | 4.6250%  | N/A     | $44844300.00       | $43156383.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | N/A     | $555097500.00      | $524722293.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $496463600.00      | $452121396.76      | U.S. Treasuries (including strips) |

### Security 211: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ5B2395
- **C.18 - Value (incl. sponsor support):** $103000000.00
- **C.18.a - Value (excl. sponsor support):** $103000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $80681000.00       | $48591498.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $76399100.00       | $56468554.43       | U.S. Treasuries (including strips) |

### Security 212: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ5B23B0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 BOND 45 | 2045-11-15      | 4.6250%  | N/A     | $213288000.00      | $204000056.43      | U.S. Treasuries (including strips) |

### Security 213: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ5B2387
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BANKS | 2056-03-24      | 5.3900%  | N/A     | $5185000.00        | $5103647.06        | Agency Debentures and Agency Strips |

### Security 214: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ5B23C8
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $4047400.00        | $4080016.32        | U.S. Treasuries (including strips) |

### Security 215: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ5B23G9
- **C.18 - Value (incl. sponsor support):** $490000000.00
- **C.18.a - Value (excl. sponsor support):** $490000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-014 SB                                | 2053-01-20      | 0.0000%  | N/A     | $74687171.00       | $3627540.88        | Agency Mortgage-Backed Securities         |
| GNMA_11-151F                                         | 2041-06-16      | 2.3605%  | N/A     | $30430320.00       | $173161.88         | Agency Collateralized Mortgage Obligation |
| GNMA_12-94                                           | 2042-07-20      | 2.8829%  | N/A     | $15303443.00       | $287264.07         | Agency Collateralized Mortgage Obligation |
| GNMA_14-158                                          | 2044-10-20      | 1.8829%  | N/A     | $40640899.00       | $264081.77         | Agency Collateralized Mortgage Obligation |
| GNMA_14-5                                            | 2044-01-16      | 1.8105%  | N/A     | $32150000.00       | $142586.18         | Agency Collateralized Mortgage Obligation |
| GNMA_17-68B                                          | 2047-05-20      | 2.4329%  | N/A     | $42262930.00       | $1172857.27        | Agency Collateralized Mortgage Obligation |
| GNMA_18-153D                                         | 2048-10-20      | 4.5000%  | N/A     | $22298664.00       | $106655.05         | Agency Collateralized Mortgage Obligation |
| GNMA_19-159K                                         | 2049-12-20      | 2.2829%  | N/A     | $38950437.00       | $1593980.14        | Agency Collateralized Mortgage Obligation |
| GNMA_19-42K                                          | 2049-04-20      | 2.3329%  | N/A     | $10500000.00       | $236959.21         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65C                                          | 2045-10-20      | 3.0000%  | N/A     | $26666846.00       | $177144.75         | Agency Collateralized Mortgage Obligation |
| GNMA_19-71E                                          | 2049-06-20      | 2.4329%  | N/A     | $30000000.00       | $437644.89         | Agency Collateralized Mortgage Obligation |
| GNMA_20-127C                                         | 2050-08-20      | 3.0000%  | N/A     | $41662874.00       | $3288321.07        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129K                                         | 2050-09-20      | 3.0000%  | N/A     | $40000000.00       | $3459956.95        | Agency Collateralized Mortgage Obligation |
| GNMA_20-146G                                         | 2050-10-20      | 2.5000%  | N/A     | $22351228.00       | $2125680.30        | Agency Collateralized Mortgage Obligation |
| GNMA_20-162F                                         | 2050-10-20      | 3.5000%  | N/A     | $24074733.00       | $1850388.57        | Agency Collateralized Mortgage Obligation |
| GNMA_20-164G                                         | 2050-11-20      | 2.5000%  | N/A     | $40726237.00       | $4106885.78        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176D                                         | 2050-11-20      | 3.0000%  | N/A     | $59144366.00       | $5754135.19        | Agency Collateralized Mortgage Obligation |
| GNMA_20-185C                                         | 2050-12-20      | 2.5000%  | N/A     | $51918800.00       | $3626646.62        | Agency Collateralized Mortgage Obligation |
| GNMA_20-187F                                         | 2050-12-20      | 3.0000%  | N/A     | $11130983.00       | $1179762.75        | Agency Collateralized Mortgage Obligation |
| GNMA_20-61                                           | 2046-01-20      | 0.1221%  | N/A     | $24675214.00       | $29620.09          | Agency Collateralized Mortgage Obligation |
| GNMA_20-95M                                          | 2050-07-20      | 3.5000%  | N/A     | $32828440.00       | $2726471.75        | Agency Collateralized Mortgage Obligation |
| GNMA_21-135G                                         | 2051-08-20      | 0.0000%  | N/A     | $22485125.00       | $98602.47          | Agency Collateralized Mortgage Obligation |
| GNMA_21-136G                                         | 2051-08-20      | 3.0000%  | N/A     | $33333333.00       | $2665362.32        | Agency Collateralized Mortgage Obligation |
| GNMA_21-138                                          | 2051-07-20      | 3.0000%  | N/A     | $26805699.00       | $2514386.59        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $27691164.00       | $2730918.36        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146M                                         | 2051-08-20      | 2.5000%  | N/A     | $18430239.00       | $1662823.70        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146M                                         | 2050-07-20      | 2.5000%  | N/A     | $21864966.00       | $1295592.40        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146M                                         | 2051-08-20      | 2.5000%  | N/A     | $11954523.00       | $1276281.42        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158L                                         | 2051-09-20      | 3.0000%  | N/A     | $37516358.00       | $5158114.34        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158Q                                         | 2051-09-20      | 2.5000%  | N/A     | $21014707.00       | $1992202.05        | Agency Collateralized Mortgage Obligation |
| GNMA_21-165A                                         | 2051-09-20      | 3.0000%  | N/A     | $32495166.00       | $2438224.72        | Agency Collateralized Mortgage Obligation |
| GNMA_21-182C                                         | 2051-10-20      | 2.5000%  | N/A     | $20982500.00       | $1302078.79        | Agency Collateralized Mortgage Obligation |
| GNMA_21-183                                          | 2063-01-16      | 0.8703%  | N/A     | $81754435.00       | $4836013.59        | Agency Collateralized Mortgage Obligation |
| GNMA_21-1R                                           | 2045-10-20      | 3.5000%  | N/A     | $56913681.00       | $2970821.32        | Agency Collateralized Mortgage Obligation |
| GNMA_21-213K                                         | 2051-12-20      | 0.0000%  | N/A     | $73110457.00       | $521103.91         | Agency Collateralized Mortgage Obligation |
| GNMA_21-223C                                         | 2051-12-20      | 3.0000%  | N/A     | $32876786.00       | $4201792.25        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 2.0000%  | N/A     | $17381626.00       | $1402289.65        | Agency Collateralized Mortgage Obligation |
| GNMA_21-25A                                          | 2051-02-20      | 2.0000%  | N/A     | $37500000.00       | $2999076.39        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30D                                          | 2051-02-20      | 2.0000%  | N/A     | $34218204.00       | $2449968.39        | Agency Collateralized Mortgage Obligation |
| GNMA_21-46F                                          | 2051-03-20      | 2.0000%  | N/A     | $18750000.00       | $1581429.53        | Agency Collateralized Mortgage Obligation |
| GNMA_21-49E                                          | 2051-03-20      | 2.5000%  | N/A     | $13600000.00       | $1220542.81        | Agency Collateralized Mortgage Obligation |
| GNMA_21-69A                                          | 2040-12-20      | 4.0000%  | N/A     | $15874035.00       | $1204351.75        | Agency Collateralized Mortgage Obligation |
| GNMA_21-78J                                          | 2051-05-20      | 3.5000%  | N/A     | $5697759.00        | $400561.22         | Agency Collateralized Mortgage Obligation |
| GNMA_21-86L                                          | 2051-05-20      | 4.5000%  | N/A     | $11465433.00       | $642018.29         | Agency Collateralized Mortgage Obligation |
| GNMA_21-9F                                           | 2051-01-20      | 2.5000%  | N/A     | $20000000.00       | $2297938.92        | Agency Collateralized Mortgage Obligation |
| GNMA_22-118                                          | 2064-06-16      | 0.6355%  | N/A     | $50000000.00       | $2248062.10        | Agency Collateralized Mortgage Obligation |
| GNMA_22-13                                           | 2063-01-16      | 0.8265%  | N/A     | $72450492.00       | $3984056.03        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137L                                         | 2052-08-20      | 2.4249%  | N/A     | $30008158.00       | $1190049.19        | Agency Collateralized Mortgage Obligation |
| GNMA_22-154C                                         | 2052-09-20      | 2.3249%  | N/A     | $13000000.00       | $811364.37         | Agency Collateralized Mortgage Obligation |
| GNMA_22-155D                                         | 2050-10-20      | 2.5000%  | N/A     | $28868923.00       | $3195719.62        | Agency Collateralized Mortgage Obligation |
| GNMA_22-175D                                         | 2052-10-20      | 2.5749%  | N/A     | $15346397.00       | $1220017.18        | Agency Collateralized Mortgage Obligation |
| GNMA_22-179E                                         | 2051-09-20      | 2.5000%  | N/A     | $26752227.00       | $2986069.29        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1J                                           | 2052-01-20      | 0.0000%  | N/A     | $115618016.00      | $220149.69         | Agency Collateralized Mortgage Obligation |
| GNMA_22-200B                                         | 2052-10-20      | 2.5249%  | N/A     | $10195615.00       | $541609.04         | Agency Collateralized Mortgage Obligation |
| GNMA_22-205F                                         | 2052-12-20      | 3.2249%  | N/A     | $32632614.00       | $2512643.57        | Agency Collateralized Mortgage Obligation |
| GNMA_22-205M                                         | 2052-12-20      | 2.6249%  | N/A     | $11750000.00       | $968779.99         | Agency Collateralized Mortgage Obligation |
| GNMA_22-213G                                         | 2050-08-20      | 2.5000%  | N/A     | $39927349.00       | $4277484.83        | Agency Collateralized Mortgage Obligation |
| GNMA_22-34H                                          | 2052-02-20      | 0.0000%  | N/A     | $150000000.00      | $503.73            | Agency Collateralized Mortgage Obligation |
| GNMA_22-36N                                          | 2051-09-20      | 3.0000%  | N/A     | $32233227.00       | $3774583.49        | Agency Collateralized Mortgage Obligation |
| GNMA_22-60K                                          | 2051-02-20      | 3.0000%  | N/A     | $45809601.00       | $5220852.54        | Agency Collateralized Mortgage Obligation |
| GNMA_22-66H                                          | 2052-04-20      | 0.0649%  | N/A     | $100000000.00      | $1154186.19        | Agency Collateralized Mortgage Obligation |
| GNMA_22-95                                           | 2063-01-16      | 0.3725%  | N/A     | $136013608.00      | $4302904.86        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113B                                         | 2053-08-20      | 6.5000%  | N/A     | $623077.00         | $61223.01          | Agency Collateralized Mortgage Obligation |
| GNMA_23-114B                                         | 2053-08-20      | 2.3649%  | N/A     | $41496655.00       | $1139143.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-122B                                         | 2053-08-20      | 3.0749%  | N/A     | $20593000.00       | $1514780.23        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131L                                         | 2063-09-20      | 2.8249%  | N/A     | $64892616.00       | $1504750.74        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133A                                         | 2053-09-20      | 2.8749%  | N/A     | $103858665.00      | $4176077.94        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137A                                         | 2053-09-20      | 2.1249%  | N/A     | $75000000.00       | $1320508.63        | Agency Collateralized Mortgage Obligation |
| GNMA_23-154E                                         | 2053-01-20      | 1.9749%  | N/A     | $61391018.00       | $2064591.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-20C                                          | 2053-02-20      | 2.6549%  | N/A     | $30000000.00       | $2082013.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-44                                           | 2063-01-16      | 1.1186%  | N/A     | $107955814.00      | $8117623.91        | Agency Collateralized Mortgage Obligation |
| GNMA_23-65C                                          | 2053-05-20      | 2.5249%  | N/A     | $56699998.00       | $2518445.97        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70K                                          | 2052-08-20      | 4.0000%  | N/A     | $56461446.00       | $5606076.56        | Agency Collateralized Mortgage Obligation |
| GNMA_23-74                                           | 2063-01-16      | 1.0229%  | N/A     | $87381802.00       | $6100428.53        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75A                                          | 2053-05-20      | 1.7749%  | N/A     | $200000000.00      | $2902848.49        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75D                                          | 2050-06-20      | 4.0000%  | N/A     | $50000000.00       | $7390455.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76B                                          | 2053-05-20      | 1.9249%  | N/A     | $110913710.00      | $3118553.40        | Agency Collateralized Mortgage Obligation |
| GNMA_23-7A                                           | 2053-01-20      | 2.5749%  | N/A     | $55555555.00       | $2311529.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-82D                                          | 2053-06-20      | 2.4249%  | N/A     | $14105893.00       | $946531.45         | Agency Collateralized Mortgage Obligation |
| GNMA_24-112C                                         | 2054-07-20      | 2.9749%  | N/A     | $29766153.00       | $2292094.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125E                                         | 2054-08-20      | 3.0249%  | N/A     | $30100000.00       | $2659901.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126L                                         | 2054-08-20      | 3.0249%  | N/A     | $25100000.00       | $2046242.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126P                                         | 2054-08-20      | 3.0249%  | N/A     | $70000000.00       | $6576494.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-127L                                         | 2035-05-20      | 6.0000%  | N/A     | $7089196.00        | $1051023.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                         | 2054-08-20      | 2.5749%  | N/A     | $71904761.00       | $4301517.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149E                                         | 2054-09-20      | 3.0749%  | N/A     | $37500000.00       | $2980770.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-155G                                         | 2054-09-20      | 2.4149%  | N/A     | $65692570.00       | $4024343.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-156B                                         | 2066-07-16      | 1.1141%  | N/A     | $71986566.00       | $5605481.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                         | 2054-10-20      | 1.8749%  | N/A     | $34493453.00       | $1580548.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159F                                         | 2064-10-20      | 1.9249%  | N/A     | $192270000.00      | $2132424.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-171A                                         | 2054-10-20      | 1.8949%  | N/A     | $60000000.00       | $2698718.48        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180G                                         | 2064-11-20      | 1.8249%  | N/A     | $50000000.00       | $1185421.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181P                                         | 2054-11-20      | 1.7749%  | N/A     | $50000000.00       | $1068823.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181U                                         | 2054-11-20      | 0.9749%  | N/A     | $70000000.00       | $1259206.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184D                                         | 2054-11-20      | 2.9749%  | N/A     | $7629641.00        | $372944.36         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184S                                         | 2054-11-20      | 2.3749%  | N/A     | $19535580.00       | $1050722.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-193B                                         | 2066-07-16      | 1.2243%  | N/A     | $73928804.00       | $6327933.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-204F                                         | 2054-12-20      | 2.4249%  | N/A     | $64600000.00       | $5344926.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-20H                                          | 2054-02-20      | 1.6749%  | N/A     | $75000000.00       | $2161970.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46P                                          | 2053-08-20      | 0.5000%  | N/A     | $42063213.00       | $309427.67         | Agency Collateralized Mortgage Obligation |
| GNMA_24-48B                                          | 2064-03-20      | 1.6749%  | N/A     | $100000000.00      | $1373377.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51C                                          | 2054-03-20      | 1.6749%  | N/A     | $50000000.00       | $1771221.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51D                                          | 2064-03-20      | 2.1349%  | N/A     | $105000000.00      | $1474771.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58G                                          | 2064-04-20      | 1.6749%  | N/A     | $125000000.00      | $2014556.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 1.6874%  | N/A     | $32167911.00       | $727343.71         | Agency Collateralized Mortgage Obligation |
| GNMA_24-79D                                          | 2064-05-20      | 1.5749%  | N/A     | $200000000.00      | $1538829.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                          | 2054-05-20      | 3.6249%  | N/A     | $42086484.00       | $3008144.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                          | 2054-05-20      | 1.6249%  | N/A     | $100000000.00      | $3606732.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-8D                                           | 2054-01-20      | 2.8249%  | N/A     | $22807423.00       | $1357850.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-8E                                           | 2053-08-20      | 2.5249%  | N/A     | $28997426.00       | $1144714.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105M                                         | 2055-06-20      | 2.8249%  | N/A     | $25000000.00       | $2185705.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114K                                         | 2055-07-20      | 1.5249%  | N/A     | $85000000.00       | $2911125.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116E                                         | 2055-07-20      | 2.2549%  | N/A     | $100000000.00      | $6344402.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116Q                                         | 2055-07-20      | 2.2749%  | N/A     | $48358601.00       | $2868989.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119C                                         | 2055-07-20      | 3.4749%  | N/A     | $43530630.00       | $4510265.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2054-02-20      | 1.9749%  | N/A     | $3531090.00        | $109782.04         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2054-09-20      | 1.5749%  | N/A     | $132565800.00      | $3178884.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2053-12-20      | 3.2249%  | N/A     | $27347312.00       | $1386496.64        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2055-05-20      | 6.5000%  | N/A     | $5618800.00        | $700666.85         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2053-05-20      | 2.5249%  | N/A     | $130258920.00      | $6347936.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2055-03-20      | 1.6749%  | N/A     | $99948996.00       | $3129123.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2055-02-20      | 6.0000%  | N/A     | $4789198.00        | $610348.01         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2055-02-20      | 2.1749%  | N/A     | $84474088.00       | $3537682.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120H                                         | 2049-04-20      | 4.5000%  | N/A     | $1323736.00        | $158996.95         | Agency Collateralized Mortgage Obligation |
| GNMA_25-124F                                         | 2055-07-20      | 2.8749%  | N/A     | $5629979.00        | $398190.05         | Agency Collateralized Mortgage Obligation |
| GNMA_25-127D                                         | 2055-07-20      | 0.1000%  | N/A     | $169486772.00      | $426993.76         | Agency Collateralized Mortgage Obligation |
| GNMA_25-130B                                         | 2066-03-16      | 0.8114%  | N/A     | $63325911.00       | $4382636.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-134P                                         | 2055-08-20      | 2.3249%  | N/A     | $36122038.00       | $2144324.71        | Agency Collateralized Mortgage Obligation |
| GNMA_25-135D                                         | 2055-08-20      | 2.2949%  | N/A     | $100000000.00      | $6774002.86        | Agency Collateralized Mortgage Obligation |
| GNMA_25-137F                                         | 2065-08-20      | 2.3249%  | N/A     | $153173021.00      | $5429651.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139R                                         | 2055-08-20      | 2.3249%  | N/A     | $50000000.00       | $3804076.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-14                                           | 2066-03-16      | 0.5571%  | N/A     | $102371893.00      | $5145039.48        | Agency Collateralized Mortgage Obligation |
| GNMA_25-148                                          | 2064-12-16      | 0.7950%  | N/A     | $75000000.00       | $5150469.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152F                                         | 2055-09-20      | 2.2749%  | N/A     | $43246524.00       | $3253206.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157E                                         | 2052-11-20      | 6.0000%  | N/A     | $850000.00         | $85998.94          | Agency Collateralized Mortgage Obligation |
| GNMA_25-157H                                         | 2055-09-20      | 6.0000%  | N/A     | $1083333.00        | $222508.61         | Agency Collateralized Mortgage Obligation |
| GNMA_25-157H                                         | 2055-09-20      | 3.0249%  | N/A     | $24320909.00       | $2063992.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157H                                         | 2055-03-20      | 6.0000%  | N/A     | $1010519.00        | $150392.61         | Agency Collateralized Mortgage Obligation |
| GNMA_25-166A                                         | 2065-02-16      | 0.7680%  | N/A     | $60154175.00       | $4054570.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-166B                                         | 2066-03-16      | 0.9456%  | N/A     | $68101539.00       | $5164158.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-169G                                         | 2065-10-20      | 2.3749%  | N/A     | $70414292.00       | $2371575.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-175F                                         | 2055-10-20      | 2.3749%  | N/A     | $75346524.00       | $7122694.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-188M                                         | 2053-02-20      | 6.5000%  | N/A     | $423077.00         | $58305.11          | Agency Collateralized Mortgage Obligation |
| GNMA_25-190B                                         | 2055-11-20      | 3.5749%  | N/A     | $30000000.00       | $3175715.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-194G                                         | 2047-05-20      | 5.5000%  | N/A     | $988910.00         | $93366.58          | Agency Collateralized Mortgage Obligation |
| GNMA_25-194H                                         | 2050-08-20      | 6.0000%  | N/A     | $763125.00         | $88739.46          | Agency Collateralized Mortgage Obligation |
| GNMA_25-195C                                         | 2066-03-16      | 0.9627%  | N/A     | $52074005.00       | $4114965.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-198D                                         | 2055-11-20      | 1.8549%  | N/A     | $67342036.00       | $3576140.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1CC                                          | 2055-01-20      | 2.2949%  | N/A     | $46000000.00       | $3714723.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Q                                           | 2055-01-20      | 2.3249%  | N/A     | $16800000.00       | $1195010.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1S                                           | 2055-01-20      | 1.6249%  | N/A     | $30000000.00       | $1377541.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-205A                                         | 2055-11-20      | 1.8249%  | N/A     | $136084286.00      | $7323648.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-206                                          | 2064-04-16      | 0.8034%  | N/A     | $100000000.00      | $5887470.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-20A                                          | 2055-01-20      | 2.3449%  | N/A     | $40790443.00       | $2331392.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216K                                         | 2055-12-20      | 1.8249%  | N/A     | $55523764.00       | $2722463.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216K                                         | 2055-08-20      | 5.5000%  | N/A     | $1150989.00        | $237308.19         | Agency Collateralized Mortgage Obligation |
| GNMA_25-216K                                         | 2055-01-20      | 5.5000%  | N/A     | $136364.00         | $25491.66          | Agency Collateralized Mortgage Obligation |
| GNMA_25-22L                                          | 2053-11-20      | 2.9749%  | N/A     | $10436638.00       | $231670.76         | Agency Collateralized Mortgage Obligation |
| GNMA_25-2K                                           | 2055-01-20      | 2.3349%  | N/A     | $27259840.00       | $2524735.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2K                                           | 2055-01-20      | 2.3349%  | N/A     | $40532251.00       | $2902332.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-38                                           | 2062-01-16      | 0.6433%  | N/A     | $50000000.00       | $1909130.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-44A                                          | 2055-03-20      | 1.6749%  | N/A     | $144861059.00      | $5809458.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-03-20      | 2.3249%  | N/A     | $56307526.00       | $3708195.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 2.3249%  | N/A     | $28108243.00       | $2557626.86        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 2.3249%  | N/A     | $26019713.00       | $2027567.86        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69G                                          | 2055-04-20      | 2.9749%  | N/A     | $8719664.00        | $497379.23         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69J                                          | 2055-04-20      | 1.7249%  | N/A     | $121538462.00      | $1580373.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83C                                          | 2055-05-20      | 2.1749%  | N/A     | $18252054.00       | $1096970.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-85D                                          | 2055-05-20      | 1.5449%  | N/A     | $59334036.00       | $1454416.97        | Agency Collateralized Mortgage Obligation |
| GNMA_25-99D                                          | 2055-06-20      | 2.3249%  | N/A     | $50000000.00       | $3483105.89        | Agency Collateralized Mortgage Obligation |
| GNMA_26-20B                                          | 2066-03-16      | 0.9734%  | N/A     | $26081122.00       | $2123800.17        | Agency Collateralized Mortgage Obligation |
| GNMA_26-24B                                          | 2056-02-20      | 1.4749%  | N/A     | $40430931.00       | $2247082.02        | Agency Collateralized Mortgage Obligation |
| GNMA_26-32D                                          | 2056-02-20      | 1.4749%  | N/A     | $25000000.00       | $1328779.73        | Agency Collateralized Mortgage Obligation |
| GNMA_26-35F                                          | 2050-07-20      | 5.5000%  | N/A     | $372727.00         | $48331.05          | Agency Collateralized Mortgage Obligation |
| GNMA_26-35F                                          | 2056-02-20      | 5.5000%  | N/A     | $10330818.00       | $2426841.06        | Agency Collateralized Mortgage Obligation |
| GNMA_26-39B                                          | 2065-12-16      | 1.0017%  | N/A     | $65530710.00       | $5734473.18        | Agency Collateralized Mortgage Obligation |
| GNMA_26-44D                                          | 2056-02-20      | 1.4249%  | N/A     | $142473818.00      | $5865238.72        | Agency Collateralized Mortgage Obligation |
| GNMA_26-45G                                          | 2056-03-20      | 2.0249%  | N/A     | $64633852.00       | $5945829.71        | Agency Collateralized Mortgage Obligation |
| GNMA_26-45J                                          | 2056-03-20      | 1.2749%  | N/A     | $33333333.00       | $1142341.12        | Agency Collateralized Mortgage Obligation |
| GNMA_26-49J                                          | 2056-03-20      | 2.0249%  | N/A     | $54327032.00       | $3736021.35        | Agency Collateralized Mortgage Obligation |
| GNMA_26-50K                                          | 2056-03-20      | 0.6449%  | N/A     | $110000000.00      | $1498359.21        | Agency Collateralized Mortgage Obligation |
| GNMA_26-50K                                          | 2056-03-20      | 0.6749%  | N/A     | $40000000.00       | $566050.82         | Agency Collateralized Mortgage Obligation |
| GNMA_26-53F                                          | 2056-03-20      | 6.0000%  | N/A     | $10216667.00       | $2190449.32        | Agency Collateralized Mortgage Obligation |
| GNMA_26-53F                                          | 2056-03-20      | 6.0000%  | N/A     | $7984833.00        | $1700288.04        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5L                                           | 2055-12-20      | 2.0749%  | N/A     | $48812559.00       | $3490414.73        | Agency Collateralized Mortgage Obligation |
| GNMA_26-62C                                          | 2056-04-20      | 2.0749%  | N/A     | $20932213.00       | $1859022.98        | Agency Collateralized Mortgage Obligation |
| GNMA_26-62C                                          | 2056-04-20      | 2.0749%  | N/A     | $34852045.00       | $1954208.54        | Agency Collateralized Mortgage Obligation |
| GNMA_26-65F                                          | 2056-04-20      | 1.2749%  | N/A     | $16707856.00       | $785832.57         | Agency Collateralized Mortgage Obligation |
| GNMA_26-65G                                          | 2056-04-20      | 2.6249%  | N/A     | $34471111.00       | $3186326.08        | Agency Collateralized Mortgage Obligation |
| GNMA_26-65G                                          | 2056-04-20      | 2.6249%  | N/A     | $24300000.00       | $2149586.86        | Agency Collateralized Mortgage Obligation |
| GNMA_26-65J                                          | 2056-04-20      | 2.0249%  | N/A     | $66197500.00       | $4816485.92        | Agency Collateralized Mortgage Obligation |
| GNMA_26-65J                                          | 2056-04-20      | 2.0249%  | N/A     | $41559000.00       | $3059165.06        | Agency Collateralized Mortgage Obligation |
| GNMA_26-67L                                          | 2056-04-20      | 1.3749%  | N/A     | $75000000.00       | $3026583.82        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68C                                          | 2056-03-20      | 3.6049%  | N/A     | $61479622.00       | $7244175.90        | Agency Collateralized Mortgage Obligation |
| GNMA_26-73B                                          | 2068-05-16      | 0.8850%  | N/A     | $67839318.00       | $5567142.33        | Agency Collateralized Mortgage Obligation |
| GNMA_26-78C                                          | 2056-04-20      | 2.0249%  | N/A     | $82624804.00       | $5529413.14        | Agency Collateralized Mortgage Obligation |
| GNMA_26-8F                                           | 2055-11-20      | 5.5000%  | N/A     | $701554.00         | $138858.40         | Agency Collateralized Mortgage Obligation |
| GNMA_26-90E                                          | 2056-05-20      | 1.2568%  | N/A     | $17545778.00       | $838744.38         | Agency Collateralized Mortgage Obligation |
| GNMA_26-90E                                          | 2056-05-20      | 1.2568%  | N/A     | $32454222.00       | $1876931.60        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97B                                          | 2054-12-20      | 2.2749%  | N/A     | $28950646.00       | $1532298.82        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97BB                                         | 2054-12-20      | 3.0249%  | N/A     | $18058427.00       | $960304.90         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97Z                                          | 2054-12-20      | 2.3749%  | N/A     | $75000000.00       | $4779473.88        | Agency Collateralized Mortgage Obligation |
| GNMA_51-56R                                          | 2055-09-20      | 1.0749%  | N/A     | $100000000.00      | $3265909.74        | Agency Collateralized Mortgage Obligation |
| GNMA_51-71N                                          | 2055-10-20      | 1.0749%  | N/A     | $75000000.00       | $2246755.46        | Agency Collateralized Mortgage Obligation |
| GNR_23-53                                            | 2053-04-20      | 2.6249%  | N/A     | $21165334.00       | $1602626.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-167 | 2050-11-20      | 2.0000%  | N/A     | $54680654.00       | $3442380.40        | Agency Collateralized Mortgage Obligation |

### Security 216: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $968670.52
- **C.18.a - Value (excl. sponsor support):** $968670.52
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $822106666.24
- **C.18.a - Value (excl. sponsor support):** $822106666.24
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UY1, C.4 - ISIN: US912797UY17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $474302346.09
- **C.18.a - Value (excl. sponsor support):** $474302346.09
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2868568780.25
- **C.18.a - Value (excl. sponsor support):** $2868568780.25
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $175556799.22
- **C.18.a - Value (excl. sponsor support):** $175556799.22
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.3500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $811499628.09
- **C.18.a - Value (excl. sponsor support):** $811499628.09
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $802548766.37
- **C.18.a - Value (excl. sponsor support):** $802548766.37
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $230921097.45
- **C.18.a - Value (excl. sponsor support):** $230921097.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $964044720.57
- **C.18.a - Value (excl. sponsor support):** $964044720.57
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $117161639.50
- **C.18.a - Value (excl. sponsor support):** $117161639.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-05-13
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5338068559.11
- **C.18.a - Value (excl. sponsor support):** $5338068559.11
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2823898793.36
- **C.18.a - Value (excl. sponsor support):** $2823898793.36
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2836956950.26
- **C.18.a - Value (excl. sponsor support):** $2836956950.26
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14293490.94
- **C.18.a - Value (excl. sponsor support):** $14293490.94
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $904719422.89
- **C.18.a - Value (excl. sponsor support):** $904719422.89
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.1400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $608022125.89
- **C.18.a - Value (excl. sponsor support):** $608022125.89
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2228397525.18
- **C.18.a - Value (excl. sponsor support):** $2228397525.18
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1290427865.23
- **C.18.a - Value (excl. sponsor support):** $1290427865.23
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.2500%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1869103346.76
- **C.18.a - Value (excl. sponsor support):** $1869103346.76
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3997742787.89
- **C.18.a - Value (excl. sponsor support):** $3997742787.89
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2090428405.36
- **C.18.a - Value (excl. sponsor support):** $2090428405.36
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.0800%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2702811075.80
- **C.18.a - Value (excl. sponsor support):** $2702811075.80
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1241599888.46
- **C.18.a - Value (excl. sponsor support):** $1241599888.46
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $424110070.96
- **C.18.a - Value (excl. sponsor support):** $424110070.96
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3995625155.63
- **C.18.a - Value (excl. sponsor support):** $3995625155.63
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1569220613.33
- **C.18.a - Value (excl. sponsor support):** $1569220613.33
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2710821268.60
- **C.18.a - Value (excl. sponsor support):** $2710821268.60
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $786953529.81
- **C.18.a - Value (excl. sponsor support):** $786953529.81
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 244: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1501477123.43
- **C.18.a - Value (excl. sponsor support):** $1501477123.43
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2671594407.80
- **C.18.a - Value (excl. sponsor support):** $2671594407.80
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3116521210.40
- **C.18.a - Value (excl. sponsor support):** $3116521210.40
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197851562.00
- **C.18.a - Value (excl. sponsor support):** $197851562.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 248: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1360497608.74
- **C.18.a - Value (excl. sponsor support):** $1360497608.74
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 249: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $204985780.72
- **C.18.a - Value (excl. sponsor support):** $204985780.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-05-29
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $232431551.48
- **C.18.a - Value (excl. sponsor support):** $232431551.48
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-29
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 251: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182927599.92
- **C.18.a - Value (excl. sponsor support):** $182927599.92
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83728530.00
- **C.18.a - Value (excl. sponsor support):** $83728530.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 253: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35873650.98
- **C.18.a - Value (excl. sponsor support):** $35873650.98
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $257484537.50
- **C.18.a - Value (excl. sponsor support):** $257484537.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1862600927.31
- **C.18.a - Value (excl. sponsor support):** $1862600927.31
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 256: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8007595.12
- **C.18.a - Value (excl. sponsor support):** $8007595.12
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $710791544.23
- **C.18.a - Value (excl. sponsor support):** $710791544.23
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1468050108.89
- **C.18.a - Value (excl. sponsor support):** $1468050108.89
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $823410772.72
- **C.18.a - Value (excl. sponsor support):** $823410772.72
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $615013700.00
- **C.18.a - Value (excl. sponsor support):** $615013700.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $267231317.07
- **C.18.a - Value (excl. sponsor support):** $267231317.07
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $899380430.95
- **C.18.a - Value (excl. sponsor support):** $899380430.95
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $131846164.62
- **C.18.a - Value (excl. sponsor support):** $131846164.62
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNL1, C.4 - ISIN: US91282CNL18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $857257650.20
- **C.18.a - Value (excl. sponsor support):** $857257650.20
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-29
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $488533829.36
- **C.18.a - Value (excl. sponsor support):** $488533829.36
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEW7, C.4 - ISIN: US91282CEW73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $321772500.00
- **C.18.a - Value (excl. sponsor support):** $321772500.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-29
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 267: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392463450.85
- **C.18.a - Value (excl. sponsor support):** $392463450.85
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-29
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $471098580.30
- **C.18.a - Value (excl. sponsor support):** $471098580.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2056851092.67
- **C.18.a - Value (excl. sponsor support):** $2056851092.67
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $187951121.95
- **C.18.a - Value (excl. sponsor support):** $187951121.95
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 271: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1373066633.53
- **C.18.a - Value (excl. sponsor support):** $1373066633.53
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDXTD3X4
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $41813800.00       | $36098443.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 3.5000%  | N/A     | $689400.00         | $676056.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $221743800.00      | $222332355.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | N/A     | $346900.00         | $345724.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $240818000.00      | $242303506.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $299452800.00      | $302742628.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $440045800.00      | $445208072.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $25802900.00       | $25293294.40       | U.S. Treasuries (including strips) |

### Security 273: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ58HAG2
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BANKS               | 2026-07-20      | 1.5000%  | N/A     | $220000.00         | $220427.90         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 3.5000%  | N/A     | $1376271.00        | $1140662.26        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-03-01      | 5.0000%  | N/A     | $4500000.00        | $37117.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.5000%  | N/A     | $59317779.00       | $59654777.21       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 5.0000%  | N/A     | $44121922.00       | $36565793.75       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 6.0000%  | N/A     | $10030910.00       | $7916544.20        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-05-01      | 4.0000%  | N/A     | $133000.00         | $16932.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-11-01      | 4.5000%  | N/A     | $2072303.00        | $879426.11         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 3.0000%  | N/A     | $31345461.00       | $17764131.67       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-02-01      | 4.0000%  | N/A     | $59000.00          | $4181.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 3.5000%  | N/A     | $50000.00          | $16560.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-07-01      | 3.0000%  | N/A     | $550000.00         | $116383.96         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.0000%  | N/A     | $40000.00          | $25855.21          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 7.5000%  | N/A     | $3753478.00        | $1514882.74        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-12-01      | 4.5000%  | N/A     | $7000.00           | $1408.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 5.5000%  | N/A     | $20000.00          | $16159.33          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 5.0000%  | N/A     | $2337835.00        | $2082783.56        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 5.0000%  | N/A     | $6947000.00        | $4994273.30        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-06-01      | 3.5000%  | N/A     | $717000.00         | $47652.11          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 5.0000%  | N/A     | $1010573.00        | $916507.70         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-11-01      | 5.5000%  | N/A     | $470000.00         | $2846.89           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.5000%  | N/A     | $12025000.00       | $10828568.99       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | N/A     | $5308384.00        | $4103314.87        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 7.5000%  | N/A     | $1587235.00        | $1690854.87        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-09-01      | 6.0000%  | N/A     | $679788.00         | $3761.44           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.5000%  | N/A     | $1090000.00        | $745038.71         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-01-01      | 4.0000%  | N/A     | $5087000.00        | $952125.77         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.5000%  | N/A     | $21765703.00       | $19721492.93       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 5.5000%  | N/A     | $16000.00          | $10180.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-12-01      | 2.0000%  | N/A     | $235000.00         | $123246.67         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 4.5000%  | N/A     | $9553348.00        | $9167056.29        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-07-01      | 6.0000%  | N/A     | $419574.00         | $4232.23           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.5000%  | N/A     | $2301038.00        | $2409019.50        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-05-01      | 4.5000%  | N/A     | $8814963.00        | $8674312.12        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-03-01      | 2.5000%  | N/A     | $1829467.00        | $1017391.38        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 3.0000%  | N/A     | $3555652.00        | $2202832.32        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-11-01      | 6.0000%  | N/A     | $516900.00         | $1521.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-09-01      | 2.0000%  | N/A     | $6000.00           | $3064.57           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | N/A     | $1350000.00        | $319324.38         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | N/A     | $1657056.00        | $1682748.81        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 4.0000%  | N/A     | $1005546.00        | $938787.60         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.0000%  | N/A     | $9532929.00        | $9439476.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 4.0000%  | N/A     | $1724826.00        | $1611754.66        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 5.0000%  | N/A     | $1071269.00        | $1046601.28        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-11-01      | 5.0000%  | N/A     | $1987101.00        | $1956707.76        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 4.5000%  | N/A     | $263486171.00      | $252447662.18      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-01-01      | 1.5000%  | N/A     | $5645000.00        | $3335430.06        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-11-01      | 2.0000%  | N/A     | $1906766.00        | $1184490.58        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-09-01      | 6.0000%  | N/A     | $1053462.00        | $732303.33         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 6.0000%  | N/A     | $1875000.00        | $1477211.87        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-04-01      | 5.5000%  | N/A     | $6250000.00        | $12592.02          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 6.0000%  | N/A     | $900000.00         | $552668.52         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-09-01      | 6.0000%  | N/A     | $6604208.00        | $4436450.03        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.0000%  | N/A     | $12749000.00       | $12628724.52       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 5.5000%  | N/A     | $247806.00         | $172649.90         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 3.0000%  | N/A     | $2000.00           | $1273.13           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 7.0000%  | N/A     | $642350.00         | $686856.42         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 2.0000%  | N/A     | $2000000.00        | $1265132.29        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 4.5000%  | N/A     | $410000.00         | $98370.26          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-06-01      | 6.0000%  | N/A     | $500000.00         | $1201.24           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-01-01      | 7.0000%  | N/A     | $5754504.00        | $4318204.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-04-01      | 3.0000%  | N/A     | $1315000.00        | $88142.45          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.0000%  | N/A     | $1092531.00        | $1005673.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.5000%  | N/A     | $185000.00         | $85101.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-11-01      | 3.5000%  | N/A     | $55881577.00       | $8255851.96        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.0000%  | N/A     | $34972.00          | $21156.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 2.5000%  | N/A     | $611212.00         | $419000.15         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 5.5000%  | N/A     | $3000000.00        | $33513.27          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 6.5000%  | N/A     | $2365016.00        | $2489583.24        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 6.0000%  | N/A     | $1290102.00        | $1339379.75        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.5000%  | N/A     | $2654999.00        | $2669837.77        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-05-01      | 3.5000%  | N/A     | $742000.00         | $134502.62         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-11-01      | 5.0000%  | N/A     | $446145.00         | $210292.16         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-04-01      | 5.0000%  | N/A     | $1990000.00        | $103081.26         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 3.5000%  | N/A     | $8000.00           | $1969.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-01-01      | 4.5000%  | N/A     | $436000.00         | $58772.16          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | N/A     | $6248766.00        | $5719790.12        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-06-01      | 3.5000%  | N/A     | $1220000.00        | $117945.83         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 7.0000%  | N/A     | $1011022.00        | $526996.92         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 6.0000%  | N/A     | $6250000.00        | $4711442.71        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-07-01      | 3.0000%  | N/A     | $12000.00          | $1705.01           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 6.0000%  | N/A     | $16422000.00       | $10081298.49       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 7.5000%  | N/A     | $1250061.00        | $1339325.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-03-01      | 7.0000%  | N/A     | $3051400.00        | $15810.46          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 5.5000%  | N/A     | $45636.00          | $45062.36          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 4.0000%  | N/A     | $6386485.00        | $2047934.52        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-05-01      | 6.0000%  | N/A     | $12575729.00       | $78554.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 2.5000%  | N/A     | $631000.00         | $166471.55         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 3.0000%  | N/A     | $165000.00         | $35622.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 6.0000%  | N/A     | $1002350.00        | $1034473.07        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 3.5000%  | N/A     | $1545000.00        | $1276899.57        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2059-01-01      | 3.5000%  | N/A     | $2900000.00        | $899411.21         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 4.0000%  | N/A     | $671967.00         | $388041.30         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 5.0000%  | N/A     | $1534000.00        | $1047929.61        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 2.5000%  | N/A     | $23459671.00       | $15575421.56       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-03-01      | 6.0000%  | N/A     | $10825523.00       | $5529154.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 2.0000%  | N/A     | $236000.00         | $134830.38         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-01-01      | 3.5000%  | N/A     | $1230057.00        | $303756.83         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-02-01      | 3.5000%  | N/A     | $327000.00         | $47355.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 2.5000%  | N/A     | $13457968.00       | $8424964.61        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 5.0000%  | N/A     | $229000.00         | $85345.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-08-01      | 3.5000%  | N/A     | $109690.00         | $12747.21          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-03-01      | 5.0000%  | N/A     | $316796.00         | $2838.78           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-11-01      | 3.5000%  | N/A     | $68926.00          | $4675.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.0000%  | N/A     | $98992.00          | $17514.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 5.5000%  | N/A     | $3627241.00        | $2940370.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2060-09-01      | 3.5000%  | N/A     | $9577333.00        | $8096653.19        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-10-01      | 6.5000%  | N/A     | $460000.00         | $4929.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 3.5000%  | N/A     | $23000.00          | $20021.58          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-04-01      | 3.5000%  | N/A     | $32000.00          | $6170.06           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 4.5000%  | N/A     | $270000.00         | $45499.32          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-10-01      | 7.5000%  | N/A     | $1766000.00        | $17656.74          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | N/A     | $3513385.00        | $2937261.17        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 4.5000%  | N/A     | $114281.00         | $93829.82          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.0000%  | N/A     | $1841090.00        | $1768457.69        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 4.5000%  | N/A     | $7942626.00        | $7552426.69        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 6.5000%  | N/A     | $62042.00          | $33598.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.0000%  | N/A     | $12078627.00       | $11824874.95       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 4.5000%  | N/A     | $816867.00         | $781764.23         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.5000%  | N/A     | $3514178.00        | $3553321.33        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-11-01      | 3.0000%  | N/A     | $73000.00          | $9706.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-11-01      | 3.5000%  | N/A     | $20305825.00       | $19096125.10       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-01-01      | 3.5000%  | N/A     | $3125000.00        | $2075567.71        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-01-01      | 6.0000%  | N/A     | $340000.00         | $885.43            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-03-01      | 4.0000%  | N/A     | $882075.00         | $10880.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 6.0000%  | N/A     | $1314309.00        | $1377380.97        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-05-01      | 6.0000%  | N/A     | $1666666.00        | $13469.05          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-12-01      | 2.5000%  | N/A     | $800000.00         | $386266.16         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-11-01      | 3.0000%  | N/A     | $1578321.00        | $688851.48         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.0000%  | N/A     | $400000.00         | $61147.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 5.0000%  | N/A     | $3927343.00        | $114658.86         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-05-01      | 5.0000%  | N/A     | $51000.00          | $24695.82          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-04-01      | 4.5000%  | N/A     | $1614000.00        | $1225250.51        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 1.5000%  | N/A     | $1005000.00        | $473294.98         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 5.5000%  | N/A     | $460000.00         | $386638.56         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 4.0000%  | N/A     | $665054.00         | $619751.74         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-11-01      | 8.0000%  | N/A     | $24631550.00       | $25060.84          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 6.0000%  | N/A     | $555378.00         | $380352.28         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | N/A     | $1641894.00        | $1663397.55        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-11-01      | 3.5000%  | N/A     | $98000000.00       | $5124413.22        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.5000%  | N/A     | $826199.00         | $623167.62         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-04-01      | 6.5000%  | N/A     | $39108447.00       | $36383632.95       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-08-01      | 6.0000%  | N/A     | $311000.00         | $1804.70           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.5000%  | N/A     | $3574208.00        | $2917679.89        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.5000%  | N/A     | $16895945.00       | $15292514.66       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-02-01      | 3.0000%  | N/A     | $8000.00           | $862.79            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-01-01      | 3.5000%  | N/A     | $10000000.00       | $1112839.05        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-05-01      | 6.0000%  | N/A     | $4960330.00        | $10542.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-02-01      | 3.0000%  | N/A     | $61000.00          | $18827.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-10-01      | 2.0000%  | N/A     | $74767052.00       | $34559247.91       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 3.5000%  | N/A     | $1000000.00        | $445302.49         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-03-01      | 3.0000%  | N/A     | $18172342.00       | $5442475.35        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 6.0000%  | N/A     | $2371027.00        | $2419972.78        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | N/A     | $3341224.00        | $3210233.31        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.5000%  | N/A     | $4400000.00        | $2722439.31        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 3.5000%  | N/A     | $76000.00          | $52040.93          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-10-01      | 1.5000%  | N/A     | $534581.00         | $124924.27         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 4.0000%  | N/A     | $1012287.00        | $938789.25         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 6.0000%  | N/A     | $1045408.00        | $745275.36         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-09-01      | 4.0000%  | N/A     | $4505472.00        | $19876.46          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 2.5000%  | N/A     | $127000.00         | $62184.42          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-04-01      | 4.0000%  | N/A     | $68412783.00       | $19148088.52       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-07-01      | 5.0000%  | N/A     | $1083811.00        | $64895.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | N/A     | $2213498.00        | $2175335.40        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-06-01      | 5.5000%  | N/A     | $3632991.00        | $2530531.42        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-06-01      | 4.0000%  | N/A     | $10000.00          | $1397.22           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-03-01      | 2.0000%  | N/A     | $825000.00         | $373457.86         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-08-01      | 2.0000%  | N/A     | $2278326.00        | $1417597.62        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-12-01      | 3.5000%  | N/A     | $26000000.00       | $3534187.44        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 4.5000%  | N/A     | $87839.00          | $78608.45          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | N/A     | $1958349.00        | $1924360.54        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 4.5000%  | N/A     | $148000.00         | $111148.15         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-11-01      | 5.0000%  | N/A     | $12872131.00       | $12111688.03       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 4.0000%  | N/A     | $18193807.00       | $7409929.88        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 3.5000%  | N/A     | $130000.00         | $32671.64          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 4.5000%  | N/A     | $796356.00         | $754224.07         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-04-01      | 3.5000%  | N/A     | $45000.00          | $3199.58           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-08-01      | 3.0000%  | N/A     | $3000000.00        | $313397.41         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 5.0000%  | N/A     | $18740316.00       | $16485854.22       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 6.5000%  | N/A     | $4595083.00        | $3238417.52        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 4.0000%  | N/A     | $212833.00         | $188016.01         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 4.0000%  | N/A     | $26400.00          | $5121.29           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-05-01      | 2.5000%  | N/A     | $519816.00         | $295896.90         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 4.5000%  | N/A     | $45446687.00       | $43796608.68       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-05-01      | 3.0000%  | N/A     | $75328.00          | $7888.05           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-02-01      | 2.0000%  | N/A     | $600000.00         | $328696.12         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | N/A     | $1610000.00        | $250645.70         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-04-01      | 6.0000%  | N/A     | $1451460.00        | $9661.31           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-03-01      | 5.0000%  | N/A     | $203607.00         | $2263.25           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 6.0000%  | N/A     | $42960945.00       | $31115217.47       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | N/A     | $100000.00         | $58188.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 6.0000%  | N/A     | $1864069.00        | $1905218.04        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.0000%  | N/A     | $143905.00         | $21401.34          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 5.0000%  | N/A     | $9053123.00        | $398545.77         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 4.0000%  | N/A     | $339407.00         | $217639.65         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.0000%  | N/A     | $281000.00         | $186968.83         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 6.0000%  | N/A     | $30040356.00       | $25840758.52       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.5000%  | N/A     | $4989035.00        | $4312387.61        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | N/A     | $15829952.00       | $8989469.47        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-12-01      | 4.5000%  | N/A     | $35000.00          | $2627.88           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.5000%  | N/A     | $21132741.00       | $20764807.30       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-07-01      | 5.0000%  | N/A     | $3678075.00        | $53583.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-02-01      | 3.5000%  | N/A     | $9000.00           | $1102.37           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 2.5000%  | N/A     | $402000.00         | $277961.16         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-02-01      | 4.5000%  | N/A     | $1718351.00        | $849639.67         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-02-01      | 2.5000%  | N/A     | $800710.00         | $433370.97         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-03-01      | 6.5000%  | N/A     | $65000.00          | $704.73            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 3.5000%  | N/A     | $39330255.00       | $34664771.84       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-11-01      | 2.5000%  | N/A     | $2193586.00        | $1309624.48        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 5.0000%  | N/A     | $762862.00         | $640260.03         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-10-01      | 5.0000%  | N/A     | $333000.00         | $22232.15          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-06-01      | 5.0000%  | N/A     | $566684.00         | $14992.54          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.0000%  | N/A     | $5998807.00        | $5806669.42        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 5.5000%  | N/A     | $65000.00          | $54339.49          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | N/A     | $24000.00          | $3183.55           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 4.0000%  | N/A     | $396224.00         | $366977.58         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-12-01      | 3.5000%  | N/A     | $249905.00         | $11318.49          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-05-01      | 5.0000%  | N/A     | $477137.00         | $47323.26          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 3.0000%  | N/A     | $6000.00           | $3978.19           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 2.0000%  | N/A     | $22000.00          | $14367.54          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-09-01      | 5.0000%  | N/A     | $70000.00          | $5873.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 3.5000%  | N/A     | $217000.00         | $149581.77         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 4.5000%  | N/A     | $400000.00         | $370758.92         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.5000%  | N/A     | $1076032.00        | $778769.27         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | N/A     | $2710213.00        | $2650930.53        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-03-01      | 5.0000%  | N/A     | $17612602.00       | $11950.71          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-02-01      | 2.5000%  | N/A     | $4504817.00        | $2490432.22        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-02-01      | 3.0000%  | N/A     | $3543984.00        | $2461395.16        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-03-01      | 4.5000%  | N/A     | $1121482.00        | $1108197.06        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | N/A     | $946032.00         | $862322.56         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-04-01      | 5.0000%  | N/A     | $485628.00         | $26915.69          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.5000%  | N/A     | $6439311.00        | $5809213.17        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.0000%  | N/A     | $4736721.00        | $4691710.94        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 3.0000%  | N/A     | $300000.00         | $165867.33         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 6.0000%  | N/A     | $38038571.00       | $26226230.39       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-09-01      | 4.5000%  | N/A     | $123583786.00      | $24247095.33       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-10-01      | 7.0000%  | N/A     | $123001.00         | $931.88            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-07-01      | 5.5000%  | N/A     | $25000.00          | $22090.42          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | N/A     | $88964392.00       | $80622995.28       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-12-01      | 5.0000%  | N/A     | $1000000.00        | $9063.18           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-10-01      | 3.5000%  | N/A     | $910370.00         | $305835.97         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 2.5000%  | N/A     | $250000.00         | $158644.84         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 6.5000%  | N/A     | $1303812.00        | $1365694.25        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 4.5000%  | N/A     | $440000.00         | $73268.74          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-02-01      | 4.0000%  | N/A     | $125000.00         | $110951.34         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-12-01      | 5.0000%  | N/A     | $1684832.00        | $1258988.41        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 4.5000%  | N/A     | $5306081.00        | $4811713.52        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 3.5000%  | N/A     | $400000.00         | $229961.06         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.5000%  | N/A     | $33000.00          | $23482.09          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-09-01      | 2.5000%  | N/A     | $386139.00         | $241722.73         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 6.0000%  | N/A     | $2720932.00        | $2038621.61        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | N/A     | $200000.00         | $131906.06         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 7.5000%  | N/A     | $1002712.00        | $1069739.34        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | N/A     | $75698.00          | $8065.70           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 4.0000%  | N/A     | $9072127.00        | $1949760.56        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 6.0000%  | N/A     | $28556353.00       | $19110751.86       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-06-01      | 2.5000%  | N/A     | $155000.00         | $24229.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-01-01      | 5.0000%  | N/A     | $2055141.00        | $2037934.13        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-09-01      | 3.5000%  | N/A     | $500000.00         | $141921.47         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 5.0000%  | N/A     | $2037953.00        | $1963905.65        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-11-01      | 3.0000%  | N/A     | $427509.00         | $175444.60         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-09-01      | 1.5000%  | N/A     | $98000.00          | $33701.66          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 4.0000%  | N/A     | $12500000.00       | $3767426.56        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.0000%  | N/A     | $1740206.00        | $1727249.98        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 3.0000%  | N/A     | $30000.00          | $25197.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | N/A     | $27954744.00       | $26923182.39       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.5000%  | N/A     | $4676679.00        | $4732230.98        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 4.5000%  | N/A     | $3116412.00        | $2073562.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-06-01      | 3.5000%  | N/A     | $4200000.00        | $484591.21         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-08-01      | 4.5000%  | N/A     | $2590000.00        | $39262.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 2.5000%  | N/A     | $265776.00         | $177042.61         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 6.0000%  | N/A     | $67000.00          | $45476.43          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 3.5000%  | N/A     | $64060000.00       | $19517065.80       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 4.0000%  | N/A     | $255000.00         | $185732.33         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-11-01      | 3.5000%  | N/A     | $75794378.00       | $69204069.86       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 3.0000%  | N/A     | $25000.00          | $3629.28           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-05-01      | 6.0000%  | N/A     | $2130900.00        | $25942.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.5000%  | N/A     | $706000.00         | $490085.84         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 4.5000%  | N/A     | $35000.00          | $31746.28          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | N/A     | $31988873.00       | $30847786.35       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-06-01      | 3.5000%  | N/A     | $9000000.00        | $1083716.87        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 6.5000%  | N/A     | $397244.00         | $148231.50         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 3.0000%  | N/A     | $2916183.00        | $1794322.39        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-03-01      | 2.0000%  | N/A     | $479000.00         | $252099.52         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.5000%  | N/A     | $100000.00         | $62490.64          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 5.0000%  | N/A     | $70000.00          | $53493.73          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-07-01      | 4.5000%  | N/A     | $570000.00         | $17847.13          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-07-01      | 6.0000%  | N/A     | $600000.00         | $374486.16         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 4.0000%  | N/A     | $53109900.00       | $46939403.64       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-09-01      | 3.5000%  | N/A     | $2620365.00        | $81046.49          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-01-01      | 4.5000%  | N/A     | $1022637.00        | $999589.52         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 5.5000%  | N/A     | $10197840.00       | $139432.07         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-12-01      | 6.0000%  | N/A     | $500000.00         | $4571.86           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.5000%  | N/A     | $1347529.00        | $1364838.53        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-04-01      | 3.5000%  | N/A     | $1910000.00        | $252719.02         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.5000%  | N/A     | $355000.00         | $163796.12         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-04-01      | 3.0000%  | N/A     | $49500.00          | $21732.24          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 3.5000%  | N/A     | $1150000.00        | $223352.66         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 4.5000%  | N/A     | $87336.00          | $9057.79           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-03-01      | 6.0000%  | N/A     | $27572.00          | $15848.98          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-10-01      | 2.5000%  | N/A     | $24176293.00       | $15229358.98       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 5.0000%  | N/A     | $6789572.00        | $5774319.75        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-11-01      | 4.5000%  | N/A     | $1290000.00        | $225936.98         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 2.0000%  | N/A     | $11000.00          | $5937.86           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.5000%  | N/A     | $53252504.00       | $54005237.37       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | N/A     | $1314536.00        | $1338496.72        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-02-01      | 6.5000%  | N/A     | $258146.00         | $97708.29          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 3.0000%  | N/A     | $3961000.00        | $2594057.87        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 3.5000%  | N/A     | $7242.00           | $1746.03           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-09-01      | 2.5000%  | N/A     | $894987.00         | $758600.74         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-01-01      | 4.5000%  | N/A     | $131533.00         | $119992.72         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | N/A     | $5913000.00        | $1015570.60        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 3.5000%  | N/A     | $728998.00         | $617996.15         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | N/A     | $3080313.00        | $2982079.86        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | N/A     | $2626713.00        | $2671313.49        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-02-01      | 4.0000%  | N/A     | $40578542.00       | $7589255.69        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | N/A     | $509265.00         | $40089.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 5.5000%  | N/A     | $2971666.00        | $2139880.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-07-01      | 5.5000%  | N/A     | $81985743.00       | $38893335.25       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 7.0000%  | N/A     | $1345200.00        | $1426911.37        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-09-01      | 3.0000%  | N/A     | $55832132.00       | $31549110.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 5.0000%  | N/A     | $82513512.00       | $51664288.61       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.0000%  | N/A     | $1705847.00        | $1683551.31        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 3.0000%  | N/A     | $62000.00          | $45705.26          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-09-01      | 4.5000%  | N/A     | $364000.00         | $60741.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 3.5000%  | N/A     | $80398962.00       | $66763541.69       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-03-01      | 3.5000%  | N/A     | $212515.00         | $48005.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-01-01      | 1.5000%  | N/A     | $1000000.00        | $399356.54         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-03-01      | 4.5000%  | N/A     | $19223255.00       | $18355147.82       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 4.5000%  | N/A     | $112279.00         | $86287.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 6.0000%  | N/A     | $1227108.00        | $1281358.03        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.5000%  | N/A     | $1307724.00        | $1266786.90        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.0000%  | N/A     | $1032879.00        | $1023453.86        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | N/A     | $1703275.00        | $1755497.66        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.0000%  | N/A     | $4291510.00        | $4452902.69        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 3.0000%  | N/A     | $1589925.00        | $1163121.59        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-03-01      | 5.0000%  | N/A     | $1343189.00        | $1030278.30        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-02-01      | 6.0000%  | N/A     | $2080000.00        | $30290.43          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 4.5000%  | N/A     | $5745565.00        | $5047909.07        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-12-01      | 4.0000%  | N/A     | $1100000.00        | $512885.76         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-04-01      | 5.0000%  | N/A     | $50000000.00       | $38801627.92       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-03-01      | 5.0000%  | N/A     | $7008670.00        | $2822.25           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-03-01      | 6.0000%  | N/A     | $2000.00           | $1148.36           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 3.0000%  | N/A     | $1500000.00        | $331645.67         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 6.5000%  | N/A     | $14000.00          | $7778.73           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 5.5000%  | N/A     | $13011000.00       | $9319564.84        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 6.0000%  | N/A     | $100000.00         | $79811.34          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.5000%  | N/A     | $267000.00         | $166018.28         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-01-01      | 1.5000%  | N/A     | $3000000.00        | $1810544.42        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-10-01      | 4.5000%  | N/A     | $152000.00         | $80745.60          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-12-01      | 2.0000%  | N/A     | $32934.00          | $19419.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-08-01      | 6.0000%  | N/A     | $1267937.00        | $1205086.61        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.5000%  | N/A     | $2514017.00        | $469405.47         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-03-01      | 5.0000%  | N/A     | $45122675.00       | $31752204.07       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.0000%  | N/A     | $1055421.00        | $1050931.13        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 3.5000%  | N/A     | $500000.00         | $163502.98         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 3.0000%  | N/A     | $130000.00         | $31850.43          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 5.5000%  | N/A     | $350000.00         | $278023.62         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 3.0000%  | N/A     | $38824.00          | $5451.35           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-05-01      | 3.0000%  | N/A     | $4000000.00        | $247846.41         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | N/A     | $665000.00         | $80929.31          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 1.5000%  | N/A     | $2337855.00        | $1125889.94        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 2.5000%  | N/A     | $12462868.00       | $5176178.33        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 4.0000%  | N/A     | $1240996.00        | $1145378.84        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 6.5000%  | N/A     | $3622500.00        | $2479946.35        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | N/A     | $2243657.00        | $444538.74         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 3.0000%  | N/A     | $76091.00          | $68549.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.5000%  | N/A     | $201000.00         | $116043.86         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 5.0000%  | N/A     | $30387867.00       | $25704406.64       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 5.0000%  | N/A     | $3702950.00        | $401679.48         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 3.5000%  | N/A     | $640800.00         | $524727.50         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 5.5000%  | N/A     | $1944000.00        | $1841733.87        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 5.0000%  | N/A     | $179354581.00      | $173245617.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | N/A     | $20000.00          | $12338.23          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.5000%  | N/A     | $25000.00          | $9593.20           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 6.0000%  | N/A     | $3625773.00        | $3601121.75        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 4.5000%  | N/A     | $12746886.00       | $9718702.82        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-12-01      | 3.5000%  | N/A     | $12204983.00       | $10393253.97       | Agency Mortgage-Backed Securities   |

### Security 274: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ5B23D6
- **C.18 - Value (incl. sponsor support):** $31000000.00
- **C.18.a - Value (excl. sponsor support):** $31000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0427 M | 2055-06-20      | 7.0000%  | N/A     | $61093900.00       | $31620000.37       | Agency Mortgage-Backed Securities |

### Security 275: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ5B23H7
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $1395743.00        | $1389423.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $15275228.00       | $14463007.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $80557871.00       | $80342194.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $69664833.00       | $70666776.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $379343.00         | $371852.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $21978733.00       | $21455461.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $52582304.00       | $50402744.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $3405.00           | $3403.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $3528486.00        | $3567573.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $250905.00         | $247482.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $102195.00         | $103018.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | N/A     | $3567352.00        | $3563270.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $73430080.00       | $75352670.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $93058533.00       | $94989040.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $45726476.00       | $46566457.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | N/A     | $98649047.00       | $97515658.35       | U.S. Treasuries (including strips) |

### Security 276: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ5B23J3
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $211695900.00      | $212790434.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $41290500.00       | $42209628.58       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2026-06-04

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer