# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-25-033582
**Filing Date:** 2025-12
**Character Count:** 1042281
**Document Hash:** 0cd51cf83c57641f4db38c984d9a1a90
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033582.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001410368-25-033582

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 251552652

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 549300622ITN50PWDE20

**EDGAR Series Identifier:** S000004506

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 40 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $87041247417.15

- **Amortized Cost of Portfolio Securities:** $87030920558.36

- **Cash:** $0.67

- **Total Other Assets:** $223231668.23

- **Total Liabilities:** $131224931.99

- **Net Assets of Series:** $87122927295.27

- **Number of Shares Outstanding (Series):** 87123347965.5600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $42953693013.77           | $58279545810.99            | 49.4100%                  | 67.0400%                   |
| 2025-11-04 | $44525940862.39           | $58534309964.26            | 50.8500%                  | 66.8400%                   |
| 2025-11-05 | $46736514533.43           | $59338205870.19            | 52.9500%                  | 67.2200%                   |
| 2025-11-06 | $42760192399.04           | $58894863469.54            | 48.8500%                  | 67.2900%                   |
| 2025-11-07 | $42405600413.44           | $59545927643.04            | 48.3100%                  | 67.8400%                   |
| 2025-11-10 | $44003447463.86           | $59616868079.41            | 50.1200%                  | 67.9000%                   |
| 2025-11-12 | $47448744880.70           | $60938863842.48            | 53.6800%                  | 68.9400%                   |
| 2025-11-13 | $44281058508.81           | $60739168270.97            | 50.5500%                  | 69.3400%                   |
| 2025-11-14 | $44480519115.46           | $60939944337.43            | 50.2400%                  | 68.8300%                   |
| 2025-11-17 | $42575694263.42           | $60848206068.41            | 47.9400%                  | 68.5200%                   |
| 2025-11-18 | $44708771831.90           | $60532010167.84            | 50.1000%                  | 67.8300%                   |
| 2025-11-19 | $47046902672.22           | $60396254741.65            | 52.6600%                  | 67.6000%                   |
| 2025-11-20 | $44541048891.02           | $59260445625.96            | 50.2200%                  | 66.8200%                   |
| 2025-11-21 | $43756275448.68           | $58960900204.29            | 49.4700%                  | 66.6600%                   |
| 2025-11-24 | $43089604532.50           | $58989825714.23            | 48.7900%                  | 66.8000%                   |
| 2025-11-25 | $48603595222.42           | $58316948170.11            | 55.4600%                  | 66.5400%                   |
| 2025-11-26 | $43814913508.36           | $58483122959.57            | 49.9000%                  | 66.6000%                   |
| 2025-11-28 | $42089734246.12           | $57913622873.65            | 48.2300%                  | 66.3700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1700%             |
| 2025-11-04 | 4.1500%             |
| 2025-11-05 | 4.1100%             |
| 2025-11-06 | 4.0900%             |
| 2025-11-07 | 4.0400%             |
| 2025-11-10 | 4.0000%             |
| 2025-11-12 | 4.0100%             |
| 2025-11-13 | 4.0100%             |
| 2025-11-14 | 4.0200%             |
| 2025-11-17 | 4.0300%             |
| 2025-11-18 | 4.0300%             |
| 2025-11-19 | 4.0200%             |
| 2025-11-20 | 4.0100%             |
| 2025-11-21 | 3.9900%             |
| 2025-11-24 | 3.9800%             |
| 2025-11-25 | 3.9800%             |
| 2025-11-26 | 4.0100%             |
| 2025-11-28 | 4.0500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0001                      |
|  |  |
| 2025-11-04 | 1.0001                      |
|  |  |
| 2025-11-05 | 1.0001                      |
|  |  |
| 2025-11-06 | 1.0001                      |
|  |  |
| 2025-11-07 | 1.0001                      |
|  |  |
| 2025-11-10 | 1.0001                      |
|  |  |
| 2025-11-12 | 1.0001                      |
|  |  |
| 2025-11-13 | 1.0001                      |
|  |  |
| 2025-11-14 | 1.0001                      |
|  |  |
| 2025-11-17 | 1.0001                      |
|  |  |
| 2025-11-18 | 1.0001                      |
|  |  |
| 2025-11-19 | 1.0001                      |
|  |  |
| 2025-11-20 | 1.0001                      |
|  |  |
| 2025-11-21 | 1.0001                      |
|  |  |
| 2025-11-24 | 1.0001                      |
|  |  |
| 2025-11-25 | 1.0001                      |
|  |  |
| 2025-11-26 | 1.0001                      |
|  |  |
| 2025-11-28 | 1.0001                      |
|  |  |

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $20889010117.39

- **Number of Shares Outstanding:** 20889020781.1600

- **Expense Reimbursement/Waiver:** 121682.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0001          |
|  |  |
| 2025-11-05 | 1.0001          |
|  |  |
| 2025-11-06 | 1.0001          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0001          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0001          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0001          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $75768941.90              | $0.00                   |
| 2025-11-04 | $140187005.92             | $0.00                   |
| 2025-11-05 | $16970809.50              | $0.00                   |
| 2025-11-06 | $23993232.08              | $0.00                   |
| 2025-11-07 | $217832213.99             | $0.00                   |
| 2025-11-10 | $0.00                     | $50079600.63            |
| 2025-11-12 | $110409102.99             | $0.00                   |
| 2025-11-13 | $48533870.11              | $0.00                   |
| 2025-11-14 | $42523220.22              | $0.00                   |
| 2025-11-17 | $0.00                     | $3382278.45             |
| 2025-11-18 | $367233934.69             | $0.00                   |
| 2025-11-19 | $0.00                     | $84142939.80            |
| 2025-11-20 | $0.00                     | $707373102.75           |
| 2025-11-21 | $70806068.21              | $0.00                   |
| 2025-11-24 | $17832028.01              | $0.00                   |
| 2025-11-25 | $0.00                     | $299739456.22           |
| 2025-11-26 | $11297026.67              | $0.00                   |
| 2025-11-28 | $0.00                     | $182359637.59           |

**Total Gross Subscriptions (Month):** $1143387454.29

**Total Gross Redemptions (Month):** $1327077015.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.7300%           |
| 2025-11-04 | 3.7100%           |
| 2025-11-05 | 3.6700%           |
| 2025-11-06 | 3.6500%           |
| 2025-11-07 | 3.6000%           |
| 2025-11-10 | 3.5700%           |
| 2025-11-12 | 3.5700%           |
| 2025-11-13 | 3.5700%           |
| 2025-11-14 | 3.5800%           |
| 2025-11-17 | 3.5900%           |
| 2025-11-18 | 3.5900%           |
| 2025-11-19 | 3.5800%           |
| 2025-11-20 | 3.5700%           |
| 2025-11-21 | 3.5500%           |
| 2025-11-24 | 3.5400%           |
| 2025-11-25 | 3.5400%           |
| 2025-11-26 | 3.5700%           |
| 2025-11-28 | 3.6100%           |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $32608221826.36

- **Number of Shares Outstanding:** 32608348302.2700

- **Expense Reimbursement/Waiver:** 184417.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0001          |
|  |  |
| 2025-11-05 | 1.0001          |
|  |  |
| 2025-11-06 | 1.0001          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0001          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0001          |
|  |  |
| 2025-11-25 | 1.0001          |
|  |  |
| 2025-11-26 | 1.0001          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $226115087.00             | $178086616.66           |
| 2025-11-04 | $191549889.13             | $206532373.47           |
| 2025-11-05 | $250934685.33             | $159266458.12           |
| 2025-11-06 | $216739702.92             | $168991389.63           |
| 2025-11-07 | $173606129.36             | $126134417.76           |
| 2025-11-10 | $317134479.46             | $166826006.17           |
| 2025-11-12 | $167909002.72             | $237889624.00           |
| 2025-11-13 | $289729961.22             | $310429046.19           |
| 2025-11-14 | $172384394.72             | $213740921.90           |
| 2025-11-17 | $160190478.85             | $152312912.09           |
| 2025-11-18 | $276308447.69             | $183876799.91           |
| 2025-11-19 | $182821404.55             | $165700398.23           |
| 2025-11-20 | $270707267.29             | $142162418.09           |
| 2025-11-21 | $170833241.68             | $176417990.18           |
| 2025-11-24 | $218069838.70             | $137064587.69           |
| 2025-11-25 | $165777010.73             | $231248463.28           |
| 2025-11-26 | $191124296.09             | $231282035.06           |
| 2025-11-28 | $181635640.20             | $131095942.97           |

**Total Gross Subscriptions (Month):** $3823570957.64

**Total Gross Redemptions (Month):** $3319058401.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8300%           |
| 2025-11-04 | 3.8100%           |
| 2025-11-05 | 3.7700%           |
| 2025-11-06 | 3.7500%           |
| 2025-11-07 | 3.7000%           |
| 2025-11-10 | 3.6600%           |
| 2025-11-12 | 3.6700%           |
| 2025-11-13 | 3.6700%           |
| 2025-11-14 | 3.6800%           |
| 2025-11-17 | 3.6900%           |
| 2025-11-18 | 3.6900%           |
| 2025-11-19 | 3.6800%           |
| 2025-11-20 | 3.6700%           |
| 2025-11-21 | 3.6500%           |
| 2025-11-24 | 3.6400%           |
| 2025-11-25 | 3.6400%           |
| 2025-11-26 | 3.6700%           |
| 2025-11-28 | 3.7100%           |

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

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $33625695351.52

- **Number of Shares Outstanding:** 33625978882.1300

- **Expense Reimbursement/Waiver:** 190526.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0001          |
|  |  |
| 2025-11-05 | 1.0001          |
|  |  |
| 2025-11-06 | 1.0001          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0001          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0001          |
|  |  |
| 2025-11-25 | 1.0001          |
|  |  |
| 2025-11-26 | 1.0001          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $262843216.70             | $149283947.27           |
| 2025-11-04 | $223103383.97             | $167238870.17           |
| 2025-11-05 | $222221516.58             | $157449099.47           |
| 2025-11-06 | $312230560.42             | $163484218.87           |
| 2025-11-07 | $192156961.24             | $134210935.80           |
| 2025-11-10 | $246221081.71             | $193411794.90           |
| 2025-11-12 | $186745363.72             | $204471913.55           |
| 2025-11-13 | $227735774.96             | $398866206.16           |
| 2025-11-14 | $260743860.65             | $159917340.40           |
| 2025-11-17 | $199666758.86             | $104339005.16           |
| 2025-11-18 | $385651696.02             | $149353272.80           |
| 2025-11-19 | $133606580.06             | $166005141.48           |
| 2025-11-20 | $176520029.22             | $123444370.40           |
| 2025-11-21 | $234324960.20             | $144857288.11           |
| 2025-11-24 | $118303421.45             | $196007283.10           |
| 2025-11-25 | $140612821.65             | $223959597.25           |
| 2025-11-26 | $187194392.54             | $241184416.75           |
| 2025-11-28 | $195868525.41             | $176848480.83           |

**Total Gross Subscriptions (Month):** $3905750905.36

**Total Gross Redemptions (Month):** $3254333182.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9800%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9200%           |
| 2025-11-06 | 3.9000%           |
| 2025-11-07 | 3.8500%           |
| 2025-11-10 | 3.8100%           |
| 2025-11-12 | 3.8200%           |
| 2025-11-13 | 3.8200%           |
| 2025-11-14 | 3.8300%           |
| 2025-11-17 | 3.8400%           |
| 2025-11-18 | 3.8400%           |
| 2025-11-19 | 3.8300%           |
| 2025-11-20 | 3.8200%           |
| 2025-11-21 | 3.8000%           |
| 2025-11-24 | 3.7900%           |
| 2025-11-25 | 3.7900%           |
| 2025-11-26 | 3.8200%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9700%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2021A 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 10807BAA7, C.4 - ISIN: US10807BAA70, C.3 - LEI: 2549005XOAOA3RHT9B41
- **C.18 - Value (incl. sponsor support):** $56900000.00
- **C.18.a - Value (excl. sponsor support):** $56900000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2061-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: FARR LIFE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 31164GAA9, C.4 - ISIN: US31164GAA94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2072-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALCB8, C.4 - ISIN: US3130ALCB88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24119104.97
- **C.18.a - Value (excl. sponsor support):** $24119104.97
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALHH0, C.4 - ISIN: US3130ALHH04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $58317222.23
- **C.18.a - Value (excl. sponsor support):** $58317222.23
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALX66, C.4 - ISIN: US3130ALX667, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12378319.47
- **C.18.a - Value (excl. sponsor support):** $12378319.47
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AN4T4, C.4 - ISIN: US3130AN4T46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8571065.65
- **C.18.a - Value (excl. sponsor support):** $8571065.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AN5K2, C.4 - ISIN: US3130AN5K28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4925530.70
- **C.18.a - Value (excl. sponsor support):** $4925530.70
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AUU36, C.4 - ISIN: US3130AUU367, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14960219.22
- **C.18.a - Value (excl. sponsor support):** $14960219.22
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWGR5, C.4 - ISIN: US3130AWGR59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35655860.40
- **C.18.a - Value (excl. sponsor support):** $35655860.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B0ZP7, C.4 - ISIN: US3130B0ZP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22659035.72
- **C.18.a - Value (excl. sponsor support):** $22659035.72
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48910353.60
- **C.18.a - Value (excl. sponsor support):** $48910353.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2BP9, C.4 - ISIN: US3130B2BP94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100017717.00
- **C.18.a - Value (excl. sponsor support):** $100017717.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2Z65, C.4 - ISIN: US3130B2Z651, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72655679.84
- **C.18.a - Value (excl. sponsor support):** $72655679.84
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72505167.80
- **C.18.a - Value (excl. sponsor support):** $72505167.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245500056.47
- **C.18.a - Value (excl. sponsor support):** $245500056.47
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G36, C.4 - ISIN: US3130B5G365, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121309384.98
- **C.18.a - Value (excl. sponsor support):** $121309384.98
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G44, C.4 - ISIN: US3130B5G449, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121308488.57
- **C.18.a - Value (excl. sponsor support):** $121308488.57
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145210341.14
- **C.18.a - Value (excl. sponsor support):** $145210341.14
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RE0, C.4 - ISIN: US3130B5RE05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96789711.13
- **C.18.a - Value (excl. sponsor support):** $96789711.13
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174411866.18
- **C.18.a - Value (excl. sponsor support):** $174411866.18
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SF6, C.4 - ISIN: US3130B5SF60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193510106.51
- **C.18.a - Value (excl. sponsor support):** $193510106.51
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TR9, C.4 - ISIN: US3130B5TR99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241898413.14
- **C.18.a - Value (excl. sponsor support):** $241898413.14
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.170000%
- **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):** $145261649.02
- **C.18.a - Value (excl. sponsor support):** $145261649.02
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96733719.29
- **C.18.a - Value (excl. sponsor support):** $96733719.29
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $266575616.71
- **C.18.a - Value (excl. sponsor support):** $266575616.71
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.085000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97205068.98
- **C.18.a - Value (excl. sponsor support):** $97205068.98
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241906471.79
- **C.18.a - Value (excl. sponsor support):** $241906471.79
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193511346.84
- **C.18.a - Value (excl. sponsor support):** $193511346.84
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FG6, C.4 - ISIN: US3130B6FG63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217617508.10
- **C.18.a - Value (excl. sponsor support):** $217617508.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121261933.43
- **C.18.a - Value (excl. sponsor support):** $121261933.43
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T89, C.4 - ISIN: US3130B6T895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145090758.05
- **C.18.a - Value (excl. sponsor support):** $145090758.05
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WL6, C.4 - ISIN: US3130B6WL65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241701660.48
- **C.18.a - Value (excl. sponsor support):** $241701660.48
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7F90, C.4 - ISIN: US3130B7F900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241399703.08
- **C.18.a - Value (excl. sponsor support):** $241399703.08
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FS8, C.4 - ISIN: US3130B7FS84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $86635241.87
- **C.18.a - Value (excl. sponsor support):** $86635241.87
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.085000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GH1, C.4 - ISIN: US3130B7GH11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145002489.65
- **C.18.a - Value (excl. sponsor support):** $145002489.65
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GT5, C.4 - ISIN: US3130B7GT58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183701268.15
- **C.18.a - Value (excl. sponsor support):** $183701268.15
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.085000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HM9, C.4 - ISIN: US3130B7HM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241005639.40
- **C.18.a - Value (excl. sponsor support):** $241005639.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HN7, C.4 - ISIN: US3130B7HN79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144451373.72
- **C.18.a - Value (excl. sponsor support):** $144451373.72
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JF2, C.4 - ISIN: US3130B7JF28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $207648658.59
- **C.18.a - Value (excl. sponsor support):** $207648658.59
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.051000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NL4, C.4 - ISIN: US3130B7NL40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217196113.58
- **C.18.a - Value (excl. sponsor support):** $217196113.58
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Q64, C.4 - ISIN: US3130B7Q642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241272349.33
- **C.18.a - Value (excl. sponsor support):** $241272349.33
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Q72, C.4 - ISIN: US3130B7Q725, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145011747.90
- **C.18.a - Value (excl. sponsor support):** $145011747.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-15
- **C.13 - Final Legal Maturity Date:** 2027-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RZ9, C.4 - ISIN: US3130B7RZ99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242198100.74
- **C.18.a - Value (excl. sponsor support):** $242198100.74
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169022157.59
- **C.18.a - Value (excl. sponsor support):** $169022157.59
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V76, C.4 - ISIN: US3130B7V766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241074254.84
- **C.18.a - Value (excl. sponsor support):** $241074254.84
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7W42, C.4 - ISIN: US3130B7W426, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22202062.60
- **C.18.a - Value (excl. sponsor support):** $22202062.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Z4, C.4 - ISIN: US3130B82Z48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6000232.92
- **C.18.a - Value (excl. sponsor support):** $6000232.92
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84U3, C.4 - ISIN: US3130B84U33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119213442.18
- **C.18.a - Value (excl. sponsor support):** $119213442.18
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76, C.4 - ISIN: US3130B8B766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $113205117.77
- **C.18.a - Value (excl. sponsor support):** $113205117.77
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CS9, C.4 - ISIN: US3130B8CS94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $232305928.30
- **C.18.a - Value (excl. sponsor support):** $232305928.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DH2, C.4 - ISIN: US3130B8DH21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $162603738.17
- **C.18.a - Value (excl. sponsor support):** $162603738.17
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EC2, C.4 - ISIN: US3130B8EC25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $236205184.59
- **C.18.a - Value (excl. sponsor support):** $236205184.59
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8H62, C.4 - ISIN: US3130B8H623, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241020121.16
- **C.18.a - Value (excl. sponsor support):** $241020121.16
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HX3, C.4 - ISIN: US3130B8HX35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144533405.92
- **C.18.a - Value (excl. sponsor support):** $144533405.92
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8J45, C.4 - ISIN: US3130B8J454, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241122154.68
- **C.18.a - Value (excl. sponsor support):** $241122154.68
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JF0, C.4 - ISIN: US3130B8JF01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244510278.78
- **C.18.a - Value (excl. sponsor support):** $244510278.78
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NA6, C.4 - ISIN: US3130B8NA67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216915658.02
- **C.18.a - Value (excl. sponsor support):** $216915658.02
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-26
- **C.13 - Final Legal Maturity Date:** 2027-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144586234.63
- **C.18.a - Value (excl. sponsor support):** $144586234.63
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q39, C.4 - ISIN: US3130B8Q392, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $231416477.99
- **C.18.a - Value (excl. sponsor support):** $231416477.99
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QA9, C.4 - ISIN: US313313QA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9675240.63
- **C.18.a - Value (excl. sponsor support):** $9675240.63
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QC5, C.4 - ISIN: US313313QC56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33976596.78
- **C.18.a - Value (excl. sponsor support):** $33976596.78
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QP6, C.4 - ISIN: US313313QP69, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38631501.00
- **C.18.a - Value (excl. sponsor support):** $38631501.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313RL4, C.4 - ISIN: US313313RL47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72016855.13
- **C.18.a - Value (excl. sponsor support):** $72016855.13
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313RN0, C.4 - ISIN: US313313RN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47802380.16
- **C.18.a - Value (excl. sponsor support):** $47802380.16
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SD1, C.4 - ISIN: US313313SD12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28836923.43
- **C.18.a - Value (excl. sponsor support):** $28836923.43
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TV0, C.4 - ISIN: US313313TV01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48025346.51
- **C.18.a - Value (excl. sponsor support):** $48025346.51
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UC0, C.4 - ISIN: US313313UC01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47990736.42
- **C.18.a - Value (excl. sponsor support):** $47990736.42
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UM8, C.4 - ISIN: US313313UM82, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47847379.45
- **C.18.a - Value (excl. sponsor support):** $47847379.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VU9, C.4 - ISIN: US313313VU99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52236836.57
- **C.18.a - Value (excl. sponsor support):** $52236836.57
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47210808.75
- **C.18.a - Value (excl. sponsor support):** $47210808.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33009178.70
- **C.18.a - Value (excl. sponsor support):** $33009178.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26220416.42
- **C.18.a - Value (excl. sponsor support):** $26220416.42
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QB5, C.4 - ISIN: US313385QB50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144814509.00
- **C.18.a - Value (excl. sponsor support):** $144814509.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 74: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RU2, C.4 - ISIN: US313385RU23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48171572.33
- **C.18.a - Value (excl. sponsor support):** $48171572.33
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RV0, C.4 - ISIN: US313385RV06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $302435202.00
- **C.18.a - Value (excl. sponsor support):** $302435202.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240610242.44
- **C.18.a - Value (excl. sponsor support):** $240610242.44
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143813651.73
- **C.18.a - Value (excl. sponsor support):** $143813651.73
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $210472323.75
- **C.18.a - Value (excl. sponsor support):** $210472323.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SR8, C.4 - ISIN: US313385SR84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $191759563.52
- **C.18.a - Value (excl. sponsor support):** $191759563.52
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $235405723.71
- **C.18.a - Value (excl. sponsor support):** $235405723.71
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $335908359.38
- **C.18.a - Value (excl. sponsor support):** $335908359.38
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SZ0, C.4 - ISIN: US313385SZ01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $117481413.73
- **C.18.a - Value (excl. sponsor support):** $117481413.73
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $334868665.13
- **C.18.a - Value (excl. sponsor support):** $334868665.13
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TP1, C.4 - ISIN: US313385TP10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $239677543.75
- **C.18.a - Value (excl. sponsor support):** $239677543.75
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399732389.99
- **C.18.a - Value (excl. sponsor support):** $399732389.99
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119432022.77
- **C.18.a - Value (excl. sponsor support):** $119432022.77
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $140857846.19
- **C.18.a - Value (excl. sponsor support):** $140857846.19
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TW6, C.4 - ISIN: US313385TW60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $286934280.82
- **C.18.a - Value (excl. sponsor support):** $286934280.82
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238592275.04
- **C.18.a - Value (excl. sponsor support):** $238592275.04
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $314596073.94
- **C.18.a - Value (excl. sponsor support):** $314596073.94
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $572704914.91
- **C.18.a - Value (excl. sponsor support):** $572704914.91
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $142885582.10
- **C.18.a - Value (excl. sponsor support):** $142885582.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119107849.92
- **C.18.a - Value (excl. sponsor support):** $119107849.92
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $237895378.36
- **C.18.a - Value (excl. sponsor support):** $237895378.36
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $475696651.61
- **C.18.a - Value (excl. sponsor support):** $475696651.61
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.4 - ISIN: US313385WE26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $237385553.13
- **C.18.a - Value (excl. sponsor support):** $237385553.13
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YD2, C.4 - ISIN: US313385YD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15685777.76
- **C.18.a - Value (excl. sponsor support):** $15685777.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397RS2, C.4 - ISIN: US313397RS23, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $238915500.00
- **C.18.a - Value (excl. sponsor support):** $238915500.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397RW3, C.4 - ISIN: US313397RW35, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $239913686.74
- **C.18.a - Value (excl. sponsor support):** $239913686.74
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EL6S8, C.4 - ISIN: US3133EL6S86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24886039.82
- **C.18.a - Value (excl. sponsor support):** $24886039.82
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EMPC0, C.4 - ISIN: US3133EMPC01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120078469.40
- **C.18.a - Value (excl. sponsor support):** $120078469.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENB66, C.4 - ISIN: US3133ENB665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18835653.44
- **C.18.a - Value (excl. sponsor support):** $18835653.44
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.975000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86719850.83
- **C.18.a - Value (excl. sponsor support):** $86719850.83
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14400806.69
- **C.18.a - Value (excl. sponsor support):** $14400806.69
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPNG6, C.4 - ISIN: US3133EPNG63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $111789646.19
- **C.18.a - Value (excl. sponsor support):** $111789646.19
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPPE9, C.4 - ISIN: US3133EPPE97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44483831.09
- **C.18.a - Value (excl. sponsor support):** $44483831.09
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQC2, C.4 - ISIN: US3133EPQC23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38909670.43
- **C.18.a - Value (excl. sponsor support):** $38909670.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99622211.80
- **C.18.a - Value (excl. sponsor support):** $99622211.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZY4, C.4 - ISIN: US3133EPZY42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23866088.45
- **C.18.a - Value (excl. sponsor support):** $23866088.45
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $196176082.88
- **C.18.a - Value (excl. sponsor support):** $196176082.88
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.980000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4C2, C.4 - ISIN: US3133ER4C26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77508326.60
- **C.18.a - Value (excl. sponsor support):** $77508326.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4E8, C.4 - ISIN: US3133ER4E81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87181748.17
- **C.18.a - Value (excl. sponsor support):** $87181748.17
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4P3, C.4 - ISIN: US3133ER4P39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100005070.00
- **C.18.a - Value (excl. sponsor support):** $100005070.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4W8, C.4 - ISIN: US3133ER4W89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169557262.50
- **C.18.a - Value (excl. sponsor support):** $169557262.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5B3, C.4 - ISIN: US3133ER5B34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121221714.19
- **C.18.a - Value (excl. sponsor support):** $121221714.19
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43703441.81
- **C.18.a - Value (excl. sponsor support):** $43703441.81
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.965000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6W6, C.4 - ISIN: US3133ER6W61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174215585.63
- **C.18.a - Value (excl. sponsor support):** $174215585.63
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124995078.75
- **C.18.a - Value (excl. sponsor support):** $124995078.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72650368.43
- **C.18.a - Value (excl. sponsor support):** $72650368.43
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBY6, C.4 - ISIN: US3133ERBY63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96422936.45
- **C.18.a - Value (excl. sponsor support):** $96422936.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.975000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREA5, C.4 - ISIN: US3133EREA50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144632218.33
- **C.18.a - Value (excl. sponsor support):** $144632218.33
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96410698.47
- **C.18.a - Value (excl. sponsor support):** $96410698.47
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.965000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGK1, C.4 - ISIN: US3133ERGK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96317059.55
- **C.18.a - Value (excl. sponsor support):** $96317059.55
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.150000%
- **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):** $145176570.63
- **C.18.a - Value (excl. sponsor support):** $145176570.63
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97004120.56
- **C.18.a - Value (excl. sponsor support):** $97004120.56
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKD2, C.4 - ISIN: US3133ERKD26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96630661.80
- **C.18.a - Value (excl. sponsor support):** $96630661.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48926527.76
- **C.18.a - Value (excl. sponsor support):** $48926527.76
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58005821.46
- **C.18.a - Value (excl. sponsor support):** $58005821.46
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.185000%
- **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):** $19014186.73
- **C.18.a - Value (excl. sponsor support):** $19014186.73
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ87, C.4 - ISIN: US3133ERQ870, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96704016.92
- **C.18.a - Value (excl. sponsor support):** $96704016.92
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144180413.56
- **C.18.a - Value (excl. sponsor support):** $144180413.56
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40019713.60
- **C.18.a - Value (excl. sponsor support):** $40019713.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.185000%
- **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):** $40076613.20
- **C.18.a - Value (excl. sponsor support):** $40076613.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17411256.41
- **C.18.a - Value (excl. sponsor support):** $17411256.41
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS69, C.4 - ISIN: US3133ERS694, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100004657.00
- **C.18.a - Value (excl. sponsor support):** $100004657.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38811842.54
- **C.18.a - Value (excl. sponsor support):** $38811842.54
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145244017.38
- **C.18.a - Value (excl. sponsor support):** $145244017.38
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUF6, C.4 - ISIN: US3133ERUF63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145205630.86
- **C.18.a - Value (excl. sponsor support):** $145205630.86
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58212747.54
- **C.18.a - Value (excl. sponsor support):** $58212747.54
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200131136.00
- **C.18.a - Value (excl. sponsor support):** $200131136.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48409454.94
- **C.18.a - Value (excl. sponsor support):** $48409454.94
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXA4, C.4 - ISIN: US3133ERXA40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $212914251.53
- **C.18.a - Value (excl. sponsor support):** $212914251.53
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.205000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $121051702.09
- **C.18.a - Value (excl. sponsor support):** $121051702.09
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETA23, C.4 - ISIN: US3133ETA235, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63009742.95
- **C.18.a - Value (excl. sponsor support):** $63009742.95
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-29
- **C.13 - Final Legal Maturity Date:** 2027-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBC0, C.4 - ISIN: US3133ETBC00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145209805.36
- **C.18.a - Value (excl. sponsor support):** $145209805.36
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.095000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBN6, C.4 - ISIN: US3133ETBN64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116109906.81
- **C.18.a - Value (excl. sponsor support):** $116109906.81
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280717583.05
- **C.18.a - Value (excl. sponsor support):** $280717583.05
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $241313964.03
- **C.18.a - Value (excl. sponsor support):** $241313964.03
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96806782.78
- **C.18.a - Value (excl. sponsor support):** $96806782.78
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $241889064.61
- **C.18.a - Value (excl. sponsor support):** $241889064.61
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209541057.81
- **C.18.a - Value (excl. sponsor support):** $209541057.81
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETG92, C.4 - ISIN: US3133ETG927, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69704320.01
- **C.18.a - Value (excl. sponsor support):** $69704320.01
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.940400%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETHD2, C.4 - ISIN: US3133ETHD29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62908322.93
- **C.18.a - Value (excl. sponsor support):** $62908322.93
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-19
- **C.13 - Final Legal Maturity Date:** 2027-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJC2, C.4 - ISIN: US3133ETJC28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38859393.49
- **C.18.a - Value (excl. sponsor support):** $38859393.49
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.095000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLP0, C.4 - ISIN: US3133ETLP03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116102666.82
- **C.18.a - Value (excl. sponsor support):** $116102666.82
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMS3, C.4 - ISIN: US3133ETMS33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115006972.45
- **C.18.a - Value (excl. sponsor support):** $115006972.45
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14500522.87
- **C.18.a - Value (excl. sponsor support):** $14500522.87
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNY9, C.4 - ISIN: US3133ETNY91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96651471.01
- **C.18.a - Value (excl. sponsor support):** $96651471.01
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.005000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96762792.29
- **C.18.a - Value (excl. sponsor support):** $96762792.29
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSK4, C.4 - ISIN: US3133ETSK43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95799747.09
- **C.18.a - Value (excl. sponsor support):** $95799747.09
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.955000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSR9, C.4 - ISIN: US3133ETSR95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $231712104.01
- **C.18.a - Value (excl. sponsor support):** $231712104.01
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96718552.86
- **C.18.a - Value (excl. sponsor support):** $96718552.86
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUK1, C.4 - ISIN: US3133ETUK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48362696.71
- **C.18.a - Value (excl. sponsor support):** $48362696.71
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWY9, C.4 - ISIN: US3133ETWY90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $433880443.25
- **C.18.a - Value (excl. sponsor support):** $433880443.25
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.160000%
- **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):** $24104597.32
- **C.18.a - Value (excl. sponsor support):** $24104597.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY27, C.4 - ISIN: US3133ETY276, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120511682.48
- **C.18.a - Value (excl. sponsor support):** $120511682.48
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYK7, C.4 - ISIN: US3133ETYK78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144119150.89
- **C.18.a - Value (excl. sponsor support):** $144119150.89
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144822643.82
- **C.18.a - Value (excl. sponsor support):** $144822643.82
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $153844503.57
- **C.18.a - Value (excl. sponsor support):** $153844503.57
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $61041975.32
- **C.18.a - Value (excl. sponsor support):** $61041975.32
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **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):** $130694913.55
- **C.18.a - Value (excl. sponsor support):** $130694913.55
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $60022930.80
- **C.18.a - Value (excl. sponsor support):** $60022930.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **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):** $68643669.39
- **C.18.a - Value (excl. sponsor support):** $68643669.39
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $65828426.92
- **C.18.a - Value (excl. sponsor support):** $65828426.92
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.315000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB2D2, C.4 - ISIN: US3134HB2D22, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240300469.18
- **C.18.a - Value (excl. sponsor support):** $240300469.18
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB2E0, C.4 - ISIN: US3134HB2E05, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $168673329.10
- **C.18.a - Value (excl. sponsor support):** $168673329.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3N9, C.4 - ISIN: US3134HB3N94, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $239694346.34
- **C.18.a - Value (excl. sponsor support):** $239694346.34
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100364577.15
- **C.18.a - Value (excl. sponsor support):** $100364577.15
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB4C2, C.4 - ISIN: US3134HB4C21, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240863837.73
- **C.18.a - Value (excl. sponsor support):** $240863837.73
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB6V8, C.4 - ISIN: US3134HB6V83, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240491507.00
- **C.18.a - Value (excl. sponsor support):** $240491507.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-12-16
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB6W6, C.4 - ISIN: US3134HB6W66, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241093540.93
- **C.18.a - Value (excl. sponsor support):** $241093540.93
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $169666448.16
- **C.18.a - Value (excl. sponsor support):** $169666448.16
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBP54, C.4 - ISIN: US3134HBP547, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240057559.92
- **C.18.a - Value (excl. sponsor support):** $240057559.92
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.165000%
- **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):** $120602374.61
- **C.18.a - Value (excl. sponsor support):** $120602374.61
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $144819626.19
- **C.18.a - Value (excl. sponsor support):** $144819626.19
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBR52, C.4 - ISIN: US3134HBR527, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241322276.44
- **C.18.a - Value (excl. sponsor support):** $241322276.44
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-10-19
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBR86, C.4 - ISIN: US3134HBR865, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $337719595.20
- **C.18.a - Value (excl. sponsor support):** $337719595.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBS77, C.4 - ISIN: US3134HBS772, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $192996268.61
- **C.18.a - Value (excl. sponsor support):** $192996268.61
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $144056093.42
- **C.18.a - Value (excl. sponsor support):** $144056093.42
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU90, C.4 - ISIN: US3134HBU901, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $144453238.75
- **C.18.a - Value (excl. sponsor support):** $144453238.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBV24, C.4 - ISIN: US3134HBV248, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241108388.50
- **C.18.a - Value (excl. sponsor support):** $241108388.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $72566471.03
- **C.18.a - Value (excl. sponsor support):** $72566471.03
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAD1, C.4 - ISIN: US3134HCAD13, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240869342.04
- **C.18.a - Value (excl. sponsor support):** $240869342.04
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAE9, C.4 - ISIN: US3134HCAE95, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240483835.20
- **C.18.a - Value (excl. sponsor support):** $240483835.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAN9, C.4 - ISIN: US3134HCAN94, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241017454.59
- **C.18.a - Value (excl. sponsor support):** $241017454.59
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589PZ0, C.4 - ISIN: US313589PZ08, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $241604932.14
- **C.18.a - Value (excl. sponsor support):** $241604932.14
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 197: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589SD6, C.4 - ISIN: US313589SD68, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $143886304.15
- **C.18.a - Value (excl. sponsor support):** $143886304.15
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 198: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589SL8, C.4 - ISIN: US313589SL84, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $239574741.13
- **C.18.a - Value (excl. sponsor support):** $239574741.13
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $96656337.12
- **C.18.a - Value (excl. sponsor support):** $96656337.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $42519478.60
- **C.18.a - Value (excl. sponsor support):** $42519478.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.185000%
- **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):** $239342237.01
- **C.18.a - Value (excl. sponsor support):** $239342237.01
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $113040777.18
- **C.18.a - Value (excl. sponsor support):** $113040777.18
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.190000%
- **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):** $100669894.86
- **C.18.a - Value (excl. sponsor support):** $100669894.86
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.190000%
- **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):** $140729297.17
- **C.18.a - Value (excl. sponsor support):** $140729297.17
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.190000%
- **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):** $53020770.70
- **C.18.a - Value (excl. sponsor support):** $53020770.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: RIVERSIDE HOME LENDING

- **C.1 - Title:** TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 769141AA0, C.4 - ISIN: US769141AA08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77300000.00
- **C.18.a - Value (excl. sponsor support):** $77300000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2061-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: AVENTURA BORROWERS

- **C.1 - Title:** TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 78437YAA2, C.4 - ISIN: US78437YAA29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48300000.00
- **C.18.a - Value (excl. sponsor support):** $48300000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248330537.49
- **C.18.a - Value (excl. sponsor support):** $248330537.49
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $80227457.58
- **C.18.a - Value (excl. sponsor support):** $80227457.58
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29205763.58
- **C.18.a - Value (excl. sponsor support):** $29205763.58
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145261358.24
- **C.18.a - Value (excl. sponsor support):** $145261358.24
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286X3, C.4 - ISIN: US9128286X38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $73101444.71
- **C.18.a - Value (excl. sponsor support):** $73101444.71
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65099963.67
- **C.18.a - Value (excl. sponsor support):** $65099963.67
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $143047239.88
- **C.18.a - Value (excl. sponsor support):** $143047239.88
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35259992.23
- **C.18.a - Value (excl. sponsor support):** $35259992.23
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $32414343.83
- **C.18.a - Value (excl. sponsor support):** $32414343.83
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $42670167.81
- **C.18.a - Value (excl. sponsor support):** $42670167.81
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $291600000.00
- **C.18.a - Value (excl. sponsor support):** $291600000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $417726577.32
- **C.18.a - Value (excl. sponsor support):** $417726577.32
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $130722142.00
- **C.18.a - Value (excl. sponsor support):** $130722142.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $179022493.79
- **C.18.a - Value (excl. sponsor support):** $179022493.79
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64362355.20
- **C.18.a - Value (excl. sponsor support):** $64362355.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $222603455.44
- **C.18.a - Value (excl. sponsor support):** $222603455.44
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $489224250.22
- **C.18.a - Value (excl. sponsor support):** $489224250.22
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394377545.42
- **C.18.a - Value (excl. sponsor support):** $394377545.42
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $138762469.11
- **C.18.a - Value (excl. sponsor support):** $138762469.11
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $373080989.20
- **C.18.a - Value (excl. sponsor support):** $373080989.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $173279584.21
- **C.18.a - Value (excl. sponsor support):** $173279584.21
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $102001754.40
- **C.18.a - Value (excl. sponsor support):** $102001754.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGL9, C.4 - ISIN: US91282CGL90, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48020301.60
- **C.18.a - Value (excl. sponsor support):** $48020301.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142356340.48
- **C.18.a - Value (excl. sponsor support):** $142356340.48
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $308131399.99
- **C.18.a - Value (excl. sponsor support):** $308131399.99
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55366223.36
- **C.18.a - Value (excl. sponsor support):** $55366223.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $58127115.02
- **C.18.a - Value (excl. sponsor support):** $58127115.02
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79800000.00
- **C.18.a - Value (excl. sponsor support):** $79800000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $480963020.05
- **C.18.a - Value (excl. sponsor support):** $480963020.05
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.025400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $448436329.36
- **C.18.a - Value (excl. sponsor support):** $448436329.36
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149679296.97
- **C.18.a - Value (excl. sponsor support):** $149679296.97
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $270475977.60
- **C.18.a - Value (excl. sponsor support):** $270475977.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $257363195.78
- **C.18.a - Value (excl. sponsor support):** $257363195.78
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $457748576.59
- **C.18.a - Value (excl. sponsor support):** $457748576.59
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.930400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $165807141.01
- **C.18.a - Value (excl. sponsor support):** $165807141.01
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $574548465.15
- **C.18.a - Value (excl. sponsor support):** $574548465.15
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 244: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $181912069.87
- **C.18.a - Value (excl. sponsor support):** $181912069.87
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.962400%
- **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):** $117417757.93
- **C.18.a - Value (excl. sponsor support):** $117417757.93
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $161374814.66
- **C.18.a - Value (excl. sponsor support):** $161374814.66
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63714019.29
- **C.18.a - Value (excl. sponsor support):** $63714019.29
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 248: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.985400%
- **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):** $250676455.56
- **C.18.a - Value (excl. sponsor support):** $250676455.56
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 249: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84200238.07
- **C.18.a - Value (excl. sponsor support):** $84200238.07
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.878400%
- **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):** $175355758.31
- **C.18.a - Value (excl. sponsor support):** $175355758.31
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 251: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.940400%
- **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):** $559359932.80
- **C.18.a - Value (excl. sponsor support):** $559359932.80
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.939400%
- **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):** $327626182.30
- **C.18.a - Value (excl. sponsor support):** $327626182.30
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C2DQ3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C2DQ3
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FREMF MTG TR 2021-KF109        CS     20310325 FLT | 2031-03-25      | 10.4519% | 0.0000% | $23715000.00       | $6931504.08        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-05-25      | 5.5000%  | 0.0000% | $5000000.00        | $3250535.15        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-09-25      | 5.0000%  | 0.0000% | $67182976.00       | $61125370.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 KF                                   | 2055-05-20      | 5.2989%  | 0.0000% | $72450400.00       | $70612468.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 YF                                   | 2054-01-20      | 5.2489%  | 0.0000% | $100000000.00      | $43743118.81       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J29       A-2    20271125 1.4 | 2027-11-25      | 1.4090%  | 0.0000% | $50000000.00       | $26164616.65       | Agency Collateralized Mortgage Obligation |
| FNRM RC089MC R15F089                               | 2042-03-25      | 2.7500%  | 0.0000% | $25000000.00       | $2542871.83        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.3218%  | 0.0000% | $66055552.00       | $56749219.14       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2035-09-25      | 0.0000%  | 0.0000% | $2727162.00        | $111658.12         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2046-07-25      | 2.0000%  | 0.0000% | $3173520.00        | $2591848.69        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-04-25      | 4.5000%  | 0.0000% | $53197632.00       | $49032023.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 FA                                   | 2053-04-20      | 4.9489%  | 0.0000% | $100000000.00      | $56384920.13       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-05-25      | 5.5000%  | 0.0000% | $21798000.00       | $13250954.60       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-07-25      | 5.5718%  | 0.0000% | $77702656.00       | $57217423.53       | Agency Collateralized Mortgage Obligation |

### Security 254: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.980000%
- **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: ARP1CATO3, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1CATO3
- **C.18 - Value (incl. sponsor support):** $363000000.00
- **C.18.a - Value (excl. sponsor support):** $363000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 | 2031-11-30      | 4.1250%  | 0.0000% | $19589900.00       | $20461642.52       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $200.00            | $205.90            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $1943800.00        | $1975670.16        | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLDF1280   | 2055-10-01      | 6.0000%  | 0.0000% | $1044303.00        | $1077310.06        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0386   | 2054-02-01      | 6.0000%  | 0.0000% | $23220083.00       | $20246587.14       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1086   | 2054-06-01      | 6.5000%  | 0.0000% | $12070560.00       | $10859662.89       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9031   | 2054-07-01      | 6.0000%  | 0.0000% | $1240191.00        | $1126172.69        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1891   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1016.18           | Agency Mortgage-Backed Securities         |
| GNII SF DK2253 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1067743.00        | $1113459.78        | Agency Mortgage-Backed Securities         |
| GNII SF DK6573 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1362878.00        | $1421155.60        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6241   | 2055-10-01      | 4.0000%  | 0.0000% | $2511644.00        | $2394762.86        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $19026000.00       | $19693247.22       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $12542000.00       | $11947113.61       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $2823300.00        | $3601187.55        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD6042   | 2054-08-01      | 5.5000%  | 0.0000% | $14999000.00       | $13787134.01       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5450   | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $228.81            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $1022.00           | $142.33            | Agency Mortgage-Backed Securities         |
| GNII RG CM1041 C       | 2046-12-20      | 3.0000%  | 0.0000% | $1375.00           | $889.30            | Agency Mortgage-Backed Securities         |
| GNII SF DL3584 C       | 2055-08-20      | 6.5000%  | 0.0000% | $953009.00         | $994883.39         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6245   | 2055-10-01      | 4.0000%  | 0.0000% | $2587784.00        | $2476226.78        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1152   | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $905.59            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQI8408   | 2054-06-01      | 4.5000%  | 0.0000% | $1092627.00        | $1004323.57        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $467500.00         | $327440.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $1200.00           | $869.79            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $92.03             | U.S. Treasuries (including strips)        |
| FNMS 06.000 CL745802   | 2036-07-01      | 6.0000%  | 0.0000% | $1378.00           | $36.69             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5420   | 2054-07-01      | 5.5000%  | 0.0000% | $8696610.00        | $7434856.31        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3262   | 2054-09-01      | 6.0000%  | 0.0000% | $1015.00           | $930.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3057   | 2052-03-01      | 3.0000%  | 0.0000% | $1024.00           | $746.28            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI0978   | 2054-03-01      | 5.5000%  | 0.0000% | $550541.00         | $516860.54         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI6909   | 2054-06-01      | 5.0000%  | 0.0000% | $220325.00         | $193054.55         | Agency Mortgage-Backed Securities         |
| GNII SF MB0487 M       | 2055-07-20      | 6.5000%  | 0.0000% | $144442534.00      | $147860516.69      | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3611   | 2034-03-01      | 4.0000%  | 0.0000% | $1017.00           | $76.00             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $454017.00         | $338417.60         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $1477200.00        | $1569738.71        | U.S. Treasuries (including strips)        |
| GNII SP 783656 M       | 2042-05-20      | 4.0000%  | 0.0000% | $1009.00           | $57.67             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7797   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.20           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI7798   | 2054-05-01      | 5.5000%  | 0.0000% | $2217308.00        | $2199300.22        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3593 C       | 2055-04-20      | 6.5000%  | 0.0000% | $3169161.00        | $3296128.08        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX1941   | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $911.41            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6429   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $894.31            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8088   | 2055-04-01      | 6.0000%  | 0.0000% | $1010.00           | $1049.80           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $102400.00         | $137922.03         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $1100.00           | $1098.67           | U.S. Treasuries (including strips)        |
| GNII SF DL1235 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1504330.00        | $1569009.76        | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $2000.00           | $213.60            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2759   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $643.77            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0446   | 2054-05-01      | 6.0000%  | 0.0000% | $66602255.00       | $65709293.70       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5920   | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8716   | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $848.01            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $174400.00         | $153541.51         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $900.00            | $907.12            | U.S. Treasuries (including strips)        |
| GNRA 2025-062 FE       | 2055-04-20      | 5.1489%  | 0.0000% | $16885683.00       | $16339167.63       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $99000.00          | $101367.97         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $200.00            | $198.56            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $100.00            | $99.28             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $243400.00         | $320010.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $1000.00           | $1023.20           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $103.11            | U.S. Treasuries (including strips)        |
| FNMS 03.000 CLFM9242   | 2051-10-01      | 3.0000%  | 0.0000% | $1024.00           | $642.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5296   | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $848.12            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $214000.00         | $130514.20         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4699   | 2052-08-01      | 3.5000%  | 0.0000% | $1853000.00        | $1420515.33        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1771   | 2054-06-01      | 5.5000%  | 0.0000% | $6869312.00        | $5673831.10        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $69.53             | U.S. Treasuries (including strips)        |
| GNII SF DL4894 C       | 2055-08-20      | 6.5000%  | 0.0000% | $683295.00         | $712303.48         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8722   | 2054-06-01      | 6.5000%  | 0.0000% | $2427615.00        | $2065274.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6385   | 2054-08-01      | 5.0000%  | 0.0000% | $2333240.00        | $2009831.23        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $590100.00         | $586677.42         | U.S. Treasuries (including strips)        |

### Security 255: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CFJF2, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CFJF2
- **C.18 - Value (incl. sponsor support):** $1069000000.00
- **C.18.a - Value (excl. sponsor support):** $1069000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 | 2033-02-15      | 3.5000%  | 0.0000% | $236400.00         | $234595.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $47385300.00       | $49180827.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $206373100.00      | $211312279.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $32788900.00       | $31251057.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $114889300.00      | $116232131.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $200000000.00      | $199269478.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $134346000.00      | $133319390.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $179200000.00      | $181782223.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $150000000.00      | $149043151.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $2256000.00        | $2332799.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $20637800.00       | $20750906.55       | U.S. Treasuries (including strips) |

### Security 256: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.960000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CH8D5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CH8D5
- **C.18 - Value (incl. sponsor support):** $316000000.00
- **C.18.a - Value (excl. sponsor support):** $316000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $69776000.00       | $73596521.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $242926600.00      | $249999926.82      | U.S. Treasuries (including strips) |

### Security 257: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.070000%
- **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: ARP1CIYP7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CIYP7
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DK7315 C       | 2055-06-20      | 6.5000%  | 0.0000% | $766778.00         | $812289.81         | Agency Mortgage-Backed Securities  |
| GNII SF DD1695 C       | 2054-07-20      | 7.0000%  | 0.0000% | $1721946.00        | $1807065.21        | Agency Mortgage-Backed Securities  |
| GNMI SF 723058 X       | 2040-06-15      | 5.0000%  | 0.0000% | $32734.00          | $5599.60           | Agency Mortgage-Backed Securities  |
| GNMI SP 783673 X       | 2042-09-15      | 3.0000%  | 0.0000% | $50000000.00       | $4466353.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CIRR0012   | 2040-06-01      | 6.5000%  | 0.0000% | $13510.00          | $11549.55          | Agency Mortgage-Backed Securities  |
| GNMI SP 786470 X       | 2040-11-15      | 5.0000%  | 0.0000% | $750000.00         | $560625.22         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS6393   | 2038-10-01      | 6.0000%  | 0.0000% | $1898670.00        | $1352900.68        | Agency Mortgage-Backed Securities  |
| GNII SF DI5724 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1914012.00        | $2023290.81        | Agency Mortgage-Backed Securities  |
| GNII JM MB0451 M       | 2040-07-20      | 5.0000%  | 0.0000% | $884554.00         | $859008.51         | Agency Mortgage-Backed Securities  |
| GNII SF MB0022 M       | 2054-10-20      | 3.5000%  | 0.0000% | $305043.00         | $273541.09         | Agency Mortgage-Backed Securities  |
| GNII SF DO2104 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1290310.00        | $1351274.93        | Agency Mortgage-Backed Securities  |
| GNII SF DI4560 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2640172.00        | $2790099.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNFA3668   | 2035-11-01      | 4.0000%  | 0.0000% | $8934176.00        | $8880669.22        | Agency Mortgage-Backed Securities  |
| GNII SF MB0150 M       | 2054-12-20      | 7.0000%  | 0.0000% | $84178.00          | $49919.72          | Agency Mortgage-Backed Securities  |
| GNII SF MB0460 M       | 2040-07-20      | 6.0000%  | 0.0000% | $2194680.00        | $2218824.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3757   | 2055-11-01      | 5.5000%  | 0.0000% | $60419712.00       | $61646292.57       | Agency Mortgage-Backed Securities  |
| GNII SF CJ6920 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1294220.00        | $1320471.29        | Agency Mortgage-Backed Securities  |
| GNII SF CI1248 C       | 2051-12-20      | 2.5000%  | 0.0000% | $7555304.00        | $5002857.28        | Agency Mortgage-Backed Securities  |
| GNII SF CT3929 C       | 2053-03-20      | 6.0000%  | 0.0000% | $24315.00          | $24868.32          | Agency Mortgage-Backed Securities  |
| GNII JM MA6811 M       | 2050-08-20      | 3.5000%  | 0.0000% | $630778.00         | $104283.96         | Agency Mortgage-Backed Securities  |
| GNII ET DO0104 C       | 2065-10-20      | 3.0000%  | 0.0000% | $685981.00         | $614670.53         | Agency Mortgage-Backed Securities  |
| GNII SF CX0274 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1069988.00        | $852657.52         | Agency Mortgage-Backed Securities  |
| GNII SF CR5904 C       | 2053-01-20      | 4.5000%  | 0.0000% | $1481136.00        | $1182123.11        | Agency Mortgage-Backed Securities  |
| GNII SF DF7401 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1776856.00        | $1526543.22        | Agency Mortgage-Backed Securities  |
| GNII ET DG6444 C       | 2065-09-20      | 6.5000%  | 0.0000% | $505681.00         | $523998.28         | Agency Mortgage-Backed Securities  |
| GNMI SF AX2595 X       | 2047-08-15      | 3.0000%  | 0.0000% | $116486.00         | $49330.07          | Agency Mortgage-Backed Securities  |
| GNII ET CZ2599 C       | 2063-12-20      | 8.0000%  | 0.0000% | $357203.00         | $372814.34         | Agency Mortgage-Backed Securities  |
| GNII SF DF9826 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1142914.00        | $749389.02         | Agency Mortgage-Backed Securities  |
| GNII ET DN3065 C       | 2065-10-20      | 4.5000%  | 0.0000% | $242778.00         | $237738.81         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC1450   | 2046-07-01      | 3.0000%  | 0.0000% | $4225000.00        | $947462.08         | Agency Mortgage-Backed Securities  |
| GNII SF MA5082 M       | 2048-03-20      | 6.0000%  | 0.0000% | $46000.00          | $5498.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0249   | 2058-01-01      | 3.5000%  | 0.0000% | $85250000.00       | $29323239.03       | Agency Mortgage-Backed Securities  |
| GNII JM MA6212 M       | 2049-10-20      | 4.5000%  | 0.0000% | $4888544.00        | $1021321.41        | Agency Mortgage-Backed Securities  |
| GNII ET DF0836 C       | 2064-06-20      | 7.5000%  | 0.0000% | $93556.00          | $96672.39          | Agency Mortgage-Backed Securities  |
| GNII SF DH6882 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1076304.00        | $1116771.09        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1855 C       | 2055-05-20      | 6.5000%  | 0.0000% | $3023660.00        | $3147542.35        | Agency Mortgage-Backed Securities  |
| GNII SF DK1877 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $1170719.59        | Agency Mortgage-Backed Securities  |
| GNII SP 787353 C       | 2054-02-20      | 6.5000%  | 0.0000% | $966069.00         | $737979.45         | Agency Mortgage-Backed Securities  |
| GNII EP 788066 C       | 2065-07-20      | 4.0000%  | 0.0000% | $140495104.00      | $126714769.47      | Agency Mortgage-Backed Securities  |
| GNII SP 785667 C       | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $60080.83          | Agency Mortgage-Backed Securities  |
| GNPL PN CY1383         | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $22958.18          | Agency Mortgage-Backed Securities  |
| GNII SF DO2090 C       | 2055-10-20      | 6.5000%  | 0.0000% | $14774.00          | $15450.17          | Agency Mortgage-Backed Securities  |
| GNII ET DI6068 C       | 2065-04-20      | 2.0000%  | 0.0000% | $311138.00         | $243614.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0120   | 2055-03-01      | 5.5000%  | 0.0000% | $1228018.00        | $1229058.48        | Agency Mortgage-Backed Securities  |
| GNII SF MA8047 M       | 2052-05-20      | 5.0000%  | 0.0000% | $184350.00         | $122330.81         | Agency Mortgage-Backed Securities  |
| GNMI SP 785994 X       | 2052-02-15      | 4.0000%  | 0.0000% | $2346440.00        | $1506683.85        | Agency Mortgage-Backed Securities  |
| GNII SF DH3288 C       | 2055-02-20      | 5.5000%  | 0.0000% | $739631.00         | $523959.76         | Agency Mortgage-Backed Securities  |
| GNII SF CX6864 C       | 2053-09-20      | 6.5000%  | 0.0000% | $4964976.00        | $4260340.85        | Agency Mortgage-Backed Securities  |
| GNII SP 786862 C       | 2052-02-20      | 3.0000%  | 0.0000% | $3000000.00        | $2140144.48        | Agency Mortgage-Backed Securities  |
| GNII SF DD1691 C       | 2054-07-20      | 7.0000%  | 0.0000% | $20743968.00       | $19122614.59       | Agency Mortgage-Backed Securities  |
| GNII SF MA8767 M       | 2037-01-20      | 3.5000%  | 0.0000% | $474955.00         | $335615.64         | Agency Mortgage-Backed Securities  |
| GNII SF DL4847 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1144460.00        | $1195987.16        | Agency Mortgage-Backed Securities  |
| GNII SF DL5306 C       | 2055-11-20      | 5.5000%  | 0.0000% | $6099960.00        | $6229828.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV8545   | 2052-05-01      | 3.5000%  | 0.0000% | $723000.00         | $436773.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIDC7416   | 2039-11-01      | 4.0000%  | 0.0000% | $2018904.00        | $844931.51         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0278   | 2055-06-01      | 6.5000%  | 0.0000% | $15081632.00       | $15241056.93       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3573   | 2055-08-01      | 6.5000%  | 0.0000% | $1402530.00        | $1469154.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3989   | 2040-08-01      | 6.0000%  | 0.0000% | $1180908.00        | $1224948.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7792   | 2054-08-01      | 6.0000%  | 0.0000% | $3100000.00        | $2197080.53        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4984   | 2052-08-01      | 3.0000%  | 0.0000% | $2566000.00        | $1840478.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5797   | 2040-08-01      | 3.5000%  | 0.0000% | $1350418.00        | $1293909.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5520   | 2053-01-01      | 4.5000%  | 0.0000% | $9705700.00        | $7897343.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7408   | 2053-10-01      | 6.0000%  | 0.0000% | $6360096.00        | $5979797.30        | Agency Mortgage-Backed Securities  |
| GNII SF DG4217 C       | 2055-02-20      | 5.5000%  | 0.0000% | $9789600.00        | $6996834.91        | Agency Mortgage-Backed Securities  |
| GNII SF MA7588 M       | 2051-09-20      | 2.0000%  | 0.0000% | $11337344.00       | $6604873.58        | Agency Mortgage-Backed Securities  |
| GNII SF MA8649 M       | 2053-01-20      | 6.0000%  | 0.0000% | $1600000.00        | $867249.10         | Agency Mortgage-Backed Securities  |
| GNII JM MA7928 M       | 2052-03-20      | 3.0000%  | 0.0000% | $2439564.00        | $1608558.19        | Agency Mortgage-Backed Securities  |
| GNII BD CZ6895 C       | 2054-01-20      | 7.0000%  | 0.0000% | $2162960.00        | $997629.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA7830 M       | 2052-01-20      | 4.0000%  | 0.0000% | $203710.00         | $130052.16         | Agency Mortgage-Backed Securities  |
| GNII SF MA6512 M       | 2035-03-20      | 2.5000%  | 0.0000% | $600000.00         | $102876.31         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ0440   | 2055-08-01      | 6.5000%  | 0.0000% | $1697100.00        | $1790648.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ3811   | 2055-09-01      | 6.5000%  | 0.0000% | $7833304.00        | $8164457.72        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS4329   | 2034-02-01      | 1.9500%  | 0.0000% | $6000000.00        | $5057925.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS7704   | 2031-08-01      | 2.5000%  | 0.0000% | $235000.00         | $31781.44          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7577   | 2027-12-01      | 3.1900%  | 0.0000% | $1100000.00        | $936296.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWAS5515   | 2030-06-01      | 3.5000%  | 0.0000% | $2806756.00        | $234119.19         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8108   | 2036-06-01      | 2.5000%  | 0.0000% | $1085000.00        | $479355.39         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA8720   | 2053-04-01      | 4.0000%  | 0.0000% | $674317.00         | $487407.47         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08741 G   | 2047-01-01      | 3.0000%  | 0.0000% | $55000.00          | $10372.72          | Agency Mortgage-Backed Securities  |
| GNMI SP 785441 X       | 2050-07-15      | 2.5000%  | 0.0000% | $8796784.00        | $3759370.97        | Agency Mortgage-Backed Securities  |
| GNAR AR 080123 M       | 2027-10-20      | 4.7500%  | 0.0000% | $17711080.00       | $5073.92           | Agency Mortgage-Backed Securities  |
| GNMI SF 708225 X       | 2039-02-15      | 5.0000%  | 0.0000% | $1000000.00        | $11451.86          | Agency Mortgage-Backed Securities  |
| GNMI SP 781210 X       | 2029-09-15      | 6.5000%  | 0.0000% | $6868992.00        | $6563.44           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4017   | 2040-05-01      | 3.0000%  | 0.0000% | $44000.00          | $11891.92          | Agency Mortgage-Backed Securities  |
| GNII ET DN3710 C       | 2065-11-20      | 6.5000%  | 0.0000% | $20500000.00       | $21242592.00       | Agency Mortgage-Backed Securities  |
| GNII ET DN4304 C       | 2065-03-20      | 4.5000%  | 0.0000% | $476741.00         | $467236.21         | Agency Mortgage-Backed Securities  |
| GNII SF DM3898 C       | 2055-09-20      | 6.5000%  | 0.0000% | $753243.00         | $792307.55         | Agency Mortgage-Backed Securities  |
| GNII SF DN0814 C       | 2055-10-20      | 6.0000%  | 0.0000% | $15174592.00       | $15798318.05       | Agency Mortgage-Backed Securities  |
| GNII SF DM3589 C       | 2055-10-20      | 6.5000%  | 0.0000% | $4100192.00        | $4287271.64        | Agency Mortgage-Backed Securities  |
| GNII SF DM7896 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1283116.00        | $1345275.64        | Agency Mortgage-Backed Securities  |
| GNII SF DM3437 C       | 2055-09-20      | 6.5000%  | 0.0000% | $5225784.00        | $5452430.74        | Agency Mortgage-Backed Securities  |
| GNII SF MA5081 M       | 2048-03-20      | 5.5000%  | 0.0000% | $5729848.00        | $688738.25         | Agency Mortgage-Backed Securities  |
| GNII JM MA5975 M       | 2048-01-20      | 3.0000%  | 0.0000% | $1505712.00        | $34163.04          | Agency Mortgage-Backed Securities  |
| GNII SF MB0682 M       | 2055-10-20      | 3.5000%  | 0.0000% | $177553920.00      | $163359365.93      | Agency Mortgage-Backed Securities  |
| GNII SF DI8319 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1440286.00        | $1496186.43        | Agency Mortgage-Backed Securities  |
| GNMI SF AD6349 X       | 2047-12-15      | 3.0000%  | 0.0000% | $671353.00         | $320074.46         | Agency Mortgage-Backed Securities  |
| GNAR AT MB0760 M       | 2055-11-20      | 3.5000%  | 0.0000% | $2923408.00        | $2879586.11        | Agency Mortgage-Backed Securities  |
| GNII SF CV0624 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1079666.00        | $1104052.44        | Agency Mortgage-Backed Securities  |
| GNII SF CX6597 C       | 2053-10-20      | 7.0000%  | 0.0000% | $6823584.00        | $6029094.82        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBV6255   | 2055-11-01      | 7.0000%  | 0.0000% | $2520650.00        | $2694938.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5578   | 2052-05-01      | 3.0000%  | 0.0000% | $1400000.00        | $1022136.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8637   | 2055-05-01      | 5.5000%  | 0.0000% | $4072660.00        | $4141526.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0987   | 2055-06-01      | 6.5000%  | 0.0000% | $11647300.00       | $10321894.96       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3386   | 2029-07-01      | 2.7400%  | 0.0000% | $4000000.00        | $3855052.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5163   | 2053-10-01      | 4.5000%  | 0.0000% | $5889064.00        | $5153864.37        | Agency Mortgage-Backed Securities  |
| GNII SF MA4450 M       | 2047-05-20      | 3.0000%  | 0.0000% | $13294832.00       | $1891525.17        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF6570   | 2055-12-01      | 7.0000%  | 0.0000% | $1756956.00        | $1858678.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5875   | 2055-11-01      | 3.5000%  | 0.0000% | $1737620.00        | $1611931.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1950   | 2052-05-01      | 4.0000%  | 0.0000% | $75000.00          | $52417.56          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9777   | 2051-12-01      | 3.0000%  | 0.0000% | $1397800.00        | $918172.18         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFM8134   | 2041-07-01      | 2.5000%  | 0.0000% | $1200000.00        | $775718.30         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS7450   | 2033-01-01      | 5.0650%  | 0.0000% | $4984000.00        | $5248544.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX5785   | 2053-01-01      | 6.5000%  | 0.0000% | $1155510.00        | $872817.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB4281   | 2052-05-01      | 3.0000%  | 0.0000% | $5900000.00        | $4426018.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6526   | 2055-07-01      | 6.0000%  | 0.0000% | $1462130.00        | $1363425.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBM3579   | 2030-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $347222.53         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL1185   | 2034-02-01      | 3.9000%  | 0.0000% | $2776500.00        | $2725356.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA6028   | 2054-04-01      | 5.5000%  | 0.0000% | $423961.00         | $423028.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQAQ7864   | 2032-12-01      | 3.5000%  | 0.0000% | $1600000.00        | $135645.48         | Agency Mortgage-Backed Securities  |
| GNMI SF 723437 X       | 2039-11-15      | 5.0000%  | 0.0000% | $352491.00         | $11184.03          | Agency Mortgage-Backed Securities  |
| GNII RG CN9958 C       | 2048-06-20      | 3.5000%  | 0.0000% | $200000.00         | $91634.61          | Agency Mortgage-Backed Securities  |
| GNMI SF BF1113 X       | 2048-01-15      | 5.0000%  | 0.0000% | $199721.00         | $25389.66          | Agency Mortgage-Backed Securities  |
| GNII SF BX4932 C       | 2050-08-20      | 2.5000%  | 0.0000% | $1788732.00        | $1029592.72        | Agency Mortgage-Backed Securities  |
| GNII SF BS7620 C       | 2050-06-20      | 3.0000%  | 0.0000% | $1400546.00        | $892612.18         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4209   | 2050-12-01      | 1.5000%  | 0.0000% | $3777000.00        | $2112189.76        | Agency Mortgage-Backed Securities  |
| GNII JM MA5517 M       | 2048-09-20      | 3.5000%  | 0.0000% | $4160984.00        | $129619.42         | Agency Mortgage-Backed Securities  |
| GNII SF MA5907 M       | 2034-04-20      | 4.5000%  | 0.0000% | $254859.00         | $66457.56          | Agency Mortgage-Backed Securities  |
| GNII SF MA5650 M       | 2048-12-20      | 3.5000%  | 0.0000% | $179000.00         | $21153.86          | Agency Mortgage-Backed Securities  |
| GNII SF DH6199 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1443466.00        | $1322364.37        | Agency Mortgage-Backed Securities  |
| GNAR AF MA1851 M       | 2044-04-20      | 5.5000%  | 0.0000% | $75004800.00       | $1094778.93        | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M       | 2053-05-20      | 4.5000%  | 0.0000% | $2553800.00        | $2402150.75        | Agency Mortgage-Backed Securities  |
| GNMI SF 744018 X       | 2041-01-15      | 5.0000%  | 0.0000% | $723417.00         | $6385.98           | Agency Mortgage-Backed Securities  |
| GNII SF CR3703 C       | 2052-11-20      | 3.5000%  | 0.0000% | $1524848.00        | $515221.03         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ3853   | 2055-09-01      | 6.5000%  | 0.0000% | $9801360.00        | $10214005.79       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888494   | 2035-09-01      | 7.1850%  | 0.0000% | $3396000.00        | $30414.63          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB922884   | 2037-02-01      | 6.4050%  | 0.0000% | $819999.00         | $9453.57           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0904   | 2055-12-01      | 5.5000%  | 0.0000% | $1348994.00        | $1383923.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3775   | 2055-11-01      | 5.5000%  | 0.0000% | $11941264.00       | $12264394.60       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYAN9915   | 2033-08-01      | 3.7900%  | 0.0000% | $5000000.00        | $4727134.24        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3683   | 2032-05-01      | 4.3500%  | 0.0000% | $10918000.00       | $11068914.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0249   | 2055-06-01      | 5.5000%  | 0.0000% | $3752372.00        | $3404769.90        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HY109645   | 2030-09-01      | 3.7300%  | 0.0000% | $10312000.00       | $10166430.65       | Agency Mortgage-Backed Securities  |
| GNII SF MA8946 M       | 2053-06-20      | 4.5000%  | 0.0000% | $26546592.00       | $22341489.01       | Agency Mortgage-Backed Securities  |
| GNII JM MA7303 M       | 2051-04-20      | 2.0000%  | 0.0000% | $2415000.00        | $1359269.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U3BF0231   | 2042-04-01      | 3.0000%  | 0.0000% | $350000.00         | $89868.74          | Agency Mortgage-Backed Securities  |
| GNII ET DK8083 C       | 2065-07-20      | 3.5000%  | 0.0000% | $1301192.00        | $1181981.09        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8280 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1236558.00        | $1299002.74        | Agency Mortgage-Backed Securities  |
| GNMI SF AO9361 X       | 2045-12-15      | 4.0000%  | 0.0000% | $471754.00         | $27078.98          | Agency Mortgage-Backed Securities  |
| GNII SF MA9772 M       | 2051-01-20      | 2.0000%  | 0.0000% | $240880.00         | $164646.24         | Agency Mortgage-Backed Securities  |
| GNMI SF BE0143 X       | 2048-01-15      | 4.0000%  | 0.0000% | $111000.00         | $49389.46          | Agency Mortgage-Backed Securities  |
| GNII SF MA9014 M       | 2053-07-20      | 4.0000%  | 0.0000% | $13670000.00       | $10971138.35       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 REBW0028   | 2052-07-01      | 4.0000%  | 0.0000% | $11417440.00       | $7465143.39        | Agency Mortgage-Backed Securities  |
| GNII SF DO7290 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1185928.00        | $1225115.80        | Agency Mortgage-Backed Securities  |
| GNII SF DO1878 C       | 2055-11-20      | 5.5000%  | 0.0000% | $16356032.00       | $16704251.92       | Agency Mortgage-Backed Securities  |
| GNII SF DG9215 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1664728.00        | $1496580.40        | Agency Mortgage-Backed Securities  |
| GNII ET DL1862 C       | 2065-06-20      | 4.0000%  | 0.0000% | $714470.00         | $676469.04         | Agency Mortgage-Backed Securities  |
| GNII SP 784346 C       | 2047-07-20      | 3.5000%  | 0.0000% | $1570000.00        | $454139.85         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G60659 G   | 2046-08-01      | 3.5000%  | 0.0000% | $5833328.00        | $1069611.42        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD3992   | 2055-03-01      | 7.0000%  | 0.0000% | $1183336.00        | $1254930.42        | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G16186 G   | 2031-04-01      | 2.5000%  | 0.0000% | $598000.00         | $88921.73          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q16909 G   | 2043-04-01      | 4.0000%  | 0.0000% | $1180926.00        | $246661.70         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5977         | 2060-09-15      | 5.3100%  | 0.0000% | $10000000.00       | $10345342.56       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $10000000.00       | $6952782.07        | U.S. Treasuries (including strips) |
| GNII SF DL8787 C       | 2055-08-20      | 7.0000%  | 0.0000% | $8843984.00        | $9391824.55        | Agency Mortgage-Backed Securities  |
| GNII SF DL2635 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1745106.00        | $1624986.19        | Agency Mortgage-Backed Securities  |
| GNII SF DL8254 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1806252.00        | $1890116.87        | Agency Mortgage-Backed Securities  |
| GNII SF MA7943 M       | 2038-10-20      | 6.0000%  | 0.0000% | $413517.00         | $198307.44         | Agency Mortgage-Backed Securities  |
| GNII ET DL9178 C       | 2065-07-20      | 2.0000%  | 0.0000% | $2513744.00        | $1977384.05        | Agency Mortgage-Backed Securities  |
| GNII SP 788205 C       | 2055-10-20      | 5.5000%  | 0.0000% | $108624512.00      | $110790593.90      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9639   | 2051-01-01      | 4.5000%  | 0.0000% | $85000.00          | $76784.52          | Agency Mortgage-Backed Securities  |
| GNII JM MA7362 M       | 2049-06-20      | 4.0000%  | 0.0000% | $1780000.00        | $1020659.67        | Agency Mortgage-Backed Securities  |
| GNII SF MA8131 M       | 2034-07-20      | 6.5000%  | 0.0000% | $212610.00         | $103863.45         | Agency Mortgage-Backed Securities  |
| GNMI SP 782725 X       | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2090307.54        | Agency Mortgage-Backed Securities  |
| GNII JM MA7697 M       | 2051-11-20      | 3.5000%  | 0.0000% | $2391060.00        | $1687977.20        | Agency Mortgage-Backed Securities  |
| GNII SF DJ6661 C       | 2055-04-20      | 6.5000%  | 0.0000% | $11631072.00       | $12337711.78       | Agency Mortgage-Backed Securities  |
| GNMI SF 672353 X       | 2037-10-15      | 7.0000%  | 0.0000% | $1200000.00        | $39034.96          | Agency Mortgage-Backed Securities  |
| GNMI SF 711707 X       | 2028-01-15      | 2.5000%  | 0.0000% | $1057558.00        | $10256.53          | Agency Mortgage-Backed Securities  |
| GNII SF DN7310 C       | 2055-11-20      | 5.5000%  | 0.0000% | $3496456.00        | $3536507.90        | Agency Mortgage-Backed Securities  |
| GNII SF DM4641 C       | 2055-09-20      | 6.5000%  | 0.0000% | $5936790.00        | $6198869.59        | Agency Mortgage-Backed Securities  |
| GNII ET DM5644 C       | 2065-08-20      | 4.5000%  | 0.0000% | $403200.00         | $394837.56         | Agency Mortgage-Backed Securities  |
| GNII SF AB7500 C       | 2042-11-20      | 3.5000%  | 0.0000% | $284000.00         | $6472.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0214   | 2029-10-01      | 5.0000%  | 0.0000% | $4000000.00        | $50171.88          | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $18000000.00       | $17954371.63       | Agency Mortgage-Backed Securities  |
| GNII SF BR8839 C       | 2050-02-20      | 4.0000%  | 0.0000% | $1338380.00        | $972941.17         | Agency Mortgage-Backed Securities  |
| GNII SF DN3515 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1356094.00        | $1396292.69        | Agency Mortgage-Backed Securities  |
| GNII ET DN3815 C       | 2065-11-20      | 6.5000%  | 0.0000% | $4300000.00        | $4455767.50        | Agency Mortgage-Backed Securities  |
| GNII SF AA6160 C       | 2043-03-20      | 3.5000%  | 0.0000% | $13380000.00       | $1430708.52        | Agency Mortgage-Backed Securities  |
| GNAR AT MA0177 M       | 2042-06-20      | 5.6250%  | 0.0000% | $620000.00         | $14578.63          | Agency Mortgage-Backed Securities  |
| GNMI SF 766428 X       | 2046-11-15      | 2.5000%  | 0.0000% | $1073232.00        | $554311.32         | Agency Mortgage-Backed Securities  |
| GNII SF DB8865 C       | 2054-05-20      | 6.5000%  | 0.0000% | $2949984.00        | $2808771.82        | Agency Mortgage-Backed Securities  |
| GNII SF BT4758 C       | 2050-03-20      | 3.0000%  | 0.0000% | $15330976.00       | $2078324.22        | Agency Mortgage-Backed Securities  |
| GNII ET DN3614 C       | 2065-09-20      | 4.5000%  | 0.0000% | $141737.00         | $138889.22         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC U90498 G   | 2042-05-01      | 4.5000%  | 0.0000% | $15000000.00       | $1543118.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS6142   | 2030-11-01      | 2.5000%  | 0.0000% | $339941.00         | $34804.68          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4084   | 2040-09-01      | 5.0000%  | 0.0000% | $1991012.00        | $2002930.44        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG9043   | 2053-08-01      | 4.5000%  | 0.0000% | $721271.00         | $598226.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK6840   | 2048-06-01      | 4.0000%  | 0.0000% | $4473640.00        | $986576.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTBK2094   | 2040-02-01      | 3.5000%  | 0.0000% | $1517422.00        | $657979.43         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS834673   | 2035-10-01      | 6.2100%  | 0.0000% | $2230152.00        | $39420.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM7089   | 2052-02-01      | 3.0000%  | 0.0000% | $1225000.00        | $877104.24         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBL6188   | 2027-04-01      | 1.8900%  | 0.0000% | $5050000.00        | $4868396.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4674   | 2055-10-01      | 6.0000%  | 0.0000% | $3457316.00        | $3588472.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6274   | 2055-10-01      | 5.5000%  | 0.0000% | $1145728.00        | $1179402.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3768   | 2055-11-01      | 5.0000%  | 0.0000% | $2527000.00        | $2557116.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6297   | 2055-12-01      | 5.0000%  | 0.0000% | $1331272.00        | $1337168.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG6232   | 2053-06-01      | 5.0000%  | 0.0000% | $1582144.00        | $1182612.92        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08583 G   | 2044-04-01      | 4.5000%  | 0.0000% | $935000.00         | $54731.49          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC J36200 G   | 2032-02-01      | 3.5000%  | 0.0000% | $665000.00         | $77944.03          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6553   | 2055-12-01      | 6.0000%  | 0.0000% | $11391136.00       | $11746550.83       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF6574   | 2055-12-01      | 7.0000%  | 0.0000% | $1889156.00        | $1999102.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8295   | 2046-11-01      | 3.0000%  | 0.0000% | $12500000.00       | $3680571.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFA0504   | 2042-01-01      | 2.0000%  | 0.0000% | $3600000.00        | $2950386.33        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5656   | 2030-11-01      | 4.1800%  | 0.0000% | $42575000.00       | $43084069.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3572   | 2055-12-01      | 6.5000%  | 0.0000% | $1189242.00        | $1260567.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8023   | 2055-09-01      | 5.5000%  | 0.0000% | $5522864.00        | $5630280.07        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4158   | 2050-10-01      | 2.0000%  | 0.0000% | $3000000.00        | $1544978.33        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE7733   | 2055-06-01      | 7.0000%  | 0.0000% | $1025928.00        | $1092550.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0445   | 2055-12-01      | 6.0000%  | 0.0000% | $3298304.00        | $3413909.56        | Agency Mortgage-Backed Securities  |
| GNII SP 787700 M       | 2050-02-20      | 3.0000%  | 0.0000% | $84447488.00       | $70091716.10       | Agency Mortgage-Backed Securities  |
| GNII SF DK6525 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2302556.00        | $2407059.96        | Agency Mortgage-Backed Securities  |
| GNII SP 785660 C       | 2051-10-20      | 2.5000%  | 0.0000% | $237000.00         | $140332.04         | Agency Mortgage-Backed Securities  |
| GNMI SF 736749 X       | 2042-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $246289.49         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1081   | 2054-11-01      | 5.5000%  | 0.0000% | $1195772.00        | $882737.17         | Agency Mortgage-Backed Securities  |
| GNMI SF 597741 X       | 2032-12-15      | 5.5000%  | 0.0000% | $1384920.00        | $19821.63          | Agency Mortgage-Backed Securities  |
| GNAR AS 082937 M       | 2041-09-20      | 5.3750%  | 0.0000% | $2048268.00        | $31272.49          | Agency Mortgage-Backed Securities  |
| GNMI SF BT9206 X       | 2050-04-15      | 3.5000%  | 0.0000% | $507851.00         | $144035.08         | Agency Mortgage-Backed Securities  |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $8719500.00        | $7680362.99        | Agency Mortgage-Backed Securities  |
| GNII SF BC7516 C       | 2047-10-20      | 3.5000%  | 0.0000% | $5813370.00        | $768791.02         | Agency Mortgage-Backed Securities  |
| GNII ET DM3066 C       | 2065-08-20      | 3.5000%  | 0.0000% | $711466.00         | $647443.49         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9249 C       | 2055-05-20      | 7.0000%  | 0.0000% | $3445048.00        | $3579981.30        | Agency Mortgage-Backed Securities  |
| GNII SF DK3962 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1362898.00        | $1147203.73        | Agency Mortgage-Backed Securities  |
| GNII SP 788287 C       | 2055-11-20      | 5.0000%  | 0.0000% | $50000000.00       | $50062850.00       | Agency Mortgage-Backed Securities  |
| GNII SF DL7992 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1597678.00        | $1667372.41        | Agency Mortgage-Backed Securities  |
| GNII SF DL5794 C       | 2050-08-20      | 6.5000%  | 0.0000% | $1174818.00        | $1228978.42        | Agency Mortgage-Backed Securities  |
| GNMI SF 697181 X       | 2038-09-15      | 6.5000%  | 0.0000% | $1723576.00        | $26152.54          | Agency Mortgage-Backed Securities  |
| GNII SF DK6562 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1296344.00        | $1364540.53        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $615500.00         | $463873.43         | U.S. Treasuries (including strips) |
| GNII ET DL1369 C       | 2065-08-20      | 6.5000%  | 0.0000% | $3961916.00        | $3972958.10        | Agency Mortgage-Backed Securities  |
| GNII SF DL5175 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1077838.00        | $1121544.76        | Agency Mortgage-Backed Securities  |
| GNII SF DL3097 C       | 2055-08-20      | 6.5000%  | 0.0000% | $779854.00         | $819289.60         | Agency Mortgage-Backed Securities  |
| GNII SF BQ7065 C       | 2050-04-20      | 2.7500%  | 0.0000% | $1818368.00        | $282374.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA8402 M       | 2032-07-20      | 7.0000%  | 0.0000% | $51069.00          | $24641.14          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0055   | 2055-10-01      | 5.0000%  | 0.0000% | $11700000.00       | $11645265.06       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0242   | 2055-12-01      | 6.0000%  | 0.0000% | $15275664.00       | $15713082.64       | Agency Mortgage-Backed Securities  |
| GNMI SF 462838 X       | 2028-07-15      | 6.5000%  | 0.0000% | $26443776.00       | $11439.09          | Agency Mortgage-Backed Securities  |
| GNMI SF 586602 X       | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $10356.65          | Agency Mortgage-Backed Securities  |
| GNII SF DL5821 C       | 2055-10-20      | 7.0000%  | 0.0000% | $1527572.00        | $1602016.21        | Agency Mortgage-Backed Securities  |
| GNII ET DK4149 C       | 2065-06-20      | 6.5000%  | 0.0000% | $2444100.00        | $2526463.67        | Agency Mortgage-Backed Securities  |
| GNII SP 785638 C       | 2051-08-20      | 2.5000%  | 0.0000% | $3750000.00        | $2144365.19        | Agency Mortgage-Backed Securities  |
| GNII SF DL6649 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1416528.00        | $1484022.32        | Agency Mortgage-Backed Securities  |
| GNII EP 787493 C       | 2063-08-20      | 1.5000%  | 0.0000% | $5043928.00        | $3566758.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6765   | 2053-12-01      | 6.5000%  | 0.0000% | $6500000.00        | $5576674.40        | Agency Mortgage-Backed Securities  |
| GNII SF DK0799 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1773452.00        | $1853894.28        | Agency Mortgage-Backed Securities  |
| GNII JM MA8478 M       | 2052-12-20      | 3.5000%  | 0.0000% | $1157776.00        | $717013.42         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ2411   | 2055-09-01      | 7.0000%  | 0.0000% | $5915688.00        | $6338799.65        | Agency Mortgage-Backed Securities  |
| GNII SF CM0319 C       | 2052-06-20      | 4.0000%  | 0.0000% | $1023754.00        | $838020.03         | Agency Mortgage-Backed Securities  |
| GNII SF DM0775 C       | 2055-08-20      | 7.0000%  | 0.0000% | $5517880.00        | $5858004.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4058   | 2053-06-01      | 5.0000%  | 0.0000% | $411874.00         | $272613.78         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q41915 G   | 2046-07-01      | 3.5000%  | 0.0000% | $10336400.00       | $2334737.53        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL2506   | 2049-05-01      | 3.8300%  | 0.0000% | $4070000.00        | $3489545.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6891   | 2054-11-01      | 5.0000%  | 0.0000% | $31808.00          | $30523.44          | Agency Mortgage-Backed Securities  |
| 02.500 FGPC V60770 G   | 2030-03-01      | 2.5000%  | 0.0000% | $384589.00         | $35271.67          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDF6523   | 2040-12-01      | 5.5000%  | 0.0000% | $2016152.00        | $2073654.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7665   | 2054-12-01      | 6.5000%  | 0.0000% | $530756.00         | $556547.75         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195   | 2052-04-01      | 3.5000%  | 0.0000% | $1381000.00        | $997446.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZM6801   | 2048-05-01      | 5.5000%  | 0.0000% | $1318662.00        | $349502.34         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7587   | 2052-06-01      | 3.5000%  | 0.0000% | $532000.00         | $373955.32         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HY109722   | 2030-09-01      | 3.6900%  | 0.0000% | $17138000.00       | $16934906.13       | Agency Mortgage-Backed Securities  |
| FMAR 1N0355 G          | 2037-01-01      | 6.1850%  | 0.0000% | $38973504.00       | $227290.81         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3618   | 2052-05-01      | 4.0000%  | 0.0000% | $681360.00         | $539933.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8960   | 2047-03-01      | 4.0000%  | 0.0000% | $125000.00         | $21600.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDF5684   | 2040-12-01      | 4.5000%  | 0.0000% | $2076744.00        | $2086490.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDE3821   | 2055-10-01      | 4.0000%  | 0.0000% | $409209.00         | $391894.14         | Agency Mortgage-Backed Securities  |
| FMAR 8D0710 G          | 2054-02-01      | 6.4900%  | 0.0000% | $5669232.00        | $5587203.12        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS6259   | 2034-09-01      | 3.9100%  | 0.0000% | $73380000.00       | $71207621.79       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH9687   | 2054-02-01      | 6.0000%  | 0.0000% | $1260162.00        | $1175203.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5900   | 2055-08-01      | 6.5000%  | 0.0000% | $1801298.00        | $1883807.15        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4128   | 2052-11-01      | 3.5000%  | 0.0000% | $2390000.00        | $1983828.98        | Agency Mortgage-Backed Securities  |
| GNII SF 004636 M       | 2040-02-20      | 4.5000%  | 0.0000% | $3425000.00        | $131386.20         | Agency Mortgage-Backed Securities  |
| GNII SF DM7932 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1419550.00        | $1496413.82        | Agency Mortgage-Backed Securities  |
| GNII SF DN5534 C       | 2055-11-20      | 6.0000%  | 0.0000% | $5457352.00        | $5666477.73        | Agency Mortgage-Backed Securities  |
| GNII SF MA1446 M       | 2043-10-20      | 2.5000%  | 0.0000% | $1003976.00        | $170337.73         | Agency Mortgage-Backed Securities  |
| GNII SF DN3233 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1313774.00        | $1374981.42        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4915   | 2030-09-01      | 4.3900%  | 0.0000% | $21348000.00       | $21759877.64       | Agency Mortgage-Backed Securities  |
| GNII SF MA6283 M       | 2049-11-20      | 3.0000%  | 0.0000% | $16336096.00       | $2706138.59        | Agency Mortgage-Backed Securities  |
| GNII SF MA5598 M       | 2048-09-20      | 5.5000%  | 0.0000% | $518136.00         | $46707.19          | Agency Mortgage-Backed Securities  |
| GNII SF DM6559 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1658818.00        | $1694959.81        | Agency Mortgage-Backed Securities  |
| GNII SF DM5678 C       | 2055-11-20      | 5.0000%  | 0.0000% | $1847636.00        | $1854346.61        | Agency Mortgage-Backed Securities  |
| GNII SF DM4650 C       | 2055-10-20      | 6.5000%  | 0.0000% | $26659200.00       | $27738417.73       | Agency Mortgage-Backed Securities  |
| GNII SF DN3234 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1298380.00        | $1347143.26        | Agency Mortgage-Backed Securities  |
| GNII SF MB0421 M       | 2055-06-20      | 4.0000%  | 0.0000% | $80889088.00       | $76546373.77       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CKCB1774   | 2051-07-01      | 2.0000%  | 0.0000% | $71848832.00       | $44775528.81       | Agency Mortgage-Backed Securities  |
| GNII SF MA4194 M       | 2047-01-20      | 2.5000%  | 0.0000% | $72300000.00       | $11852386.39       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2859   | 2055-11-01      | 4.5000%  | 0.0000% | $1347150.00        | $1329212.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8851   | 2055-09-01      | 6.5000%  | 0.0000% | $1506464.00        | $1216268.15        | Agency Mortgage-Backed Securities  |
| GNMI SF AA6403 X       | 2043-05-15      | 3.0000%  | 0.0000% | $600000.00         | $85958.52          | Agency Mortgage-Backed Securities  |
| GNII SF BW4890 C       | 2050-09-20      | 3.0000%  | 0.0000% | $1600606.00        | $466818.81         | Agency Mortgage-Backed Securities  |
| GNMI SF 778792 X       | 2042-01-15      | 3.5000%  | 0.0000% | $9500050.00        | $1316829.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9966   | 2055-02-01      | 5.0000%  | 0.0000% | $2521616.00        | $2474606.75        | Agency Mortgage-Backed Securities  |
| GNII SF MA0139 M       | 2027-06-20      | 3.0000%  | 0.0000% | $1500000.00        | $18248.41          | Agency Mortgage-Backed Securities  |
| GNII SF AA6148 C       | 2043-03-20      | 3.0000%  | 0.0000% | $3185000.00        | $409948.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8508   | 2055-11-01      | 5.0000%  | 0.0000% | $8832400.00        | $8881357.99        | Agency Mortgage-Backed Securities  |
| GNII SF MA1135 M       | 2028-07-20      | 3.5000%  | 0.0000% | $7222270.00        | $245174.54         | Agency Mortgage-Backed Securities  |
| GNMI SF 575018 X       | 2032-07-15      | 6.5000%  | 0.0000% | $709477.00         | $7156.13           | Agency Mortgage-Backed Securities  |
| GNII SF CG2337 C       | 2051-09-20      | 3.0000%  | 0.0000% | $219109.00         | $140355.56         | Agency Mortgage-Backed Securities  |
| GNII SF AD8811 C       | 2043-03-20      | 3.0000%  | 0.0000% | $5683000.00        | $918679.18         | Agency Mortgage-Backed Securities  |
| GNMI SF 590371 X       | 2032-07-15      | 6.5000%  | 0.0000% | $12247040.00       | $7072.54           | Agency Mortgage-Backed Securities  |
| GNMI SF 582339 X       | 2032-09-15      | 6.5000%  | 0.0000% | $33204928.00       | $34560.00          | Agency Mortgage-Backed Securities  |
| GNMI SF CE4252 X       | 2051-10-15      | 4.0000%  | 0.0000% | $5960392.00        | $4504137.67        | Agency Mortgage-Backed Securities  |
| GNII SF DO2168 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1351218.00        | $1397420.20        | Agency Mortgage-Backed Securities  |
| GNII SF MB0368 M       | 2055-05-20      | 6.5000%  | 0.0000% | $152982784.00      | $153641500.59      | Agency Mortgage-Backed Securities  |
| GNII SF DI1750 C       | 2055-02-20      | 5.5000%  | 0.0000% | $1379348.00        | $849926.90         | Agency Mortgage-Backed Securities  |
| GNII SF CC6453 C       | 2051-05-20      | 2.5000%  | 0.0000% | $1897826.00        | $1248439.47        | Agency Mortgage-Backed Securities  |
| GNII SF CO2819 C       | 2052-07-20      | 2.5000%  | 0.0000% | $1218852.00        | $971309.27         | Agency Mortgage-Backed Securities  |
| GNII SF DM7778 C       | 2055-09-20      | 6.5000%  | 0.0000% | $3823284.00        | $3993889.12        | Agency Mortgage-Backed Securities  |
| GNII SF DL3168 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1700120.00        | $1775943.44        | Agency Mortgage-Backed Securities  |
| GNII SF DK6526 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1102728.00        | $1151003.91        | Agency Mortgage-Backed Securities  |
| GNAR AS 082709 M       | 2040-12-20      | 6.3750%  | 0.0000% | $1771470.00        | $302308.02         | Agency Mortgage-Backed Securities  |
| GNAR AR 080968 M       | 2034-07-20      | 5.3750%  | 0.0000% | $660000.00         | $6114.30           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4049   | 2036-09-01      | 2.5000%  | 0.0000% | $60000.00          | $36075.25          | Agency Mortgage-Backed Securities  |
| GNII SF DB0867 C       | 2054-04-20      | 6.0000%  | 0.0000% | $1019774.00        | $891512.01         | Agency Mortgage-Backed Securities  |
| GNII SF DF1235 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1947064.00        | $1275530.68        | Agency Mortgage-Backed Securities  |
| GNII SF DM4666 C       | 2055-09-20      | 5.5000%  | 0.0000% | $1735642.00        | $1782990.31        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5554   | 2032-11-01      | 4.4500%  | 0.0000% | $15940100.00       | $16236004.05       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5311   | 2032-11-01      | 4.3100%  | 0.0000% | $15000000.00       | $15157087.50       | Agency Mortgage-Backed Securities  |
| GNII SF BT0812 C       | 2050-03-20      | 3.0000%  | 0.0000% | $200000.00         | $40858.63          | Agency Mortgage-Backed Securities  |
| GNII SF MA9965 M       | 2054-10-20      | 5.5000%  | 0.0000% | $151499520.00      | $134827592.76      | Agency Mortgage-Backed Securities  |
| GNMI SF AN6559 X       | 2045-07-15      | 4.5000%  | 0.0000% | $7503128.00        | $165733.92         | Agency Mortgage-Backed Securities  |
| GNII SF CP4690 C       | 2038-11-20      | 6.5000%  | 0.0000% | $1333718.00        | $802309.93         | Agency Mortgage-Backed Securities  |
| GNII SF DM4283 C       | 2055-09-20      | 7.0000%  | 0.0000% | $2401584.00        | $2531646.76        | Agency Mortgage-Backed Securities  |
| GNMI SF CJ2152 X       | 2052-02-15      | 3.0000%  | 0.0000% | $2071224.00        | $1673975.50        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ1741   | 2034-10-01      | 4.2900%  | 0.0000% | $302600.00         | $301863.93         | Agency Mortgage-Backed Securities  |
| GNII SF DK8358 C       | 2055-07-20      | 7.0000%  | 0.0000% | $27785536.00       | $29480857.73       | Agency Mortgage-Backed Securities  |
| GNMI SF 793306 X       | 2042-03-15      | 3.3750%  | 0.0000% | $2491950.00        | $113937.14         | Agency Mortgage-Backed Securities  |
| GNMI SF AA5735 X       | 2042-10-15      | 3.5000%  | 0.0000% | $41429760.00       | $4161170.71        | Agency Mortgage-Backed Securities  |

### Security 258: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.070000%
- **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: ARP1CNTX5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CNTX5
- **C.18 - Value (incl. sponsor support):** $1331000000.00
- **C.18.a - Value (excl. sponsor support):** $1331000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CICC1582   | 2040-11-01      | 6.0000%  | 0.0000% | $3568336.00        | $3743955.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM8297   | 2035-12-01      | 3.0000%  | 0.0000% | $80000.00          | $28243.61          | Agency Mortgage-Backed Securities  |
| GNII ET DM2985 C       | 2065-02-20      | 2.0000%  | 0.0000% | $313295.00         | $246452.24         | Agency Mortgage-Backed Securities  |
| GNII SF DM9692 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1980288.00        | $2042526.47        | Agency Mortgage-Backed Securities  |
| GNII SF AA3027 C       | 2042-11-20      | 3.5000%  | 0.0000% | $9894400.00        | $946603.81         | Agency Mortgage-Backed Securities  |
| GNII SF CM4447 C       | 2052-05-20      | 2.5000%  | 0.0000% | $3796464.00        | $2383813.33        | Agency Mortgage-Backed Securities  |
| GNII SF CL1953 C       | 2052-01-20      | 2.5000%  | 0.0000% | $1665280.00        | $1306992.79        | Agency Mortgage-Backed Securities  |
| GNII SF DD6095 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1042324.00        | $624532.03         | Agency Mortgage-Backed Securities  |
| GNPL PN DC7180         | 2059-09-15      | 5.4700%  | 0.0000% | $89557.00          | $93033.51          | Agency Mortgage-Backed Securities  |
| GNII ET DG3723 C       | 2065-01-20      | 6.5000%  | 0.0000% | $2655292.00        | $2424769.69        | Agency Mortgage-Backed Securities  |
| GNII SF MA9667 M       | 2054-05-20      | 5.0000%  | 0.0000% | $4073288.00        | $3725066.69        | Agency Mortgage-Backed Securities  |
| GNII SF DK8398 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2968160.00        | $3149164.41        | Agency Mortgage-Backed Securities  |
| GNII SF DI2749 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1088538.00        | $1125758.38        | Agency Mortgage-Backed Securities  |
| GNII SF DI1247 C       | 2055-02-20      | 5.5000%  | 0.0000% | $1333302.00        | $740217.54         | Agency Mortgage-Backed Securities  |
| GNII BD DI7590 C       | 2055-04-20      | 4.5000%  | 0.0000% | $9009792.00        | $8586014.48        | Agency Mortgage-Backed Securities  |
| GNII ET DM9464 C       | 2065-10-20      | 3.5000%  | 0.0000% | $80260.00          | $72763.88          | Agency Mortgage-Backed Securities  |
| GNII RG CO2849 C       | 2042-10-20      | 3.5000%  | 0.0000% | $300000.00         | $202012.86         | Agency Mortgage-Backed Securities  |
| GNII SF BY6450 C       | 2050-11-20      | 3.0000%  | 0.0000% | $825727.00         | $538588.85         | Agency Mortgage-Backed Securities  |
| GNII SF MB0556 M       | 2055-06-20      | 5.5000%  | 0.0000% | $73680896.00       | $74227115.12       | Agency Mortgage-Backed Securities  |
| GNII SF DI6413 C       | 2055-05-20      | 6.5000%  | 0.0000% | $5733888.00        | $5965397.17        | Agency Mortgage-Backed Securities  |
| GNII SF DI9239 C       | 2055-06-20      | 6.0000%  | 0.0000% | $4543120.00        | $4675866.61        | Agency Mortgage-Backed Securities  |
| GNII SF CL5228 C       | 2052-06-20      | 4.5000%  | 0.0000% | $1880798.00        | $1390668.89        | Agency Mortgage-Backed Securities  |
| GNPL PN CG6812         | 2064-07-15      | 2.7700%  | 0.0000% | $5934744.00        | $5092738.32        | Agency Mortgage-Backed Securities  |
| GNII SF DO3554 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1448962.00        | $1520219.05        | Agency Mortgage-Backed Securities  |
| GNMI SF CR2381 X       | 2053-03-15      | 6.0000%  | 0.0000% | $4091192.00        | $4011213.39        | Agency Mortgage-Backed Securities  |
| GNII SF DI1931 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1946596.00        | $1965987.82        | Agency Mortgage-Backed Securities  |
| GNII ET DG4215 C       | 2065-01-20      | 5.5000%  | 0.0000% | $600751.00         | $606382.05         | Agency Mortgage-Backed Securities  |
| GNII SF DG6551 C       | 2049-12-20      | 6.5000%  | 0.0000% | $2364744.00        | $2289694.43        | Agency Mortgage-Backed Securities  |
| GNII SF DH3328 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1155420.00        | $1196736.41        | Agency Mortgage-Backed Securities  |
| GNII SF DI1742 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2112690.00        | $2192378.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA4426 M       | 2032-05-20      | 3.5000%  | 0.0000% | $215000.00         | $20866.67          | Agency Mortgage-Backed Securities  |
| GNII SF MA5397 M       | 2048-08-20      | 3.5000%  | 0.0000% | $6190000.00        | $706010.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA0850 M       | 2043-03-20      | 2.5000%  | 0.0000% | $4115144.00        | $571203.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3389   | 2055-09-01      | 5.5000%  | 0.0000% | $45073216.00       | $46032829.43       | Agency Mortgage-Backed Securities  |
| GNII SF DM4390 C       | 2055-09-20      | 6.0000%  | 0.0000% | $2755276.00        | $2857142.49        | Agency Mortgage-Backed Securities  |
| GNII SF DL5190 C       | 2055-10-20      | 5.5000%  | 0.0000% | $1013704.00        | $1046226.29        | Agency Mortgage-Backed Securities  |
| GNII SF DL2623 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1099164.00        | $1157543.42        | Agency Mortgage-Backed Securities  |
| GNII SF DN2311 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1682160.00        | $1756164.95        | Agency Mortgage-Backed Securities  |
| GNII SF DN7592 C       | 2055-10-20      | 6.0000%  | 0.0000% | $6631248.00        | $6866960.43        | Agency Mortgage-Backed Securities  |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $39114624.00       | $37212932.74       | Agency Mortgage-Backed Securities  |
| GNII SF CT8317 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1134084.00        | $890927.29         | Agency Mortgage-Backed Securities  |
| GNII SF MA1449 M       | 2043-11-20      | 4.0000%  | 0.0000% | $2917060.00        | $164727.49         | Agency Mortgage-Backed Securities  |
| GNAR AF MA1615 M       | 2044-01-20      | 5.6250%  | 0.0000% | $157260032.00      | $2382885.54        | Agency Mortgage-Backed Securities  |
| GNII SF MA5023 M       | 2048-02-20      | 5.5000%  | 0.0000% | $3963760.00        | $500020.73         | Agency Mortgage-Backed Securities  |
| GNII ET DM7611 C       | 2065-10-20      | 6.5000%  | 0.0000% | $800000.00         | $827866.83         | Agency Mortgage-Backed Securities  |
| GNII SF DN0821 C       | 2055-10-20      | 6.0000%  | 0.0000% | $30349408.00       | $31357533.54       | Agency Mortgage-Backed Securities  |
| GNII SF DM0623 C       | 2055-08-20      | 5.0000%  | 0.0000% | $1690828.00        | $1698540.60        | Agency Mortgage-Backed Securities  |
| GNII ET DM7300 C       | 2065-08-20      | 4.5000%  | 0.0000% | $572725.00         | $560484.35         | Agency Mortgage-Backed Securities  |
| GNII SF DL8191 C       | 2055-09-20      | 6.5000%  | 0.0000% | $3152816.00        | $3301689.73        | Agency Mortgage-Backed Securities  |
| GNII ET DM1663 C       | 2065-08-20      | 3.0000%  | 0.0000% | $291779.00         | $262350.16         | Agency Mortgage-Backed Securities  |
| GNII SF DN4043 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1170160.00        | $1213869.30        | Agency Mortgage-Backed Securities  |
| GNMI SF 757397 X       | 2046-10-15      | 2.5000%  | 0.0000% | $315587.00         | $145053.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0012   | 2054-11-01      | 6.0000%  | 0.0000% | $5998032.00        | $4825740.62        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ1080   | 2029-06-01      | 4.7800%  | 0.0000% | $14753000.00       | $15207274.38       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4520   | 2052-07-01      | 3.5000%  | 0.0000% | $48223.00          | $38240.68          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 KL252477   | 2029-04-01      | 6.5000%  | 0.0000% | $4066240.00        | $10461.80          | Agency Mortgage-Backed Securities  |
| GNII SF DM7811 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1430094.00        | $1493844.71        | Agency Mortgage-Backed Securities  |
| GNMI SF BC1102 X       | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18745.50          | Agency Mortgage-Backed Securities  |
| GNII SF DM3253 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1166952.00        | $1219058.51        | Agency Mortgage-Backed Securities  |
| GNMI SF BE1030 X       | 2047-11-15      | 4.0000%  | 0.0000% | $32000.00          | $16611.16          | Agency Mortgage-Backed Securities  |
| GNII SF MA8320 M       | 2037-09-20      | 5.0000%  | 0.0000% | $294990.00         | $195834.13         | Agency Mortgage-Backed Securities  |
| GNMI SF 779084 X       | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2657506.36        | Agency Mortgage-Backed Securities  |
| GNII SP 786701 C       | 2052-03-20      | 2.5000%  | 0.0000% | $140235.00         | $89205.08          | Agency Mortgage-Backed Securities  |
| GNII ET DK9185 C       | 2065-10-20      | 6.0000%  | 0.0000% | $5444808.00        | $5573502.71        | Agency Mortgage-Backed Securities  |
| GNII SF DL6808 C       | 2055-08-20      | 6.5000%  | 0.0000% | $10763232.00       | $11163979.17       | Agency Mortgage-Backed Securities  |
| GNII SF DO5852 C       | 2055-11-20      | 5.5000%  | 0.0000% | $5566576.00        | $5704760.68        | Agency Mortgage-Backed Securities  |
| GNII SF DO6994 C       | 2052-11-20      | 6.0000%  | 0.0000% | $1029404.00        | $1066160.93        | Agency Mortgage-Backed Securities  |
| GNII SF DO4342 C       | 2055-11-20      | 4.5000%  | 0.0000% | $39110592.00       | $38373592.00       | Agency Mortgage-Backed Securities  |
| GNII SF DO2216 C       | 2055-11-20      | 5.0000%  | 0.0000% | $2368436.00        | $2381959.77        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0031   | 2055-12-01      | 5.5000%  | 0.0000% | $5121896.00        | $5239735.46        | Agency Mortgage-Backed Securities  |
| GNII SF MA9698 M       | 2038-03-20      | 7.0000%  | 0.0000% | $164370.00         | $100115.32         | Agency Mortgage-Backed Securities  |
| GNII SF MA8350 M       | 2052-09-20      | 6.0000%  | 0.0000% | $549655.00         | $310245.41         | Agency Mortgage-Backed Securities  |
| GNII SF CO2536 C       | 2052-06-20      | 2.5000%  | 0.0000% | $1723520.00        | $1139277.29        | Agency Mortgage-Backed Securities  |
| GNII SF DL5818 C       | 2055-10-20      | 6.5000%  | 0.0000% | $2478184.00        | $2365021.50        | Agency Mortgage-Backed Securities  |
| GNII SF CG1117 C       | 2052-02-20      | 2.0000%  | 0.0000% | $1023998.00        | $587619.89         | Agency Mortgage-Backed Securities  |
| GNII SF DL3672 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1886572.00        | $1967966.90        | Agency Mortgage-Backed Securities  |
| GNII SF DL5835 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1851086.00        | $1928628.50        | Agency Mortgage-Backed Securities  |
| GNII SF DL2779 C       | 2055-07-20      | 6.5000%  | 0.0000% | $86565120.00       | $89729515.48       | Agency Mortgage-Backed Securities  |
| GNII SF DK7698 C       | 2055-06-20      | 5.0000%  | 0.0000% | $3112248.00        | $3113187.01        | Agency Mortgage-Backed Securities  |
| GNII SF DK3964 C       | 2055-05-20      | 7.0000%  | 0.0000% | $2479090.00        | $2577531.84        | Agency Mortgage-Backed Securities  |
| GNMI SF AD3523 X       | 2043-05-15      | 3.5000%  | 0.0000% | $73268.00          | $8399.62           | Agency Mortgage-Backed Securities  |
| GNII SF DL5078 C       | 2055-10-20      | 5.5000%  | 0.0000% | $149199.00         | $153168.55         | Agency Mortgage-Backed Securities  |
| GNII SF BE9832 C       | 2048-06-20      | 4.5000%  | 0.0000% | $93222.00          | $9411.45           | Agency Mortgage-Backed Securities  |
| GNII SF DL6500 C       | 2055-08-20      | 5.5000%  | 0.0000% | $10767216.00       | $10854326.98       | Agency Mortgage-Backed Securities  |
| GNMI JP 783793 X       | 2028-07-15      | 3.0000%  | 0.0000% | $2300000.00        | $58078.97          | Agency Mortgage-Backed Securities  |
| GNII SF DK3170 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1597612.00        | $1680458.60        | Agency Mortgage-Backed Securities  |
| GNII SF DM2601 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1629588.00        | $1715225.95        | Agency Mortgage-Backed Securities  |
| GNII SF DM0867 C       | 2055-09-20      | 6.0000%  | 0.0000% | $3323044.00        | $3430228.42        | Agency Mortgage-Backed Securities  |
| GNMI SP 787712 X       | 2045-11-15      | 5.5000%  | 0.0000% | $404000.00         | $364925.30         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995049   | 2038-02-01      | 5.5000%  | 0.0000% | $9470000.00        | $123212.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4056   | 2045-03-01      | 4.0000%  | 0.0000% | $1743000.00        | $428277.22         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1724   | 2052-09-01      | 4.0000%  | 0.0000% | $64900736.00       | $49310086.19       | Agency Mortgage-Backed Securities  |
| FMAR 1G1962 G          | 2037-05-01      | 6.3000%  | 0.0000% | $100007934.00      | $39314.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2861   | 2055-10-01      | 4.5000%  | 0.0000% | $1382820.00        | $1365679.95        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF3753   | 2055-11-01      | 4.5000%  | 0.0000% | $1062100.00        | $1049933.64        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA3287   | 2053-12-01      | 4.5000%  | 0.0000% | $13693700.00       | $13434727.85       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV6349   | 2055-11-01      | 5.0000%  | 0.0000% | $1182844.00        | $1199465.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1521   | 2049-05-01      | 4.0000%  | 0.0000% | $35105.00          | $5024.42           | Agency Mortgage-Backed Securities  |
| GNII ET DM7581 C       | 2065-10-20      | 6.0000%  | 0.0000% | $901955.00         | $923708.74         | Agency Mortgage-Backed Securities  |
| GNII SF AA3019 C       | 2042-10-20      | 3.5000%  | 0.0000% | $8032736.00        | $598518.66         | Agency Mortgage-Backed Securities  |
| GNII SF DN0680 C       | 2055-09-20      | 6.0000%  | 0.0000% | $820220.00         | $854823.61         | Agency Mortgage-Backed Securities  |
| GNMI SF CO6356 X       | 2052-07-15      | 5.0000%  | 0.0000% | $3694960.00        | $2629658.49        | Agency Mortgage-Backed Securities  |
| GNII SF DN8132 C       | 2055-10-20      | 5.5000%  | 0.0000% | $3976116.00        | $4054043.54        | Agency Mortgage-Backed Securities  |
| GNII SF DM3840 C       | 2055-08-20      | 6.5000%  | 0.0000% | $745062.00         | $782738.69         | Agency Mortgage-Backed Securities  |
| GNII SF DM4318 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1942008.00        | $2035417.79        | Agency Mortgage-Backed Securities  |
| GNII SF DM3312 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1345086.00        | $1375918.17        | Agency Mortgage-Backed Securities  |
| GNII SF DM3342 C       | 2055-08-20      | 6.5000%  | 0.0000% | $5901712.00        | $6186655.33        | Agency Mortgage-Backed Securities  |
| GNII SF DM4447 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1052544.00        | $1087495.52        | Agency Mortgage-Backed Securities  |
| GNII SF DL6013 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2003448.00        | $2090635.74        | Agency Mortgage-Backed Securities  |
| GNII SF DL0387 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1006274.00        | $1055384.01        | Agency Mortgage-Backed Securities  |
| GNII SP 784106 M       | 2046-01-20      | 3.5000%  | 0.0000% | $100000.00         | $9832.74           | Agency Mortgage-Backed Securities  |
| GNII SP 788195 C       | 2055-09-20      | 5.5000%  | 0.0000% | $114595712.00      | $116349249.69      | Agency Mortgage-Backed Securities  |
| GNII SF MA8723 M       | 2053-03-20      | 4.0000%  | 0.0000% | $603832.00         | $466607.97         | Agency Mortgage-Backed Securities  |
| GNII SF DM3339 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1589274.00        | $1668052.10        | Agency Mortgage-Backed Securities  |
| GNMI SF AD6341 X       | 2047-08-15      | 3.0000%  | 0.0000% | $651952.00         | $274617.91         | Agency Mortgage-Backed Securities  |
| GNII ET DJ2150 C       | 2065-05-20      | 6.0000%  | 0.0000% | $2773792.00        | $2835032.90        | Agency Mortgage-Backed Securities  |
| GNII SF DK5348 C       | 2055-06-20      | 5.0000%  | 0.0000% | $5247904.00        | $5243326.75        | Agency Mortgage-Backed Securities  |
| GNII SF 003308 M       | 2032-11-20      | 6.5000%  | 0.0000% | $9711120.00        | $35258.93          | Agency Mortgage-Backed Securities  |
| GNII ET DO2118 C       | 2062-04-20      | 3.0000%  | 0.0000% | $133342.00         | $119350.25         | Agency Mortgage-Backed Securities  |
| GNII SF DI8944 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1133316.00        | $1189623.85        | Agency Mortgage-Backed Securities  |
| GNMI SF 578273 X       | 2032-06-15      | 6.5000%  | 0.0000% | $7869884.00        | $16532.44          | Agency Mortgage-Backed Securities  |
| GNII SF DL2034 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3136840.00        | $3318109.21        | Agency Mortgage-Backed Securities  |
| GNII ET DL5026 C       | 2065-10-20      | 5.5000%  | 0.0000% | $14443360.00       | $14643464.23       | Agency Mortgage-Backed Securities  |
| GNII SF DK5118 C       | 2055-06-20      | 6.5000%  | 0.0000% | $10032160.00       | $10452426.30       | Agency Mortgage-Backed Securities  |
| GNII SF MA9640 M       | 2039-05-20      | 6.5000%  | 0.0000% | $606559.00         | $585079.89         | Agency Mortgage-Backed Securities  |
| GNMI SF BA5780 X       | 2047-05-15      | 5.0000%  | 0.0000% | $1714808.00        | $106899.53         | Agency Mortgage-Backed Securities  |
| GNII SF DK4802 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2487152.00        | $2595992.45        | Agency Mortgage-Backed Securities  |
| GNMI SF BS8439 X       | 2050-05-15      | 3.5000%  | 0.0000% | $200000.00         | $60867.02          | Agency Mortgage-Backed Securities  |
| GNII SF MA8542 M       | 2038-10-20      | 7.0000%  | 0.0000% | $168031.00         | $132243.00         | Agency Mortgage-Backed Securities  |
| GNII SF DJ1826 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1053350.00        | $1094957.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA8429 M       | 2052-10-20      | 5.5000%  | 0.0000% | $665411.00         | $471719.00         | Agency Mortgage-Backed Securities  |
| GNII ET DL1740 C       | 2065-05-20      | 2.5000%  | 0.0000% | $403259.00         | $333992.82         | Agency Mortgage-Backed Securities  |
| GNII SF DK6380 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4980832.00        | $5185686.06        | Agency Mortgage-Backed Securities  |
| GNII SF DK7505 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1172880.00        | $1197143.77        | Agency Mortgage-Backed Securities  |
| GNII SF DK8330 C       | 2055-06-20      | 7.0000%  | 0.0000% | $19205056.00       | $20356775.43       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ8259   | 2055-11-01      | 5.5000%  | 0.0000% | $15401.00          | $15692.42          | Agency Mortgage-Backed Securities  |
| GNII SF MA7647 M       | 2051-10-20      | 1.5000%  | 0.0000% | $1024380.00        | $604330.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL452850   | 2028-11-01      | 6.5000%  | 0.0000% | $10305536.00       | $8011.54           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL9701   | 2043-10-01      | 4.0000%  | 0.0000% | $4525280.00        | $769334.88         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF3750   | 2055-11-01      | 4.5000%  | 0.0000% | $1006000.00        | $996965.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL555657   | 2030-08-01      | 6.5000%  | 0.0000% | $3000000.00        | $5523.62           | Agency Mortgage-Backed Securities  |
| GNII ET CV1309 C       | 2063-11-20      | 7.5000%  | 0.0000% | $124031.00         | $127852.57         | Agency Mortgage-Backed Securities  |
| GNII SP 783418 C       | 2040-06-20      | 5.0000%  | 0.0000% | $1500000.00        | $101989.48         | Agency Mortgage-Backed Securities  |
| GNMI SF 677385 X       | 2040-06-15      | 5.0000%  | 0.0000% | $258108.00         | $7407.03           | Agency Mortgage-Backed Securities  |
| GNII SF MA0697 M       | 2043-01-20      | 2.5000%  | 0.0000% | $781239.00         | $100123.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAW5278   | 2029-05-01      | 4.0000%  | 0.0000% | $1015364.00        | $41566.33          | Agency Mortgage-Backed Securities  |
| GNMI SF BA2375 X       | 2047-06-15      | 4.5000%  | 0.0000% | $187169.00         | $10742.65          | Agency Mortgage-Backed Securities  |
| GNII SP 787355 C       | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $83876.36          | Agency Mortgage-Backed Securities  |
| GNMI SF BC3027 X       | 2048-03-15      | 3.0000%  | 0.0000% | $25000.00          | $15992.37          | Agency Mortgage-Backed Securities  |
| GNMI SF AO9363 X       | 2045-11-15      | 3.5000%  | 0.0000% | $676082.00         | $58728.38          | Agency Mortgage-Backed Securities  |
| GNAR AF 082359 M       | 2039-07-20      | 5.3750%  | 0.0000% | $10812464.00       | $111797.37         | Agency Mortgage-Backed Securities  |
| GNII SP 783619 M       | 2042-05-20      | 4.0000%  | 0.0000% | $65222000.00       | $3530125.34        | Agency Mortgage-Backed Securities  |
| GNMI SF AK6853 X       | 2045-01-15      | 3.0000%  | 0.0000% | $264000.00         | $28591.58          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH1003   | 2053-09-01      | 6.5000%  | 0.0000% | $2070412.00        | $2055699.49        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN9168   | 2030-06-01      | 3.5500%  | 0.0000% | $2000000.00        | $1972677.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6779   | 2053-12-01      | 6.5000%  | 0.0000% | $587230.00         | $432773.56         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4227   | 2053-05-01      | 4.5000%  | 0.0000% | $82805.00          | $67464.07          | Agency Mortgage-Backed Securities  |
| GNII SP 786045 C       | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $5186008.88        | Agency Mortgage-Backed Securities  |
| GNMI SF AD9005 X       | 2043-04-15      | 3.5000%  | 0.0000% | $125000.00         | $19133.21          | Agency Mortgage-Backed Securities  |
| GNMI SF AE9888 X       | 2043-05-15      | 3.5000%  | 0.0000% | $75000.00          | $10909.70          | Agency Mortgage-Backed Securities  |
| GNMI SF CR2379 X       | 2053-03-15      | 5.5000%  | 0.0000% | $3091452.00        | $2979344.71        | Agency Mortgage-Backed Securities  |
| GNII SF CT4983 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1088354.00        | $573749.15         | Agency Mortgage-Backed Securities  |
| GNMI SF AA6305 X       | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6221.48           | Agency Mortgage-Backed Securities  |
| GNII SF CM2446 C       | 2036-03-20      | 6.0000%  | 0.0000% | $1713212.00        | $1024536.09        | Agency Mortgage-Backed Securities  |
| GNMI SF AY0520 X       | 2047-08-15      | 4.0000%  | 0.0000% | $678180.00         | $92959.50          | Agency Mortgage-Backed Securities  |
| GNII SF MB0087 M       | 2054-11-20      | 3.0000%  | 0.0000% | $149742.00         | $124487.37         | Agency Mortgage-Backed Securities  |
| GNMI SF AA6418 X       | 2043-05-15      | 3.5000%  | 0.0000% | $50000.00          | $5088.59           | Agency Mortgage-Backed Securities  |
| GNMI SF AA5649 X       | 2042-09-15      | 3.0000%  | 0.0000% | $1700000.00        | $220579.46         | Agency Mortgage-Backed Securities  |
| GNII SF CV6855 C       | 2053-07-20      | 7.0000%  | 0.0000% | $692226.00         | $521319.97         | Agency Mortgage-Backed Securities  |
| GNII SF DK6105 C       | 2055-06-20      | 6.5000%  | 0.0000% | $8497920.00        | $8419606.44        | Agency Mortgage-Backed Securities  |
| GNII SF MA2598 M       | 2043-10-20      | 2.0000%  | 0.0000% | $183586.00         | $55203.08          | Agency Mortgage-Backed Securities  |
| GNII SF DK3213 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1728042.00        | $1825617.72        | Agency Mortgage-Backed Securities  |
| GNII SF DH6836 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1800094.00        | $1235884.05        | Agency Mortgage-Backed Securities  |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $100000000.00      | $10079431.85       | Agency Mortgage-Backed Securities  |
| GNII SF DK4956 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1272928.00        | $1332863.62        | Agency Mortgage-Backed Securities  |
| GNII SF BW8886 C       | 2032-11-20      | 7.0000%  | 0.0000% | $1775908.00        | $518402.12         | Agency Mortgage-Backed Securities  |
| GNMI SF AU1453 X       | 2046-06-15      | 2.5000%  | 0.0000% | $568012.00         | $316996.32         | Agency Mortgage-Backed Securities  |
| GNII SF MA6218 M       | 2049-10-20      | 3.0000%  | 0.0000% | $1574644.00        | $245913.61         | Agency Mortgage-Backed Securities  |
| GNII SF MA5328 M       | 2048-07-20      | 3.0000%  | 0.0000% | $1979906.00        | $306130.43         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CTCB6454   | 2043-06-01      | 7.0000%  | 0.0000% | $1046966.00        | $851442.60         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 3PQU8322   | 2055-08-01      | 6.0000%  | 0.0000% | $9022944.00        | $9186430.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA3313 M       | 2045-12-20      | 5.0000%  | 0.0000% | $3000000.00        | $290894.01         | Agency Mortgage-Backed Securities  |
| GNCL CL CQ7052         | 2065-07-15      | 5.3500%  | 0.0000% | $4958904.00        | $5052565.30        | Agency Mortgage-Backed Securities  |
| GNII SF MA1447 M       | 2043-11-20      | 3.0000%  | 0.0000% | $1070662.00        | $148011.05         | Agency Mortgage-Backed Securities  |
| GNII SF MA4263 M       | 2047-01-20      | 4.0000%  | 0.0000% | $1355010.00        | $125588.49         | Agency Mortgage-Backed Securities  |
| GNII SF DN0317 C       | 2055-10-20      | 6.0000%  | 0.0000% | $3785556.00        | $3938189.71        | Agency Mortgage-Backed Securities  |
| GNII SF DN5546 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1393702.00        | $1463735.53        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3RSF1006   | 2031-12-01      | 3.5000%  | 0.0000% | $2009300.00        | $195912.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF8333   | 2053-03-01      | 5.0000%  | 0.0000% | $18097.00          | $14929.18          | Agency Mortgage-Backed Securities  |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $215345920.00      | $58531194.56       | Agency Mortgage-Backed Securities  |
| GNII SF MA7423 M       | 2051-06-20      | 5.0000%  | 0.0000% | $25000.00          | $8424.32           | Agency Mortgage-Backed Securities  |
| GNII SF DF2110 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1866208.00        | $1884055.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5612   | 2053-06-01      | 4.5000%  | 0.0000% | $180303.00         | $136333.89         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAR4353   | 2028-07-01      | 2.0000%  | 0.0000% | $1077766.00        | $31280.68          | Agency Mortgage-Backed Securities  |
| GNII SF MA8982 M       | 2034-11-20      | 3.0000%  | 0.0000% | $105411.00         | $84260.01          | Agency Mortgage-Backed Securities  |
| GNII SF DK9746 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2518844.00        | $2629571.64        | Agency Mortgage-Backed Securities  |
| GNII ET DL4694 C       | 2065-07-20      | 3.5000%  | 0.0000% | $303025.00         | $275740.86         | Agency Mortgage-Backed Securities  |
| GNII SF DJ3025 C       | 2055-08-20      | 6.5000%  | 0.0000% | $15186752.00       | $15799932.72       | Agency Mortgage-Backed Securities  |
| GNII ET DJ1603 C       | 2065-04-20      | 6.5000%  | 0.0000% | $1211130.00        | $1248737.73        | Agency Mortgage-Backed Securities  |
| GNII ET DD1389 C       | 2063-12-20      | 7.5000%  | 0.0000% | $1123838.00        | $895203.90         | Agency Mortgage-Backed Securities  |
| GNII SF DH3437 C       | 2040-02-20      | 4.5000%  | 0.0000% | $1794270.00        | $915311.76         | Agency Mortgage-Backed Securities  |
| GNII SP 785575 C       | 2051-08-20      | 2.5000%  | 0.0000% | $325000.00         | $191634.39         | Agency Mortgage-Backed Securities  |
| GNII SF DF4744 C       | 2054-10-20      | 5.0000%  | 0.0000% | $1141328.00        | $1076814.23        | Agency Mortgage-Backed Securities  |
| GNII SP 788197 C       | 2055-09-20      | 5.5000%  | 0.0000% | $142990592.00      | $145009688.46      | Agency Mortgage-Backed Securities  |
| GNII SP 787699 M       | 2049-03-20      | 3.0000%  | 0.0000% | $97697920.00       | $81290576.67       | Agency Mortgage-Backed Securities  |
| GNMI SP 786767 X       | 2048-02-15      | 5.0000%  | 0.0000% | $8777968.00        | $6478174.09        | Agency Mortgage-Backed Securities  |
| GNMI SF 736553 X       | 2040-02-15      | 5.0000%  | 0.0000% | $225000.00         | $8531.14           | Agency Mortgage-Backed Securities  |
| GNII SP 785161 C       | 2050-10-20      | 3.0000%  | 0.0000% | $1500000.00        | $583671.66         | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $12566192.00       | $6136533.95        | Agency Mortgage-Backed Securities  |
| GNII SF DO2099 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1339350.00        | $1388389.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7062   | 2052-06-01      | 3.0000%  | 0.0000% | $28503.00          | $22663.21          | Agency Mortgage-Backed Securities  |
| GNII SP 786662 C       | 2053-03-20      | 5.0000%  | 0.0000% | $3000000.00        | $2231992.93        | Agency Mortgage-Backed Securities  |
| GNII SF DH4813 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1113374.00        | $1118699.85        | Agency Mortgage-Backed Securities  |
| GNII SF DK0236 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1296578.00        | $1317677.95        | Agency Mortgage-Backed Securities  |
| GNPL PN DC1515         | 2059-07-15      | 5.4500%  | 0.0000% | $32220.00          | $33375.48          | Agency Mortgage-Backed Securities  |
| GNII SF DJ1306 C       | 2055-04-20      | 7.5000%  | 0.0000% | $3402864.00        | $3657929.44        | Agency Mortgage-Backed Securities  |
| GNII SF DH6734 C       | 2055-01-20      | 7.0000%  | 0.0000% | $4482288.00        | $3112637.71        | Agency Mortgage-Backed Securities  |
| GNII SF CY8311 C       | 2054-01-20      | 7.0000%  | 0.0000% | $1269572.00        | $230831.68         | Agency Mortgage-Backed Securities  |
| GNII ET DF7147 C       | 2064-11-20      | 5.5000%  | 0.0000% | $1442514.00        | $1078779.89        | Agency Mortgage-Backed Securities  |
| GNII SF DB0439 C       | 2054-02-20      | 6.5000%  | 0.0000% | $1127214.00        | $875358.85         | Agency Mortgage-Backed Securities  |
| GNII ET DI4290 C       | 2065-03-20      | 6.0000%  | 0.0000% | $860801.00         | $878011.18         | Agency Mortgage-Backed Securities  |
| GNII ET DI1788 C       | 2065-03-20      | 6.0000%  | 0.0000% | $2880664.00        | $2747445.43        | Agency Mortgage-Backed Securities  |
| GNII SF MA5499 M       | 2033-10-20      | 4.5000%  | 0.0000% | $950402.00         | $57081.47          | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M       | 2051-08-20      | 2.0000%  | 0.0000% | $2338164.00        | $1328577.73        | Agency Mortgage-Backed Securities  |
| GNII SF CT4982 C       | 2053-05-20      | 6.5000%  | 0.0000% | $1027660.00        | $713829.26         | Agency Mortgage-Backed Securities  |
| GNII ET CV4370 C       | 2063-07-20      | 6.5000%  | 0.0000% | $7296216.00        | $2336697.14        | Agency Mortgage-Backed Securities  |
| GNII SF MA5652 M       | 2048-12-20      | 4.5000%  | 0.0000% | $368229888.00      | $24936626.84       | Agency Mortgage-Backed Securities  |
| GNII JM MA7184 M       | 2051-02-20      | 2.0000%  | 0.0000% | $1000000.00        | $550738.58         | Agency Mortgage-Backed Securities  |
| GNII SF DE2242 C       | 2054-10-20      | 5.0000%  | 0.0000% | $8125952.00        | $7623839.49        | Agency Mortgage-Backed Securities  |
| GNII ET DO0018 C       | 2065-10-20      | 6.0000%  | 0.0000% | $4081960.00        | $4182866.05        | Agency Mortgage-Backed Securities  |
| GNII SF DO1890 C       | 2055-11-20      | 5.5000%  | 0.0000% | $7188350.00        | $7341389.97        | Agency Mortgage-Backed Securities  |
| GNII ET DH3104 C       | 2065-01-20      | 3.5000%  | 0.0000% | $1038856.00        | $940128.98         | Agency Mortgage-Backed Securities  |
| GNII SF DF7326 C       | 2054-11-20      | 6.5000%  | 0.0000% | $1320190.00        | $1367573.96        | Agency Mortgage-Backed Securities  |
| GNII SF CU0858 C       | 2053-05-20      | 5.0000%  | 0.0000% | $1173938.00        | $969156.01         | Agency Mortgage-Backed Securities  |
| GNII JM MA6757 M       | 2050-07-20      | 3.0000%  | 0.0000% | $2201156.00        | $353341.63         | Agency Mortgage-Backed Securities  |
| GNII SF CY5498 C       | 2054-01-20      | 6.5000%  | 0.0000% | $1126112.00        | $726896.60         | Agency Mortgage-Backed Securities  |
| GNII SF MA4897 M       | 2041-09-20      | 2.0000%  | 0.0000% | $365611.00         | $141226.75         | Agency Mortgage-Backed Securities  |
| GNII ET DL9724 C       | 2065-07-20      | 3.5000%  | 0.0000% | $300623.00         | $273329.26         | Agency Mortgage-Backed Securities  |
| GNII SF DM7202 C       | 2055-09-20      | 5.5000%  | 0.0000% | $2915788.00        | $2974648.91        | Agency Mortgage-Backed Securities  |
| GNII SF DI1930 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1496714.00        | $1557032.40        | Agency Mortgage-Backed Securities  |
| GNII SF DI6974 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1516108.00        | $1537435.18        | Agency Mortgage-Backed Securities  |
| GNMI SF 757390 X       | 2046-10-15      | 2.5000%  | 0.0000% | $1264588.00        | $749544.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA6709 M       | 2050-06-20      | 2.5000%  | 0.0000% | $134486016.00      | $39351052.73       | Agency Mortgage-Backed Securities  |
| GNII SF 675725 C       | 2047-06-20      | 3.5000%  | 0.0000% | $16353000.00       | $1786557.95        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA0539   | 2055-12-01      | 4.5000%  | 0.0000% | $1206000.00        | $1192816.01        | Agency Mortgage-Backed Securities  |
| GNII ET CZ7086 C       | 2063-12-20      | 7.5000%  | 0.0000% | $1376960.00        | $145480.37         | Agency Mortgage-Backed Securities  |
| GNII SP 784122 M       | 2046-02-20      | 3.0000%  | 0.0000% | $41200000.00       | $5085621.46        | Agency Mortgage-Backed Securities  |
| GNII SF DK4903 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1301084.00        | $1355315.78        | Agency Mortgage-Backed Securities  |
| GNII SF 540678 C       | 2030-07-20      | 3.5000%  | 0.0000% | $1155990.00        | $47835.46          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $70938000.00       | $66492415.78       | U.S. Treasuries (including strips) |
| GNII SF MA6601 M       | 2050-04-20      | 4.0000%  | 0.0000% | $1329770.00        | $247073.75         | Agency Mortgage-Backed Securities  |
| GNII SF MA5817 M       | 2049-03-20      | 4.0000%  | 0.0000% | $2781864.00        | $228499.60         | Agency Mortgage-Backed Securities  |
| GNII SF DH3446 C       | 2055-02-20      | 5.5000%  | 0.0000% | $15383280.00       | $10563762.42       | Agency Mortgage-Backed Securities  |
| GNII JM MA2882 M       | 2045-06-20      | 3.0000%  | 0.0000% | $12000000.00       | $577279.60         | Agency Mortgage-Backed Securities  |

### Security 259: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CQ8W3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CQ8W3
- **C.18 - Value (incl. sponsor support):** $1214000000.00
- **C.18.a - Value (excl. sponsor support):** $1214000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2016-14 HA                                    | 2057-03-16      | 2.6500%  | 0.0000% | $3200000.00        | $850640.97         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-131 MA                                   | 2044-11-20      | 4.5000%  | 0.0000% | $11312384.00       | $10887155.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-208 YF                                   | 2052-12-20      | 5.0989%  | 0.0000% | $86221000.00       | $31510302.10       | Agency Collateralized Mortgage Obligation |
| FNRM CL061BA R25F061                               | 2052-06-25      | 4.5000%  | 0.0000% | $10433504.00       | $9979774.95        | Agency Collateralized Mortgage Obligation |
| MNRM CL002A1 R25M002                               | 2030-04-25      | 4.4500%  | 0.0000% | $2315660.00        | $2353228.11        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2033-02-25      | 5.0000%  | 0.0000% | $2000000.00        | $340161.35         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2042-07-15      | 2.0000%  | 0.0000% | $30000000.00       | $2422005.90        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-05-25      | 0.1250%  | 0.0000% | $75000000.00       | $44160245.30       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-07-25      | 0.1250%  | 0.0000% | $26472500.00       | $15156897.57       | Agency Collateralized Mortgage Obligation |
| FNRM RC057EA R21F057                               | 2046-05-25      | 1.0000%  | 0.0000% | $18115488.00       | $5975375.19        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2052-09-25      | 4.7718%  | 0.0000% | $364438016.00      | $249999759.79      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-097 FB                                   | 2055-06-20      | 5.4989%  | 0.0000% | $20000000.00       | $19624782.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 VF                                   | 2055-05-20      | 5.3489%  | 0.0000% | $20905120.00       | $20506279.92       | Agency Collateralized Mortgage Obligation |
| FRRM 1992AE 09/20/70                               | 2027-09-20      | 7.5000%  | 0.0000% | $2999820.00        | $19377.48          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2045-09-15      | 2.5000%  | 0.0000% | $25000000.00       | $2702009.48        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-08-25      | 5.0000%  | 0.0000% | $7287608.00        | $7269491.40        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-08-25      | 4.0000%  | 0.0000% | $887216.00         | $861312.29         | Agency Collateralized Mortgage Obligation |
| FNRM CL040BV R25F040                               | 2036-06-25      | 5.0000%  | 0.0000% | $20078880.00       | $19712396.11       | Agency Collateralized Mortgage Obligation |
| FNRM CL023EM R25F023                               | 2047-11-25      | 3.0000%  | 0.0000% | $49672320.00       | $43573765.30       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-11-25      | 2.0000%  | 0.0000% | $100000.00         | $58661.35          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-08-25      | 5.0000%  | 0.0000% | $40734208.00       | $34102376.42       | Agency Collateralized Mortgage Obligation |
| FNRM RC057EB R21F057                               | 2046-05-25      | 1.2500%  | 0.0000% | $16500000.00       | $5505896.38        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-06-25      | 4.5000%  | 0.0000% | $7841872.00        | $7605655.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 KF                                   | 2055-05-20      | 5.2989%  | 0.0000% | $21680000.00       | $21130018.70       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2033-06-15      | 3.0000%  | 0.0000% | $6489130.00        | $6247942.02        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 6.0000%  | 0.0000% | $5023152.00        | $4508654.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 YF                                   | 2055-07-20      | 5.6189%  | 0.0000% | $100000000.00      | $99285878.51       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.0118%  | 0.0000% | $800000.00         | $674563.97         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-12-15      | 3.0000%  | 0.0000% | $9916000.00        | $8733745.07        | Agency Collateralized Mortgage Obligation |
| FNRM RC040EA R25F040                               | 2053-02-25      | 5.0000%  | 0.0000% | $62303296.00       | $60056559.39       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-12-15      | 1.0000%  | 0.0000% | $46480576.00       | $12853104.41       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $1745000.00        | $1009187.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-37 QF                                    | 2046-03-20      | 4.4743%  | 0.0000% | $12754180.00       | $1699115.33        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-031 KE                                   | 2058-08-16      | 1.1500%  | 0.0000% | $20000000.00       | $13234623.14       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-18 HD                                    | 2049-02-20      | 3.5000%  | 0.0000% | $1055000.00        | $932557.76         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-009 A                                    | 2063-06-16      | 2.3500%  | 0.0000% | $91300000.00       | $80945120.09       | Agency Collateralized Mortgage Obligation |
| FNRM CL096BE R11F096                               | 2041-10-25      | 3.5000%  | 0.0000% | $1000000.00        | $924001.00         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 GF                                   | 2054-01-20      | 5.2489%  | 0.0000% | $100000000.00      | $43743118.81       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-078 KA                                   | 2050-07-20      | 5.5000%  | 0.0000% | $1881590.00        | $1963625.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-180 FA                                   | 2052-10-20      | 5.1489%  | 0.0000% | $30000000.00       | $16377160.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-100 FB                                   | 2053-07-20      | 5.0989%  | 0.0000% | $30000000.00       | $22244966.52       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF74         B      20270125 FLT | 2027-01-25      | 6.4663%  | 0.0000% | $4000000.00        | $589284.58         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2018-KF54         B      20281125 FLT | 2028-11-25      | 6.5163%  | 0.0000% | $4746000.00        | $764553.12         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2048-02-15      | 3.5000%  | 0.0000% | $1100000.00        | $401649.71         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2004-W1       1-A-7  20431125 5.6 | 2043-11-25      | 5.6810%  | 0.0000% | $5000000.00        | $1161017.57        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2052-09-25      | 4.7718%  | 0.0000% | $43324608.00       | $30482625.73       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.5000%  | 0.0000% | $20000000.00       | $11794745.25       | Agency Collateralized Mortgage Obligation |
| MNRA CL02SA2 R21M02S                               | 2031-10-25      | 1.8674%  | 0.0000% | $375000.00         | $335174.72         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF64         C      20260625 FLT | 2026-06-25      | 10.3163% | 0.0000% | $57814976.00       | $27124031.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 NF                                   | 2054-01-20      | 5.2489%  | 0.0000% | $100000000.00      | $59108385.13       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.0000%  | 0.0000% | $33226000.00       | $29479640.19       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-03-25      | 5.0000%  | 0.0000% | $3108712.00        | $3107020.86        | Agency Collateralized Mortgage Obligation |
| FNRM RC106PL R17F106                               | 2048-01-25      | 3.0000%  | 0.0000% | $8832000.00        | $7872774.14        | Agency Collateralized Mortgage Obligation |
| FNRM CL058HL R11F058                               | 2041-07-25      | 4.0000%  | 0.0000% | $5000000.00        | $523083.00         | Agency Collateralized Mortgage Obligation |
| FNRM CL097PL R16F097                               | 2046-12-25      | 3.0000%  | 0.0000% | $8000000.00        | $6993536.00        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-12-25      | 4.0000%  | 0.0000% | $27634560.00       | $27197491.80       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-08-25      | 4.5000%  | 0.0000% | $6300000.00        | $5243043.72        | Agency Collateralized Mortgage Obligation |
| FNRM CL072GY R13F072                               | 2043-07-25      | 2.5000%  | 0.0000% | $7522264.00        | $7153439.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-061 FE                                   | 2055-04-20      | 5.1489%  | 0.0000% | $15613000.00       | $14824827.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 BF                                   | 2054-10-20      | 5.2989%  | 0.0000% | $30000000.00       | $28709947.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-149 YF                                   | 2053-10-20      | 5.3989%  | 0.0000% | $100000000.00      | $33790138.94       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 MF                                   | 2053-11-20      | 5.2989%  | 0.0000% | $50000000.00       | $23588248.00       | Agency Collateralized Mortgage Obligation |

### Security 260: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.000000%
- **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: ARP1CQCQ1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CQCQ1
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLFS2784 | 2052-06-01      | 3.0000%  | 0.0000% | $1615252.00        | $1258172.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5911 | 2055-11-01      | 6.0000%  | 0.0000% | $23177835.00       | $23872683.32       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5906 | 2055-12-01      | 6.0000%  | 0.0000% | $2633739.00        | $2733918.53        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD8743 | 2055-10-01      | 7.5000%  | 0.0000% | $3523085.00        | $3752151.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9094 | 2055-09-01      | 6.5000%  | 0.0000% | $1847893.00        | $1936787.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $1456000.00        | $429677.47         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD0613 | 2040-07-01      | 5.0000%  | 0.0000% | $18916026.00       | $17157085.90       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3459 | 2045-09-01      | 3.5000%  | 0.0000% | $21065540.00       | $20239307.39       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF1742 | 2055-10-01      | 4.5000%  | 0.0000% | $1102600.00        | $1085082.18        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF0645 | 2040-09-01      | 4.0000%  | 0.0000% | $435682.00         | $424056.97         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC1314 | 2040-10-01      | 5.0000%  | 0.0000% | $2516706.00        | $2567780.29        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM3856 | 2047-07-01      | 3.0000%  | 0.0000% | $49117725.00       | $9721122.88        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $89000.00          | $86367.33          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5862 | 2040-10-01      | 6.0000%  | 0.0000% | $198061.00         | $197877.62         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5573 | 2055-03-01      | 6.5000%  | 0.0000% | $1583041.00        | $703098.38         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $115000.00         | $92613.62          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8195 | 2055-03-01      | 6.0000%  | 0.0000% | $1692164.00        | $1740476.03        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7503 | 2035-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $452016.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6879 | 2054-01-01      | 6.0000%  | 0.0000% | $41900965.00       | $32964544.48       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5752 | 2053-09-01      | 6.0000%  | 0.0000% | $12000.00          | $9100.67           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE6397 | 2055-09-01      | 4.5000%  | 0.0000% | $3147550.00        | $3088735.06        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD0683 | 2055-09-01      | 4.5000%  | 0.0000% | $87200.00          | $85563.53          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7889 | 2055-09-01      | 5.5000%  | 0.0000% | $16938678.00       | $16932002.52       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6165 | 2055-09-01      | 5.5000%  | 0.0000% | $33988089.00       | $33811407.59       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0675 | 2052-06-01      | 3.5000%  | 0.0000% | $21144949.00       | $18491062.00       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3587 | 2053-08-01      | 6.0000%  | 0.0000% | $21681902.00       | $14715880.69       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $27000.00          | $25022.68          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2943 | 2051-02-01      | 2.0000%  | 0.0000% | $12206388.00       | $8095864.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2965 | 2052-10-01      | 5.0000%  | 0.0000% | $1894915.00        | $1453846.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4045 | 2055-03-01      | 6.0000%  | 0.0000% | $1087500.00        | $905074.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8003 | 2053-08-01      | 5.0000%  | 0.0000% | $20000.00          | $17802.52          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3391 | 2049-04-01      | 4.5000%  | 0.0000% | $61466024.00       | $12050673.56       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL994004 | 2039-08-01      | 5.0000%  | 0.0000% | $12188873.00       | $1805034.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  | 0.0000% | $30342221.00       | $186414.52         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8021 | 2054-02-01      | 6.5000%  | 0.0000% | $1026000.00        | $810140.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7442 | 2040-04-01      | 5.0000%  | 0.0000% | $814561.00         | $762494.28         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4793 | 2041-02-01      | 4.0000%  | 0.0000% | $1400000.00        | $181083.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD0449 | 2055-01-01      | 4.0000%  | 0.0000% | $1037555.00        | $980929.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4404 | 2048-12-01      | 5.0000%  | 0.0000% | $703767.00         | $44711.40          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5888 | 2040-11-01      | 6.0000%  | 0.0000% | $14169957.00       | $14537836.98       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6470 | 2053-06-01      | 4.0000%  | 0.0000% | $1013030.00        | $884336.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0815 | 2055-10-01      | 5.0000%  | 0.0000% | $2599350.00        | $2613376.56        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBW1860 | 2038-03-01      | 4.0000%  | 0.0000% | $3101760.00        | $1733765.74        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF6290 | 2055-10-01      | 6.5000%  | 0.0000% | $1596433.00        | $1677519.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2989 | 2054-05-01      | 5.5000%  | 0.0000% | $8509000.00        | $7577865.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2866 | 2055-09-01      | 6.5000%  | 0.0000% | $3450000.00        | $3660280.63        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3053 | 2036-11-01      | 2.0000%  | 0.0000% | $40960158.00       | $37291057.78       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3765 | 2055-09-01      | 6.0000%  | 0.0000% | $57820473.00       | $59703917.09       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS2836 | 2027-01-01      | 4.0000%  | 0.0000% | $545205.00         | $12681.19          | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0201 | 2051-08-01      | 4.0000%  | 0.0000% | $425000.00         | $110866.00         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $1000.00           | $908.37            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  | 0.0000% | $77042343.00       | $64713960.36       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8902 | 2052-10-01      | 2.5000%  | 0.0000% | $400000.00         | $309296.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1938 | 2052-02-01      | 2.5000%  | 0.0000% | $500000.00         | $326023.24         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6003 | 2040-08-01      | 5.5000%  | 0.0000% | $1353593.00        | $1377238.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2053 | 2055-06-01      | 5.5000%  | 0.0000% | $6372448.00        | $6425779.89        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | 0.0000% | $4000.00           | $770.89            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0970 | 2054-04-01      | 6.0000%  | 0.0000% | $5009719.00        | $4259047.24        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3378.10           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4035 | 2052-07-01      | 5.0000%  | 0.0000% | $550000.00         | $385197.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  | 0.0000% | $183000.00         | $109494.43         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $381000.00         | $58269.57          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | 0.0000% | $15429000.00       | $5225218.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7777 | 2050-11-01      | 4.0000%  | 0.0000% | $3616000.00        | $1634939.80        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3379 | 2052-04-01      | 4.0000%  | 0.0000% | $1548000.00        | $980343.12         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6607 | 2052-02-01      | 2.5000%  | 0.0000% | $244077.00         | $163477.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3368 | 2052-04-01      | 3.0000%  | 0.0000% | $525000.00         | $366100.54         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6675 | 2055-07-01      | 6.0000%  | 0.0000% | $1193458.00        | $1119939.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $16367568.00       | $14600681.82       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  | 0.0000% | $14818626.00       | $8092841.68        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  | 0.0000% | $165000.00         | $16513.27          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4760 | 2053-07-01      | 5.5000%  | 0.0000% | $275531.00         | $250526.65         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAJ4084 | 2026-10-01      | 3.0000%  | 0.0000% | $1100000.00        | $3875.00           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $80000.00          | $56753.11          | Agency Mortgage-Backed Securities |
| GNAR AF MB0755 M     | 2055-11-20      | 4.5000%  | 0.0000% | $23872446.00       | $24065932.17       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $22000.00          | $16772.53          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBR6743 | 2051-03-01      | 4.0000%  | 0.0000% | $1427718.00        | $576373.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  | 0.0000% | $21000.00          | $17992.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5083 | 2035-01-01      | 3.5000%  | 0.0000% | $257000.00         | $67788.24          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5353 | 2050-03-01      | 3.5000%  | 0.0000% | $13244318.00       | $3151885.30        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAT2767 | 2028-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $39129.03          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5152 | 2049-01-01      | 5.5000%  | 0.0000% | $3871061.00        | $312386.38         | Agency Mortgage-Backed Securities |

### Security 261: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.970000%
- **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: ARP1CWV20, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CWV20
- **C.18 - Value (incl. sponsor support):** $822000000.00
- **C.18.a - Value (excl. sponsor support):** $822000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLBX9983 | 2053-04-01      | 5.0000%  | 0.0000% | $4150841.00        | $3061410.74        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD9090 | 2055-05-01      | 4.0000%  | 0.0000% | $281654.00         | $263279.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6377 | 2055-12-01      | 5.5000%  | 0.0000% | $1800416.00        | $1847754.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9917 | 2052-10-01      | 5.0000%  | 0.0000% | $7063684.00        | $4642735.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDA9465 | 2054-02-01      | 5.0000%  | 0.0000% | $7950214.00        | $7027246.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF0984 | 2040-10-01      | 6.0000%  | 0.0000% | $1304334.00        | $1346769.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL702449 | 2033-06-01      | 6.0000%  | 0.0000% | $326200.00         | $664.93            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU9641 | 2052-01-01      | 3.0000%  | 0.0000% | $1005700.00        | $790676.01         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4515 | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $237372.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBU5643 | 2040-02-01      | 5.5000%  | 0.0000% | $1255817.00        | $1254173.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB6736 | 2054-06-01      | 5.0000%  | 0.0000% | $1744269.00        | $1568171.80        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7414 | 2040-04-01      | 5.0000%  | 0.0000% | $1798665.00        | $1779660.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9255 | 2039-12-01      | 5.0000%  | 0.0000% | $1532637.00        | $1494128.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8933 | 2055-09-01      | 5.5000%  | 0.0000% | $3436595.00        | $3450174.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6000 | 2040-09-01      | 5.5000%  | 0.0000% | $1260740.00        | $1266058.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5174 | 2053-06-01      | 6.0000%  | 0.0000% | $115363029.00      | $85827837.27       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3864 | 2053-02-01      | 5.0000%  | 0.0000% | $663587.00         | $563401.66         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3806 | 2055-07-01      | 6.0000%  | 0.0000% | $83646927.00       | $87508487.38       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFA3736 | 2043-03-01      | 2.5000%  | 0.0000% | $13714200.00       | $12425257.20       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS3777 | 2038-01-01      | 5.0000%  | 0.0000% | $1612796.00        | $994090.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4363 | 2055-04-01      | 5.5000%  | 0.0000% | $75000.00          | $75984.46          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFM4186 | 2029-09-01      | 6.0000%  | 0.0000% | $334220.00         | $22255.16          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4911 | 2055-11-01      | 5.0000%  | 0.0000% | $9217616.00        | $9243038.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5860 | 2040-10-01      | 5.0000%  | 0.0000% | $2990367.00        | $2924507.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1489 | 2055-04-01      | 6.5000%  | 0.0000% | $2886097.00        | $3020283.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2626 | 2055-03-01      | 6.0000%  | 0.0000% | $2784931.00        | $2882593.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1009 | 2055-09-01      | 5.5000%  | 0.0000% | $158491246.00      | $161573977.34      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3509 | 2055-11-01      | 5.5000%  | 0.0000% | $1430102.00        | $1467482.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3456 | 2048-03-01      | 3.0000%  | 0.0000% | $11038867.00       | $10160217.34       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  | 0.0000% | $55000.00          | $32633.81          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU0274 | 2051-09-01      | 2.5000%  | 0.0000% | $884019.00         | $688520.08         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8788 | 2054-08-01      | 6.5000%  | 0.0000% | $9570879.00        | $7580053.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAE0205 | 2030-03-01      | 5.0000%  | 0.0000% | $447600.00         | $3188.22           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6281 | 2045-10-01      | 3.5000%  | 0.0000% | $5085000.00        | $3968770.92        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3553 | 2050-07-01      | 3.0000%  | 0.0000% | $754000.00         | $379157.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $9314397.00        | $7174174.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6990 | 2040-08-01      | 3.0000%  | 0.0000% | $81026.00          | $28073.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1233 | 2036-07-01      | 3.5000%  | 0.0000% | $482109.00         | $207562.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD1808 | 2055-02-01      | 4.5000%  | 0.0000% | $707204.00         | $684268.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0263 | 2058-05-01      | 3.5000%  | 0.0000% | $9862124.00        | $3938152.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4127 | 2055-11-01      | 5.5000%  | 0.0000% | $4763511.00        | $4862991.38        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX4573 | 2053-08-01      | 3.0000%  | 0.0000% | $356194.00         | $296511.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9017 | 2055-10-01      | 6.0000%  | 0.0000% | $5516978.00        | $5752648.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1626 | 2055-06-01      | 6.0000%  | 0.0000% | $10229129.00       | $10308074.29       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6394 | 2054-11-01      | 5.0000%  | 0.0000% | $1956754.00        | $1801909.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CZAB9638 | 2053-06-01      | 3.5000%  | 0.0000% | $500000.00         | $107682.91         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4094 | 2053-06-01      | 6.0000%  | 0.0000% | $246486.00         | $150724.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5880 | 2054-12-01      | 5.0000%  | 0.0000% | $1674460.00        | $1672201.10        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6088 | 2055-07-01      | 7.0000%  | 0.0000% | $1295800.00        | $1370863.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5698 | 2040-12-01      | 5.0000%  | 0.0000% | $1097680.00        | $1117147.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2355 | 2055-10-01      | 4.5000%  | 0.0000% | $1334540.00        | $1312923.12        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6395 | 2055-12-01      | 5.0000%  | 0.0000% | $2122505.00        | $2138481.10        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2972 | 2044-12-01      | 4.0000%  | 0.0000% | $2374935.00        | $783971.11         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1766 | 2047-12-01      | 4.0000%  | 0.0000% | $8553962.00        | $2255150.93        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT6598 | 2052-02-01      | 2.0000%  | 0.0000% | $164319.00         | $106604.99         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0605 | 2055-09-01      | 6.0000%  | 0.0000% | $3515847.00        | $3650059.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0538 | 2030-10-01      | 4.5000%  | 0.0000% | $184599.00         | $4569.01           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE3996 | 2040-09-01      | 5.5000%  | 0.0000% | $1017966.00        | $954997.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC9290 | 2041-04-01      | 5.0000%  | 0.0000% | $3709020.00        | $273318.13         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5526 | 2054-10-01      | 3.5000%  | 0.0000% | $33000.00          | $29264.62          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9472 | 2054-11-01      | 5.0000%  | 0.0000% | $400000.00         | $380918.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7573 | 2052-01-01      | 3.0000%  | 0.0000% | $395000.00         | $276375.99         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256820 | 2027-07-01      | 5.0000%  | 0.0000% | $5000000.00        | $7204.24           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0136 | 2055-03-01      | 6.5000%  | 0.0000% | $400400.00         | $386821.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU2549 | 2051-10-01      | 3.0000%  | 0.0000% | $413904.00         | $261360.81         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX6441 | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $53316.14          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM6946 | 2034-07-01      | 3.0000%  | 0.0000% | $690000.00         | $187909.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6894 | 2040-11-01      | 5.0000%  | 0.0000% | $1273000.00        | $1301834.72        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL955183 | 2037-11-01      | 7.0000%  | 0.0000% | $940000.00         | $27383.87          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6422 | 2050-07-01      | 3.0000%  | 0.0000% | $404000.00         | $123714.40         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA7475 | 2035-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $754544.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2435 | 2055-08-01      | 5.5000%  | 0.0000% | $92029946.00       | $93019471.86       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4042 | 2035-06-01      | 2.0000%  | 0.0000% | $1870000.00        | $602195.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3034 | 2033-10-01      | 3.0000%  | 0.0000% | $7000.00           | $1545.77           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1153 | 2034-06-01      | 3.0000%  | 0.0000% | $5500000.00        | $1354386.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $41900.00          | $21476.15          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  | 0.0000% | $50000.00          | $26870.52          | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0126 | 2056-07-01      | 3.5000%  | 0.0000% | $127063369.00      | $38378244.68       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT256396 | 2026-08-01      | 6.5000%  | 0.0000% | $1653426.00        | $894.13            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $16000.00          | $1732.88           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL992249 | 2038-11-01      | 7.0000%  | 0.0000% | $840000.00         | $20666.48          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0338 | 2045-04-01      | 6.0000%  | 0.0000% | $3833014.00        | $3712800.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4036 | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2250.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA3417 | 2053-11-01      | 5.5000%  | 0.0000% | $75021.00          | $63372.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 U3BF0194 | 2040-07-01      | 4.5000%  | 0.0000% | $270000.00         | $49526.25          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL651901 | 2032-08-01      | 6.0000%  | 0.0000% | $1000000.00        | $2769.16           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6726 | 2042-03-01      | 3.5000%  | 0.0000% | $80293676.00       | $11939968.79       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6094 | 2053-04-01      | 6.0000%  | 0.0000% | $4209120.00        | $3000777.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8487 | 2054-05-01      | 5.5000%  | 0.0000% | $3075070.00        | $2756060.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0487 | 2040-10-01      | 5.0000%  | 0.0000% | $1156528.00        | $1164972.45        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9337 | 2055-06-01      | 6.5000%  | 0.0000% | $4429323.00        | $4647836.38        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB2504 | 2054-05-01      | 6.5000%  | 0.0000% | $282117.00         | $116034.11         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4825 | 2053-11-01      | 6.5000%  | 0.0000% | $100000.00         | $95599.37          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX5102 | 2053-02-01      | 4.5000%  | 0.0000% | $6214780.00        | $5829252.69        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2551 | 2048-03-01      | 4.0000%  | 0.0000% | $44000000.00       | $9205594.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2747 | 2038-11-01      | 5.5000%  | 0.0000% | $25183389.00       | $24598831.97       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0002 | 2054-10-01      | 6.0000%  | 0.0000% | $15748936.00       | $14614524.33       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995051 | 2037-03-01      | 6.0000%  | 0.0000% | $1550000.00        | $17937.18          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  | 0.0000% | $37718.00          | $1178.55           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  | 0.0000% | $39938492.00       | $11669942.48       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $13000.00          | $9892.44           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKMA4370 | 2051-06-01      | 2.0000%  | 0.0000% | $177500000.00      | $110151127.63      | Agency Mortgage-Backed Securities |
| GNPL PN DJ4709       | 2055-09-15      | 5.8800%  | 0.0000% | $1435.00           | $1539.89           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1563.80           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL649331 | 2032-03-01      | 8.0000%  | 0.0000% | $1733873.00        | $5568.10           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6019 | 2053-02-01      | 5.5000%  | 0.0000% | $30594046.00       | $23405274.78       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3657 | 2034-05-01      | 3.0000%  | 0.0000% | $5499000.00        | $468882.10         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2632 | 2046-05-01      | 3.5000%  | 0.0000% | $383935.00         | $102910.14         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7684 | 2054-07-01      | 6.0000%  | 0.0000% | $700000.00         | $543005.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $532000.00         | $395156.58         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE0678 | 2034-10-01      | 5.0000%  | 0.0000% | $230000.00         | $4068.24           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4959 | 2053-05-01      | 6.5000%  | 0.0000% | $25207453.00       | $16215998.45       | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0175 | 2057-01-01      | 2.5000%  | 0.0000% | $125000.00         | $53937.74          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK4769 | 2048-08-01      | 5.0000%  | 0.0000% | $500000.00         | $65425.13          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $19431.74          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1035 | 2051-05-01      | 2.0000%  | 0.0000% | $650259.00         | $403781.20         | Agency Mortgage-Backed Securities |

### Security 262: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CWWJ2, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1CWWJ2
- **C.18 - Value (incl. sponsor support):** $159000000.00
- **C.18.a - Value (excl. sponsor support):** $159000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $43251800.00       | $42863096.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $135697700.00      | $118969808.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $324700.00         | $347105.04         | U.S. Treasuries (including strips) |

### Security 263: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZMW7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1CZMW7
- **C.18 - Value (incl. sponsor support):** $451000000.00
- **C.18.a - Value (excl. sponsor support):** $451000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $9224300.00        | $9180049.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $453376500.00      | $460020101.39      | U.S. Treasuries (including strips) |

### Security 264: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZP53, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1CZP53
- **C.18 - Value (incl. sponsor support):** $530000000.00
- **C.18.a - Value (excl. sponsor support):** $530000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2033-11-15      | 4.5000%  | 0.0000% | $79041600.00       | $82655462.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $179500.00         | $185514.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $460300.00         | $467155.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $25929600.00       | $26886396.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $2964600.00        | $2980574.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $139.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $314900.00         | $201234.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $23960700.00       | $24521599.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $14454300.00       | $15451679.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $15000000.00       | $14761080.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $247500.00         | $147884.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $3100.00           | $4236.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $4441800.00        | $4340073.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $9000000.00        | $13693269.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $200.00            | $205.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $300.00            | $389.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $200.00            | $204.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $100000000.00      | $95858874.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $122.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $1633000.00        | $1688672.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $583800.00         | $621042.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $100.00            | $99.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $400.00            | $397.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $106.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $13904200.00       | $14381082.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $4378400.00        | $4450583.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $683000.00         | $695198.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $779500.00         | $698264.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $596900.00         | $614215.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $2673000.00        | $2683223.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $199.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $15017100.00       | $15464184.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $141413900.00      | $134365700.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $8201800.00        | $8211065.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $2780600.00        | $2889080.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $5504800.00        | $5529235.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $4943400.00        | $5100765.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $300000.00         | $323080.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $200.00            | $130.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $6668000.00        | $6608074.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-24      | 0.0000%  | 0.0000% | $51353100.00       | $50753141.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $3421500.00        | $3366228.43        | U.S. Treasuries (including strips) |

### Security 265: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZPG9, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1CZPG9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2033-01-15      | 1.1250%  | 0.0000% | $300.00            | $319.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $1094100.00        | $1145660.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $615100.00         | $603257.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $11832300.00       | $12470931.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $16999800.00       | $12156220.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $15034200.00       | $15194649.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $1692900.00        | $1312774.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $6700.00           | $6841.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $200.00            | $213.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $133.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $130298700.00      | $113999021.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $5008600.00        | $5295572.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $700.00            | $720.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $300.00            | $310.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $700.00            | $735.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $105.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $996.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $300.00            | $268.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $42400.00          | $42771.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $400.00            | $409.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $195.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $29323600.00       | $22145624.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $4670800.00        | $4442678.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $301000.00         | $354473.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $66.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $4188600.00        | $4162840.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $4700.00           | $4932.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $900.00            | $917.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $168200.00         | $159380.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $200.00            | $197.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $14600.00          | $14715.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $300.00            | $285.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $1400.00           | $1322.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $14680300.00       | $7323089.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $131700.00         | $132258.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $129.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $725000.00         | $718274.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $2337500.00        | $2441517.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $24000.00          | $24678.29          | U.S. Treasuries (including strips) |

### Security 266: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZQK9, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1CZQK9
- **C.18 - Value (incl. sponsor support):** $415000000.00
- **C.18.a - Value (excl. sponsor support):** $415000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $37637000.00       | $38287936.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $63.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $161000.00         | $118781.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $302200.00         | $226954.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $20000000.00       | $21380045.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $2740000.00        | $2723458.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $10700.00          | $10454.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $34581700.00       | $34264407.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $78.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $63900.00          | $73182.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $200.00            | $273.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $49999600.00       | $48607211.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $131600.00         | $177332.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $127000000.00      | $128706219.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $106.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $16700.00          | $16681.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $24900.00          | $24861.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $400.00            | $405.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $1312700.00        | $1270475.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $12404100.00       | $12682204.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $36781900.00       | $37848907.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $8000000.00        | $8647015.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $12000.00          | $12478.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $176700.00         | $180836.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $499500.00         | $531164.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $61734500.00       | $62011276.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $745300.00         | $769025.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $1806500.00        | $1836792.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $561000.00         | $577701.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $152900.00         | $153072.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $89.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $50800.00          | $53700.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $10298000.00       | $10093923.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $11700.00          | $24869.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $6879600.00        | $6214830.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $1030700.00        | $1168184.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $128300.00         | $138755.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $53300.00          | $62794.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $1781900.00        | $1807612.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $7600.00           | $7526.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $300.00            | $219.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $400.00            | $396.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $300.00            | $321.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $2580900.00        | $2587244.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $157.63            | U.S. Treasuries (including strips) |

### Security 267: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.040000%
- **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: ARP1CZSD3, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1CZSD3
- **C.18 - Value (incl. sponsor support):** $457000000.00
- **C.18.a - Value (excl. sponsor support):** $457000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLDA6496 | 2053-12-01      | 6.5000%  | 0.0000% | $15034151.00       | $10219488.03       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8498 | 2054-08-01      | 6.0000%  | 0.0000% | $15127524.00       | $13444098.01       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4114 | 2050-07-01      | 4.0000%  | 0.0000% | $5000000.00        | $1620321.64        | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $820122.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0565 | 2055-06-01      | 5.5000%  | 0.0000% | $102584431.00      | $102028369.64      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3608 | 2055-08-01      | 6.0000%  | 0.0000% | $68318606.00       | $71472602.76       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $341494.00         | $240790.75         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5973 | 2054-01-01      | 6.0000%  | 0.0000% | $271936.00         | $212445.30         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8419 | 2055-06-01      | 6.0000%  | 0.0000% | $8978930.00        | $8888302.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $35606.00          | $27793.11          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  | 0.0000% | $125394858.00      | $69690598.32       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $13871602.00       | $11861842.96       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4440 | 2054-08-01      | 6.0000%  | 0.0000% | $8111274.00        | $7640529.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1559 | 2055-05-01      | 5.5000%  | 0.0000% | $950000.00         | $949350.82         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1721 | 2055-06-01      | 6.0000%  | 0.0000% | $10491342.00       | $10313147.41       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8989 | 2054-08-01      | 5.5000%  | 0.0000% | $94584541.00       | $89892392.42       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $500000000.00      | $38243717.94       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6827 | 2054-12-01      | 6.0000%  | 0.0000% | $30303.00          | $30867.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $47000000.00       | $37474161.84       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1338 | 2033-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $209056.03         | Agency Mortgage-Backed Securities |

### Security 268: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.040000%
- **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: ARP1CZSN1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CZSN1
- **C.18 - Value (incl. sponsor support):** $545000000.00
- **C.18.a - Value (excl. sponsor support):** $545000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CTFM0068 | 2040-02-01      | 3.5000%  | 0.0000% | $700000.00         | $245134.19         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2455 | 2035-11-01      | 4.0000%  | 0.0000% | $2000000.00        | $199348.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF0489 | 2040-10-01      | 4.5000%  | 0.0000% | $1105190.00        | $956809.08         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9316 | 2055-09-01      | 6.0000%  | 0.0000% | $4550086.00        | $4734788.20        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8525 | 2053-08-01      | 6.5000%  | 0.0000% | $700000.00         | $481783.29         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9753 | 2055-09-01      | 5.5000%  | 0.0000% | $8677322.00        | $8911975.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $1100000.00        | $872798.70         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9081 | 2055-09-01      | 5.5000%  | 0.0000% | $3162210.00        | $3228228.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5641 | 2053-02-01      | 5.5000%  | 0.0000% | $40898155.00       | $32114394.64       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8131 | 2055-08-01      | 5.0000%  | 0.0000% | $1194088.00        | $1207967.32        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8278 | 2055-09-01      | 5.0000%  | 0.0000% | $1337021.00        | $1341222.21        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9093 | 2055-09-01      | 6.5000%  | 0.0000% | $3205024.00        | $3361397.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6372 | 2055-12-01      | 5.0000%  | 0.0000% | $2416350.00        | $2432184.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2362 | 2055-02-01      | 6.5000%  | 0.0000% | $1062349.00        | $1114199.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2694 | 2055-10-01      | 5.5000%  | 0.0000% | $1178146.00        | $1210472.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8185 | 2055-08-01      | 5.0000%  | 0.0000% | $1027895.00        | $1045495.68        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL633698 | 2031-02-01      | 7.5000%  | 0.0000% | $82861.00          | $680.71            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9485 | 2055-09-01      | 6.0000%  | 0.0000% | $3042458.00        | $3171137.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0729 | 2055-07-01      | 6.0000%  | 0.0000% | $75623092.00       | $74738623.51       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5291 | 2052-12-01      | 5.5000%  | 0.0000% | $96296085.00       | $73315501.25       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8287 | 2055-04-01      | 6.5000%  | 0.0000% | $6736988.00        | $6966305.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0657 | 2055-08-01      | 6.0000%  | 0.0000% | $92361138.00       | $89114245.05       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2431 | 2051-12-01      | 3.0000%  | 0.0000% | $76636.00          | $53057.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1067 | 2037-04-01      | 2.5000%  | 0.0000% | $500000.00         | $326413.47         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $8774255.00        | $6876468.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8936 | 2055-09-01      | 5.5000%  | 0.0000% | $36584313.00       | $37107451.61       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9341 | 2055-09-01      | 6.5000%  | 0.0000% | $1858600.00        | $1955736.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7889 | 2055-09-01      | 5.5000%  | 0.0000% | $2472322.00        | $2471347.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2919 | 2055-04-01      | 6.5000%  | 0.0000% | $1201345.00        | $1194491.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4341 | 2052-08-01      | 4.5000%  | 0.0000% | $5237000.00        | $3974840.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9113 | 2040-06-01      | 5.5000%  | 0.0000% | $1601826.00        | $1592130.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE8983 | 2055-10-01      | 4.5000%  | 0.0000% | $1194973.00        | $1173958.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF0355 | 2040-09-01      | 6.0000%  | 0.0000% | $1045492.00        | $1081784.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9780 | 2055-08-01      | 6.0000%  | 0.0000% | $1666755.00        | $1364101.94        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6120 | 2052-06-01      | 3.0000%  | 0.0000% | $25999706.00       | $20267605.80       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $5187712.00        | $3657906.38        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1166 | 2052-07-01      | 4.0000%  | 0.0000% | $2581983.00        | $2454430.06        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7658 | 2049-02-01      | 3.0000%  | 0.0000% | $100000.00         | $46659.62          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7520 | 2053-11-01      | 6.5000%  | 0.0000% | $64338495.00       | $48274733.17       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9318 | 2054-10-01      | 5.5000%  | 0.0000% | $5000000.00        | $4676169.79        | Agency Mortgage-Backed Securities |
| GNAR AF MB0755 M     | 2055-11-20      | 4.5000%  | 0.0000% | $3613.00           | $3642.28           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3481 | 2055-02-01      | 4.5000%  | 0.0000% | $28987048.00       | $28687437.87       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1482 | 2054-08-01      | 5.5000%  | 0.0000% | $14431000.00       | $13718698.90       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9918 | 2055-08-01      | 5.5000%  | 0.0000% | $1042096.00        | $1065186.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6776 | 2053-07-01      | 5.5000%  | 0.0000% | $504888.00         | $342986.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8242 | 2054-06-01      | 6.0000%  | 0.0000% | $5973777.00        | $5164440.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2406 | 2055-06-01      | 6.5000%  | 0.0000% | $1101930.00        | $1153590.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU8750 | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $76890.17          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5657 | 2052-04-01      | 3.0000%  | 0.0000% | $1003534.00        | $676475.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9498 | 2055-09-01      | 5.5000%  | 0.0000% | $2211239.00        | $2255939.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6672 | 2053-02-01      | 5.0000%  | 0.0000% | $156645.00         | $150366.91         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV5859 | 2045-07-01      | 6.0000%  | 0.0000% | $2563548.00        | $2612773.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5429 | 2039-10-01      | 5.5000%  | 0.0000% | $1033012.00        | $674046.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC0662 | 2055-07-01      | 4.5000%  | 0.0000% | $51506238.00       | $49945355.96       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1582 | 2043-08-01      | 3.5000%  | 0.0000% | $150000.00         | $25198.72          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5477 | 2035-03-01      | 3.5000%  | 0.0000% | $750701.00         | $165180.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7534 | 2050-02-01      | 3.0000%  | 0.0000% | $19999820.00       | $5531279.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  | 0.0000% | $150000.00         | $849.88            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0914 | 2055-01-01      | 5.0000%  | 0.0000% | $2820978.00        | $2626748.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $11000.00          | $6984.55           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $324890.00         | $285520.71         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  | 0.0000% | $9000.00           | $6555.16           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4809 | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1582.61           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAD5542 | 2030-05-01      | 5.0000%  | 0.0000% | $263125.00         | $6371.91           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZAD0470 | 2049-02-01      | 5.0000%  | 0.0000% | $5500000.00        | $268455.96         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $8000.00           | $2004.63           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7042 | 2036-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $504632.78         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0671 | 2052-02-01      | 3.0000%  | 0.0000% | $1038116.00        | $718790.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9107 | 2046-03-01      | 4.5000%  | 0.0000% | $1941627.00        | $258654.56         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3936 | 2035-08-01      | 2.5000%  | 0.0000% | $200000.00         | $41818.57          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2411 | 2054-06-01      | 5.5000%  | 0.0000% | $250613.00         | $250562.89         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7306 | 2053-09-01      | 5.5000%  | 0.0000% | $310397.00         | $256999.86         | Agency Mortgage-Backed Securities |

### Security 269: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.040000%
- **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: ARP1CZSS0, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1CZSS0
- **C.18 - Value (incl. sponsor support):** $482000000.00
- **C.18.a - Value (excl. sponsor support):** $482000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DN2032 C | 2055-11-20      | 6.0000%  | 0.0000% | $1223864.00        | $1276566.03        | Agency Mortgage-Backed Securities |
| GNII SF DO0059 C | 2055-11-20      | 6.0000%  | 0.0000% | $1407294.00        | $1455409.38        | Agency Mortgage-Backed Securities |
| GNII SF DL7844 C | 2055-08-20      | 6.5000%  | 0.0000% | $2966930.00        | $3094905.14        | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M | 2051-03-20      | 2.5000%  | 0.0000% | $382949277.00      | $185884362.70      | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M | 2053-01-20      | 5.5000%  | 0.0000% | $80874501.00       | $55214284.31       | Agency Mortgage-Backed Securities |
| GNII SF DJ1865 C | 2055-04-20      | 5.0000%  | 0.0000% | $1630320.00        | $1152664.73        | Agency Mortgage-Backed Securities |
| GNII SF DL8057 C | 2055-09-20      | 6.0000%  | 0.0000% | $818188.00         | $843421.43         | Agency Mortgage-Backed Securities |
| GNII SF DH6252 C | 2055-02-20      | 6.5000%  | 0.0000% | $2366370.00        | $1722328.86        | Agency Mortgage-Backed Securities |
| GNII SF DL3421 C | 2055-08-20      | 6.0000%  | 0.0000% | $612679.00         | $636057.76         | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M | 2053-05-20      | 5.5000%  | 0.0000% | $329505701.00      | $249999999.82      | Agency Mortgage-Backed Securities |

### Security 270: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.040000%
- **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: ARP1CZSV3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CZSV3
- **C.18 - Value (incl. sponsor support):** $639000000.00
- **C.18.a - Value (excl. sponsor support):** $639000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLFM4097 | 2050-07-01      | 3.0000%  | 0.0000% | $1500000.00        | $532325.20         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCC1615 | 2055-12-01      | 4.8640%  | 0.0000% | $108457302.00      | $110323526.80      | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD924707 | 2036-09-01      | 6.6190%  | 0.0000% | $5596852.00        | $654836.90         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745925 | 2036-09-01      | 6.4380%  | 0.0000% | $120000.00         | $2016.06           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN4710 | 2029-02-01      | 3.3100%  | 0.0000% | $1326756.00        | $1230157.38        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.8920%  | 0.0000% | $1500000.00        | $1341.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB814670 | 2035-04-01      | 6.4710%  | 0.0000% | $7923175.00        | $121906.56         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO9999 | 2046-07-01      | 4.8180%  | 0.0000% | $2000000.00        | $452851.55         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO9776 | 2049-03-01      | 4.3180%  | 0.0000% | $1374000.00        | $572264.77         | Agency Mortgage-Backed Securities |
| FMAR 2B1701 G        | 2043-09-01      | 6.3170%  | 0.0000% | $24912280.00       | $725450.19         | Agency Mortgage-Backed Securities |
| FMAR 1Q1148 G        | 2037-05-01      | 6.1490%  | 0.0000% | $835000.00         | $12661.37          | Agency Mortgage-Backed Securities |
| FMAR 1N1433 G        | 2037-02-01      | 6.0990%  | 0.0000% | $124000.00         | $1149.83           | Agency Mortgage-Backed Securities |
| FMAR 1G2604 G        | 2036-10-01      | 6.5670%  | 0.0000% | $4947327.00        | $38391.94          | Agency Mortgage-Backed Securities |
| FMAR 847320 G        | 2033-04-01      | 6.4420%  | 0.0000% | $1000000.00        | $4993.12           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE2899 | 2055-07-01      | 5.1790%  | 0.0000% | $1622750.00        | $1652446.54        | Agency Mortgage-Backed Securities |
| FMAR 8C0269 G        | 2052-05-01      | 2.5000%  | 0.0000% | $265000.00         | $183412.84         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS8150 | 2035-08-01      | 2.5000%  | 0.0000% | $800000.00         | $607753.54         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725731 | 2034-08-01      | 5.8870%  | 0.0000% | $5317000.00        | $24128.61          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914789 | 2037-04-01      | 6.6770%  | 0.0000% | $165000.00         | $1999.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9479 | 2054-11-01      | 5.5000%  | 0.0000% | $6500000.00        | $6072505.75        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM9431 | 2030-08-01      | 3.5800%  | 0.0000% | $1200000.00        | $1174830.00        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL3850 | 2037-10-01      | 6.5230%  | 0.0000% | $1110609.00        | $31420.12          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX YLAL3755 | 2038-02-01      | 5.0260%  | 0.0000% | $450000.00         | $8698.53           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBP4767 | 2050-05-01      | 2.7190%  | 0.0000% | $500000.00         | $150413.93         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE9136 | 2047-04-01      | 4.0000%  | 0.0000% | $758000.00         | $198888.45         | Agency Mortgage-Backed Securities |
| FMAR 848568 G        | 2038-09-01      | 6.2360%  | 0.0000% | $1590000.00        | $49191.85          | Agency Mortgage-Backed Securities |
| FMAR 841163 G        | 2050-05-01      | 3.6370%  | 0.0000% | $3536525.00        | $654394.73         | Agency Mortgage-Backed Securities |
| FMAR 1G1999 G        | 2037-06-01      | 6.3680%  | 0.0000% | $260000.00         | $3133.48           | Agency Mortgage-Backed Securities |
| FMAR 841598 G        | 2051-11-01      | 1.9450%  | 0.0000% | $3045000.00        | $2291290.87        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.2220%  | 0.0000% | $4211814.00        | $9300.18           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HT468473 | 2031-07-01      | 4.5000%  | 0.0000% | $2599448.00        | $1082441.73        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8182 | 2046-02-01      | 6.2830%  | 0.0000% | $1019000.00        | $38021.16          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL2984 | 2042-10-01      | 6.5590%  | 0.0000% | $5200000.00        | $239712.04         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4349 | 2043-11-01      | 6.1710%  | 0.0000% | $5000000.00        | $143523.34         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL0139 | 2039-02-01      | 6.5360%  | 0.0000% | $50000.00          | $778.18            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB658481 | 2033-09-01      | 5.9940%  | 0.0000% | $25000.00          | $971.56            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS485627 | 2028-11-01      | 6.5360%  | 0.0000% | $8400000.00        | $10572.73          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB900197 | 2036-10-01      | 6.7930%  | 0.0000% | $213359.00         | $3218.60           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1937595 | 2037-05-01      | 6.0690%  | 0.0000% | $4867292.00        | $55151.65          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924712 | 2034-09-01      | 6.7550%  | 0.0000% | $250000.00         | $3995.48           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB884760 | 2036-09-01      | 6.4690%  | 0.0000% | $4050000.00        | $23675.10          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS848390 | 2035-12-01      | 5.8390%  | 0.0000% | $1300000.00        | $6832.62           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6935 | 2049-07-01      | 3.4180%  | 0.0000% | $3764000.00        | $2279706.28        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7224 | 2053-06-01      | 5.0980%  | 0.0000% | $15367011.00       | $13308421.33       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6188 | 2049-08-01      | 4.4390%  | 0.0000% | $10000000.00       | $897730.07         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF0012 | 2055-10-01      | 4.6420%  | 0.0000% | $3466418.00        | $3488061.18        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE8291 | 2055-09-01      | 5.0400%  | 0.0000% | $2882336.00        | $2923084.97        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE9983 | 2055-10-01      | 4.4360%  | 0.0000% | $20711136.00       | $20533233.22       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1888763 | 2037-10-01      | 5.8630%  | 0.0000% | $2150000.00        | $11435.29          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0923 | 2040-10-01      | 6.5300%  | 0.0000% | $15054152.00       | $41560.97          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAE0557 | 2038-12-01      | 6.9210%  | 0.0000% | $9010000.00        | $61656.93          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1AE0354 | 2037-09-01      | 6.6010%  | 0.0000% | $23423435.00       | $435938.21         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD0482 | 2039-12-01      | 6.3180%  | 0.0000% | $1378000.00        | $13913.11          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8633 | 2054-07-01      | 6.5000%  | 0.0000% | $170000.00         | $118740.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9787 | 2054-11-01      | 5.5000%  | 0.0000% | $2360000.00        | $2132214.77        | Agency Mortgage-Backed Securities |
| FMAR 840727 G        | 2047-12-01      | 6.2430%  | 0.0000% | $13307750.00       | $861059.12         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAL7183 | 2036-01-01      | 6.3380%  | 0.0000% | $2700000.00        | $248189.61         | Agency Mortgage-Backed Securities |
| FMAR 781995 G        | 2034-10-01      | 6.3250%  | 0.0000% | $1500000.00        | $11488.05          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1438 | 2042-02-01      | 6.4450%  | 0.0000% | $20000000.00       | $348363.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1753 | 2052-04-01      | 3.0000%  | 0.0000% | $1055708.00        | $798191.55         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6064 | 2043-10-01      | 6.2760%  | 0.0000% | $6974000.00        | $592832.72         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB788976 | 2034-04-01      | 6.1240%  | 0.0000% | $8000000.00        | $50994.57          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB795135 | 2034-10-01      | 5.8900%  | 0.0000% | $405000.00         | $2019.46           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS065583 | 2028-09-01      | 4.4120%  | 0.0000% | $2866290.00        | $541.19            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN2522 | 2026-10-01      | 2.2600%  | 0.0000% | $8100000.00        | $6529001.73        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.3920%  | 0.0000% | $500562.00         | $3902.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.6620%  | 0.0000% | $2470359.00        | $4916.68           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD791868 | 2034-08-01      | 6.3060%  | 0.0000% | $14858979.00       | $146865.89         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB849264 | 2036-01-01      | 6.6280%  | 0.0000% | $5089993.00        | $115029.67         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS844532 | 2035-11-01      | 5.8250%  | 0.0000% | $300000.00         | $3301.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS843997 | 2035-11-01      | 5.9080%  | 0.0000% | $200000.00         | $1566.00           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7682 | 2055-02-01      | 5.2490%  | 0.0000% | $34212340.00       | $32388464.44       | Agency Mortgage-Backed Securities |
| FMAR 8C1126 G        | 2055-09-01      | 4.8680%  | 0.0000% | $10804498.00       | $10625811.61       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8320 | 2051-08-01      | 2.5000%  | 0.0000% | $613182.00         | $378095.72         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544874 | 2036-07-01      | 5.1360%  | 0.0000% | $15015000.00       | $41807.22          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD493805 | 2029-01-01      | 6.4650%  | 0.0000% | $3135000.00        | $3079.35           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN3240 | 2026-10-01      | 2.4500%  | 0.0000% | $6000000.00        | $4966819.85        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888043 | 2036-08-01      | 6.4220%  | 0.0000% | $18250000.00       | $233877.68         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995919 | 2037-07-01      | 6.5870%  | 0.0000% | $417135.00         | $2603.94           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB922881 | 2037-02-01      | 6.0850%  | 0.0000% | $19325778.00       | $59623.14          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1893580 | 2036-09-01      | 6.3150%  | 0.0000% | $166854.00         | $939.41            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX5038 | 2053-01-01      | 5.0000%  | 0.0000% | $16957287.00       | $14928746.17       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBU8798 | 2052-04-01      | 2.8810%  | 0.0000% | $1000000.00        | $732398.61         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5548 | 2038-05-01      | 6.5130%  | 0.0000% | $13000000.00       | $871200.41         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAI2591 | 2041-05-01      | 6.5000%  | 0.0000% | $30695706.00       | $4169.53           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL6236 | 2044-02-01      | 6.1440%  | 0.0000% | $8500000.00        | $162757.54         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8717 | 2028-03-01      | 3.0200%  | 0.0000% | $200000.00         | $196844.80         | Agency Mortgage-Backed Securities |
| FMAR 1H1343 G        | 2036-08-01      | 6.6010%  | 0.0000% | $755000.00         | $2534.82           | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 6.2690%  | 0.0000% | $4675000.00        | $36879.74          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WDAL0332 | 2034-09-01      | 6.3610%  | 0.0000% | $2679223.00        | $105683.15         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX XYAL9970 | 2027-02-01      | 2.8800%  | 0.0000% | $145000.00         | $11430.41          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM0762 | 2032-09-01      | 3.2900%  | 0.0000% | $10000.00          | $7075.24           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1947501 | 2037-10-01      | 6.5100%  | 0.0000% | $1695500.00        | $58204.29          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN995059 | 2037-08-01      | 6.4440%  | 0.0000% | $2000000.00        | $28565.94          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB804433 | 2034-12-01      | 6.0360%  | 0.0000% | $2699999.00        | $24012.38          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD804420 | 2034-12-01      | 6.4160%  | 0.0000% | $7500000.00        | $31936.71          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA745700 | 2036-06-01      | 6.5660%  | 0.0000% | $30788872.00       | $254620.04         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAW1181 | 2044-03-01      | 6.4810%  | 0.0000% | $150000.00         | $11681.35          | Agency Mortgage-Backed Securities |
| FMAR 840291 G        | 2041-11-01      | 6.5270%  | 0.0000% | $3000000.00        | $183133.81         | Agency Mortgage-Backed Securities |
| FMAR 1N1440 G        | 2037-03-01      | 6.0600%  | 0.0000% | $125000.00         | $3495.04           | Agency Mortgage-Backed Securities |
| FMAR 1J0405 G        | 2037-05-01      | 6.5110%  | 0.0000% | $2120000.00        | $13925.22          | Agency Mortgage-Backed Securities |
| FMAR 1N1447 G        | 2037-02-01      | 6.3200%  | 0.0000% | $1340000.00        | $4993.34           | Agency Mortgage-Backed Securities |
| FMAR 841881 G        | 2051-01-01      | 4.2210%  | 0.0000% | $2077185.00        | $1729505.47        | Agency Mortgage-Backed Securities |
| FMAR 1L2606 G        | 2036-11-01      | 6.2250%  | 0.0000% | $1680845.00        | $53885.54          | Agency Mortgage-Backed Securities |
| FMAR 842063 G        | 2055-11-01      | 4.2450%  | 0.0000% | $216530550.00      | $215266607.05      | Agency Mortgage-Backed Securities |
| FMAR 1Q1915 G        | 2040-06-01      | 6.4480%  | 0.0000% | $1562523.00        | $1398519.64        | Agency Mortgage-Backed Securities |
| FMAR 1H2617 G        | 2036-05-01      | 6.2500%  | 0.0000% | $22500000.00       | $52338.25          | Agency Mortgage-Backed Securities |
| FMAR 1J0453 G        | 2037-06-01      | 6.4950%  | 0.0000% | $360000.00         | $4775.27           | Agency Mortgage-Backed Securities |
| FMAR 848645 G        | 2036-01-01      | 6.4600%  | 0.0000% | $336320.00         | $19784.17          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB945032 | 2037-08-01      | 7.0820%  | 0.0000% | $333708.00         | $4674.13           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS851297 | 2035-09-01      | 6.3380%  | 0.0000% | $5000000.00        | $16600.20          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB879052 | 2036-03-01      | 6.4590%  | 0.0000% | $615000.00         | $6985.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  | 0.0000% | $5135000.00        | $665940.25         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF6245 | 2055-12-01      | 4.9470%  | 0.0000% | $20258085.00       | $20471002.54       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725809 | 2034-08-01      | 6.6780%  | 0.0000% | $500000.00         | $4861.07           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823477 | 2035-02-01      | 6.1530%  | 0.0000% | $875000.00         | $16760.50          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC0898 | 2055-03-01      | 5.8780%  | 0.0000% | $6846553.00        | $5519621.84        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821697 | 2035-06-01      | 6.1970%  | 0.0000% | $3593000.00        | $25985.45          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735642 | 2042-08-01      | 5.3080%  | 0.0000% | $699998.00         | $9675.68           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735654 | 2044-10-01      | 5.3080%  | 0.0000% | $400000.00         | $3181.68           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAY4068 | 2044-04-01      | 6.2670%  | 0.0000% | $9000000.00        | $249965.61         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7782 | 2055-08-01      | 5.3610%  | 0.0000% | $46830504.00       | $45484418.01       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725639 | 2033-09-01      | 6.3720%  | 0.0000% | $500000.00         | $642.34            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735643 | 2042-08-01      | 5.3080%  | 0.0000% | $200000.00         | $2273.32           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725721 | 2034-06-01      | 6.4840%  | 0.0000% | $4485000.00        | $7371.69           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6169 | 2049-11-01      | 2.9940%  | 0.0000% | $23828464.00       | $2718024.56        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS679737 | 2040-04-01      | 7.3620%  | 0.0000% | $38350572.00       | $188220.49         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735653 | 2044-10-01      | 5.3080%  | 0.0000% | $699999.00         | $4549.26           | Agency Mortgage-Backed Securities |
| FMAR 1J1264 G        | 2036-02-01      | 6.6550%  | 0.0000% | $47302415.00       | $165867.35         | Agency Mortgage-Backed Securities |
| FMAR 1B1150 G        | 2033-09-01      | 6.5220%  | 0.0000% | $4185000.00        | $14277.64          | Agency Mortgage-Backed Securities |
| FMAR 1J1479 G        | 2037-02-01      | 7.1900%  | 0.0000% | $12107628.00       | $294107.13         | Agency Mortgage-Backed Securities |
| FMAR 786668 G        | 2028-12-01      | 7.4350%  | 0.0000% | $78860802.00       | $88540.21          | Agency Mortgage-Backed Securities |
| FMAR 848777 G        | 2037-06-01      | 6.5500%  | 0.0000% | $12088248.00       | $131653.98         | Agency Mortgage-Backed Securities |
| FMAR 1G1533 G        | 2037-02-01      | 6.6080%  | 0.0000% | $1260000.00        | $7221.91           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735356 | 2035-01-01      | 6.0810%  | 0.0000% | $700000.00         | $7405.81           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9165 | 2054-09-01      | 6.5000%  | 0.0000% | $95914231.00       | $88457780.69       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809986 | 2035-03-01      | 6.3260%  | 0.0000% | $2465000.00        | $13664.67          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT1155 | 2043-09-01      | 6.3100%  | 0.0000% | $10349493.00       | $720003.92         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS679740 | 2039-07-01      | 7.0750%  | 0.0000% | $43350679.00       | $268610.93         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH9288 | 2048-02-01      | 4.0000%  | 0.0000% | $1184706.00        | $339554.99         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD841068 | 2034-11-01      | 6.4690%  | 0.0000% | $7600000.00        | $63656.64          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS813714 | 2035-01-01      | 6.1940%  | 0.0000% | $470000.00         | $3767.92           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888526 | 2035-08-01      | 6.3660%  | 0.0000% | $17853000.00       | $223801.35         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735992 | 2032-09-01      | 7.1310%  | 0.0000% | $7719108.00        | $102502.30         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB828480 | 2035-06-01      | 6.3940%  | 0.0000% | $610000.00         | $3065.77           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCC1147 | 2055-10-01      | 3.4050%  | 0.0000% | $20499192.00       | $19672821.75       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WDAL1991 | 2034-06-01      | 6.4270%  | 0.0000% | $9256885.00        | $452868.07         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA255279 | 2034-04-01      | 6.7500%  | 0.0000% | $25000000.00       | $126156.03         | Agency Mortgage-Backed Securities |
| FMAR 1G1114 G        | 2035-09-01      | 6.4770%  | 0.0000% | $1675819.00        | $9182.32           | Agency Mortgage-Backed Securities |
| FMAR 1G1649 G        | 2037-03-01      | 6.7750%  | 0.0000% | $18320000.00       | $50332.36          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924713 | 2033-08-01      | 4.9970%  | 0.0000% | $1769358.00        | $61447.23          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1883056 | 2036-07-01      | 6.3880%  | 0.0000% | $7500000.00        | $132218.14         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS984511 | 2038-01-01      | 6.2900%  | 0.0000% | $6527822.00        | $451607.36         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914850 | 2037-04-01      | 6.5950%  | 0.0000% | $77816.00          | $1331.06           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO7214 | 2047-07-01      | 3.1470%  | 0.0000% | $330000.00         | $75974.02          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8305 | 2028-02-01      | 3.1300%  | 0.0000% | $5900000.00        | $5827415.25        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4364 | 2042-09-01      | 6.6510%  | 0.0000% | $1100000.00        | $28957.67          | Agency Mortgage-Backed Securities |
| FMAR 1B7323 G        | 2037-01-01      | 7.0540%  | 0.0000% | $375000.00         | $2985.26           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1845 | 2039-06-01      | 6.4070%  | 0.0000% | $2144000.00        | $22536.31          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920985 | 2036-12-01      | 6.2450%  | 0.0000% | $9000000.00        | $66828.17          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB817509 | 2035-09-01      | 6.1630%  | 0.0000% | $26204766.00       | $336540.72         | Agency Mortgage-Backed Securities |
| FMAR 1N1417 G        | 2037-02-01      | 6.0900%  | 0.0000% | $12955902.00       | $32389.89          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB810429 | 2034-12-01      | 6.5450%  | 0.0000% | $800000.00         | $2854.99           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995615 | 2037-10-01      | 6.1900%  | 0.0000% | $300000.00         | $964.07            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT1156 | 2043-09-01      | 6.3100%  | 0.0000% | $92000.00          | $1582.47           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1906281 | 2037-01-01      | 6.6360%  | 0.0000% | $155000.00         | $1611.23           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVAB7352 | 2027-12-01      | 3.0000%  | 0.0000% | $8861229.00        | $126775.38         | Agency Mortgage-Backed Securities |
| FMAR 1J0244 G        | 2037-01-01      | 6.7960%  | 0.0000% | $5172478.00        | $43306.48          | Agency Mortgage-Backed Securities |
| FMAR 1J1433 G        | 2036-10-01      | 6.2660%  | 0.0000% | $18000000.00       | $88149.89          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA4142 | 2035-09-01      | 2.5000%  | 0.0000% | $264998.00         | $40249.29          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS836464 | 2035-10-01      | 6.1730%  | 0.0000% | $5350000.00        | $37625.46          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.4460%  | 0.0000% | $334000.00         | $60430.88          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS836904 | 2035-10-01      | 5.8390%  | 0.0000% | $50002447.00       | $237258.02         | Agency Mortgage-Backed Securities |

### Security 271: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.030000%
- **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: ARP1CZTU4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1CZTU4
- **C.18 - Value (incl. sponsor support):** $241000000.00
- **C.18.a - Value (excl. sponsor support):** $241000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| Farm Federal Credit Bank | 2033-09-27      | 2.0000%  | 0.0000% | $7315000.00        | $6243439.47        | Agency Debentures and Agency Strips |
| TVIN 09/15/56            | 2056-09-15      | 0.0000%  | 0.0000% | $85000.00          | $16630.76          | Agency Debentures and Agency Strips |
| TVIN 09/15/41            | 2041-09-15      | 0.0000%  | 0.0000% | $83000.00          | $36565.57          | Agency Debentures and Agency Strips |
| TVIN 09/15/54            | 2054-09-15      | 0.0000%  | 0.0000% | $85000.00          | $18489.37          | Agency Debentures and Agency Strips |
| TVIN 03/15/57            | 2057-03-15      | 0.0000%  | 0.0000% | $73000.00          | $13909.57          | Agency Debentures and Agency Strips |
| TVIN 09/15/63            | 2063-09-15      | 0.0000%  | 0.0000% | $85000.00          | $11478.15          | Agency Debentures and Agency Strips |
| TVIN 03/15/55            | 2055-03-15      | 0.0000%  | 0.0000% | $85000.00          | $18006.15          | Agency Debentures and Agency Strips |
| TVIN 09/15/61            | 2061-09-15      | 0.0000%  | 0.0000% | $85000.00          | $12760.97          | Agency Debentures and Agency Strips |
| TVIN 09/15/62            | 2062-09-15      | 0.0000%  | 0.0000% | $85000.00          | $12102.56          | Agency Debentures and Agency Strips |
| TVIN 09/15/38            | 2038-09-15      | 0.0000%  | 0.0000% | $85000.00          | $47853.98          | Agency Debentures and Agency Strips |
| TVIN 03/15/65            | 2065-03-15      | 0.0000%  | 0.0000% | $85000.00          | $10601.45          | Agency Debentures and Agency Strips |
| TVIN 03/15/38            | 2038-03-15      | 0.0000%  | 0.0000% | $85000.00          | $49058.09          | Agency Debentures and Agency Strips |
| TVIN 09/15/49            | 2049-09-15      | 0.0000%  | 0.0000% | $85000.00          | $24096.31          | Agency Debentures and Agency Strips |
| TVIN 03/15/50            | 2050-03-15      | 0.0000%  | 0.0000% | $85000.00          | $23466.46          | Agency Debentures and Agency Strips |
| TVIN 09/15/47            | 2047-09-15      | 0.0000%  | 0.0000% | $85000.00          | $27428.23          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-10-08      | 4.1900%  | 0.0000% | $11490000.00       | $11557129.37       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-02-01      | 2.4800%  | 0.0000% | $1773000.00        | $1584028.34        | Agency Debentures and Agency Strips |
| TVIN 03/15/60            | 2060-03-15      | 0.0000%  | 0.0000% | $85000.00          | $13816.33          | Agency Debentures and Agency Strips |
| TVIN 09/15/60            | 2060-09-15      | 0.0000%  | 0.0000% | $85000.00          | $13455.16          | Agency Debentures and Agency Strips |
| TVIN 03/15/64            | 2064-03-15      | 0.0000%  | 0.0000% | $78000.00          | $10257.62          | Agency Debentures and Agency Strips |
| TVIN 09/15/44            | 2044-09-15      | 0.0000%  | 0.0000% | $85000.00          | $32048.31          | Agency Debentures and Agency Strips |
| TVIN 03/15/61            | 2061-03-15      | 0.0000%  | 0.0000% | $85000.00          | $13103.51          | Agency Debentures and Agency Strips |
| TVIN 03/15/40            | 2040-03-15      | 0.0000%  | 0.0000% | $85000.00          | $40477.85          | Agency Debentures and Agency Strips |
| TVIN 03/15/56            | 2056-03-15      | 0.0000%  | 0.0000% | $85000.00          | $17077.09          | Agency Debentures and Agency Strips |
| TVIN 03/15/43            | 2043-03-15      | 0.0000%  | 0.0000% | $85000.00          | $34642.51          | Agency Debentures and Agency Strips |
| TVIN 09/15/40            | 2040-09-15      | 0.0000%  | 0.0000% | $85000.00          | $39441.11          | Agency Debentures and Agency Strips |
| TVIN 09/15/48            | 2048-09-15      | 0.0000%  | 0.0000% | $85000.00          | $25407.18          | Agency Debentures and Agency Strips |
| TVIN 09/15/50            | 2050-09-15      | 0.0000%  | 0.0000% | $85000.00          | $22853.10          | Agency Debentures and Agency Strips |
| TVIN 09/15/43            | 2043-09-15      | 0.0000%  | 0.0000% | $85000.00          | $33755.29          | Agency Debentures and Agency Strips |
| TVIN 03/15/58            | 2058-03-15      | 0.0000%  | 0.0000% | $85000.00          | $15360.43          | Agency Debentures and Agency Strips |
| TVIN 03/15/47            | 2047-03-15      | 0.0000%  | 0.0000% | $85000.00          | $28149.19          | Agency Debentures and Agency Strips |
| TVIN 09/15/59            | 2059-09-15      | 0.0000%  | 0.0000% | $85000.00          | $14187.18          | Agency Debentures and Agency Strips |
| 7.125 TVBD 30 G          | 2030-05-01      | 7.1250%  | 0.0000% | $2000.00           | $2288.36           | Agency Debentures and Agency Strips |
| TVIN 09/15/37            | 2037-09-15      | 0.0000%  | 0.0000% | $85000.00          | $50166.75          | Agency Debentures and Agency Strips |
| TVIN 03/15/39            | 2039-03-15      | 0.0000%  | 0.0000% | $85000.00          | $46791.74          | Agency Debentures and Agency Strips |
| TVIN 03/15/53            | 2053-03-15      | 0.0000%  | 0.0000% | $85000.00          | $20018.52          | Agency Debentures and Agency Strips |
| TVIN 03/15/49            | 2049-03-15      | 0.0000%  | 0.0000% | $85000.00          | $24743.08          | Agency Debentures and Agency Strips |
| TVIN 09/15/53            | 2053-09-15      | 0.0000%  | 0.0000% | $85000.00          | $19495.26          | Agency Debentures and Agency Strips |
| 4.250 TVPR 65 A          | 2065-09-15      | 0.0000%  | 0.0000% | $84000.00          | $10202.89          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-09-30      | 4.4500%  | 0.0000% | $1000.00           | $1007.12           | Agency Debentures and Agency Strips |
| TVIN 03/15/54            | 2054-03-15      | 0.0000%  | 0.0000% | $85000.00          | $18985.68          | Agency Debentures and Agency Strips |
| TVIN 03/15/52            | 2052-03-15      | 0.0000%  | 0.0000% | $85000.00          | $21107.54          | Agency Debentures and Agency Strips |
| TVIN 09/15/64            | 2064-09-15      | 0.0000%  | 0.0000% | $85000.00          | $10885.95          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2035-11-26      | 5.0000%  | 0.0000% | $23403000.00       | $23362273.58       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2032-05-19      | 1.6800%  | 0.0000% | $10000.00          | $8646.09           | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2030-10-21      | 4.1200%  | 0.0000% | $10757000.00       | $10777163.40       | Agency Debentures and Agency Strips |
| TVIN 03/15/44            | 2044-03-15      | 0.0000%  | 0.0000% | $85000.00          | $32890.75          | Agency Debentures and Agency Strips |
| TVIN 09/15/58            | 2058-09-15      | 0.0000%  | 0.0000% | $85000.00          | $14958.90          | Agency Debentures and Agency Strips |
| TVIN 03/15/62            | 2062-03-15      | 0.0000%  | 0.0000% | $85000.00          | $12427.42          | Agency Debentures and Agency Strips |
| TVIN 03/15/59            | 2059-03-15      | 0.0000%  | 0.0000% | $85000.00          | $14567.90          | Agency Debentures and Agency Strips |
| TVIN 09/15/42            | 2042-09-15      | 0.0000%  | 0.0000% | $85000.00          | $35553.12          | Agency Debentures and Agency Strips |
| TVIN 09/15/52            | 2052-09-15      | 0.0000%  | 0.0000% | $82000.00          | $19830.31          | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY   | 2032-03-31      | 4.1250%  | 0.0000% | $150778800.00      | $155180052.23      | U.S. Treasuries (including strips)  |
| Farm Federal Credit Bank | 2040-10-22      | 5.4200%  | 0.0000% | $18453000.00       | $18537809.99       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2028-02-11      | 4.2450%  | 0.0000% | $939000.00         | $940677.55         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2028-05-12      | 3.9100%  | 0.0000% | $16737000.00       | $16753800.23       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2028-10-27      | 3.5600%  | 0.0000% | $365000.00         | $365186.72         | Agency Debentures and Agency Strips |
| TVIN 03/15/63            | 2063-03-15      | 0.0000%  | 0.0000% | $85000.00          | $11786.27          | Agency Debentures and Agency Strips |
| TVIN 03/15/42            | 2042-03-15      | 0.0000%  | 0.0000% | $85000.00          | $36487.61          | Agency Debentures and Agency Strips |
| TVIN 09/15/51            | 2051-09-15      | 0.0000%  | 0.0000% | $85000.00          | $21674.06          | Agency Debentures and Agency Strips |
| TVIN 03/15/48            | 2048-03-15      | 0.0000%  | 0.0000% | $85000.00          | $26725.70          | Agency Debentures and Agency Strips |
| TVIN 09/15/65            | 2065-09-15      | 0.0000%  | 0.0000% | $85000.00          | $10324.35          | Agency Debentures and Agency Strips |
| TVIN 03/15/45            | 2045-03-15      | 0.0000%  | 0.0000% | $85000.00          | $31227.56          | Agency Debentures and Agency Strips |
| TVIN 09/15/57            | 2057-09-15      | 0.0000%  | 0.0000% | $85000.00          | $15772.68          | Agency Debentures and Agency Strips |
| TVIN 03/15/46            | 2046-03-15      | 0.0000%  | 0.0000% | $85000.00          | $29648.42          | Agency Debentures and Agency Strips |
| TVIN 03/15/41            | 2041-03-15      | 0.0000%  | 0.0000% | $83000.00          | $37526.71          | Agency Debentures and Agency Strips |
| TVIN 09/15/55            | 2055-09-15      | 0.0000%  | 0.0000% | $85000.00          | $17535.50          | Agency Debentures and Agency Strips |
| TVIN 03/15/51            | 2051-03-15      | 0.0000%  | 0.0000% | $85000.00          | $22255.72          | Agency Debentures and Agency Strips |
| TVIN 09/15/46            | 2046-09-15      | 0.0000%  | 0.0000% | $85000.00          | $28889.03          | Agency Debentures and Agency Strips |
| TVIN 09/15/45            | 2045-09-15      | 0.0000%  | 0.0000% | $85000.00          | $30427.71          | Agency Debentures and Agency Strips |
| TVIN 09/15/39            | 2039-09-15      | 0.0000%  | 0.0000% | $85000.00          | $45753.21          | Agency Debentures and Agency Strips |

### Security 272: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.040000%
- **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: ARP1CZVU1, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1CZVU1
- **C.18 - Value (incl. sponsor support):** $2675291000.00
- **C.18.a - Value (excl. sponsor support):** $2675291000.00
- **C.19 - Percentage of Net Assets:** 3.0700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2051-02-15      | 1.8750%  | 0.0000% | $536400.00         | $313960.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $700.00            | $726.06            | U.S. Treasuries (including strips)        |
| GNMI SF 693623 X       | 2038-07-15      | 5.0000%  | 0.0000% | $734574.00         | $13236.89          | Agency Mortgage-Backed Securities         |
| GNMI SF 700822 X       | 2038-10-15      | 6.0000%  | 0.0000% | $936877.00         | $6071.18           | Agency Mortgage-Backed Securities         |
| GNII SF DK8424 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2023176.00        | $2147525.23        | Agency Mortgage-Backed Securities         |
| GNII SF DK7925 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1460952.00        | $1492263.61        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $103.37            | U.S. Treasuries (including strips)        |
| GNII SF BG3768 C       | 2048-07-20      | 5.0000%  | 0.0000% | $14589456.00       | $1035005.09        | Agency Mortgage-Backed Securities         |
| GNII SF MA9606 M       | 2054-02-20      | 6.0000%  | 0.0000% | $2347584.00        | $1564843.59        | Agency Mortgage-Backed Securities         |
| GNII SF DL5258 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1682022.00        | $1746350.93        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4769   | 2055-09-01      | 6.0000%  | 0.0000% | $153461504.00      | $158424068.96      | Agency Mortgage-Backed Securities         |
| GNII SF MA6935 M       | 2050-10-20      | 4.5000%  | 0.0000% | $2500000.00        | $635557.64         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5088   | 2055-11-01      | 5.5000%  | 0.0000% | $5034.00           | $5095.28           | Agency Mortgage-Backed Securities         |
| GNII SF DL5029 C       | 2055-10-20      | 5.5000%  | 0.0000% | $2854752.00        | $2912483.85        | Agency Mortgage-Backed Securities         |
| GNII SF DL5142 C       | 2055-10-20      | 5.5000%  | 0.0000% | $12118900.00       | $12441449.24       | Agency Mortgage-Backed Securities         |
| GNII SF DJ3548 C       | 2055-03-20      | 6.5000%  | 0.0000% | $26253536.00       | $23662236.76       | Agency Mortgage-Backed Securities         |
| GNII SF DO5795 C       | 2052-11-20      | 7.0000%  | 0.0000% | $2635460.00        | $2703734.23        | Agency Mortgage-Backed Securities         |
| GNPL PN AT8554         | 2057-04-15      | 2.7900%  | 0.0000% | $244493.00         | $210357.74         | Agency Mortgage-Backed Securities         |
| GNII BD 580834 C       | 2034-06-20      | 6.0000%  | 0.0000% | $50000.00          | $239.16            | Agency Mortgage-Backed Securities         |
| GNMI SF 748554 X       | 2040-09-15      | 4.0000%  | 0.0000% | $2084400.00        | $59698.95          | Agency Mortgage-Backed Securities         |
| GNII BD 769101 C       | 2041-07-20      | 4.0000%  | 0.0000% | $2594948.00        | $125261.02         | Agency Mortgage-Backed Securities         |
| GNII SF BD4034 C       | 2048-04-20      | 4.0000%  | 0.0000% | $77960.00          | $11562.39          | Agency Mortgage-Backed Securities         |
| GNII SF DM8064 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1827236.00        | $1868173.40        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $42659000.00       | $40413274.91       | U.S. Treasuries (including strips)        |
| GNPL PN CO1735         | 2057-10-15      | 4.2800%  | 0.0000% | $180800.00         | $171527.87         | Agency Mortgage-Backed Securities         |
| GNMI SF 768745 X       | 2041-06-15      | 4.2900%  | 0.0000% | $60000.00          | $12134.98          | Agency Mortgage-Backed Securities         |
| GNCL CL CS8167         | 2065-06-15      | 5.3500%  | 0.0000% | $1000.00           | $1057.42           | Agency Mortgage-Backed Securities         |
| GNMI SF 678647 X       | 2039-11-15      | 4.0000%  | 0.0000% | $634989.00         | $122548.23         | Agency Mortgage-Backed Securities         |
| GNMI SF 763953 X       | 2026-12-15      | 3.5000%  | 0.0000% | $1000000.00        | $11363.11          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $390000.00         | $386080.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $500.00            | $515.08            | U.S. Treasuries (including strips)        |
| FNRM CL051BH R21F051   | 2051-08-25      | 1.5000%  | 0.0000% | $1000.00           | $430.54            | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZL4397   | 2042-11-01      | 3.5000%  | 0.0000% | $56803648.00       | $7622489.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0599   | 2032-01-01      | 6.0000%  | 0.0000% | $58589184.00       | $54606.20          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3SZT0938   | 2046-01-01      | 4.5000%  | 0.0000% | $3000000.00        | $595339.56         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0172   | 2047-09-01      | 4.5000%  | 0.0000% | $291000.00         | $38120.69          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4441   | 2030-09-01      | 7.5000%  | 0.0000% | $8134654.00        | $6503.81           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5708   | 2032-01-01      | 6.0000%  | 0.0000% | $28999680.00       | $26979.75          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3273   | 2030-03-01      | 4.5500%  | 0.0000% | $1000.00           | $1027.58           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS2372   | 2031-06-01      | 1.9800%  | 0.0000% | $1000.00           | $894.99            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH7590   | 2054-01-01      | 6.5000%  | 0.0000% | $1424224.00        | $1101924.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ4784   | 2029-02-01      | 5.0000%  | 0.0000% | $1230806.00        | $9032.43           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5452   | 2031-11-01      | 6.0000%  | 0.0000% | $10006528.00       | $8916.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9272   | 2027-11-01      | 5.5000%  | 0.0000% | $26243072.00       | $16382.62          | Agency Mortgage-Backed Securities         |
| 07.000 FGPC P50185 G   | 2034-01-01      | 7.0000%  | 0.0000% | $2700000.00        | $22824.28          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4642   | 2045-12-01      | 3.5000%  | 0.0000% | $5510000.00        | $595271.09         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA3869   | 2049-10-01      | 3.5000%  | 0.0000% | $156000.00         | $39214.93          | Agency Mortgage-Backed Securities         |
| FNRM RC014AQ R03F014   | 2033-03-25      | 3.5000%  | 0.0000% | $200000.00         | $205.52            | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAS5464   | 2045-07-01      | 3.5000%  | 0.0000% | $105000000.00      | $24949027.22       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1360   | 2048-03-01      | 3.5000%  | 0.0000% | $2106044.00        | $702522.54         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ0233   | 2029-01-01      | 5.3000%  | 0.0000% | $1218.00           | $1272.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6242   | 2053-08-01      | 5.5000%  | 0.0000% | $1496492.00        | $1254092.40        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB907575   | 2036-12-01      | 6.2850%  | 0.0000% | $3898020.00        | $72665.12          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4989   | 2030-10-01      | 4.2950%  | 0.0000% | $1018.00           | $1033.36           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1002   | 2053-11-01      | 5.5000%  | 0.0000% | $134027776.00      | $124186726.83      | Agency Mortgage-Backed Securities         |
| GNRM 2025-134 AH       | 2051-10-20      | 5.0000%  | 0.0000% | $30000000.00       | $29933037.79       | Agency Collateralized Mortgage Obligation |
| GNII SF DM8102 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1044616.00        | $1067819.01        | Agency Mortgage-Backed Securities         |
| GNII SF DM2824 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1632952.00        | $1723408.27        | Agency Mortgage-Backed Securities         |
| GNII ET DN3744 C       | 2065-10-20      | 7.0000%  | 0.0000% | $394965.00         | $409058.14         | Agency Mortgage-Backed Securities         |
| GNII SF DI4391 C       | 2055-05-20      | 6.5000%  | 0.0000% | $713120.00         | $741572.50         | Agency Mortgage-Backed Securities         |
| GNII SF DI8054 C       | 2055-03-20      | 6.5000%  | 0.0000% | $920272.00         | $959178.14         | Agency Mortgage-Backed Securities         |
| GNPL PN CN9795         | 2057-08-15      | 2.9500%  | 0.0000% | $37060928.00       | $32100057.03       | Agency Mortgage-Backed Securities         |
| GNII SF DC6665 C       | 2054-07-20      | 6.5000%  | 0.0000% | $3356400.00        | $2515964.32        | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M       | 2055-08-20      | 5.0000%  | 0.0000% | $12000000.00       | $11975770.43       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $489000.00         | $495421.97         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $2500.00           | $2548.46           | U.S. Treasuries (including strips)        |
| GNII SF MA6287 M       | 2049-10-20      | 5.0000%  | 0.0000% | $921000.00         | $123535.19         | Agency Mortgage-Backed Securities         |
| GNII SF MA1067 M       | 2028-06-20      | 4.0000%  | 0.0000% | $2256364.00        | $15182.49          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $120000.00         | $127875.54         | U.S. Treasuries (including strips)        |
| GNII SF MA3596 M       | 2046-04-20      | 3.0000%  | 0.0000% | $197274.00         | $20274.20          | Agency Mortgage-Backed Securities         |
| GNII MH 770216 C       | 2031-02-20      | 4.0000%  | 0.0000% | $3331.00           | $343.97            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4583   | 2037-04-01      | 2.5000%  | 0.0000% | $13000.00          | $7948.86           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3335   | 2029-09-01      | 2.9200%  | 0.0000% | $3000.00           | $2900.82           | Agency Mortgage-Backed Securities         |
| GNPL PN CH2693         | 2057-07-15      | 2.9900%  | 0.0000% | $5191160.00        | $4514100.21        | Agency Mortgage-Backed Securities         |
| GNPL PN CK0463         | 2062-06-15      | 4.9500%  | 0.0000% | $16325248.00       | $16530809.91       | Agency Mortgage-Backed Securities         |
| GNPL PN CM8618         | 2057-05-15      | 2.7500%  | 0.0000% | $7010180.00        | $5985920.74        | Agency Mortgage-Backed Securities         |
| GNPL LM CJ6472         | 2057-07-15      | 2.7400%  | 0.0000% | $1676148.00        | $1437652.11        | Agency Mortgage-Backed Securities         |
| GNHA AL CO7817 H       | 2072-07-20      | 6.4350%  | 0.0000% | $1490588.00        | $1419453.49        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2695         | 2064-11-15      | 3.3000%  | 0.0000% | $26641088.00       | $23860077.25       | Agency Mortgage-Backed Securities         |
| GNII SF CA1397 C       | 2050-12-20      | 2.5000%  | 0.0000% | $1162650.00        | $716085.29         | Agency Mortgage-Backed Securities         |
| GNHA RM CK9645 H       | 2071-12-20      | 5.6840%  | 0.0000% | $1039.00           | $1020.63           | Agency Mortgage-Backed Securities         |
| GNHA RM CH9529 H       | 2071-09-20      | 5.7470%  | 0.0000% | $3000000.00        | $2962201.49        | Agency Mortgage-Backed Securities         |
| GNII SF DM3413 C       | 2055-09-20      | 6.0000%  | 0.0000% | $3336576.00        | $3455481.55        | Agency Mortgage-Backed Securities         |
| GNMI SF 684721 X       | 2038-03-15      | 5.5000%  | 0.0000% | $1019566.00        | $71287.01          | Agency Mortgage-Backed Securities         |
| GNMI SF 688164 X       | 2038-12-15      | 6.0000%  | 0.0000% | $13427360.00       | $409082.19         | Agency Mortgage-Backed Securities         |
| GNMI SF 646686 X       | 2039-01-15      | 6.0000%  | 0.0000% | $11178464.00       | $90500.48          | Agency Mortgage-Backed Securities         |
| GNII SF CF8041 C       | 2051-07-20      | 3.0000%  | 0.0000% | $2470184.00        | $1230945.43        | Agency Mortgage-Backed Securities         |
| GNII RG CM3399 C       | 2051-12-20      | 2.5000%  | 0.0000% | $1894076.00        | $968344.10         | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9633         | 2057-05-15      | 2.4800%  | 0.0000% | $7397896.00        | $6197757.02        | Agency Mortgage-Backed Securities         |
| GNPL PN CL1961         | 2057-04-15      | 2.8300%  | 0.0000% | $5178000.00        | $4445853.09        | Agency Mortgage-Backed Securities         |
| GNPL PN CF7693         | 2057-06-15      | 3.9000%  | 0.0000% | $3522984.00        | $3260079.43        | Agency Mortgage-Backed Securities         |
| GNII SF BM5458 C       | 2049-07-20      | 4.0000%  | 0.0000% | $154000.00         | $27612.31          | Agency Mortgage-Backed Securities         |
| GNHA AL BU5932 H       | 2070-10-20      | 6.5030%  | 0.0000% | $1000.00           | $683.38            | Agency Mortgage-Backed Securities         |
| GNII SF DJ2232 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1294498.00        | $1332713.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA4069 M       | 2046-11-20      | 3.5000%  | 0.0000% | $259000.00         | $32091.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA4195 M       | 2047-01-20      | 3.0000%  | 0.0000% | $2040196.00        | $285700.23         | Agency Mortgage-Backed Securities         |
| GNII SF MA1135 M       | 2028-07-20      | 3.5000%  | 0.0000% | $1203710.00        | $40862.37          | Agency Mortgage-Backed Securities         |
| GNII FS MA2211 M       | 2044-06-20      | 4.0000%  | 0.0000% | $737001.00         | $143332.68         | Agency Mortgage-Backed Securities         |
| GNII SF DI3265 C       | 2055-03-20      | 6.5000%  | 0.0000% | $2981772.00        | $3066502.63        | Agency Mortgage-Backed Securities         |
| GNII SF DI3294 C       | 2055-03-20      | 6.5000%  | 0.0000% | $733941.00         | $762652.93         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC9382   | 2040-02-01      | 4.5000%  | 0.0000% | $7425000.00        | $237121.68         | Agency Mortgage-Backed Securities         |
| GNII SF DL5235 C       | 2055-11-20      | 6.0000%  | 0.0000% | $9073856.00        | $9418807.71        | Agency Mortgage-Backed Securities         |
| GNPL PN DK8580         | 2060-09-15      | 6.0000%  | 0.0000% | $2000.00           | $2121.32           | Agency Mortgage-Backed Securities         |
| GNII SF DK7299 C       | 2055-06-20      | 6.5000%  | 0.0000% | $977576.00         | $1018657.47        | Agency Mortgage-Backed Securities         |
| GNII SF DM2553 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1310418.00        | $1374156.73        | Agency Mortgage-Backed Securities         |
| GNII SF DN7805 C       | 2055-10-20      | 6.5000%  | 0.0000% | $2343050.00        | $2503768.96        | Agency Mortgage-Backed Securities         |
| GNHA AL CW9880 H       | 2073-09-20      | 6.5990%  | 0.0000% | $1004.00           | $935.35            | Agency Mortgage-Backed Securities         |
| GNPL PN CL4449         | 2057-05-15      | 2.9300%  | 0.0000% | $3060160.00        | $2458699.11        | Agency Mortgage-Backed Securities         |
| GNII SF AE5386 C       | 2034-03-20      | 4.0000%  | 0.0000% | $6119528.00        | $247673.15         | Agency Mortgage-Backed Securities         |
| GNII SF MA4961 M       | 2048-01-20      | 3.0000%  | 0.0000% | $30895160.00       | $4394350.47        | Agency Mortgage-Backed Securities         |
| GNII SF MA5076 M       | 2048-03-20      | 3.0000%  | 0.0000% | $500000.00         | $67864.52          | Agency Mortgage-Backed Securities         |
| GNII SF MA4962 M       | 2048-01-20      | 3.5000%  | 0.0000% | $250000000.00      | $29380635.75       | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M       | 2048-11-20      | 4.0000%  | 0.0000% | $228486000.00      | $21054342.54       | Agency Mortgage-Backed Securities         |
| GNHA AL CR2618 H       | 2073-01-20      | 6.5890%  | 0.0000% | $1000.00           | $854.55            | Agency Mortgage-Backed Securities         |
| GNCL CL CR8823         | 2064-10-15      | 5.3400%  | 0.0000% | $1224646.00        | $1231282.36        | Agency Mortgage-Backed Securities         |
| GNII SF 004060 M       | 2037-12-20      | 6.0000%  | 0.0000% | $690965.00         | $7305.32           | Agency Mortgage-Backed Securities         |
| GNMI SF 748742 X       | 2040-11-15      | 4.0000%  | 0.0000% | $707488.00         | $80600.65          | Agency Mortgage-Backed Securities         |
| GNII SF DM8065 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1422878.00        | $1491985.76        | Agency Mortgage-Backed Securities         |
| GNII SF DM0712 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1735180.00        | $1796860.48        | Agency Mortgage-Backed Securities         |
| GNMI SF 768482 X       | 2041-05-15      | 4.2900%  | 0.0000% | $70000.00          | $11160.25          | Agency Mortgage-Backed Securities         |
| GNII SF MA3937 M       | 2046-09-20      | 3.5000%  | 0.0000% | $1555336.00        | $185369.10         | Agency Mortgage-Backed Securities         |
| GNII SF AG4148 C       | 2043-10-20      | 4.0000%  | 0.0000% | $14546112.00       | $218833.15         | Agency Mortgage-Backed Securities         |
| GNMI SF AA8585 X       | 2027-10-15      | 3.0000%  | 0.0000% | $3662948.00        | $146914.14         | Agency Mortgage-Backed Securities         |
| GNMI SF AB1786 X       | 2042-09-15      | 3.2500%  | 0.0000% | $2668230.00        | $413293.75         | Agency Mortgage-Backed Securities         |
| GNHA RM CM6390 H       | 2072-04-20      | 5.5020%  | 0.0000% | $1008.00           | $1121.51           | Agency Mortgage-Backed Securities         |
| GNII SF MA0601 M       | 2027-12-20      | 2.5000%  | 0.0000% | $3030436.00        | $68021.41          | Agency Mortgage-Backed Securities         |
| GNMI SF 779402 X       | 2027-06-15      | 2.5000%  | 0.0000% | $1852738.00        | $24742.60          | Agency Mortgage-Backed Securities         |
| GNII SF CR2383 C       | 2053-03-20      | 6.0000%  | 0.0000% | $1652058.00        | $1720555.44        | Agency Mortgage-Backed Securities         |
| GNII SF MA2685 M       | 2031-12-20      | 7.0000%  | 0.0000% | $160000.00         | $15951.69          | Agency Mortgage-Backed Securities         |
| GNII SF MA0139 M       | 2027-06-20      | 3.0000%  | 0.0000% | $4500000.00        | $54745.23          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3773   | 2048-11-01      | 3.5000%  | 0.0000% | $1190000.00        | $294950.80         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $258200.00         | $259285.23         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $848000.00         | $851564.21         | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLZS9826   | 2046-10-01      | 3.0000%  | 0.0000% | $4017000.00        | $926143.30         | Agency Mortgage-Backed Securities         |
| GNMI SF 747948 X       | 2041-01-15      | 4.0000%  | 0.0000% | $1915864.00        | $129015.16         | Agency Mortgage-Backed Securities         |
| GNMI SF 723516 X       | 2039-12-15      | 4.0000%  | 0.0000% | $293306.00         | $17392.02          | Agency Mortgage-Backed Securities         |
| GNII SF DK7719 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4984208.00        | $5178996.60        | Agency Mortgage-Backed Securities         |
| GNII JM MA6856 M       | 2050-09-20      | 3.0000%  | 0.0000% | $2502000.00        | $463685.25         | Agency Mortgage-Backed Securities         |
| GNII JM MA7128 M       | 2050-12-20      | 3.0000%  | 0.0000% | $342800.00         | $107705.59         | Agency Mortgage-Backed Securities         |
| GNII SF MA7370 M       | 2051-05-20      | 4.0000%  | 0.0000% | $100000960.00      | $41972583.41       | Agency Mortgage-Backed Securities         |
| GNMI SF 736617 X       | 2035-12-15      | 4.0000%  | 0.0000% | $4500000.00        | $626140.44         | Agency Mortgage-Backed Securities         |
| GNMI SP 781603 X       | 2033-05-15      | 5.0000%  | 0.0000% | $3500000.00        | $28000.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA6656 M       | 2050-05-20      | 3.0000%  | 0.0000% | $15062288.00       | $3664774.96        | Agency Mortgage-Backed Securities         |
| GNII SF MA9963 M       | 2054-10-20      | 4.5000%  | 0.0000% | $259449856.00      | $241587741.99      | Agency Mortgage-Backed Securities         |
| GNII SF MA5597 M       | 2048-11-20      | 5.0000%  | 0.0000% | $122385664.00      | $7367954.56        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210   | 2047-12-01      | 3.5000%  | 0.0000% | $617552896.00      | $79681477.98       | Agency Mortgage-Backed Securities         |
| GNII SF MB0365 M       | 2055-05-20      | 5.0000%  | 0.0000% | $2018084.00        | $1997044.62        | Agency Mortgage-Backed Securities         |
| GNII SF MB0001 M       | 2039-10-20      | 5.5000%  | 0.0000% | $6703928.00        | $5982591.49        | Agency Mortgage-Backed Securities         |
| GNII ET DB6302 C       | 2064-05-20      | 3.5000%  | 0.0000% | $596236.00         | $534927.80         | Agency Mortgage-Backed Securities         |
| GNII SF MA7196 M       | 2051-02-20      | 4.0000%  | 0.0000% | $158447872.00      | $56774442.71       | Agency Mortgage-Backed Securities         |
| GNII SF CV5717 C       | 2053-12-20      | 7.0000%  | 0.0000% | $5314264.00        | $4893779.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA6968 M       | 2035-11-20      | 2.5000%  | 0.0000% | $84540.00          | $29163.83          | Agency Mortgage-Backed Securities         |
| GNII JM MA7977 M       | 2052-04-20      | 2.0000%  | 0.0000% | $3984020.00        | $2667988.79        | Agency Mortgage-Backed Securities         |
| GNII JM MA6677 M       | 2035-05-20      | 2.0000%  | 0.0000% | $2564744.00        | $363861.34         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM2256   | 2044-10-01      | 4.5000%  | 0.0000% | $1300000.00        | $388310.81         | Agency Mortgage-Backed Securities         |
| GNAR AT CQ7523 C       | 2052-09-20      | 4.5000%  | 0.0000% | $1663286.00        | $1202068.11        | Agency Mortgage-Backed Securities         |
| GNII SF MA6659 M       | 2050-05-20      | 4.5000%  | 0.0000% | $1441418.00        | $283792.89         | Agency Mortgage-Backed Securities         |
| GNII SF MA7535 M       | 2051-08-20      | 3.0000%  | 0.0000% | $200214528.00      | $113634653.45      | Agency Mortgage-Backed Securities         |
| GNII JM MA6760 M       | 2050-07-20      | 4.5000%  | 0.0000% | $648045.00         | $122694.78         | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M       | 2051-05-20      | 3.5000%  | 0.0000% | $419650560.00      | $194667204.04      | Agency Mortgage-Backed Securities         |
| GNII SF DI6925 C       | 2055-03-20      | 6.5000%  | 0.0000% | $2725680.00        | $2833179.75        | Agency Mortgage-Backed Securities         |
| GNII SF DE5924 C       | 2054-11-20      | 5.0000%  | 0.0000% | $1096276.00        | $1090814.74        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3546 C       | 2055-03-20      | 6.5000%  | 0.0000% | $8180384.00        | $7805502.13        | Agency Mortgage-Backed Securities         |
| GNII JM 004489 M       | 2039-07-20      | 5.0000%  | 0.0000% | $34706432.00       | $90985.57          | Agency Mortgage-Backed Securities         |
| GNII SF MA8015 M       | 2037-05-20      | 1.5000%  | 0.0000% | $163515.00         | $98946.58          | Agency Mortgage-Backed Securities         |
| GNII SF MA6413 M       | 2050-01-20      | 5.0000%  | 0.0000% | $6950000.00        | $999243.60         | Agency Mortgage-Backed Securities         |
| GNII SF DI3647 C       | 2055-06-20      | 6.5000%  | 0.0000% | $963483.00         | $1005788.52        | Agency Mortgage-Backed Securities         |
| GNII SF DJ8205 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1149330.00        | $1197710.77        | Agency Mortgage-Backed Securities         |
| GNII SF DH7691 C       | 2055-02-20      | 6.5000%  | 0.0000% | $5087520.00        | $5081346.67        | Agency Mortgage-Backed Securities         |
| GNII SF DJ6823 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1413538.00        | $1446532.53        | Agency Mortgage-Backed Securities         |
| GNII SF DH0466 C       | 2055-02-20      | 6.5000%  | 0.0000% | $3181968.00        | $3021044.89        | Agency Mortgage-Backed Securities         |
| GNMI SF 678764 X       | 2037-11-15      | 5.5000%  | 0.0000% | $10000000.00       | $88642.11          | Agency Mortgage-Backed Securities         |
| GNMI SP 787257 X       | 2050-06-15      | 3.5000%  | 0.0000% | $25757728.00       | $20791915.88       | Agency Mortgage-Backed Securities         |
| GNMI SP 783520 X       | 2042-01-15      | 4.0000%  | 0.0000% | $157543000.00      | $7965006.43        | Agency Mortgage-Backed Securities         |
| GNMI SP 783960 X       | 2041-06-15      | 6.0000%  | 0.0000% | $300000.00         | $32896.10          | Agency Mortgage-Backed Securities         |
| GNII SF DC6667 C       | 2054-07-20      | 6.5000%  | 0.0000% | $21505344.00       | $14741505.77       | Agency Mortgage-Backed Securities         |
| GNII SF MA9241 M       | 2053-10-20      | 5.5000%  | 0.0000% | $75000.00          | $58496.72          | Agency Mortgage-Backed Securities         |
| GNII SF MA6931 M       | 2050-10-20      | 2.5000%  | 0.0000% | $200000.00         | $78601.73          | Agency Mortgage-Backed Securities         |
| GNII ET DE7592 C       | 2064-09-20      | 4.5000%  | 0.0000% | $264653.00         | $256806.68         | Agency Mortgage-Backed Securities         |
| GNII SF MA6089 M       | 2049-07-20      | 3.0000%  | 0.0000% | $1738008.00        | $236327.99         | Agency Mortgage-Backed Securities         |
| GNII SF MA7139 M       | 2051-01-20      | 4.0000%  | 0.0000% | $5656000.00        | $1899586.46        | Agency Mortgage-Backed Securities         |
| GNII SF MA7564 M       | 2036-09-20      | 3.5000%  | 0.0000% | $179080.00         | $78649.29          | Agency Mortgage-Backed Securities         |
| GNII SF MA7994 M       | 2052-04-20      | 6.0000%  | 0.0000% | $20000.00          | $12097.57          | Agency Mortgage-Backed Securities         |
| GNII JM MA6645 M       | 2050-05-20      | 2.5000%  | 0.0000% | $2997000.00        | $583479.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2296   | 2055-05-01      | 6.0000%  | 0.0000% | $73715328.00       | $68868460.73       | Agency Mortgage-Backed Securities         |
| GNII SF MA6599 M       | 2050-04-20      | 3.0000%  | 0.0000% | $3810480.00        | $817276.65         | Agency Mortgage-Backed Securities         |
| GNII SF MA7391 M       | 2036-06-20      | 2.0000%  | 0.0000% | $1690888.00        | $784304.47         | Agency Mortgage-Backed Securities         |
| GNII SF MA5903 M       | 2034-05-20      | 2.5000%  | 0.0000% | $183870.00         | $34154.41          | Agency Mortgage-Backed Securities         |
| FKAR 04.802 WVWV0105   | 2031-12-01      | 4.6510%  | 0.0000% | $1000.00           | $997.83            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6773   | 2026-06-01      | 4.0000%  | 0.0000% | $23855104.00       | $10755.53          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254198   | 2032-01-01      | 6.0000%  | 0.0000% | $12670940.00       | $19580.68          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-04-25      | 6.0000%  | 0.0000% | $5000.00           | $4991.96           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL580148   | 2031-07-01      | 6.0000%  | 0.0000% | $17997824.00       | $5782.21           | Agency Mortgage-Backed Securities         |
| FNRM CL061PL R98F061   | 2028-11-25      | 6.0000%  | 0.0000% | $52000.00          | $311.91            | Agency Collateralized Mortgage Obligation |
| FNRM CL083MY R21F083   | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $662.97            | Agency Collateralized Mortgage Obligation |
| GNHA AL CR2630 H       | 2073-02-20      | 6.5360%  | 0.0000% | $5271232.00        | $4493988.36        | Agency Mortgage-Backed Securities         |
| GNII SF CF8069 C       | 2051-08-20      | 2.5000%  | 0.0000% | $1245000.00        | $648040.94         | Agency Mortgage-Backed Securities         |
| GNII JM 004797 M       | 2040-09-20      | 5.0000%  | 0.0000% | $1884130.00        | $15150.94          | Agency Mortgage-Backed Securities         |
| GNPL PN CM1438         | 2064-09-15      | 3.7400%  | 0.0000% | $13744720.00       | $12708866.31       | Agency Mortgage-Backed Securities         |
| GNII SF MA5958 M       | 2034-06-20      | 2.5000%  | 0.0000% | $316875.00         | $24289.14          | Agency Mortgage-Backed Securities         |
| GNII SF MA5764 M       | 2049-02-20      | 4.5000%  | 0.0000% | $293573120.00      | $21589778.03       | Agency Mortgage-Backed Securities         |
| GNII SF MA3802 M       | 2046-07-20      | 3.0000%  | 0.0000% | $280573.00         | $33490.99          | Agency Mortgage-Backed Securities         |
| GNII SF MA3375 M       | 2046-01-20      | 3.0000%  | 0.0000% | $313918.00         | $35694.65          | Agency Mortgage-Backed Securities         |
| GNII SF MA5713 M       | 2049-01-20      | 5.5000%  | 0.0000% | $190000.00         | $14658.09          | Agency Mortgage-Backed Securities         |
| GNII SF CK0320 C       | 2052-02-20      | 2.0000%  | 0.0000% | $1019956.00        | $762705.54         | Agency Mortgage-Backed Securities         |
| GNII SF CA1436 C       | 2050-11-20      | 2.5000%  | 0.0000% | $1167402.00        | $364909.55         | Agency Mortgage-Backed Securities         |
| GNII JM MA6209 M       | 2049-10-20      | 3.0000%  | 0.0000% | $12651000.00       | $888102.78         | Agency Mortgage-Backed Securities         |
| GNII SF AI4167 C       | 2044-08-20      | 4.0000%  | 0.0000% | $33728.00          | $5066.37           | Agency Mortgage-Backed Securities         |
| GNII SF AU0313 C       | 2046-07-20      | 4.0000%  | 0.0000% | $1898012.00        | $374393.46         | Agency Mortgage-Backed Securities         |
| GNMI SF 733670 X       | 2040-05-15      | 5.0000%  | 0.0000% | $14857000.00       | $563816.46         | Agency Mortgage-Backed Securities         |
| GNII JM 004768 M       | 2040-08-20      | 5.0000%  | 0.0000% | $5792024.00        | $30407.28          | Agency Mortgage-Backed Securities         |
| GNII SF 736314 C       | 2035-11-20      | 3.7500%  | 0.0000% | $280000.00         | $35519.43          | Agency Mortgage-Backed Securities         |
| GNMI SF 434738 X       | 2030-04-15      | 8.5000%  | 0.0000% | $2524384.00        | $5367.97           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2051-08-25      | 1.5000%  | 0.0000% | $1267.00           | $549.30            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL580063   | 2031-08-01      | 6.0000%  | 0.0000% | $10035199.00       | $5346.34           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL743435   | 2033-10-01      | 7.0000%  | 0.0000% | $2997820.00        | $14441.06          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL662622   | 2032-10-01      | 6.0000%  | 0.0000% | $11997184.00       | $8508.70           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6891   | 2054-10-01      | 6.0000%  | 0.0000% | $8573000.00        | $7996185.58        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8235   | 2052-08-01      | 3.0000%  | 0.0000% | $30751104.00       | $22743871.11       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XXBM7581   | 2031-11-01      | 4.7051%  | 0.0000% | $1000.00           | $1032.31           | Agency Mortgage-Backed Securities         |
| FNRM CL090KB R20F090   | 2049-09-25      | 1.0000%  | 0.0000% | $10000.00          | $3983.09           | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CTMA4938   | 2043-02-01      | 4.5000%  | 0.0000% | $945867.00         | $469671.24         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5705   | 2045-05-01      | 5.0000%  | 0.0000% | $8961260.00        | $8073001.03        | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $151721472.00      | $14849063.73       | Agency Mortgage-Backed Securities         |
| GNII SF MA3662 M       | 2046-05-20      | 3.0000%  | 0.0000% | $3828604.00        | $428743.50         | Agency Mortgage-Backed Securities         |
| GNII SF MA4454 M       | 2047-05-20      | 5.0000%  | 0.0000% | $5607240.00        | $533544.56         | Agency Mortgage-Backed Securities         |
| GNII SF MA0460 M       | 2042-10-20      | 2.5000%  | 0.0000% | $2499000.00        | $381185.26         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4026   | 2032-07-01      | 4.7200%  | 0.0000% | $1016.00           | $1052.81           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2854   | 2052-02-01      | 2.5000%  | 0.0000% | $149078.00         | $96362.29          | Agency Mortgage-Backed Securities         |
| GNII SF CQ7535 C       | 2048-10-20      | 4.0000%  | 0.0000% | $1175846.00        | $659469.68         | Agency Mortgage-Backed Securities         |
| GNII SF MA5932 M       | 2049-05-20      | 4.5000%  | 0.0000% | $174907904.00      | $16818593.14       | Agency Mortgage-Backed Securities         |
| GNII SF MA5711 M       | 2049-01-20      | 4.5000%  | 0.0000% | $13751104.00       | $898578.82         | Agency Mortgage-Backed Securities         |
| GNII SF MA4836 M       | 2047-11-20      | 3.0000%  | 0.0000% | $4421584.00        | $593057.56         | Agency Mortgage-Backed Securities         |
| GNII JM MA6534 M       | 2050-03-20      | 4.5000%  | 0.0000% | $1791200.00        | $247227.94         | Agency Mortgage-Backed Securities         |
| GNII SF MA5470 M       | 2039-02-20      | 6.0000%  | 0.0000% | $109485.00         | $19109.30          | Agency Mortgage-Backed Securities         |
| GNII SF MA6283 M       | 2049-11-20      | 3.0000%  | 0.0000% | $3028000.00        | $501600.12         | Agency Mortgage-Backed Securities         |
| GNII SF MA5818 M       | 2049-03-20      | 4.5000%  | 0.0000% | $5002000.00        | $377491.93         | Agency Mortgage-Backed Securities         |
| GNII SF DN7808 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1444590.00        | $1540229.53        | Agency Mortgage-Backed Securities         |
| GNII SF DM3454 C       | 2055-09-20      | 6.0000%  | 0.0000% | $10634928.00       | $10993371.24       | Agency Mortgage-Backed Securities         |
| GNII SF DN7806 C       | 2055-10-20      | 6.5000%  | 0.0000% | $3048972.00        | $3252621.84        | Agency Mortgage-Backed Securities         |
| GNII SF DM8099 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1019000.00        | $1041946.86        | Agency Mortgage-Backed Securities         |
| GNMI SP 782226 X       | 2035-04-15      | 5.0000%  | 0.0000% | $1120000.00        | $29928.08          | Agency Mortgage-Backed Securities         |
| GNMI SF 663800 X       | 2037-01-15      | 5.5000%  | 0.0000% | $6007072.00        | $42720.31          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $64040100.00       | $57925414.47       | U.S. Treasuries (including strips)        |
| FEPC 03.500 CLSD6654   | 2052-06-01      | 3.5000%  | 0.0000% | $2890784.00        | $2480013.75        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8254   | 2052-10-01      | 3.0000%  | 0.0000% | $1778000.00        | $1340060.41        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2563   | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1581.46           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $784300.00         | $760849.43         | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2028-11-15      | 6.0000%  | 0.0000% | $15000.00          | $90.19             | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2029-02-15      | 6.0000%  | 0.0000% | $74000.00          | $435.61            | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZS4777   | 2048-07-01      | 3.5000%  | 0.0000% | $2217000.00        | $160827.54         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545390   | 2032-01-01      | 6.0000%  | 0.0000% | $249999360.00      | $204503.11         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8246   | 2038-08-01      | 4.5000%  | 0.0000% | $50000.00          | $33725.72          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0489   | 2048-04-01      | 4.0000%  | 0.0000% | $11786480.00       | $5066135.08        | Agency Mortgage-Backed Securities         |
| 08.000 FRPC G80131 G   | 2027-07-17      | 8.0000%  | 0.0000% | $17010793.00       | $171.97            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2041-11-15      | 2.5000%  | 0.0000% | $105000.00         | $4265.98           | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAS9562   | 2047-05-01      | 3.0000%  | 0.0000% | $202067.00         | $50508.13          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447   | 2054-07-01      | 6.0000%  | 0.0000% | $75329408.00       | $57648336.83       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP8811   | 2042-11-01      | 3.5000%  | 0.0000% | $16816740.00       | $2017098.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL634288   | 2032-03-01      | 6.0000%  | 0.0000% | $14999552.00       | $11645.77          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G60989 G   | 2046-12-01      | 3.0000%  | 0.0000% | $51000.00          | $12003.35          | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WNWN4016   | 2033-12-01      | 4.5000%  | 0.0000% | $2000.00           | $2033.00           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3SZT0960   | 2047-06-01      | 4.5000%  | 0.0000% | $20168672.00       | $4312661.63        | Agency Mortgage-Backed Securities         |
| 09.000 FRPC G80102 G   | 2027-11-25      | 9.0000%  | 0.0000% | $1000000.00        | $541.94            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $187068416.00      | $154719406.99      | Agency Mortgage-Backed Securities         |
| FKAR 04.600 WNWN4084   | 2035-07-01      | 4.6000%  | 0.0000% | $1876058.00        | $1908688.28        | Agency Mortgage-Backed Securities         |
| GNII SF DM0571 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1185914.00        | $1226462.77        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $106200.00         | $103589.60         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $300000.00         | $297279.00         | U.S. Treasuries (including strips)        |
| GNII SF MA7418 M       | 2051-06-20      | 2.5000%  | 0.0000% | $51164.00          | $28180.16          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0378   | 2055-04-01      | 6.0000%  | 0.0000% | $7265176.00        | $6857217.04        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $169.51            | U.S. Treasuries (including strips)        |
| FNMS 07.500 CL535996   | 2031-06-01      | 7.5000%  | 0.0000% | $12091392.00       | $5143.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254981   | 2033-10-01      | 6.0000%  | 0.0000% | $19793856.00       | $121099.90         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 GL931707   | 2039-08-01      | 4.5000%  | 0.0000% | $7794000.00        | $354511.63         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAB7241   | 2027-12-01      | 2.0000%  | 0.0000% | $18539000.00       | $567509.22         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0540   | 2055-02-01      | 5.5000%  | 0.0000% | $41574016.00       | $37694994.93       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0098   | 2054-09-01      | 6.0000%  | 0.0000% | $1297598.00        | $1229423.55        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6599   | 2052-09-01      | 3.5000%  | 0.0000% | $142000.00         | $115807.06         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545609   | 2032-03-01      | 7.5000%  | 0.0000% | $6615040.00        | $6454.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1214   | 2055-10-01      | 5.5000%  | 0.0000% | $73071488.00       | $74602625.52       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1585   | 2029-08-01      | 4.6500%  | 0.0000% | $1000.00           | $1026.24           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CTRB5130   | 2041-10-01      | 1.5000%  | 0.0000% | $110000.00         | $68037.69          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL626293   | 2032-05-01      | 6.0000%  | 0.0000% | $12055376.00       | $29783.12          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1005   | 2026-11-01      | 3.5000%  | 0.0000% | $8998912.00        | $6710.84           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0311   | 2034-01-01      | 4.5700%  | 0.0000% | $1000.00           | $1027.49           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY4601   | 2053-06-01      | 5.0000%  | 0.0000% | $4044424.00        | $3626201.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA7474 M       | 2051-07-20      | 3.5000%  | 0.0000% | $70870784.00       | $37040368.89       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4543   | 2055-08-01      | 5.5000%  | 0.0000% | $10701536.00       | $10867003.26       | Agency Mortgage-Backed Securities         |
| GNCL CL DE0024         | 2064-12-15      | 6.0000%  | 0.0000% | $478000.00         | $503030.95         | Agency Mortgage-Backed Securities         |
| GNHA AL DJ1362 H       | 2075-03-20      | 6.4870%  | 0.0000% | $2530708.00        | $2609129.60        | Agency Mortgage-Backed Securities         |
| GNII SF DK5373 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1691832.00        | $1749674.04        | Agency Mortgage-Backed Securities         |
| GNII SF MA8724 M       | 2053-03-20      | 4.5000%  | 0.0000% | $4207000.00        | $3368508.37        | Agency Mortgage-Backed Securities         |
| GNII ET DL3402 C       | 2065-06-20      | 4.0000%  | 0.0000% | $368633.00         | $349288.69         | Agency Mortgage-Backed Securities         |
| GNRM 2021-136 LB       | 2051-08-20      | 2.5000%  | 0.0000% | $2100.00           | $1756.19           | Agency Collateralized Mortgage Obligation |
| GNII ET DE7645 C       | 2064-08-20      | 4.0000%  | 0.0000% | $241150.00         | $226757.18         | Agency Mortgage-Backed Securities         |
| GNII SF 736316 C       | 2034-02-20      | 4.2500%  | 0.0000% | $180000.00         | $25591.54          | Agency Mortgage-Backed Securities         |
| GNII SF DM0715 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1044350.00        | $1097979.15        | Agency Mortgage-Backed Securities         |
| GNRA 2023-064 FA       | 2053-05-20      | 5.0989%  | 0.0000% | $174068000.00      | $74662759.83       | Agency Collateralized Mortgage Obligation |
| GNMI SF 711483 X       | 2040-01-15      | 4.0000%  | 0.0000% | $80000.00          | $14821.99          | Agency Mortgage-Backed Securities         |
| GNII SF DM3642 C       | 2055-10-20      | 5.5000%  | 0.0000% | $39454336.00       | $40252621.85       | Agency Mortgage-Backed Securities         |
| GNII SF DM4342 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1683078.00        | $1741376.10        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $2800.00           | $2931.95           | U.S. Treasuries (including strips)        |
| GNMI SF 697924 X       | 2039-03-15      | 5.0000%  | 0.0000% | $49711552.00       | $1357918.95        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $475100.00         | $449213.06         | U.S. Treasuries (including strips)        |
| GNHA RM CO5562 H       | 2072-10-20      | 5.9570%  | 0.0000% | $1000.00           | $1007.80           | Agency Mortgage-Backed Securities         |
| GNII SF CN6093 C       | 2052-06-20      | 5.0000%  | 0.0000% | $1033704.00        | $745997.10         | Agency Mortgage-Backed Securities         |
| GNII SF DM2129 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1699930.00        | $1758045.51        | Agency Mortgage-Backed Securities         |
| GNMI SF 777254 X       | 2043-03-15      | 2.5000%  | 0.0000% | $144774.00         | $35021.28          | Agency Mortgage-Backed Securities         |
| GNII SF MA9778 M       | 2054-07-20      | 5.0000%  | 0.0000% | $140000.00         | $131543.27         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAB2309   | 2026-02-01      | 4.0000%  | 0.0000% | $10870784.00       | $8470.39           | Agency Mortgage-Backed Securities         |
| FNRM RC064QH R01F064   | 2031-11-25      | 6.0000%  | 0.0000% | $337000.00         | $4708.73           | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLDE8993   | 2055-10-01      | 5.0000%  | 0.0000% | $2698096.00        | $2716986.33        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL664397   | 2032-10-01      | 6.0000%  | 0.0000% | $3909116.00        | $21272.75          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8245   | 2052-09-01      | 4.5000%  | 0.0000% | $132306176.00      | $103640676.45      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTSC0692   | 2044-11-01      | 5.5000%  | 0.0000% | $187521536.00      | $169315399.51      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9578   | 2053-08-01      | 6.0000%  | 0.0000% | $29511872.00       | $21926367.12       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQF9463   | 2053-03-01      | 4.0000%  | 0.0000% | $915407.00         | $744310.46         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2080   | 2028-06-01      | 6.0000%  | 0.0000% | $14106800.00       | $73937.68          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI0931   | 2033-10-01      | 5.5000%  | 0.0000% | $630137.00         | $5027.92           | Agency Mortgage-Backed Securities         |
| FNRM CL055PC R01F055   | 2031-10-25      | 6.5000%  | 0.0000% | $140000.00         | $326.42            | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HXBZ1296   | 2029-07-01      | 4.7700%  | 0.0000% | $1000.00           | $1031.08           | Agency Mortgage-Backed Securities         |
| FNRM CL083BJ R21F083   | 2050-04-25      | 3.0000%  | 0.0000% | $1000.00           | $717.83            | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CKMA0626   | 2041-01-01      | 4.0000%  | 0.0000% | $4000000.00        | $60536.21          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1463   | 2043-06-01      | 3.5000%  | 0.0000% | $30192544.00       | $4776796.22        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CKAC4550   | 2037-01-01      | 5.5000%  | 0.0000% | $13219540.00       | $284005.34         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CI890306   | 2026-04-01      | 4.0000%  | 0.0000% | $12804096.00       | $6414.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL987002   | 2038-07-01      | 5.5000%  | 0.0000% | $6465840.00        | $46813.14          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL659930   | 2032-09-01      | 6.0000%  | 0.0000% | $16101376.00       | $15554.14          | Agency Mortgage-Backed Securities         |
| GNPL PN CJ2563         | 2057-07-15      | 3.5800%  | 0.0000% | $19681088.00       | $17800502.17       | Agency Mortgage-Backed Securities         |
| GNII SF BT4119 C       | 2050-06-20      | 4.0000%  | 0.0000% | $9312288.00        | $1538114.66        | Agency Mortgage-Backed Securities         |
| GNPL PN CO3156         | 2057-07-15      | 2.9500%  | 0.0000% | $18130300.00       | $15702017.91       | Agency Mortgage-Backed Securities         |
| GNPL PN CO7977         | 2057-08-15      | 3.1800%  | 0.0000% | $5935800.00        | $5230548.54        | Agency Mortgage-Backed Securities         |
| GNPL PN CO3172         | 2057-08-15      | 3.7300%  | 0.0000% | $3317208.00        | $3031807.22        | Agency Mortgage-Backed Securities         |
| GNPL PN CN9794         | 2057-08-15      | 3.7400%  | 0.0000% | $15155616.00       | $13861036.01       | Agency Mortgage-Backed Securities         |
| GNPL PN CL2712         | 2057-06-15      | 2.6300%  | 0.0000% | $1948406.00        | $1659827.56        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1263   | 2029-07-01      | 4.6200%  | 0.0000% | $1000.00           | $1028.61           | Agency Mortgage-Backed Securities         |
| GNHA AL DJ8335 H       | 2075-05-20      | 6.4890%  | 0.0000% | $1888286.00        | $1735967.00        | Agency Mortgage-Backed Securities         |
| GNMI SP 783497 X       | 2041-02-15      | 5.0000%  | 0.0000% | $142203.00         | $9091.75           | Agency Mortgage-Backed Securities         |
| GNPL PN DK6742         | 2060-10-15      | 4.8000%  | 0.0000% | $2863400.00        | $2863734.04        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA2270   | 2045-05-01      | 3.0000%  | 0.0000% | $175994624.00      | $13303358.03       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3058   | 2047-07-01      | 4.0000%  | 0.0000% | $641000.00         | $63362.67          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV9532   | 2052-08-01      | 4.5000%  | 0.0000% | $57262464.00       | $43898504.43       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CJMA2797   | 2031-09-01      | 3.0000%  | 0.0000% | $1069898.00        | $236799.62         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5623   | 2032-11-01      | 4.5000%  | 0.0000% | $4969000.00        | $5074029.75        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725162   | 2034-02-01      | 6.0000%  | 0.0000% | $204387200.00      | $1113541.78        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ0521   | 2029-02-01      | 4.8800%  | 0.0000% | $1000.00           | $1031.31           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9104   | 2045-02-01      | 4.0000%  | 0.0000% | $93000.00          | $8316.27           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM6613   | 2048-05-01      | 3.5000%  | 0.0000% | $4149272.00        | $434963.94         | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09069 G   | 2037-09-01      | 6.5000%  | 0.0000% | $1400000.00        | $5821.46           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3SZM9469   | 2048-03-01      | 3.5000%  | 0.0000% | $1346846.00        | $736582.35         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5690   | 2032-01-01      | 6.0000%  | 0.0000% | $15359664.00       | $23587.55          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0797   | 2032-01-01      | 6.0000%  | 0.0000% | $203776000.00      | $344465.56         | Agency Mortgage-Backed Securities         |
| FNRM CL051MB R21F051   | 2051-08-25      | 3.0000%  | 0.0000% | $2700.00           | $1623.79           | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-08-25      | 1.5000%  | 0.0000% | $1250.00           | $549.65            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL255070   | 2033-12-01      | 6.0000%  | 0.0000% | $2675644.00        | $17674.91          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2049-02-15      | 3.5000%  | 0.0000% | $45000.00          | $4259.22           | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0NU6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0NU6
- **C.18 - Value (incl. sponsor support):** $313000000.00
- **C.18.a - Value (excl. sponsor support):** $313000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $282617200.00      | $319260045.87      | U.S. Treasuries (including strips) |

### Security 274: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0NW2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0NW2
- **C.18 - Value (incl. sponsor support):** $1734000000.00
- **C.18.a - Value (excl. sponsor support):** $1734000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $1558395100.00     | $1610594790.59     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $165520700.00      | $158085275.12      | U.S. Treasuries (including strips) |

### Security 275: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0O27, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0O27
- **C.18 - Value (incl. sponsor support):** $866000000.00
- **C.18.a - Value (excl. sponsor support):** $866000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 | 2028-06-30      | 1.2500%  | 0.0000% | $200.00            | $190.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $22180400.00       | $21972441.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $300.00            | $236.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $11236000.00       | $11755630.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $74300.00          | $75635.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $102.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $1000.00           | $999.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $52106000.00       | $53644324.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $1521400.00        | $1479849.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $4545700.00        | $2716112.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $95.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $445000.00         | $445214.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $185890600.00      | $143536315.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $76.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $50800.00          | $50721.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $50826300.00       | $37651587.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $41448700.00       | $21227754.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $2400.00           | $2460.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $26721000.00       | $26457322.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $8642900.00        | $8191770.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $3156600.00        | $3191808.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $316000.00         | $313470.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $1745000.00        | $1693648.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $90874700.00       | $92795510.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $2590000.00        | $2737882.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $16823200.00       | $14186739.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $8500.00           | $8734.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $978000.00         | $992099.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $942400.00         | $927176.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $3738400.00        | $3925728.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1308200.00        | $1318056.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $1770400.00        | $1856368.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $11580900.00       | $12063648.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $276356000.00      | $291256037.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $8989000.00        | $9118502.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $127300.00         | $128959.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $8494000.00        | $6629135.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $16458800.00       | $16910157.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $97.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $16248500.00       | $16287624.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $299000.00         | $277362.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $2971200.00        | $3038709.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $38941400.00       | $25224058.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $38794600.00       | $36682841.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $391000.00         | $374711.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $5712100.00        | $5687476.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $671800.00         | $699665.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $5684800.00        | $5783119.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $3300.00           | $1637.63           | U.S. Treasuries (including strips) |

### Security 276: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.090000%
- **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: ARP1D0O76, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0O76
- **C.18 - Value (incl. sponsor support):** $1360000000.00
- **C.18.a - Value (excl. sponsor support):** $1360000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLDF2382   | 2055-10-01      | 6.5000%  | 0.0000% | $2392383.00        | $2514625.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3527   | 2055-11-01      | 5.5000%  | 0.0000% | $12372168.00       | $12618411.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9679   | 2053-07-01      | 5.0000%  | 0.0000% | $7003.00           | $6868.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2449   | 2053-07-01      | 6.5000%  | 0.0000% | $1097904.00        | $1093918.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8722   | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $857.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7496   | 2053-11-01      | 6.0000%  | 0.0000% | $205948.00         | $168665.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9058   | 2054-08-01      | 5.0000%  | 0.0000% | $4574451.00        | $4313127.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555531   | 2033-06-01      | 5.5000%  | 0.0000% | $4272960.00        | $18160.40          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6924   | 2045-01-01      | 4.0000%  | 0.0000% | $11302160.00       | $2204698.78        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5768   | 2042-10-01      | 4.5000%  | 0.0000% | $16948460.00       | $2118702.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6381   | 2051-11-01      | 3.5000%  | 0.0000% | $8988.00           | $6940.96           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3610   | 2044-10-01      | 3.5000%  | 0.0000% | $17074680.00       | $3020886.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8925   | 2052-10-01      | 5.0000%  | 0.0000% | $11000.00          | $8356.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9024   | 2053-04-01      | 5.0000%  | 0.0000% | $1131028.00        | $626389.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN9502   | 2049-06-01      | 3.5000%  | 0.0000% | $1970430.00        | $692105.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9442   | 2046-11-01      | 3.5000%  | 0.0000% | $59250000.00       | $13535181.39       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2890   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $821.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3221   | 2055-11-01      | 5.5000%  | 0.0000% | $7970360.00        | $8150537.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7287   | 2053-06-01      | 6.5000%  | 0.0000% | $1068520.00        | $805830.94         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6217   | 2053-08-01      | 6.5000%  | 0.0000% | $1097694.00        | $847974.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0175   | 2053-02-01      | 5.5000%  | 0.0000% | $15000.00          | $10712.76          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2824   | 2052-11-01      | 5.5000%  | 0.0000% | $1672638.00        | $1035742.26        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2374   | 2053-02-01      | 4.5000%  | 0.0000% | $1217454.00        | $949531.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7775   | 2052-09-01      | 5.0000%  | 0.0000% | $1285304.00        | $923970.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5204   | 2052-12-01      | 4.5000%  | 0.0000% | $9000.00           | $8554.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0649   | 2055-08-01      | 6.0000%  | 0.0000% | $4318673.00        | $4500354.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3665   | 2052-07-01      | 4.0000%  | 0.0000% | $1062432.00        | $826508.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8413   | 2052-09-01      | 5.0000%  | 0.0000% | $17001.00          | $12316.80          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2521   | 2053-05-01      | 5.5000%  | 0.0000% | $1254250.00        | $1031229.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4714   | 2053-06-01      | 5.0000%  | 0.0000% | $128000.00         | $120472.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6994   | 2053-07-01      | 6.0000%  | 0.0000% | $520295.00         | $355257.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2041   | 2053-05-01      | 6.0000%  | 0.0000% | $13000.00          | $13151.79          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3911   | 2052-06-01      | 4.0000%  | 0.0000% | $2441656.00        | $1784860.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4887   | 2053-07-01      | 5.5000%  | 0.0000% | $1036650.00        | $741575.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3300   | 2053-06-01      | 5.5000%  | 0.0000% | $1658404.00        | $1609921.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2015   | 2053-05-01      | 6.0000%  | 0.0000% | $2803544.00        | $1976207.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6786   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $816.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6209   | 2053-08-01      | 5.5000%  | 0.0000% | $1030324.00        | $831220.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW6288   | 2052-08-01      | 4.5000%  | 0.0000% | $2840000.00        | $2160008.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6349   | 2052-08-01      | 5.0000%  | 0.0000% | $1147168.00        | $574257.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5447   | 2052-07-01      | 5.0000%  | 0.0000% | $1216102.00        | $744597.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6470   | 2052-09-01      | 5.0000%  | 0.0000% | $1218216.00        | $1093934.86        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8425   | 2052-04-01      | 3.0000%  | 0.0000% | $1002870.00        | $777996.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW7800   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $864.26            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1232   | 2054-04-01      | 6.0000%  | 0.0000% | $1432126.00        | $904788.93         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2620   | 2047-08-01      | 3.5000%  | 0.0000% | $64815321.00       | $9945616.17        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ8257   | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $987.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1767   | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $941.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5298   | 2052-12-01      | 5.5000%  | 0.0000% | $7961293.00        | $6529071.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3253   | 2052-04-01      | 3.5000%  | 0.0000% | $7451336.00        | $5066935.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4782   | 2052-10-01      | 5.0000%  | 0.0000% | $472332.00         | $373982.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4538   | 2052-08-01      | 5.0000%  | 0.0000% | $128503.00         | $90233.55          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2734   | 2046-08-01      | 3.5000%  | 0.0000% | $984000.00         | $265275.65         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6780   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $504.70            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8320   | 2053-02-01      | 3.0000%  | 0.0000% | $23602.00          | $18567.36          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8888   | 2055-09-01      | 7.0000%  | 0.0000% | $1190095.00        | $1287027.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $885.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0229   | 2055-06-01      | 5.5000%  | 0.0000% | $2612587.00        | $2655306.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8383   | 2053-12-01      | 5.5000%  | 0.0000% | $4028559.00        | $3392948.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8857   | 2054-12-01      | 6.5000%  | 0.0000% | $7477055.00        | $5382448.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2570   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $768.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7980   | 2050-12-01      | 2.0000%  | 0.0000% | $18017925.00       | $9961153.08        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA3960   | 2049-08-01      | 3.0000%  | 0.0000% | $344000.00         | $115664.38         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5883   | 2049-12-01      | 3.5000%  | 0.0000% | $18240.00          | $7324.45           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFA1135   | 2054-06-01      | 7.0000%  | 0.0000% | $1008.00           | $891.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7241   | 2053-10-01      | 6.5000%  | 0.0000% | $15317384.00       | $11094811.60       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8059   | 2050-12-01      | 2.0000%  | 0.0000% | $1572.00           | $989.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2184   | 2048-08-01      | 4.0000%  | 0.0000% | $43020096.00       | $9006804.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1447   | 2055-10-01      | 5.0000%  | 0.0000% | $1867000.00        | $1873774.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1848   | 2053-03-01      | 5.0000%  | 0.0000% | $1177748.00        | $658619.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1976   | 2052-07-01      | 5.0000%  | 0.0000% | $1213000.00        | $917299.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5072   | 2052-07-01      | 5.0000%  | 0.0000% | $1210704.00        | $602291.83         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA3623   | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $818.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5526   | 2048-02-01      | 3.5000%  | 0.0000% | $297000.00         | $55000.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198   | 2045-05-01      | 3.5000%  | 0.0000% | $9991488.00        | $939167.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1111   | 2052-10-01      | 5.0000%  | 0.0000% | $1009266.00        | $743213.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8306   | 2053-08-01      | 6.0000%  | 0.0000% | $11144208.00       | $9757382.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH8837   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $748.53            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBY9934   | 2053-12-01      | 8.0000%  | 0.0000% | $511475.00         | $464562.69         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2368   | 2049-11-01      | 3.5000%  | 0.0000% | $2108692.00        | $778386.83         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6726   | 2053-02-01      | 6.0000%  | 0.0000% | $1015138.00        | $787953.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9017   | 2053-08-01      | 6.5000%  | 0.0000% | $1041100.00        | $716220.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7472   | 2053-08-01      | 5.5000%  | 0.0000% | $1121552.00        | $690579.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3476   | 2053-05-01      | 6.0000%  | 0.0000% | $3536720.00        | $1542208.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5016   | 2053-01-01      | 5.5000%  | 0.0000% | $1635500.00        | $812690.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1495   | 2055-10-01      | 5.5000%  | 0.0000% | $1082800.00        | $1104631.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5424   | 2055-11-01      | 5.0000%  | 0.0000% | $1179085.00        | $1184307.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3369   | 2052-12-01      | 6.0000%  | 0.0000% | $1455220.00        | $871705.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0758   | 2053-05-01      | 5.5000%  | 0.0000% | $1114328.00        | $904880.99         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0878   | 2050-07-01      | 4.0000%  | 0.0000% | $44000.00          | $25210.84          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI6952   | 2054-05-01      | 7.0000%  | 0.0000% | $1113708.00        | $1015334.57        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9983   | 2054-06-01      | 7.0000%  | 0.0000% | $1406039.00        | $1250934.93        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQI5499   | 2054-05-01      | 4.5000%  | 0.0000% | $8000.00           | $7575.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO3441   | 2040-04-01      | 5.0000%  | 0.0000% | $1549092.00        | $1516089.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0882   | 2055-11-01      | 6.0000%  | 0.0000% | $1595352.00        | $1641899.59        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF3254   | 2055-10-01      | 7.0000%  | 0.0000% | $1010380.00        | $1077069.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8546   | 2053-02-01      | 5.5000%  | 0.0000% | $9676032.00        | $7757435.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9675   | 2053-08-01      | 6.5000%  | 0.0000% | $13610200.00       | $9547334.45        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6633   | 2050-08-01      | 2.0000%  | 0.0000% | $22698392.00       | $11146967.39       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9663   | 2054-12-01      | 5.5000%  | 0.0000% | $1040.00           | $987.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692   | 2048-05-01      | 4.0000%  | 0.0000% | $3997933.00        | $711325.02         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7115   | 2050-09-01      | 2.0000%  | 0.0000% | $3133784.00        | $1570922.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7930   | 2054-01-01      | 6.5000%  | 0.0000% | $1029.00           | $529.28            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1897   | 2048-06-01      | 4.5000%  | 0.0000% | $47343233.00       | $11243683.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0995   | 2048-01-01      | 3.5000%  | 0.0000% | $121000.00         | $35109.50          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7050   | 2053-09-01      | 5.5000%  | 0.0000% | $7207640.00        | $5904511.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0316   | 2047-09-01      | 3.5000%  | 0.0000% | $34616641.00       | $3824026.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5905   | 2053-03-01      | 5.5000%  | 0.0000% | $6392000.00        | $4844901.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8013   | 2054-02-01      | 6.5000%  | 0.0000% | $15300000.00       | $12300876.50       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6080   | 2050-06-01      | 2.5000%  | 0.0000% | $24055231.00       | $9824973.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6872   | 2053-02-01      | 5.5000%  | 0.0000% | $16000.00          | $10470.09          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3868   | 2046-09-01      | 4.0000%  | 0.0000% | $1514785.00        | $333484.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7896   | 2052-08-01      | 4.5000%  | 0.0000% | $10000.00          | $7128.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I6BF0833   | 2064-06-01      | 4.5000%  | 0.0000% | $11015689.00       | $10456073.14       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8795   | 2052-09-01      | 5.0000%  | 0.0000% | $1110060.00        | $1077050.37        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2509   | 2052-11-01      | 4.5000%  | 0.0000% | $10001.00          | $9434.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7844   | 2046-09-01      | 3.0000%  | 0.0000% | $866997.00         | $188891.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3706   | 2052-07-01      | 5.0000%  | 0.0000% | $13002.00          | $9099.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0606   | 2062-03-01      | 5.0000%  | 0.0000% | $445813.00         | $326665.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7899   | 2052-08-01      | 4.5000%  | 0.0000% | $14002.00          | $11831.74          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7282   | 2050-10-01      | 2.0000%  | 0.0000% | $59769664.00       | $32654695.88       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4133   | 2049-09-01      | 3.0000%  | 0.0000% | $4064510.00        | $1374897.55        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA1864   | 2038-06-01      | 4.5000%  | 0.0000% | $13617648.00       | $3590783.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7126   | 2042-12-01      | 3.5000%  | 0.0000% | $2399776.00        | $308829.57         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1148   | 2042-08-01      | 3.5000%  | 0.0000% | $473752.00         | $52617.60          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $65000.00          | $33453.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4340   | 2049-10-01      | 3.0000%  | 0.0000% | $1169722.00        | $461763.71         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6528   | 2050-07-01      | 2.5000%  | 0.0000% | $5752064.00        | $2237853.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT7959   | 2052-11-01      | 6.0000%  | 0.0000% | $361671.00         | $257410.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9001   | 2054-07-01      | 5.5000%  | 0.0000% | $5204192.00        | $4980640.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9761   | 2053-04-01      | 5.5000%  | 0.0000% | $1075700.00        | $812903.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9838   | 2053-04-01      | 5.5000%  | 0.0000% | $1243650.00        | $967883.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4521   | 2053-08-01      | 6.0000%  | 0.0000% | $1086594.00        | $941239.44         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9789   | 2053-04-01      | 6.5000%  | 0.0000% | $1174690.00        | $792474.84         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2865   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $784.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0379   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.26           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB1987   | 2054-10-01      | 5.5000%  | 0.0000% | $1090762.00        | $878036.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6138   | 2055-03-01      | 6.5000%  | 0.0000% | $2170948.00        | $1931601.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAU4738   | 2043-09-01      | 3.5000%  | 0.0000% | $14019392.00       | $2485703.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9860   | 2055-10-01      | 5.5000%  | 0.0000% | $2946910.00        | $3014175.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1674   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.88           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9548   | 2054-07-01      | 6.5000%  | 0.0000% | $4013528.00        | $2378044.37        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIQO4423   | 2040-11-01      | 4.0000%  | 0.0000% | $1051937.00        | $1040455.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5238   | 2043-06-01      | 5.5000%  | 0.0000% | $960704.00         | $610787.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887760   | 2036-07-01      | 6.0000%  | 0.0000% | $56785600.00       | $103174.46         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0712   | 2037-07-01      | 3.0000%  | 0.0000% | $1000.00           | $598.20            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6938   | 2054-12-01      | 4.5000%  | 0.0000% | $9047861.00        | $8659784.09        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2007   | 2048-09-01      | 4.0000%  | 0.0000% | $1068810.00        | $94230.51          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD3026   | 2055-03-01      | 5.0000%  | 0.0000% | $1022512.00        | $871942.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9298   | 2053-06-01      | 5.5000%  | 0.0000% | $3791000.00        | $3416624.64        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5115   | 2041-06-01      | 2.5000%  | 0.0000% | $13274000.00       | $7682902.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6516   | 2054-10-01      | 5.0000%  | 0.0000% | $8869872.00        | $8744010.04        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PSE9114   | 2051-05-01      | 3.0000%  | 0.0000% | $8996860.00        | $7949990.98        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8431   | 2054-05-01      | 5.5000%  | 0.0000% | $3658388.00        | $3088996.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4904   | 2054-10-01      | 5.5000%  | 0.0000% | $4520152.00        | $4454960.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4371   | 2054-10-01      | 5.5000%  | 0.0000% | $23729000.00       | $23192766.45       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD4985   | 2055-05-01      | 4.5000%  | 0.0000% | $200228.00         | $196219.01         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC6581   | 2054-11-01      | 7.0000%  | 0.0000% | $1709304.00        | $1687101.63        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $3239998.00        | $2433708.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1747   | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $140.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555   | 2052-09-01      | 4.5000%  | 0.0000% | $16000.00          | $12898.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3096   | 2055-11-01      | 5.0000%  | 0.0000% | $3704282.00        | $3720917.93        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2401   | 2051-12-01      | 2.5000%  | 0.0000% | $2112516.00        | $1402396.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $6594572.00        | $4766156.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3761   | 2055-11-01      | 5.0000%  | 0.0000% | $7784080.00        | $7867906.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8052   | 2054-11-01      | 6.5000%  | 0.0000% | $1360827.00        | $1434999.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6196   | 2052-08-01      | 5.0000%  | 0.0000% | $1165608.00        | $861177.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC6689   | 2054-10-01      | 6.5000%  | 0.0000% | $967561.00         | $1022945.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2118   | 2052-06-01      | 4.5000%  | 0.0000% | $1087.00           | $761.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4801   | 2055-08-01      | 5.5000%  | 0.0000% | $782716.00         | $794507.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7150   | 2052-07-01      | 5.0000%  | 0.0000% | $1045500.00        | $1003061.81        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3696   | 2037-05-01      | 2.5000%  | 0.0000% | $10013.00          | $6403.39           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8817   | 2051-02-01      | 2.0000%  | 0.0000% | $4355000.00        | $2536792.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7350   | 2050-10-01      | 2.0000%  | 0.0000% | $15981080.00       | $8658344.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6554   | 2049-05-01      | 4.5000%  | 0.0000% | $1030800.00        | $493346.41         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4842   | 2054-08-01      | 5.5000%  | 0.0000% | $2535944.00        | $2292148.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3514   | 2049-05-01      | 4.5000%  | 0.0000% | $9990992.00        | $1391970.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5462   | 2050-06-01      | 2.5000%  | 0.0000% | $1065000.00        | $381302.38         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2479   | 2048-10-01      | 4.5000%  | 0.0000% | $240000.00         | $50165.28          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0179   | 2047-08-01      | 3.5000%  | 0.0000% | $26901555.00       | $8611291.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2038   | 2048-07-01      | 4.0000%  | 0.0000% | $540847.00         | $41074.76          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4890   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $940.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5404   | 2049-04-01      | 4.5000%  | 0.0000% | $47000.00          | $17828.65          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6976   | 2050-09-01      | 2.0000%  | 0.0000% | $27865832.00       | $13927303.03       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290   | 2050-10-01      | 2.0000%  | 0.0000% | $10693709.00       | $5478699.59        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7340   | 2050-10-01      | 2.0000%  | 0.0000% | $22538239.00       | $11961242.82       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 GLCA9497   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $609.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8013   | 2050-12-01      | 2.0000%  | 0.0000% | $154662912.00      | $87940293.97       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7280   | 2050-10-01      | 2.0000%  | 0.0000% | $17362724.00       | $9622084.06        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6156   | 2053-05-01      | 4.5000%  | 0.0000% | $4486267.00        | $3851029.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4756   | 2054-02-01      | 6.0000%  | 0.0000% | $13295000.00       | $12697626.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI2854   | 2054-03-01      | 5.5000%  | 0.0000% | $7038529.00        | $5849713.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 ZT310119   | 2029-09-01      | 5.0000%  | 0.0000% | $8000000.00        | $255031.80         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6732   | 2042-03-01      | 3.5000%  | 0.0000% | $15505536.00       | $1209482.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ9198   | 2042-01-01      | 3.5000%  | 0.0000% | $471615.00         | $31052.52          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1829   | 2052-11-01      | 4.5000%  | 0.0000% | $10000.00          | $7215.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3905   | 2054-10-01      | 5.5000%  | 0.0000% | $1342252.00        | $1188214.64        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7979   | 2050-12-01      | 2.0000%  | 0.0000% | $18482048.00       | $9984661.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4527   | 2054-10-01      | 6.5000%  | 0.0000% | $1000940.00        | $945357.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE0299   | 2055-06-01      | 5.0000%  | 0.0000% | $7240565.00        | $7261766.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5202   | 2042-11-01      | 5.0000%  | 0.0000% | $12059000.00       | $8332953.83        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ9498   | 2054-11-01      | 4.5000%  | 0.0000% | $5258299.00        | $4904674.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9416   | 2055-05-01      | 6.5000%  | 0.0000% | $1817900.00        | $1901664.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $98000.00          | $74024.66          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4611   | 2052-09-01      | 4.0000%  | 0.0000% | $8224720.00        | $5140939.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4958   | 2052-10-01      | 4.0000%  | 0.0000% | $10106384.00       | $8236938.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5864   | 2053-03-01      | 6.5000%  | 0.0000% | $31796288.00       | $22902769.83       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6191   | 2053-05-01      | 6.0000%  | 0.0000% | $6678160.00        | $5363195.36        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7821   | 2054-01-01      | 7.0000%  | 0.0000% | $1920932.00        | $1574839.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0456   | 2054-05-01      | 5.5000%  | 0.0000% | $2305955.00        | $2322243.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0393   | 2054-09-01      | 6.0000%  | 0.0000% | $10044400.00       | $8916613.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3055   | 2052-06-01      | 5.0000%  | 0.0000% | $1016095.00        | $720591.69         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8600   | 2052-01-01      | 3.0000%  | 0.0000% | $194809.00         | $139222.22         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8867   | 2054-07-01      | 6.5000%  | 0.0000% | $1048172.00        | $880212.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC7048   | 2054-11-01      | 4.5000%  | 0.0000% | $1200616.00        | $1165593.43        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8234   | 2050-12-01      | 3.0000%  | 0.0000% | $8538830.00        | $4592817.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3002   | 2052-08-01      | 5.0000%  | 0.0000% | $1084724.00        | $787469.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5286   | 2052-12-01      | 5.5000%  | 0.0000% | $3512612.00        | $2577402.19        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5209   | 2055-06-01      | 6.0000%  | 0.0000% | $1035.00           | $995.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5107   | 2052-11-01      | 5.0000%  | 0.0000% | $2317911.00        | $1975408.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0179   | 2057-01-01      | 3.5000%  | 0.0000% | $6029458.00        | $2084453.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6402   | 2054-11-01      | 5.0000%  | 0.0000% | $600000.00         | $590688.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7022   | 2052-08-01      | 5.0000%  | 0.0000% | $20000.00          | $11201.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8794   | 2036-01-01      | 2.5000%  | 0.0000% | $11447179.00       | $4376809.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6728   | 2050-08-01      | 2.5000%  | 0.0000% | $219672320.00      | $99662656.31       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5009   | 2051-07-01      | 3.5000%  | 0.0000% | $2564720.00        | $1929720.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS4511   | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $740.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7344   | 2055-01-01      | 5.5000%  | 0.0000% | $11800986.00       | $11298568.30       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q39181 G   | 2046-03-01      | 4.0000%  | 0.0000% | $1397.00           | $164.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4044   | 2041-10-01      | 4.0000%  | 0.0000% | $7537000.00        | $856275.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL814915   | 2035-03-01      | 5.5000%  | 0.0000% | $8390395.00        | $61715.69          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0241   | 2054-08-01      | 6.0000%  | 0.0000% | $3474276.00        | $2883973.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9703   | 2055-01-01      | 6.0000%  | 0.0000% | $6670984.00        | $5972757.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6448   | 2055-08-01      | 6.5000%  | 0.0000% | $2839606.00        | $2948507.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5336   | 2045-03-01      | 5.0000%  | 0.0000% | $75000.00          | $67788.93          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7654   | 2055-08-01      | 6.0000%  | 0.0000% | $4498242.00        | $4613403.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5767   | 2055-07-01      | 6.0000%  | 0.0000% | $1007016.00        | $1035754.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7679   | 2054-12-01      | 6.5000%  | 0.0000% | $3182104.00        | $3299682.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4487   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $986.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3024   | 2043-01-01      | 3.5000%  | 0.0000% | $2177996.00        | $293351.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9628   | 2055-01-01      | 6.0000%  | 0.0000% | $1698420.00        | $1661450.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2583   | 2055-07-01      | 6.5000%  | 0.0000% | $1129500.00        | $1178222.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9241   | 2055-10-01      | 5.5000%  | 0.0000% | $2393949.00        | $2435964.16        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIQO2611   | 2039-10-01      | 4.5000%  | 0.0000% | $1296744.00        | $1173323.60        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIQO4582   | 2040-12-01      | 4.0000%  | 0.0000% | $1148420.00        | $1137326.26        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIQO2835   | 2039-12-01      | 4.5000%  | 0.0000% | $1288056.00        | $940552.93         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ7745   | 2051-03-01      | 2.0000%  | 0.0000% | $4061000.00        | $2303689.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3542   | 2055-11-01      | 5.0000%  | 0.0000% | $1264000.00        | $1269441.52        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR6617   | 2051-03-01      | 2.0000%  | 0.0000% | $2395000.00        | $1372099.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4153   | 2055-07-01      | 6.5000%  | 0.0000% | $1021150.00        | $1066933.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4921   | 2055-08-01      | 6.0000%  | 0.0000% | $2097544.00        | $2154386.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6376   | 2054-06-01      | 6.0000%  | 0.0000% | $1695888.00        | $1473107.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKBP4253   | 2050-03-01      | 3.5000%  | 0.0000% | $738000.00         | $311092.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2231   | 2052-12-01      | 4.5000%  | 0.0000% | $11000.00          | $8623.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3155   | 2052-12-01      | 6.0000%  | 0.0000% | $1152368.00        | $881994.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8910   | 2053-05-01      | 5.5000%  | 0.0000% | $21000.00          | $11374.41          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7385   | 2052-08-01      | 5.0000%  | 0.0000% | $1294312.00        | $953162.41         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8393   | 2053-04-01      | 6.0000%  | 0.0000% | $21000.00          | $14990.38          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1846   | 2053-03-01      | 4.5000%  | 0.0000% | $1323742.00        | $903282.36         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4214   | 2054-06-01      | 6.5000%  | 0.0000% | $1694761.00        | $1485119.77        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6987   | 2052-03-01      | 3.5000%  | 0.0000% | $8000.00           | $5527.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063   | 2053-06-01      | 5.0000%  | 0.0000% | $1691546.00        | $1439556.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0727   | 2053-05-01      | 6.0000%  | 0.0000% | $1231662.00        | $947951.70         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5067   | 2052-07-01      | 5.0000%  | 0.0000% | $1114420.00        | $1080317.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8651   | 2052-08-01      | 5.0000%  | 0.0000% | $933088.00         | $580520.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8866   | 2054-12-01      | 6.0000%  | 0.0000% | $3978621.00        | $4052326.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1139   | 2052-09-01      | 4.0000%  | 0.0000% | $477730.00         | $391988.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3694   | 2052-07-01      | 5.0000%  | 0.0000% | $1277136.00        | $835099.10         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX8481   | 2053-03-01      | 4.5000%  | 0.0000% | $1104146.00        | $502508.30         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2663   | 2053-05-01      | 6.5000%  | 0.0000% | $1269684.00        | $1014040.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9785   | 2053-04-01      | 6.0000%  | 0.0000% | $16000.00          | $11241.50          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1359   | 2052-11-01      | 5.5000%  | 0.0000% | $13000.00          | $10804.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2664   | 2052-01-01      | 3.0000%  | 0.0000% | $4648000.00        | $3029895.77        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5142   | 2042-01-01      | 2.5000%  | 0.0000% | $69000.00          | $43567.85          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PSE9100   | 2055-01-01      | 6.5000%  | 0.0000% | $9405888.00        | $6720591.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6779   | 2053-03-01      | 5.5000%  | 0.0000% | $18000.00          | $13081.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9931   | 2052-09-01      | 5.0000%  | 0.0000% | $10001.00          | $5998.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5464   | 2053-01-01      | 5.5000%  | 0.0000% | $8007224.00        | $6829839.11        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7129   | 2053-09-01      | 6.0000%  | 0.0000% | $34030.00          | $26653.48          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8551   | 2054-05-01      | 6.5000%  | 0.0000% | $4420840.00        | $3727899.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7304   | 2053-10-01      | 6.0000%  | 0.0000% | $9715296.00        | $7562329.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7651   | 2053-12-01      | 6.5000%  | 0.0000% | $3872640.00        | $3028268.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $6144.00           | $5282.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8977   | 2054-08-01      | 5.0000%  | 0.0000% | $11234180.00       | $10653433.28       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8026   | 2054-02-01      | 6.5000%  | 0.0000% | $28043552.00       | $18422385.54       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ5369   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9041   | 2053-04-01      | 5.0000%  | 0.0000% | $572340.00         | $478070.92         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLFS8372   | 2054-06-01      | 7.5000%  | 0.0000% | $1024.00           | $634.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ2149   | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0156   | 2053-02-01      | 5.5000%  | 0.0000% | $227636.00         | $199677.93         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3442   | 2052-11-01      | 6.0000%  | 0.0000% | $12000.00          | $8760.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX3940   | 2053-01-01      | 4.5000%  | 0.0000% | $1063730.00        | $816749.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2228   | 2052-11-01      | 5.0000%  | 0.0000% | $1286568.00        | $1001883.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9581   | 2055-01-01      | 6.0000%  | 0.0000% | $9354416.00        | $8288276.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5069   | 2053-07-01      | 6.0000%  | 0.0000% | $4742000.00        | $3518666.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0897   | 2040-04-01      | 5.5000%  | 0.0000% | $6554472.00        | $205298.52         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0565   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $997.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6098   | 2053-03-01      | 6.0000%  | 0.0000% | $12002.00          | $8239.96           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9523   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ4008   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.66           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0618   | 2062-03-01      | 2.5000%  | 0.0000% | $6111188.00        | $4137226.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBU5195   | 2039-11-01      | 5.0000%  | 0.0000% | $1605758.00        | $1520898.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV4128   | 2052-03-01      | 2.0000%  | 0.0000% | $7491960.00        | $4818967.73        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0550   | 2055-03-01      | 6.5000%  | 0.0000% | $1001.00           | $1052.76           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3420   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1051.39           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3348   | 2052-04-01      | 2.0000%  | 0.0000% | $5162784.00        | $3455816.56        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB2980   | 2037-03-01      | 2.5000%  | 0.0000% | $2601430.00        | $1378800.05        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCB2562   | 2042-01-01      | 2.0000%  | 0.0000% | $996978.00         | $655738.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4612   | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $797.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5510   | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $795.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7123   | 2053-09-01      | 6.0000%  | 0.0000% | $7567000.00        | $5937397.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP891142   | 2036-06-01      | 6.0000%  | 0.0000% | $24205696.00       | $111970.18         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0218   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $974.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7237   | 2053-10-01      | 5.5000%  | 0.0000% | $1859000.00        | $1679602.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6827   | 2053-09-01      | 6.5000%  | 0.0000% | $1048694.00        | $803629.53         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7596   | 2053-08-01      | 6.5000%  | 0.0000% | $1007560.00        | $695441.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2633   | 2046-04-01      | 3.5000%  | 0.0000% | $471513.00         | $112070.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3803   | 2049-10-01      | 3.5000%  | 0.0000% | $43981.00          | $5339.15           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7359   | 2050-10-01      | 2.5000%  | 0.0000% | $85833344.00       | $45304660.25       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCA3537   | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $62.37             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3547   | 2055-11-01      | 5.0000%  | 0.0000% | $3391920.00        | $3430438.64        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4480   | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $727.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1656   | 2055-03-01      | 6.5000%  | 0.0000% | $9940928.00        | $9406706.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP922741   | 2037-03-01      | 5.5000%  | 0.0000% | $3231064.00        | $5628.65           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3980   | 2055-09-01      | 6.0000%  | 0.0000% | $2189500.00        | $2258020.86        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL0922   | 2047-02-01      | 3.0000%  | 0.0000% | $1483646.00        | $1341507.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $644900.00         | $649759.12         | U.S. Treasuries (including strips) |
| FNMS 05.500 CL995867   | 2039-06-01      | 5.5000%  | 0.0000% | $16666816.00       | $335738.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2482   | 2048-10-01      | 4.5000%  | 0.0000% | $700000.00         | $124521.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2092   | 2048-07-01      | 4.5000%  | 0.0000% | $56199488.00       | $10912683.00       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2165   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $983.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8575   | 2055-07-01      | 6.5000%  | 0.0000% | $1484800.00        | $1457177.48        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2275   | 2051-12-01      | 2.5000%  | 0.0000% | $1460800.00        | $949696.55         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $33000.00          | $21629.34          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I6BF0496   | 2060-07-01      | 3.0000%  | 0.0000% | $1407000.00        | $785523.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7531   | 2050-10-01      | 3.0000%  | 0.0000% | $99000.00          | $56390.48          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6362   | 2055-12-01      | 6.0000%  | 0.0000% | $11469081.00       | $11849705.39       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5407   | 2055-11-01      | 5.0000%  | 0.0000% | $2121390.00        | $2133148.86        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7283   | 2050-10-01      | 2.0000%  | 0.0000% | $167810687.00      | $90396770.04       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7343   | 2050-10-01      | 2.0000%  | 0.0000% | $11052656.00       | $5758097.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2170   | 2051-11-01      | 3.0000%  | 0.0000% | $1199000.00        | $753286.22         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7037   | 2050-09-01      | 2.5000%  | 0.0000% | $18067860.00       | $7421163.97        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9227   | 2051-02-01      | 2.5000%  | 0.0000% | $392120.00         | $232647.11         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7363   | 2050-10-01      | 2.5000%  | 0.0000% | $30472262.00       | $12925465.47       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF5559   | 2055-11-01      | 4.5000%  | 0.0000% | $3914525.00        | $3849904.02        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8867   | 2051-02-01      | 3.0000%  | 0.0000% | $40590880.00       | $23114569.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1510   | 2043-07-01      | 4.0000%  | 0.0000% | $477003.00         | $69040.24          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3377   | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $163.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7829   | 2054-08-01      | 5.5000%  | 0.0000% | $122000.00         | $107848.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2589   | 2054-07-01      | 5.5000%  | 0.0000% | $1691006.00        | $1501052.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2003   | 2047-10-01      | 4.0000%  | 0.0000% | $598998.00         | $64660.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBM5111   | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $198.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7822   | 2049-03-01      | 4.5000%  | 0.0000% | $2732068.00        | $546653.62         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9230   | 2054-08-01      | 7.0000%  | 0.0000% | $5100088.00        | $3237094.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3066   | 2055-11-01      | 6.0000%  | 0.0000% | $1481750.00        | $1566232.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4371   | 2055-11-01      | 5.5000%  | 0.0000% | $1666771.00        | $1697666.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL6584   | 2030-04-01      | 3.0000%  | 0.0000% | $481340.00         | $43314.10          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI0015   | 2054-02-01      | 6.5000%  | 0.0000% | $1627135.00        | $1363814.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9240   | 2054-07-01      | 6.5000%  | 0.0000% | $1524476.00        | $1212898.51        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5131   | 2041-10-01      | 2.0000%  | 0.0000% | $700000.00         | $432767.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA0413   | 2054-02-01      | 6.5000%  | 0.0000% | $1027028.00        | $1065062.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1514   | 2053-10-01      | 6.0000%  | 0.0000% | $1149000.00        | $775374.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY1604   | 2053-05-01      | 6.5000%  | 0.0000% | $1014436.00        | $972889.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL781608   | 2034-10-01      | 5.5000%  | 0.0000% | $14997999.00       | $96477.23          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP5772   | 2050-05-01      | 2.0000%  | 0.0000% | $1024.00           | $448.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3664   | 2049-06-01      | 4.0000%  | 0.0000% | $51000.00          | $15050.64          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD1033   | 2055-02-01      | 5.0000%  | 0.0000% | $242793.00         | $232336.19         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0212   | 2052-09-01      | 4.5000%  | 0.0000% | $2789597.00        | $2151015.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0735   | 2063-06-01      | 3.5000%  | 0.0000% | $2889150.00        | $2229069.09        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB4211   | 2054-06-01      | 7.0000%  | 0.0000% | $1110956.00        | $1020912.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0264   | 2058-05-01      | 3.5000%  | 0.0000% | $175000.00         | $59171.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX2488   | 2044-10-01      | 4.0000%  | 0.0000% | $434858.00         | $76251.11          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDF1511   | 2055-10-01      | 4.0000%  | 0.0000% | $1584538.00        | $1515184.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF2338   | 2055-10-01      | 6.5000%  | 0.0000% | $1003740.00        | $1052658.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0848   | 2055-10-01      | 6.0000%  | 0.0000% | $1027975.00        | $1059487.19        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF2100   | 2055-10-01      | 7.0000%  | 0.0000% | $1653991.00        | $1765817.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2302   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.27           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3797   | 2055-11-01      | 6.5000%  | 0.0000% | $1404560.00        | $1497151.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5573   | 2055-12-01      | 5.5000%  | 0.0000% | $1156328.00        | $1185008.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4182   | 2055-10-01      | 6.0000%  | 0.0000% | $1181539.00        | $1231972.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5382   | 2052-04-01      | 3.0000%  | 0.0000% | $6061328.00        | $4160711.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBA0041   | 2046-02-01      | 3.0000%  | 0.0000% | $2373000.00        | $525480.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5584   | 2055-11-01      | 6.0000%  | 0.0000% | $2138584.00        | $2227286.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5439   | 2055-11-01      | 5.0000%  | 0.0000% | $1771581.00        | $1776467.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3445   | 2055-10-01      | 6.5000%  | 0.0000% | $7455127.00        | $7835144.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8831   | 2052-06-01      | 5.0000%  | 0.0000% | $13000.00          | $9459.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2174   | 2053-07-01      | 6.5000%  | 0.0000% | $17005.00          | $15267.85          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4619   | 2052-09-01      | 4.5000%  | 0.0000% | $6574808.00        | $5125265.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9102   | 2053-03-01      | 6.0000%  | 0.0000% | $1139200.00        | $854606.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1068   | 2053-04-01      | 5.5000%  | 0.0000% | $1372080.00        | $805744.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5289   | 2052-12-01      | 5.5000%  | 0.0000% | $5496104.00        | $4282051.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3408   | 2052-04-01      | 2.5000%  | 0.0000% | $14847136.00       | $10353610.93       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5288   | 2052-12-01      | 5.5000%  | 0.0000% | $48709.00          | $39737.15          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8917   | 2053-05-01      | 6.0000%  | 0.0000% | $1324386.00        | $947166.42         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3470   | 2049-05-01      | 3.5000%  | 0.0000% | $15895000.00       | $2800614.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8772   | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1045.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3570   | 2055-08-01      | 6.0000%  | 0.0000% | $3016278.00        | $3117415.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL940537   | 2037-07-01      | 6.5000%  | 0.0000% | $68257664.00       | $556800.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CZAB4026   | 2051-12-01      | 4.0000%  | 0.0000% | $3741656.00        | $1022992.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP913248   | 2037-03-01      | 5.5000%  | 0.0000% | $55955456.00       | $53653.75          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB2479   | 2041-03-01      | 4.5000%  | 0.0000% | $5515752.00        | $360891.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY8659   | 2053-11-01      | 6.5000%  | 0.0000% | $2071651.00        | $1841480.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6210   | 2053-08-01      | 6.5000%  | 0.0000% | $1028166.00        | $857376.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY0913   | 2053-03-01      | 6.5000%  | 0.0000% | $1733499.00        | $1225963.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1395   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1047.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAC1509   | 2039-08-01      | 6.0000%  | 0.0000% | $17860704.00       | $636320.79         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8474   | 2054-04-01      | 4.5000%  | 0.0000% | $1137082.00        | $899740.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9637   | 2043-07-01      | 4.0000%  | 0.0000% | $196999.00         | $30287.70          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8579   | 2046-12-01      | 3.0000%  | 0.0000% | $2806604.00        | $582687.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8835   | 2054-07-01      | 5.5000%  | 0.0000% | $31281663.00       | $28461570.00       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6337   | 2054-09-01      | 6.0000%  | 0.0000% | $3650000.00        | $3464627.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2028   | 2055-06-01      | 5.5000%  | 0.0000% | $1609968.00        | $1600968.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0847   | 2055-10-01      | 6.0000%  | 0.0000% | $1019930.00        | $1053634.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4200   | 2053-10-01      | 6.0000%  | 0.0000% | $12470080.00       | $8636726.47        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58718 G   | 2048-09-01      | 5.0000%  | 0.0000% | $2863300.00        | $974453.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7435   | 2054-12-01      | 5.0000%  | 0.0000% | $8010000.00        | $7604046.55        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $89148.00          | $69082.30          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455   | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $679.48            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ6902   | 2054-10-01      | 7.0000%  | 0.0000% | $2468982.00        | $2661414.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4019   | 2053-10-01      | 5.5000%  | 0.0000% | $24181730.00       | $20312882.81       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0467   | 2047-10-01      | 3.5000%  | 0.0000% | $48732480.00       | $7515222.19        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBT0101   | 2036-05-01      | 2.0000%  | 0.0000% | $43000.00          | $18543.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1031   | 2048-01-01      | 3.5000%  | 0.0000% | $11851.00          | $7230.78           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2887   | 2052-09-01      | 4.0000%  | 0.0000% | $1024.00           | $762.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6140   | 2052-08-01      | 5.0000%  | 0.0000% | $1640950.00        | $878664.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX0662   | 2052-11-01      | 6.0000%  | 0.0000% | $1214000.00        | $547884.29         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5914   | 2053-01-01      | 6.0000%  | 0.0000% | $1026.00           | $907.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1347   | 2052-11-01      | 5.0000%  | 0.0000% | $2288400.00        | $1934785.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3468   | 2053-06-01      | 5.5000%  | 0.0000% | $1013100.00        | $995532.88         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6719   | 2053-08-01      | 6.5000%  | 0.0000% | $1044500.00        | $816113.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7218   | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $876.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8999   | 2054-08-01      | 5.5000%  | 0.0000% | $6404312.00        | $5609627.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7279   | 2053-10-01      | 6.5000%  | 0.0000% | $17476440.00       | $13336763.88       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL3101   | 2053-05-01      | 4.0000%  | 0.0000% | $1024.00           | $978.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ1054   | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $931.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX6919   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $992.87            | Agency Mortgage-Backed Securities  |

### Security 277: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0O84, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0O84
- **C.18 - Value (incl. sponsor support):** $1419000000.00
- **C.18.a - Value (excl. sponsor support):** $1419000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $934605600.00      | $978483874.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $449906400.00      | $468896152.81      | U.S. Treasuries (including strips) |

### Security 278: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0OC5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0OC5
- **C.18 - Value (incl. sponsor support):** $1938000000.00
- **C.18.a - Value (excl. sponsor support):** $1938000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $216892900.00      | $190952200.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $1737836200.00     | $1785807872.12     | U.S. Treasuries (including strips) |

### Security 279: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 4.100000%
- **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: ARP1D0OJ0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0OJ0
- **C.18 - Value (incl. sponsor support):** $492000000.00
- **C.18.a - Value (excl. sponsor support):** $492000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLSD8369 | 2053-10-01      | 6.5000%  | 0.0000% | $452042305.00      | $280621178.17      | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD5334 | 2054-05-01      | 7.0000%  | 0.0000% | $999971.00         | $520774.31         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD8386 | 2053-12-01      | 7.0000%  | 0.0000% | $498163028.00      | $225618047.93      | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.090000%
- **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: ARP1D0QO7, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1D0QO7
- **C.18 - Value (incl. sponsor support):** $164000000.00
- **C.18.a - Value (excl. sponsor support):** $164000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $45400.00          | $38411.13          | U.S. Treasuries (including strips)        |
| MNAR XX.XXX HYBS2158   | 2031-06-01      | 1.8600%  | 0.0000% | $1000.00           | $872.80            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $400.00            | $432.73            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $157.48            | U.S. Treasuries (including strips)        |
| GNII SF MA7535 M       | 2051-08-20      | 3.0000%  | 0.0000% | $86773788.00       | $49249719.42       | Agency Mortgage-Backed Securities         |
| MNRA CL010A2 R22M010   | 2032-01-25      | 1.9920%  | 0.0000% | $6355522.00        | $5666799.50        | Agency Collateralized Mortgage Obligation |
| MNRA CL02SA2 R22M02S   | 2032-09-25      | 3.8844%  | 0.0000% | $50000000.00       | $48856950.00       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $31100.00          | $27622.21          | U.S. Treasuries (including strips)        |
| GNRA 2020-191 FA       | 2048-10-20      | 4.3743%  | 0.0000% | $1000.00           | $410.30            | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZA5103   | 2047-12-01      | 3.5000%  | 0.0000% | $353635.00         | $36768.11          | Agency Mortgage-Backed Securities         |
| MNRA CL0042A2 R22M00   | 2030-12-25      | 1.2484%  | 0.0000% | $77000000.00       | $67421585.00       | Agency Collateralized Mortgage Obligation |

### Security 281: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0QR0, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1D0QR0
- **C.18 - Value (incl. sponsor support):** $641000000.00
- **C.18.a - Value (excl. sponsor support):** $641000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $15300.00          | $12965.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $6300.00           | $7215.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $4581000.00        | $4903199.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $615075.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $10929200.00       | $10844609.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $251100.00         | $295830.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $7038000.00        | $6794175.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $108900.00         | $102943.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $154600.00         | $121323.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $436600.00         | $458477.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $54361000.00       | $54967346.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $502400.00         | $513663.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $150.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $569000.00         | $586523.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $9000000.00        | $9078849.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $51193862.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $800000.00         | $810535.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $29854800.00       | $30355417.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $102.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $19647700.00       | $20372695.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $1312400.00        | $1351472.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $200.00            | $304.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $74792600.00       | $74901565.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $81.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $363700.00         | $374250.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $9000000.00        | $9388031.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $7033500.00        | $7394968.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $320800.00         | $331802.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $1000000.00        | $992730.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $407900.00         | $416007.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $5477200.00        | $5643430.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $37636600.00       | $38121645.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $31600.00          | $33625.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $600.00            | $765.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $775000.00         | $767667.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $36000.00          | $40675.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $34053900.00       | $35081889.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $7400.00           | $7738.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $700.00            | $699.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $754100.00         | $969597.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $13532300.00       | $14212292.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $57975900.00       | $59369284.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $4403000.00        | $4526356.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $271900.00         | $404572.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $2432600.00        | $3324142.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $522600.00         | $510631.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $13000.00          | $13038.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $55807500.00       | $55295457.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $52400.00          | $54775.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $13721800.00       | $13783319.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $75000.00          | $74403.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $51335900.00       | $50676596.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $1000.00           | $987.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-10      | 0.0000%  | 0.0000% | $300.00            | $296.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $8094900.00        | $8653466.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $35000.00          | $35188.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $12900.00          | $13315.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $300.00            | $319.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $14136500.00       | $14075560.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $2749400.00        | $2856663.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $54945800.00       | $52358660.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $694000.00         | $786572.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $4800000.00        | $4940112.61        | U.S. Treasuries (including strips) |

### Security 282: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.090000%
- **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: ARP1D0R81, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1D0R81
- **C.18 - Value (incl. sponsor support):** $238000000.00
- **C.18.a - Value (excl. sponsor support):** $238000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2026-11-15      | 2.0000%  | 0.0000% | $8739700.00        | $8610101.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $38556900.00       | $40635737.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $25000000.00       | $24970093.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $880500.00         | $896762.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $90000000.00       | $91064996.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $78000000.00       | $76582353.39       | U.S. Treasuries (including strips) |

### Security 283: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.090000%
- **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: ARP1D0RL2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1D0RL2
- **C.18 - Value (incl. sponsor support):** $318000000.00
- **C.18.a - Value (excl. sponsor support):** $318000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLQE6087   | 2052-07-01      | 4.5000%  | 0.0000% | $1002.00           | $813.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4409   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $892.02            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G   | 2048-07-01      | 3.5000%  | 0.0000% | $1000.00           | $206.02            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0999   | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1316.79           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1502.29           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $667.41            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.39            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3513   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $469.18            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0041   | 2047-04-01      | 3.5000%  | 0.0000% | $2048.00           | $569.36            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4755   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $118.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $767.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL1704   | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $24.06             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1967   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $613.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9630   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $940.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1451   | 2054-10-01      | 6.0000%  | 0.0000% | $37825996.00       | $36165678.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1628.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $983.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP2133   | 2042-08-01      | 3.5000%  | 0.0000% | $3001.00           | $315.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0244   | 2054-12-01      | 5.0000%  | 0.0000% | $37520818.00       | $35884571.79       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $158.95            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $561.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $919.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1003.00           | $960.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO4134   | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $115.52            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC Z40125 G   | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $266.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR3391   | 2043-01-01      | 3.0000%  | 0.0000% | $3000.00           | $538.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9454   | 2047-04-01      | 4.0000%  | 0.0000% | $1175.00           | $60.97             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $185.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $2998.00           | $1080.08           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1030   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $595.44            | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G18687 G   | 2033-05-01      | 2.5000%  | 0.0000% | $13586.00          | $1850.04           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0584   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $611.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $870.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5708   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $758.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9816   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $894.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3853   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $651.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $1907.00           | $981.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9375   | 2054-10-01      | 6.0000%  | 0.0000% | $2126.00           | $2046.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9373   | 2054-10-01      | 5.0000%  | 0.0000% | $2076.00           | $2014.83           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8491   | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1682.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6923   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $829.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $865.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2141   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $691.14            | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $151232263.00      | $87257251.53       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1080   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $712.52            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $200.00            | $196.18            | U.S. Treasuries (including strips) |
| FNMS 05.500 CLFA1123   | 2055-01-01      | 5.5000%  | 0.0000% | $4986073.00        | $4892446.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0905   | 2055-01-01      | 5.0000%  | 0.0000% | $37515136.00       | $36735202.60       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1417   | 2047-12-01      | 3.0000%  | 0.0000% | $2008.00           | $1716.45           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2275   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $650.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0084   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $565.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB0470   | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $615.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2439   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $408.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786   | 2049-01-01      | 4.0000%  | 0.0000% | $2190.00           | $905.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $410.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293   | 2051-01-01      | 3.0000%  | 0.0000% | $1999.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7869   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $563.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8577   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $557.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3824   | 2054-11-01      | 5.0000%  | 0.0000% | $1001.00           | $961.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1820   | 2051-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1308.98           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $548.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $962.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9346   | 2054-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1916.23           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1045.00           | $504.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6631   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $766.74            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $122.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $6000.00           | $6168.49           | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSD4507   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $835.72            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5882   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $898.57            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5457   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $907.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL9445   | 2031-07-01      | 3.0000%  | 0.0000% | $1000.00           | $116.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $209.19            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4238   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.20           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1386   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $565.01            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $1001.00           | $676.33            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC3242   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $554.41            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $774.92            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61431 G   | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $331.86            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2057   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $757.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0493   | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $667.02            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8285   | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $779.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7558   | 2053-02-01      | 5.0000%  | 0.0000% | $1025.00           | $791.49            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $2800.00           | $2911.54           | U.S. Treasuries (including strips) |
| FNMS 03.000 CLBV2209   | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $679.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3234   | 2052-04-01      | 3.0000%  | 0.0000% | $2999.00           | $2047.41           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $1970.00           | $1517.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063   | 2053-06-01      | 5.0000%  | 0.0000% | $1008.00           | $857.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6256   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $810.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6832   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $892.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6634   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $880.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9058   | 2054-08-01      | 5.0000%  | 0.0000% | $1008.00           | $950.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5716   | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $758.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $644.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $226.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3348   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $669.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5626   | 2053-08-01      | 5.0000%  | 0.0000% | $1323.00           | $1157.06           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4095   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $805.13            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2638   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $673.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505   | 2052-07-01      | 4.5000%  | 0.0000% | $1028.00           | $808.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5080   | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2075.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6564   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $842.17            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $722.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6599   | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $609.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8268   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $760.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $868.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5374   | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.01           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0247   | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $291.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT2021   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $124.02            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8140   | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $582.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $1018.00           | $726.81            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $831.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT3487   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $119.96            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8251   | 2031-11-01      | 2.0000%  | 0.0000% | $1001.00           | $162.20            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8215   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $728.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $847.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7461   | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1937.29           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $897.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR1420   | 2043-01-01      | 4.0000%  | 0.0000% | $1001.00           | $97.17             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9343   | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $817.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9961   | 2055-02-01      | 5.0000%  | 0.0000% | $1045.00           | $1023.29           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6799   | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $465.18            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6522   | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $417.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9672   | 2054-12-01      | 5.5000%  | 0.0000% | $1002.00           | $982.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6919   | 2050-09-01      | 2.5000%  | 0.0000% | $1280.00           | $611.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1856   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $986.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9329   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1924.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1616   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1002.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6738   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $384.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $540.18            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0822   | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9324   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2854.74           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3490   | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1031.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2135   | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.97           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM5082   | 2035-12-01      | 2.5000%  | 0.0000% | $2000.00           | $792.14            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $664.95            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6135   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $602.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6560   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $788.50            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $118.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014   | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $298.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $166.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1241   | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1609.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7620   | 2053-12-01      | 6.0000%  | 0.0000% | $5459.00           | $4734.30           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $50366018.00       | $40295719.41       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5621   | 2055-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1827.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT7139   | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $146.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4819   | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $286.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA3407   | 2052-04-01      | 2.0000%  | 0.0000% | $18112.00          | $15049.70          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA3486   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $834.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2583   | 2054-09-01      | 6.5000%  | 0.0000% | $1040.00           | $1008.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9476   | 2054-11-01      | 5.0000%  | 0.0000% | $5591461.00        | $5341302.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9365   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $990.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1407   | 2054-12-01      | 5.0000%  | 0.0000% | $1051.00           | $1041.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2161   | 2055-06-01      | 6.0000%  | 0.0000% | $1132.00           | $1118.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA2703   | 2045-04-01      | 5.5000%  | 0.0000% | $1000.00           | $934.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653   | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $177.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1164   | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $951.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0392   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $700.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6965   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $633.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM5598   | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $148.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000   | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $137.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2637   | 2052-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1369.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2649   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $717.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $2999.00           | $2125.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1524.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3880   | 2053-02-01      | 6.0000%  | 0.0000% | $2253.00           | $1651.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3068   | 2052-10-01      | 5.0000%  | 0.0000% | $1050.00           | $839.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3249   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $208.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM4605   | 2037-08-01      | 3.0000%  | 0.0000% | $1000.00           | $295.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2870   | 2050-03-01      | 3.0000%  | 0.0000% | $1263.00           | $471.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1577   | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $214.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0119   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $880.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1811   | 2055-01-01      | 6.0000%  | 0.0000% | $1040.00           | $998.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5009   | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $752.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU6701   | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1233.74           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2007   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $973.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $722.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7673   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $48443361.00       | $37502994.84       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3213   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $733.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1809   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $915.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4067   | 2052-07-01      | 4.5000%  | 0.0000% | $1025.00           | $818.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2371.58           | Agency Mortgage-Backed Securities  |
| GNII SF MA8492 M       | 2052-12-20      | 6.0000%  | 0.0000% | $32000.00          | $17403.17          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFM1736   | 2039-10-01      | 6.5000%  | 0.0000% | $3066.00           | $1040.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $418264.00         | $372808.36         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6811   | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $466.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333   | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1626.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2740   | 2049-06-01      | 3.5000%  | 0.0000% | $5215.00           | $3603.56           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1374   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $705.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICB9261   | 2039-09-01      | 6.0000%  | 0.0000% | $1000.00           | $842.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202   | 2053-05-01      | 5.0000%  | 0.0000% | $1006.00           | $866.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6702   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $751.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6187   | 2053-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4121.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8018   | 2054-02-01      | 6.5000%  | 0.0000% | $11252511.00       | $8360983.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4903   | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1955.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509   | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $888.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $834.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $839.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631   | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $853.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3505   | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $451.68            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6376   | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1737.27           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $790.46            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8404   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $819.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1943   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $509.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9546   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $150.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7808   | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $917.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5290   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $901.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5633   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $878.05            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8340   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $859.14            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8214   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $726.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $1001.00           | $784.45            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3SZT0936   | 2043-09-01      | 3.0000%  | 0.0000% | $1000.00           | $112.49            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1403.00           | $210.22            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1524   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $727.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2081   | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $785.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7032   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $913.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $704.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $3928.00           | $3207.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5359   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $967.13            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS9321   | 2032-03-01      | 2.5000%  | 0.0000% | $1000.00           | $202.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3099.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257451   | 2028-11-01      | 5.5000%  | 0.0000% | $5195.00           | $13.58             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $338.66            | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G   | 2038-12-20      | 5.8750%  | 0.0000% | $1001.00           | $101.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5065   | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $310.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2494   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $883.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1452   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $940.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827   | 2055-05-01      | 5.0000%  | 0.0000% | $2339.00           | $2320.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $759.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3508   | 2048-02-01      | 3.5000%  | 0.0000% | $1151.00           | $810.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6717   | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $491.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3666   | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $256.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2317   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $675.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $2000.00           | $387.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386   | 2052-08-01      | 4.5000%  | 0.0000% | $4003.00           | $2894.36           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8104   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $598.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $2037.00           | $594.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9273   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $596.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4595   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $397.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1445   | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $395.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3255   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $688.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067   | 2051-09-01      | 4.5000%  | 0.0000% | $6000.00           | $3413.46           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $727.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5892   | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $855.79            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4934   | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $465.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6320   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $821.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2079   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $612.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1274   | 2051-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2458.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ1092   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $414.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ8482   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $383.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA4701   | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $315.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ7705   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $950.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0331   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $647.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0024   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $543.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7556   | 2051-05-01      | 3.5000%  | 0.0000% | $1000.00           | $372.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0034   | 2051-12-01      | 3.0000%  | 0.0000% | $1004.00           | $620.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4843   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3112.59           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2931   | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $619.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0847   | 2052-02-01      | 3.0000%  | 0.0000% | $1024.00           | $641.82            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA6373   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $708.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1857   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $37948245.00       | $32424969.62       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $806.17            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $3300.00           | $3303.31           | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQI0286   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $928.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $887.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8532   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $992.58            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6531   | 2049-03-01      | 4.5000%  | 0.0000% | $6927.00           | $944.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3317   | 2052-04-01      | 4.0000%  | 0.0000% | $1023.00           | $720.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5462   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $694.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5315   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $909.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0922   | 2052-06-01      | 4.0000%  | 0.0000% | $2620556.00        | $2019076.67        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6638   | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $821.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1020   | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1199.33           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $761.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8966   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $615.79            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1399.36           | Agency Mortgage-Backed Securities  |
| FNMS 02.775 CAAO0385   | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $264.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $879.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3674   | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $284.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5599   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $993.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211   | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $229.91            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G67701 G   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $251.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3052.72           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8237   | 2052-08-01      | 4.0000%  | 0.0000% | $1027.00           | $803.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0306   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.46           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5145   | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $649.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2994   | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $331.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV8551   | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3669.07           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $615.20            | Agency Mortgage-Backed Securities  |

### Security 284: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.090000%
- **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: ARP1D0RM0, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1D0RM0
- **C.18 - Value (incl. sponsor support):** $720000000.00
- **C.18.a - Value (excl. sponsor support):** $720000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLCC0278 | 2055-04-01      | 6.5000%  | 0.0000% | $20319794.00       | $19948348.52       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9682 | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $923.22            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-08-25      | 5.2718%  | 0.0000% | $8716599.00        | $8472723.87        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-11-25      | 5.3218%  | 0.0000% | $6200100.00        | $5118784.41        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2041-03-15      | 5.0000%  | 0.0000% | $8141967.00        | $2292407.04        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-08-25      | 5.0718%  | 0.0000% | $10462200.00       | $6442746.68        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-06-25      | 5.0718%  | 0.0000% | $2200000.00        | $2031916.25        | Agency Collateralized Mortgage Obligation |
| MNRA CL052A2 R20M052 | 2030-10-25      | 1.3633%  | 0.0000% | $1050000.00        | $877401.23         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $469618.00         | $407393.48         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $823.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW3676 | 2052-07-01      | 5.0000%  | 0.0000% | $2247542.00        | $1713258.31        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1984 | 2055-07-01      | 6.0000%  | 0.0000% | $1132.00           | $1142.80           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1891 | 2055-08-01      | 6.5000%  | 0.0000% | $1048.00           | $1064.95           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ6975 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.21           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7105 | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $828.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  | 0.0000% | $3507098.00        | $2863075.37        | Agency Mortgage-Backed Securities         |
| MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $200000.00         | $168561.49         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-11-25      | 5.2218%  | 0.0000% | $8329400.00        | $6762667.31        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2052-08-25      | 5.0000%  | 0.0000% | $1000.00           | $821.04            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLCC1164 | 2055-10-01      | 6.0000%  | 0.0000% | $1195.00           | $1233.12           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0972 | 2055-03-01      | 6.0000%  | 0.0000% | $1096432.00        | $1028371.31        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.22           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5280 | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $924.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH1480 | 2053-09-01      | 5.5000%  | 0.0000% | $1008.00           | $848.63            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7932 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $974.60            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6274 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $733.39            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $748.42            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQF7539 | 2053-01-01      | 7.5000%  | 0.0000% | $1000.00           | $214.93            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9074 | 2052-09-01      | 5.0000%  | 0.0000% | $1375281.00        | $1293889.15        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTRB5182 | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $698.15            | Agency Mortgage-Backed Securities         |
| MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $8711228.00        | $8229035.40        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLQE1492 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $640.30            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF5819 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $977.48            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  | 0.0000% | $1000.00           | $204.50            | Agency Mortgage-Backed Securities         |
| FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  | 0.0000% | $144060060.00      | $13642927.70       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2045-08-15      | 4.6065%  | 0.0000% | $3425031.00        | $2640984.62        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-12-25      | 5.5718%  | 0.0000% | $10600001.00       | $7632035.66        | Agency Collateralized Mortgage Obligation |
| MNRA CL012A2 R18M012 | 2030-08-25      | 3.7454%  | 0.0000% | $5000000.00        | $4937724.87        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-12-25      | 5.4718%  | 0.0000% | $27305000.00       | $18408198.75       | Agency Collateralized Mortgage Obligation |
| MNRA RC004A1X R22M00 | 2030-05-25      | 2.5394%  | 0.0000% | $4946033.00        | $2298793.32        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CIZK9054 | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $187.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAB6076 | 2042-09-01      | 3.5000%  | 0.0000% | $1071.00           | $113.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB9339 | 2043-05-01      | 3.0000%  | 0.0000% | $1000.00           | $217.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1125 | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $83.43             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA3652 | 2049-03-01      | 4.5000%  | 0.0000% | $1001.00           | $58.65             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4563 | 2049-11-01      | 3.5000%  | 0.0000% | $98847133.00       | $22964613.29       | Agency Mortgage-Backed Securities         |
| FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  | 0.0000% | $158987000.00      | $15461305.05       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2039-10-15      | 6.5876%  | 0.0000% | $53677824.00       | $438720.37         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCC0847 | 2055-08-01      | 5.5000%  | 0.0000% | $3712347.00        | $3784604.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9047 | 2054-04-01      | 5.0000%  | 0.0000% | $1040.00           | $937.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAB5521 | 2042-07-01      | 3.5000%  | 0.0000% | $1070.00           | $70.95             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL883992 | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $24.61             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2835 | 2046-12-01      | 4.0000%  | 0.0000% | $1000.00           | $151.20            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $353.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA2939 | 2027-03-01      | 3.0000%  | 0.0000% | $1000.00           | $24.96             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB8231 | 2042-06-01      | 3.5000%  | 0.0000% | $1002.00           | $112.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $1674.00           | $220.15            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2027-06-25      | 3.1656%  | 0.0000% | $1644000.00        | $826028.17         | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2030-02-25      | 3.1767%  | 0.0000% | $23150000.00       | $12892411.87       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $11414549.00       | $9207131.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA7576 | 2054-04-01      | 6.5000%  | 0.0000% | $1503867.00        | $1178294.94        | Agency Mortgage-Backed Securities         |
| MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1531%  | 0.0000% | $10000000.00       | $8900857.50        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-05-25      | 5.1218%  | 0.0000% | $1723.00           | $1602.39           | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-11-25      | 5.6218%  | 0.0000% | $20845400.00       | $10320238.47       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-01-25      | 5.2718%  | 0.0000% | $5298900.00        | $4510127.14        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD6883 | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $948.29            | Agency Mortgage-Backed Securities         |
| MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5172%  | 0.0000% | $12424925.00       | $11039517.91       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD6822 | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $832.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $966.40            | Agency Mortgage-Backed Securities         |
| MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  | 0.0000% | $3000000.00        | $1701442.56        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CNMA5128 | 2033-08-01      | 5.0000%  | 0.0000% | $1000.00           | $444.04            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA5434 | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $702.79            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  | 0.0000% | $1000.00           | $880.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $727.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW7061 | 2052-10-01      | 5.0000%  | 0.0000% | $95138.00          | $81229.30          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $654.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $37058767.00       | $10482607.23       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA3221 | 2027-12-01      | 3.0000%  | 0.0000% | $1000.00           | $50.36             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3284 | 2033-02-01      | 3.5000%  | 0.0000% | $1000.00           | $117.36            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1711 | 2054-09-01      | 6.5000%  | 0.0000% | $46775660.00       | $42920691.13       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2141 | 2055-09-01      | 6.0000%  | 0.0000% | $64295808.00       | $65669847.31       | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-11-25      | 5.0118%  | 0.0000% | $18045100.00       | $15215717.98       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-08-25      | 5.1718%  | 0.0000% | $9000100.00        | $7802572.89        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2053-10-25      | 5.3718%  | 0.0000% | $1000.00           | $633.64            | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2047-01-15      | 4.5565%  | 0.0000% | $5178859.00        | $3994923.33        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2048-05-25      | 3.0000%  | 0.0000% | $24983377.00       | $15881773.45       | Agency Collateralized Mortgage Obligation |
| MNRA CL013A1 R22M013 | 2032-05-25      | 2.6786%  | 0.0000% | $22500000.00       | $17573562.65       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-07-25      | 5.3718%  | 0.0000% | $7848318.00        | $6840813.43        | Agency Collateralized Mortgage Obligation |
| FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $9663281.00        | $1031933.55        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-12-25      | 5.2718%  | 0.0000% | $3900000.00        | $2692049.30        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDE0627 | 2055-06-01      | 6.0000%  | 0.0000% | $259004.00         | $247011.26         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $703.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $220.87            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3519 | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $920.88            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4999 | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $778.65            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2515 | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.13           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3643 | 2055-02-01      | 5.5000%  | 0.0000% | $1027.00           | $835.08            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAE0099 | 2036-10-01      | 5.5000%  | 0.0000% | $1000.00           | $22.30             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE8359 | 2040-11-01      | 4.0000%  | 0.0000% | $1122.00           | $89.72             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $28392008.00       | $24021633.83       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAE0616 | 2040-03-01      | 6.0000%  | 0.0000% | $1050.00           | $24.68             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  | 0.0000% | $35388802.00       | $34493560.84       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $853.23            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2052-08-25      | 4.7718%  | 0.0000% | $18423632.00       | $12319491.68       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-03-25      | 5.4218%  | 0.0000% | $11500000.00       | $8320492.30        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-08-25      | 5.4218%  | 0.0000% | $4846804.00        | $4293786.48        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQX1941 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $904.18            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $908.04            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2054-12-25      | 5.5718%  | 0.0000% | $6400000.00        | $4397393.12        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-03-25      | 5.4218%  | 0.0000% | $8698.00           | $7551.83           | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-08-25      | 5.1218%  | 0.0000% | $3800010.00        | $2357261.50        | Agency Collateralized Mortgage Obligation |
| MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  | 0.0000% | $6253660.00        | $3295274.73        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-01-25      | 5.5218%  | 0.0000% | $5556728.00        | $4602025.01        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2033-02-15      | 3.0000%  | 0.0000% | $692933.00         | $73131.19          | Agency Collateralized Mortgage Obligation |
| MNRA CL053A2 R20M053 | 2032-11-25      | 1.7399%  | 0.0000% | $2250000.00        | $1944848.25        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-12-25      | 5.2718%  | 0.0000% | $13700000.00       | $10810588.90       | Agency Collateralized Mortgage Obligation |
| FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  | 0.0000% | $35000000.00       | $11785863.61       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $862.83            | Agency Mortgage-Backed Securities         |
| MNRA CL003A2 R22M003 | 2031-11-25      | 1.7641%  | 0.0000% | $25700000.00       | $22464498.50       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD1168 | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $646.61            | Agency Mortgage-Backed Securities         |
| MNRA RC006A1 R21M006 | 2033-03-25      | 1.5445%  | 0.0000% | $48100000.00       | $21260638.39       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ4624 | 2055-08-01      | 5.5000%  | 0.0000% | $1209.00           | $1225.39           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7889 | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $785.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $9076984.00        | $7986219.23        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $3757560.00        | $3179969.38        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZK9994 | 2033-12-01      | 4.5000%  | 0.0000% | $1000.00           | $140.49            | Agency Mortgage-Backed Securities         |
| MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  | 0.0000% | $850000.00         | $64315.02          | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-07-25      | 5.0218%  | 0.0000% | $4655932.00        | $4474544.08        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-09-25      | 5.1718%  | 0.0000% | $7200008.00        | $6237069.62        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-02-25      | 5.4718%  | 0.0000% | $8600000.00        | $6235192.50        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-07-25      | 5.2718%  | 0.0000% | $2520.00           | $2383.35           | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-12-25      | 5.1218%  | 0.0000% | $9599009.00        | $8895439.55        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2037-12-15      | 6.3411%  | 0.0000% | $89429075.00       | $653287.50         | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQD2129 | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $662.80            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH7865 | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $363.39            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2038-06-15      | 6.6059%  | 0.0000% | $60521856.00       | $393128.79         | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2039-12-25      | 6.6719%  | 0.0000% | $69259779.00       | $801203.59         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQG4215 | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $901.86            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS6516 | 2052-09-01      | 4.5000%  | 0.0000% | $1008.00           | $881.43            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA8438 | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $43.27             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $110244.00         | $108337.25         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5087 | 2055-10-01      | 5.5000%  | 0.0000% | $16467044.00       | $16705879.52       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL947216 | 2037-10-01      | 6.0000%  | 0.0000% | $1000.00           | $17.39             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  | 0.0000% | $1026.00           | $168.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB4453 | 2042-02-01      | 4.0000%  | 0.0000% | $1035.00           | $97.27             | Agency Mortgage-Backed Securities         |
| MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  | 0.0000% | $3000000.00        | $2326041.17        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCC0214 | 2055-04-01      | 5.5000%  | 0.0000% | $1120.00           | $1115.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3520 | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $94.23             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3879 | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $117.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA9466 | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $704.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3768 | 2034-09-01      | 3.0000%  | 0.0000% | $1000.00           | $108.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL990834 | 2038-09-01      | 6.0000%  | 0.0000% | $1000.00           | $14.77             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3304 | 2048-03-01      | 3.0000%  | 0.0000% | $1000.00           | $161.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2832 | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $165.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA1440 | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $102.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3486 | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $42.89             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | 0.0000% | $1039.00           | $825.69            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $514.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $748.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKMA3572 | 2049-01-01      | 4.0000%  | 0.0000% | $1003.00           | $21.91             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  | 0.0000% | $181650215.00      | $84848256.87       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $16511319.00       | $13078932.92       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $1005.00           | $823.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $9848217.00        | $8495632.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2950 | 2050-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.83           | Agency Mortgage-Backed Securities         |

### Security 285: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0RN8, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1D0RN8
- **C.18 - Value (incl. sponsor support):** $126000000.00
- **C.18.a - Value (excl. sponsor support):** $126000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2029-05-31      | 2.7500%  | 0.0000% | $40448200.00       | $39993551.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $34910800.00       | $36344897.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $51000000.00       | $52225338.40       | U.S. Treasuries (including strips) |

### Security 286: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.090000%
- **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: ARP1D0RQ1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1D0RQ1
- **C.18 - Value (incl. sponsor support):** $472000000.00
- **C.18.a - Value (excl. sponsor support):** $472000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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                                         | 2055-01-25      | 5.5218%  | 0.0000% | $113000000.00      | $85354608.06       | Agency Collateralized Mortgage Obligation |
| GNRM 2018-36 AE                                    | 2058-09-16      | 3.1500%  | 0.0000% | $34986.00          | $3835.86           | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF78         C      20300325 FLT | 2030-03-25      | 12.1863% | 0.0000% | $9071930.00        | $4012581.56        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-05-25      | 5.0718%  | 0.0000% | $100000000.00      | $68158687.29       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 GJ                                   | 2053-11-20      | 7.5000%  | 0.0000% | $23069952.00       | $22338065.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-03O MF                                   | 2071-02-20      | 5.3204%  | 0.0000% | $22074016.00       | $12892898.14       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-004 FG                                   | 2054-01-20      | 5.2489%  | 0.0000% | $4405200.00        | $3066743.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FG                                   | 2052-01-20      | 3.0000%  | 0.0000% | $309206000.00      | $186176925.33      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-080 FA                                   | 2053-06-20      | 5.3489%  | 0.0000% | $100000000.00      | $67298397.30       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FU                                   | 2055-01-20      | 5.3489%  | 0.0000% | $40000000.00       | $36857258.15       | Agency Collateralized Mortgage Obligation |

### Security 287: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0RR9, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1D0RR9
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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      | 4.6250%  | 0.0000% | $9500.00           | $9442.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $999600.00         | $571842.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $15400.00          | $17084.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $1400000.00        | $854080.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $4753000.00        | $4775101.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $15091600.00       | $15421707.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $12848800.00       | $13523292.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $30369100.00       | $23002421.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $93900.00          | $106425.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $27500.00          | $28601.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $4980400.00        | $5007005.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $3341600.00        | $3440254.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $9217000.00        | $9349786.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $3355000.00        | $3452960.89        | U.S. Treasuries (including strips) |

### Security 288: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0RW8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1D0RW8
- **C.18 - Value (incl. sponsor support):** $393000000.00
- **C.18.a - Value (excl. sponsor support):** $393000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $21036400.00       | $18724332.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $231524900.00      | $175963900.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $37931800.00       | $29139503.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $177664100.00      | $177168579.12      | U.S. Treasuries (including strips) |

### Security 289: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0RX6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1D0RX6
- **C.18 - Value (incl. sponsor support):** $21247693.00
- **C.18.a - Value (excl. sponsor support):** $21247693.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2031-10-31      | 4.1250%  | 0.0000% | $21104500.00       | $21680116.96       | U.S. Treasuries (including strips) |

### Security 290: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.090000%
- **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: ARP1D0RY4, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1D0RY4
- **C.18 - Value (incl. sponsor support):** $612000000.00
- **C.18.a - Value (excl. sponsor support):** $612000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae             | 2054-08-25      | 5.3218%  | 0.0000% | $5206922.00        | $2866359.58        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLBM2007   | 2048-09-01      | 4.0000%  | 0.0000% | $14991.00          | $1321.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1510.71           | Agency Mortgage-Backed Securities         |
| GNII SF MB0682 M       | 2055-10-20      | 3.5000%  | 0.0000% | $4558596.00        | $4194158.89        | Agency Mortgage-Backed Securities         |
| FNRM CL070GH R25F070   | 2055-07-25      | 8.0000%  | 0.0000% | $31499.00          | $34228.30          | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-03-25      | 5.2718%  | 0.0000% | $15771285.00       | $12468736.65       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-06-25      | 5.0718%  | 0.0000% | $20356966.00       | $19046726.11       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-10-25      | 5.0218%  | 0.0000% | $581871.00         | $560580.25         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-01-25      | 5.1218%  | 0.0000% | $15000000.00       | $6541468.44        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLMA5271   | 2054-02-01      | 5.5000%  | 0.0000% | $6143348.00        | $5084259.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA7311 M       | 2051-04-20      | 2.0000%  | 0.0000% | $62637.00          | $32979.66          | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $28856332.00       | $13062115.07       | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M       | 2052-04-20      | 3.0000%  | 0.0000% | $405066.00         | $271805.95         | Agency Mortgage-Backed Securities         |
| GNII SF MA7649 M       | 2051-10-20      | 2.5000%  | 0.0000% | $48706926.00       | $29608386.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1386   | 2055-04-01      | 5.5000%  | 0.0000% | $231107.00         | $227304.03         | Agency Mortgage-Backed Securities         |
| GNII SF MB0262 M       | 2055-03-20      | 7.0000%  | 0.0000% | $1044144.00        | $872306.36         | Agency Mortgage-Backed Securities         |
| GNII SF MB0742 M       | 2055-10-20      | 3.5000%  | 0.0000% | $10820383.00       | $9971686.26        | Agency Mortgage-Backed Securities         |
| GNII SF MB0309 M       | 2055-03-20      | 6.0000%  | 0.0000% | $38892.00          | $38484.62          | Agency Mortgage-Backed Securities         |
| GNII SF MA7648 M       | 2051-10-20      | 2.0000%  | 0.0000% | $2812616.00        | $1673913.03        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7255   | 2054-12-01      | 5.0000%  | 0.0000% | $4743.00           | $4545.05           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $531583.00         | $469497.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $1121918.00        | $1022520.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI0847   | 2054-03-01      | 6.0000%  | 0.0000% | $9302.00           | $7723.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $3630566.00        | $3042354.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV6214   | 2055-10-01      | 5.5000%  | 0.0000% | $2255401.00        | $2311815.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3218   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.26           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC5723   | 2054-11-01      | 5.0000%  | 0.0000% | $43762.00          | $38224.68          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9748   | 2054-11-01      | 5.0000%  | 0.0000% | $798747.00         | $789886.10         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482   | 2053-06-01      | 5.5000%  | 0.0000% | $24414162.00       | $22814758.44       | Agency Mortgage-Backed Securities         |
| GNII SF MA9850 M       | 2054-08-20      | 5.0000%  | 0.0000% | $196354.00         | $182684.46         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6928   | 2054-06-01      | 5.5000%  | 0.0000% | $15274245.00       | $12092823.35       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-08-25      | 5.0218%  | 0.0000% | $2377521.00        | $2221722.53        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLBM4796   | 2048-09-01      | 4.5000%  | 0.0000% | $70000000.00       | $22685107.45       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3100   | 2055-10-01      | 6.0000%  | 0.0000% | $17351.00          | $17878.37          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ7810   | 2055-10-01      | 5.0000%  | 0.0000% | $2610303.00        | $2580540.56        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7243   | 2050-07-01      | 2.0000%  | 0.0000% | $5917095.00        | $3576456.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2520   | 2055-11-01      | 5.5000%  | 0.0000% | $744779.00         | $763377.62         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF0559   | 2055-11-01      | 5.0000%  | 0.0000% | $1462618.00        | $1475929.29        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-01-25      | 4.9218%  | 0.0000% | $50000000.00       | $42682698.87       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLCB8871   | 2054-07-01      | 6.5000%  | 0.0000% | $17270853.00       | $15046229.64       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9838   | 2055-01-01      | 6.5000%  | 0.0000% | $1257.00           | $1018.70           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP4093   | 2050-06-01      | 2.5000%  | 0.0000% | $12993366.00       | $6491706.67        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2050-04-25      | 6.0000%  | 0.0000% | $85325.00          | $53159.93          | Agency Collateralized Mortgage Obligation |
| GNII SF MB0621 M       | 2055-09-20      | 4.5000%  | 0.0000% | $38173.00          | $37411.28          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1961   | 2054-07-01      | 5.5000%  | 0.0000% | $898760.00         | $835589.54         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $8883200.00        | $8905036.53        | U.S. Treasuries (including strips)        |
| GNRA 2025-001 FP       | 2055-01-20      | 4.9989%  | 0.0000% | $5602182.00        | $3398531.85        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $553100.00         | $624937.06         | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQY2247   | 2055-05-01      | 6.0000%  | 0.0000% | $1012727.00        | $1033624.21        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP9656   | 2050-07-01      | 2.0000%  | 0.0000% | $5296740.00        | $2443731.48        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $64554100.00       | $66124781.50       | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLMA5793   | 2055-08-01      | 6.0000%  | 0.0000% | $4578113.00        | $4469477.61        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $108800.00         | $107591.56         | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2055-08-25      | 5.0218%  | 0.0000% | $64979893.00       | $62638042.91       | Agency Collateralized Mortgage Obligation |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $289518.00         | $203083.33         | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQB1050   | 2050-07-01      | 2.0000%  | 0.0000% | $7849408.00        | $3899487.39        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $37683803.00       | $36189756.71       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1209   | 2050-07-01      | 2.0000%  | 0.0000% | $5396644.00        | $2582817.95        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5024   | 2052-11-01      | 5.0000%  | 0.0000% | $4561387.00        | $3604973.90        | Agency Mortgage-Backed Securities         |
| GNRM 2025-044 GV       | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $10259142.20       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSD8521   | 2055-04-01      | 4.0000%  | 0.0000% | $745355.00         | $691075.80         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3389   | 2053-07-01      | 6.0000%  | 0.0000% | $22406984.00       | $18317010.43       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $37965854.00       | $33352001.62       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-02-25      | 4.9718%  | 0.0000% | $462014.00         | $392940.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FA       | 2054-05-20      | 5.1989%  | 0.0000% | $18499758.00       | $15654623.90       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZS4739   | 2047-10-01      | 3.5000%  | 0.0000% | $2423897.00        | $301944.91         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $5740000.00        | $5922723.48        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $2325383.00        | $2011087.70        | Agency Mortgage-Backed Securities         |
| GNRA 2023-185 FA       | 2053-12-20      | 5.1989%  | 0.0000% | $8379662.00        | $2958073.12        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0310 M       | 2055-04-20      | 6.5000%  | 0.0000% | $105312.00         | $102675.03         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027   | 2055-07-01      | 5.5000%  | 0.0000% | $50434231.00       | $49170587.50       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-05-25      | 5.0718%  | 0.0000% | $57283318.00       | $53960625.04       | Agency Collateralized Mortgage Obligation |

### Security 291: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.090000%
- **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: ARP1D0S15, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1D0S15
- **C.18 - Value (incl. sponsor support):** $91000000.00
- **C.18.a - Value (excl. sponsor support):** $91000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $5374000.00        | $6331311.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $4234100.00        | $4252412.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $4017000.00        | $4063250.94        | U.S. Treasuries (including strips) |
| FNMS 05.000 CLCB8315   | 2054-04-01      | 5.0000%  | 0.0000% | $50500.00          | $43025.98          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5810   | 2054-02-01      | 6.5000%  | 0.0000% | $18818100.00       | $15633837.68       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $5245800.00        | $5827094.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $9614100.00        | $10223567.10       | U.S. Treasuries (including strips) |
| FEPC 04.000 CIZS7038   | 2029-10-01      | 4.0000%  | 0.0000% | $610000.00         | $32581.98          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ5815   | 2031-12-01      | 7.0000%  | 0.0000% | $1660000.00        | $28362.76          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $4218800.00        | $4261769.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $26533000.00       | $26322128.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $8766000.00        | $8880259.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $6271600.00        | $6261536.18        | U.S. Treasuries (including strips) |
| GNMI SP 784293 X       | 2046-12-15      | 3.0000%  | 0.0000% | $209200.00         | $101087.02         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3475   | 2053-08-01      | 5.5000%  | 0.0000% | $900000.00         | $769883.33         | Agency Mortgage-Backed Securities  |

### Security 292: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0S23, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1D0S23
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $223359300.00      | $144179080.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $9929300.00        | $6603311.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $56098500.00       | $55206808.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $51000.00          | $50686.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $66100.00          | $69887.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $103.23            | U.S. Treasuries (including strips) |

### Security 293: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0S31, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1D0S31
- **C.18 - Value (incl. sponsor support):** $630000000.00
- **C.18.a - Value (excl. sponsor support):** $630000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $29500.00          | $38792.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $400.00            | $318.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $300.00            | $246.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $5000.00           | $4914.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $19060700.00       | $22456126.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $409000.00         | $411879.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $857700.00         | $865214.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $67600.00          | $63265.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $176.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $400.00            | $301.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $319000.00         | $335394.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $103.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $71.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $500.00            | $503.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $9010700.00        | $8980243.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $700.00            | $667.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $400.00            | $396.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $504800.00         | $513815.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $3999900.00        | $3941709.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $496700.00         | $464140.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $7342100.00        | $7362482.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $8600.00           | $8887.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $300.00            | $472.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $9454900.00        | $9465580.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $12949900.00       | $13010115.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $2074000.00        | $1955735.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $13400.00          | $12446.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $128.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $300.00            | $191.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $507200.00         | $506738.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $78.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $300.00            | $296.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $435700.00         | $565628.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $700.00            | $710.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $999500.00         | $1053389.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $716100.00         | $719278.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $2947600.00        | $3081228.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $20902200.00       | $22344499.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51591667.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $200.00            | $204.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $842800.00         | $885150.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $16980400.00       | $16516648.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $34868700.00       | $35684946.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $500.00            | $531.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $2993000.00        | $3150116.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $4400.00           | $4306.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $911700.00         | $905072.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $6286600.00        | $6502216.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $1200.00           | $1013.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $500.00            | $396.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $31360500.00       | $32481202.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $1548000.00        | $1594980.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $17204800.00       | $17833378.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $3326500.00        | $3391240.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $2511600.00        | $2582130.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $206900.00         | $190994.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $300.00            | $284.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $3200.00           | $4257.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $63742200.00       | $65797221.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $78.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $419200.00         | $373576.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $400.00            | $327.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $619700.00         | $663589.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $2900.00           | $2902.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-16      | 0.0000%  | 0.0000% | $49046900.00       | $48967247.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $960900.00         | $956348.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $900.00            | $850.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $1524900.00        | $1728305.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $197000.00         | $188841.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $95.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $96100.00          | $81439.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $700.00            | $749.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $1767500.00        | $1771755.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $78.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $524900.00         | $548898.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $599900.00         | $607726.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $39100.00          | $38520.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $76242800.00       | $75209821.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $19279400.00       | $19102508.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $305300.00         | $305744.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $7114000.00        | $7539258.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $93564900.00       | $98108296.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $983600.00         | $1013990.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $1672700.00        | $1719562.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $7226300.00        | $7437236.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $53100.00          | $54414.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $200.00            | $240.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $8620100.00        | $9352072.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $400.00            | $479.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $63700.00          | $62898.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $2657600.00        | $2748202.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $200.00            | $191.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $27000.00          | $27286.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $1900.00           | $1935.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $5609700.00        | $5650063.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $6999000.00        | $7289847.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $300100.00         | $148925.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $10930600.00       | $11256022.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $20400.00          | $20312.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $600.00            | $487.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $36300.00          | $27261.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-10      | 0.0000%  | 0.0000% | $2293600.00        | $2270246.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $400.00            | $396.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $200.00            | $196.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $21000.00          | $20730.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $700.00            | $695.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $14800.00          | $14609.48          | U.S. Treasuries (including strips) |

### Security 294: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0SC1, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1D0SC1
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $16002400.00       | $16457403.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.0218%  | 0.0000% | $136079700.00      | $136542597.37      | U.S. Treasuries (including strips) |

### Security 295: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.090000%
- **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: ARP1D0SH0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1D0SH0
- **C.18 - Value (incl. sponsor support):** $46000000.00
- **C.18.a - Value (excl. sponsor support):** $46000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 DM7192 C | 2055-09-20      | 5.5000%  | 0.0000% | $1398055.00        | $1426645.82        | Agency Mortgage-Backed Securities |
| GNII SF DN3092 C | 2055-11-20      | 5.5000%  | 0.0000% | $2087171.00        | $2143791.77        | Agency Mortgage-Backed Securities |
| GNII SF MA8878 M | 2053-05-20      | 5.0000%  | 0.0000% | $10546650.00       | $8646162.52        | Agency Mortgage-Backed Securities |
| GNII SF DN0543 C | 2055-10-20      | 6.5000%  | 0.0000% | $8419039.00        | $8803874.30        | Agency Mortgage-Backed Securities |
| GNII SF CS8353 C | 2053-02-20      | 5.0000%  | 0.0000% | $10152096.00       | $8822315.26        | Agency Mortgage-Backed Securities |
| GNII SF DL8793 C | 2055-08-20      | 7.5000%  | 0.0000% | $8614471.00        | $8934547.95        | Agency Mortgage-Backed Securities |
| GNII SF DM6568 C | 2055-10-20      | 6.0000%  | 0.0000% | $8275821.00        | $8618812.01        | Agency Mortgage-Backed Securities |

### Security 296: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0SL1, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1D0SL1
- **C.18 - Value (incl. sponsor support):** $1308000000.00
- **C.18.a - Value (excl. sponsor support):** $1308000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2034-02-15      | 4.0000%  | 0.0000% | $145444400.00      | $148335113.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $46344100.00       | $46593827.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $19500000.00       | $19730749.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $7732400.00        | $6967461.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $122035000.00      | $150164555.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $5672000.00        | $5804776.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $152200.00         | $154502.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $31900000.00       | $33827115.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $223300.00         | $226299.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $5000000.00        | $5195066.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $22000000.00       | $22395008.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $399200.00         | $405515.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $5465200.00        | $5503673.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $3000000.00        | $2944014.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $20000000.00       | $20078541.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $5005000.00        | $4871806.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $10003800.00       | $10001231.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $16922000.00       | $14880996.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $690300.00         | $605204.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $308000.00         | $321963.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $199800.00         | $297291.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $200000000.00      | $205404895.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $294200.00         | $295469.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $975000.00         | $980208.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $2075100.00        | $2056451.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $998000.00         | $596317.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $15000000.00       | $14702743.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $94.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $251349100.00      | $249403689.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $75000000.00       | $98626003.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $5921300.00        | $9377385.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $290700.00         | $305449.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $80650600.00       | $76440918.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $100000000.00      | $95443080.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $687500.00         | $688188.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $9000000.00        | $8130337.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $151.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $306900.00         | $221059.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $16938400.00       | $17530188.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $13241000.00       | $12569849.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $2930000.00        | $2576772.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $5000000.00        | $4370916.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $1681000.00        | $1721900.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $9938000.00        | $9964362.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $9934400.00        | $9980594.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $51900.00          | $53552.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $4999900.00        | $5086373.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $8220000.00        | $8328252.35        | U.S. Treasuries (including strips) |

### Security 297: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.090000%
- **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: ARP1D0TG1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D0TG1
- **C.18 - Value (incl. sponsor support):** $501000000.00
- **C.18.a - Value (excl. sponsor support):** $501000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLBU5787   | 2055-04-01      | 5.5000%  | 0.0000% | $6029113.00        | $6132478.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2297   | 2055-09-01      | 6.0000%  | 0.0000% | $7000.00           | $7249.37           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9697   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $267.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9741   | 2055-10-01      | 5.5000%  | 0.0000% | $78520.00          | $79946.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8479   | 2047-01-01      | 3.0000%  | 0.0000% | $1024.00           | $212.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $1001.00           | $814.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2163   | 2048-08-01      | 4.5000%  | 0.0000% | $4408256.00        | $894253.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL190445   | 2055-03-01      | 6.5000%  | 0.0000% | $1008.00           | $787.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995113   | 2036-09-01      | 5.5000%  | 0.0000% | $1000.00           | $15.21             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2514   | 2055-04-01      | 6.5000%  | 0.0000% | $6976680.00        | $7072328.25        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL992249   | 2038-11-01      | 7.0000%  | 0.0000% | $281060.00         | $6914.90           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBY7145   | 2053-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1003.19           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT4145   | 2043-06-01      | 3.0000%  | 0.0000% | $364765.00         | $76189.35          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL888891   | 2037-11-01      | 6.5000%  | 0.0000% | $1002.00           | $4.18              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7752   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $847.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8310   | 2044-03-01      | 3.5000%  | 0.0000% | $1000.00           | $238.12            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $185.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8452   | 2054-08-01      | 5.0000%  | 0.0000% | $2318680.00        | $2123581.44        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD7365   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $657.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8451   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $845.21            | Agency Mortgage-Backed Securities  |
| FMAR 842050 G          | 2055-11-01      | 5.0390%  | 0.0000% | $9478611.00        | $9651218.88        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ4695   | 2054-09-01      | 7.0000%  | 0.0000% | $5006256.00        | $4576280.57        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA780840   | 2034-06-01      | 6.5000%  | 0.0000% | $954000.00         | $7311.23           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL755795   | 2033-11-01      | 4.5000%  | 0.0000% | $1001.00           | $16.01             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $60750300.00       | $61040733.16       | U.S. Treasuries (including strips) |
| FEPC 05.000 CLSD1882   | 2052-11-01      | 5.0000%  | 0.0000% | $16000.00          | $12280.54          | Agency Mortgage-Backed Securities  |
| FMAR 849505 G          | 2044-10-01      | 6.2900%  | 0.0000% | $927000.00         | $39194.22          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0619   | 2050-07-01      | 4.0000%  | 0.0000% | $454000.00         | $193724.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZN1381   | 2048-11-01      | 5.0000%  | 0.0000% | $2998000.00        | $482724.48         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS2367   | 2038-08-01      | 7.0000%  | 0.0000% | $1715000.00        | $11324.49          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM6225   | 2048-04-01      | 4.0000%  | 0.0000% | $6061592.00        | $2030424.29        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0534   | 2047-12-01      | 3.5000%  | 0.0000% | $181000.00         | $44363.12          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4078   | 2045-01-01      | 3.5000%  | 0.0000% | $910000.00         | $130715.43         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6204   | 2043-06-01      | 4.0000%  | 0.0000% | $69692.00          | $11501.17          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7578   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $975.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9774   | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $303.18            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3513   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $469.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO3250   | 2049-11-01      | 3.5000%  | 0.0000% | $160000.00         | $47281.77          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7798   | 2053-02-01      | 6.0000%  | 0.0000% | $1707012.00        | $1350603.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ0225   | 2054-07-01      | 6.0000%  | 0.0000% | $998000.00         | $895114.11         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS4783   | 2032-02-01      | 2.2400%  | 0.0000% | $75862.00          | $68512.26          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBM3919   | 2033-02-01      | 3.0000%  | 0.0000% | $47750.00          | $8758.51           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF2532   | 2052-10-01      | 4.5000%  | 0.0000% | $1039018.00        | $725689.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8933   | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $191.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3744   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $986.32            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3524   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $540.05            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQF3340   | 2052-11-01      | 3.0000%  | 0.0000% | $382271.00         | $276794.88         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1377   | 2055-02-01      | 6.0000%  | 0.0000% | $3181959.00        | $2664268.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL787847   | 2032-10-01      | 6.5000%  | 0.0000% | $4214175.00        | $13796.98          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4980   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $772.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB2618   | 2054-04-01      | 6.5000%  | 0.0000% | $1228553.00        | $1267490.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL545639   | 2032-04-01      | 6.5000%  | 0.0000% | $3010001.00        | $17282.00          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL3636   | 2039-04-01      | 6.0000%  | 0.0000% | $1000.00           | $57.51             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1082   | 2052-03-01      | 2.5000%  | 0.0000% | $5117935.00        | $3303653.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3180   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.16           | Agency Mortgage-Backed Securities  |
| GNII SF MA8271 M       | 2052-09-20      | 6.0000%  | 0.0000% | $30000.00          | $16038.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8145   | 2054-03-01      | 5.5000%  | 0.0000% | $844549.00         | $732226.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7509   | 2055-11-01      | 5.5000%  | 0.0000% | $6020784.00        | $6171129.87        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0584   | 2052-02-01      | 2.0000%  | 0.0000% | $1001.00           | $612.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0547   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $672.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3399   | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $473.71            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7469   | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $997.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1169   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $731.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKMA3140   | 2047-09-01      | 4.0000%  | 0.0000% | $7520000.00        | $702567.48         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7425   | 2054-10-01      | 6.0000%  | 0.0000% | $1014655.00        | $411394.93         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6934   | 2051-04-01      | 3.0000%  | 0.0000% | $3357999.00        | $1683945.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2766   | 2055-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1025.90           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6329   | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $475.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7322   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $550.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7597   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $542.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7736   | 2050-11-01      | 2.5000%  | 0.0000% | $1030000.00        | $457046.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA2679 M       | 2045-03-20      | 4.0000%  | 0.0000% | $2274000.00        | $225231.18         | Agency Mortgage-Backed Securities  |
| GNII SF MA4386 M       | 2047-03-20      | 5.5000%  | 0.0000% | $591584.00         | $66100.85          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3295   | 2055-11-01      | 5.5000%  | 0.0000% | $1105823.00        | $1128871.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5386   | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $919.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4052   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $928.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067   | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $568.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4623   | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $711.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF2834   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA1996 M       | 2044-06-20      | 4.0000%  | 0.0000% | $169000.00         | $10225.92          | Agency Mortgage-Backed Securities  |
| GNII SF 769449 C       | 2036-09-20      | 5.5000%  | 0.0000% | $584659.00         | $44462.25          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9464   | 2054-11-01      | 5.0000%  | 0.0000% | $7000.00           | $6588.49           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2866   | 2037-01-01      | 3.0000%  | 0.0000% | $102000.00         | $18352.25          | Agency Mortgage-Backed Securities  |
| GNII SF CU0261 C       | 2053-07-20      | 6.0000%  | 0.0000% | $321471.00         | $320802.03         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2043   | 2052-04-01      | 2.5000%  | 0.0000% | $29938.00          | $19941.21          | Agency Mortgage-Backed Securities  |
| GNII SF MA3808 M       | 2036-04-20      | 6.0000%  | 0.0000% | $584000.00         | $59048.56          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4511   | 2052-01-01      | 2.0000%  | 0.0000% | $2587037.00        | $1692676.83        | Agency Mortgage-Backed Securities  |
| GNII SF MA1839 M       | 2044-04-20      | 4.0000%  | 0.0000% | $572998.00         | $34607.90          | Agency Mortgage-Backed Securities  |
| GNMI SF AB2759 X       | 2042-08-15      | 3.5000%  | 0.0000% | $500840.00         | $34253.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2920   | 2047-03-01      | 3.0000%  | 0.0000% | $1000.00           | $223.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3686   | 2049-06-01      | 3.5000%  | 0.0000% | $222274816.00      | $19235240.37       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4399   | 2051-08-01      | 2.5000%  | 0.0000% | $1118536.00        | $666902.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3691   | 2049-07-01      | 3.0000%  | 0.0000% | $1000.00           | $109.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAE3024   | 2040-09-01      | 4.5000%  | 0.0000% | $11498191.00       | $525650.44         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0796   | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $962.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8874   | 2052-06-01      | 3.0000%  | 0.0000% | $9001.00           | $7421.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1461   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA0015   | 2054-12-01      | 4.5000%  | 0.0000% | $13427664.00       | $12083866.79       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0209   | 2052-01-01      | 2.5000%  | 0.0000% | $3109708.00        | $1977856.75        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM8131   | 2036-07-01      | 2.5000%  | 0.0000% | $4236000.00        | $2170947.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3517   | 2033-11-01      | 3.5000%  | 0.0000% | $104000.00         | $7479.09           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4236   | 2051-01-01      | 1.5000%  | 0.0000% | $16000.00          | $9089.41           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4077   | 2050-07-01      | 2.0000%  | 0.0000% | $998000.00         | $434677.84         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7241   | 2050-10-01      | 2.5000%  | 0.0000% | $50210.00          | $26004.70          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9368   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.89           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4951   | 2048-09-01      | 4.5000%  | 0.0000% | $1585000.00        | $240422.54         | Agency Mortgage-Backed Securities  |
| GNII SF BZ3902 C       | 2050-11-20      | 4.0000%  | 0.0000% | $873903.00         | $586413.66         | Agency Mortgage-Backed Securities  |
| GNII SF DN6049 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1825372.00        | $1928861.35        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS7892   | 2033-03-01      | 4.4700%  | 0.0000% | $200471.00         | $204659.94         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS6985   | 2032-11-01      | 4.9200%  | 0.0000% | $48146.00          | $50265.19          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7266   | 2051-04-01      | 2.5000%  | 0.0000% | $17045152.00       | $9706755.06        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ6575   | 2051-09-01      | 2.5000%  | 0.0000% | $564684.00         | $336621.88         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5628   | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $977.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL2745   | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $102.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAJ5989   | 2042-01-01      | 4.5000%  | 0.0000% | $1000.00           | $27.97             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1526   | 2055-05-01      | 5.5000%  | 0.0000% | $178106.00         | $176802.51         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6780   | 2055-01-01      | 4.5000%  | 0.0000% | $3141132.00        | $3050830.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7096   | 2054-01-01      | 6.0000%  | 0.0000% | $50000.00          | $36322.14          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9008   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $787.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5139   | 2055-04-01      | 5.5000%  | 0.0000% | $4991226.00        | $5055564.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6686   | 2053-02-01      | 5.5000%  | 0.0000% | $53140.00          | $37888.28          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3583   | 2052-05-01      | 3.0000%  | 0.0000% | $84456244.00       | $58183696.59       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4725   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX8314   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $821.73            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBY7012   | 2053-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.13           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3541   | 2055-09-01      | 6.0000%  | 0.0000% | $636969.00         | $641143.75         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9091   | 2055-07-01      | 6.0000%  | 0.0000% | $401992.00         | $415462.44         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1790   | 2055-08-01      | 5.5000%  | 0.0000% | $1043100.00        | $1067180.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1572   | 2055-05-01      | 6.0000%  | 0.0000% | $1072170.00        | $1064770.77        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS8557   | 2052-05-01      | 4.0000%  | 0.0000% | $1045.00           | $899.17            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL1388   | 2052-06-01      | 3.0000%  | 0.0000% | $845629.00         | $726321.10         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1813   | 2055-09-01      | 6.0000%  | 0.0000% | $3880139.00        | $3981391.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498   | 2054-10-01      | 6.0000%  | 0.0000% | $62144.00          | $50494.00          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4967   | 2052-10-01      | 5.5000%  | 0.0000% | $10000.00          | $9279.15           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8259   | 2052-10-01      | 5.5000%  | 0.0000% | $726046.00         | $548884.89         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0809   | 2052-01-01      | 3.0000%  | 0.0000% | $596000.00         | $390657.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907   | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $34.55             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1011   | 2052-04-01      | 2.5000%  | 0.0000% | $3238526.00        | $2195454.19        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7508   | 2049-10-01      | 3.5000%  | 0.0000% | $84000.00          | $25220.05          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288   | 2053-01-01      | 5.0000%  | 0.0000% | $16586799.00       | $13435845.10       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4686   | 2055-04-01      | 6.5000%  | 0.0000% | $7000.00           | $7297.04           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545974   | 2032-10-01      | 6.4280%  | 0.0000% | $22529833.00       | $32025.78          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2968   | 2055-07-01      | 6.0000%  | 0.0000% | $1130713.00        | $1106584.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4923   | 2055-04-01      | 5.5000%  | 0.0000% | $2181383.00        | $2206640.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9675   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.68           | Agency Mortgage-Backed Securities  |
| GNII SF DN3734 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1915656.00        | $1994692.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5896   | 2055-06-01      | 5.5000%  | 0.0000% | $2024884.00        | $2058034.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA2463   | 2045-10-01      | 4.5000%  | 0.0000% | $1000.00           | $121.41            | Agency Mortgage-Backed Securities  |
| FMAR 1Q1317 G          | 2038-02-01      | 6.5490%  | 0.0000% | $35682707.00       | $1730925.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF1157   | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $663.22            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA4576   | 2045-10-01      | 3.5000%  | 0.0000% | $48290.00          | $6859.99           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBC0390   | 2045-12-01      | 4.5000%  | 0.0000% | $292487.00         | $42719.68          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8218   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.08           | Agency Mortgage-Backed Securities  |
| FMAR 849119 G          | 2037-01-01      | 6.3880%  | 0.0000% | $5135469.00        | $325147.17         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ5655   | 2042-12-01      | 3.0000%  | 0.0000% | $440743.00         | $86880.72          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA2387   | 2050-04-01      | 3.0000%  | 0.0000% | $25000.00          | $8321.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6497   | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $635.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4861   | 2052-10-01      | 5.0000%  | 0.0000% | $3396000.00        | $2739683.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBJ9884   | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $322.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM1756   | 2045-12-01      | 4.5000%  | 0.0000% | $1000.00           | $179.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3866   | 2049-07-01      | 3.5000%  | 0.0000% | $48000.00          | $5625.68           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7019   | 2050-09-01      | 2.0000%  | 0.0000% | $1576000.00        | $765728.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4861   | 2055-07-01      | 5.5000%  | 0.0000% | $878406.00         | $895285.48         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD781570   | 2034-11-01      | 5.9480%  | 0.0000% | $5000000.00        | $31272.33          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ2851   | 2054-11-01      | 4.5000%  | 0.0000% | $2367000.00        | $2177111.70        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8295   | 2051-07-01      | 2.5000%  | 0.0000% | $6827500.00        | $4287733.89        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8007   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $575.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4970   | 2052-10-01      | 5.5000%  | 0.0000% | $12136000.00       | $9836769.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8556   | 2053-04-01      | 5.5000%  | 0.0000% | $291287.00         | $246017.15         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY8375   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $611.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5728   | 2053-02-01      | 5.5000%  | 0.0000% | $10000.00          | $9093.14           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5118   | 2052-11-01      | 4.0000%  | 0.0000% | $9000.00           | $7002.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1045   | 2055-09-01      | 6.0000%  | 0.0000% | $295708.00         | $304940.04         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA6413   | 2054-02-01      | 7.5000%  | 0.0000% | $1424138.00        | $1525472.38        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4197   | 2050-12-01      | 2.5000%  | 0.0000% | $605000.00         | $293227.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2168   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $789.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3500   | 2055-10-01      | 6.5000%  | 0.0000% | $1843200.00        | $1936331.00        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS303744   | 2031-02-01      | 5.0480%  | 0.0000% | $8679975.00        | $6680.70           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS4339   | 2038-05-01      | 5.5000%  | 0.0000% | $1000.00           | $8.71              | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7221   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $183.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5606   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $757.35            | Agency Mortgage-Backed Securities  |
| FMAR 842017 G          | 2043-10-01      | 6.5600%  | 0.0000% | $15437999.00       | $15165049.24       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3200   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1016.70           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL750977   | 2033-11-01      | 4.5000%  | 0.0000% | $13239290.00       | $79804.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA1791   | 2034-01-01      | 4.5000%  | 0.0000% | $590000.00         | $51688.60          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3593   | 2049-02-01      | 4.5000%  | 0.0000% | $671994.00         | $43793.38          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU5237   | 2054-11-01      | 6.0000%  | 0.0000% | $5087141.00        | $4406849.75        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5940   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $596.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBK8848   | 2048-08-01      | 5.0000%  | 0.0000% | $1370167.00        | $145686.50         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3014   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $681.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY8253   | 2045-05-01      | 3.5000%  | 0.0000% | $579936.00         | $42804.81          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS783251   | 2044-04-01      | 5.3080%  | 0.0000% | $3998830.00        | $34993.47          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4916   | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $809.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS3056   | 2052-10-01      | 2.0000%  | 0.0000% | $44845375.00       | $31433329.23       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CKBK6702   | 2048-11-01      | 5.0000%  | 0.0000% | $1340938.00        | $599898.14         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM6251   | 2049-07-01      | 4.0000%  | 0.0000% | $300000.00         | $111315.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5112   | 2052-11-01      | 5.0000%  | 0.0000% | $22767331.00       | $18600753.25       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8234   | 2050-12-01      | 3.0000%  | 0.0000% | $469300.00         | $252424.43         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU8246   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $616.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0711   | 2055-09-01      | 6.0000%  | 0.0000% | $5000.00           | $5166.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBO0858   | 2049-05-01      | 5.5000%  | 0.0000% | $77187.00          | $18029.53          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4022   | 2055-03-01      | 5.5000%  | 0.0000% | $2086592.00        | $2110284.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2075   | 2055-06-01      | 6.0000%  | 0.0000% | $5471822.00        | $5606529.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1704   | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $206.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT8220   | 2052-05-01      | 3.0000%  | 0.0000% | $2365266.00        | $1764454.52        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL634820   | 2032-03-01      | 7.0000%  | 0.0000% | $1220191.00        | $37039.71          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAI4825   | 2041-06-01      | 5.5000%  | 0.0000% | $1002.00           | $43.51             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT1596   | 2049-01-01      | 5.0000%  | 0.0000% | $1360000.00        | $116543.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI5064   | 2054-05-01      | 5.5000%  | 0.0000% | $135255.00         | $128656.11         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4602   | 2045-02-01      | 3.0000%  | 0.0000% | $5017000.00        | $592335.01         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF6256   | 2053-01-01      | 5.0000%  | 0.0000% | $6587580.00        | $5369533.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ4764   | 2054-09-01      | 5.0000%  | 0.0000% | $1224963.00        | $1216501.10        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV4134   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $589.94            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8157   | 2051-07-01      | 3.0000%  | 0.0000% | $47000.00          | $24454.64          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1143   | 2050-09-01      | 4.5000%  | 0.0000% | $913645.00         | $593254.72         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5301   | 2050-12-01      | 2.0000%  | 0.0000% | $275000.00         | $157794.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2661   | 2052-07-01      | 4.5000%  | 0.0000% | $1462380.00        | $1106938.98        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2301   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $650.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5154   | 2052-11-01      | 6.5000%  | 0.0000% | $13614272.00       | $10455444.10       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0377   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $652.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6426   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $491.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5027   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $833.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM8843   | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $467.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3642   | 2052-11-01      | 5.0000%  | 0.0000% | $3424417.00        | $2664834.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB7655   | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $980.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4655   | 2052-07-01      | 4.0000%  | 0.0000% | $62239.00          | $47647.28          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2420   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $712.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7885   | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $990.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $1398000.00        | $1123571.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5821   | 2055-09-01      | 5.0000%  | 0.0000% | $87625.00          | $86755.81          | Agency Mortgage-Backed Securities  |
| GNII SF MA3247 M       | 2045-11-20      | 5.0000%  | 0.0000% | $150000.00         | $9856.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5496   | 2054-10-01      | 5.0000%  | 0.0000% | $17400992.00       | $16071978.17       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5611   | 2055-02-01      | 4.0000%  | 0.0000% | $50532.00          | $46545.16          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4208   | 2050-12-01      | 2.0000%  | 0.0000% | $1325000.00        | $712222.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT1915   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $649.98            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120   | 2050-09-01      | 2.5000%  | 0.0000% | $1005.00           | $409.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6051   | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $475.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0190   | 2051-04-01      | 3.0000%  | 0.0000% | $632000.00         | $344180.79         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS4010   | 2041-06-01      | 5.0000%  | 0.0000% | $71003.00          | $5863.29           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7186   | 2052-04-01      | 4.0000%  | 0.0000% | $1292000.00        | $917653.24         | Agency Mortgage-Backed Securities  |
| GNII SF DM7158 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1268832.00        | $1335781.16        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ8067   | 2055-11-01      | 5.5000%  | 0.0000% | $5497144.00        | $5595240.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9631   | 2055-12-01      | 5.5000%  | 0.0000% | $101119.00         | $103533.12         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9246   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.80           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0142   | 2047-09-01      | 3.5000%  | 0.0000% | $33011720.00       | $6522576.90        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL6619   | 2045-04-01      | 4.5000%  | 0.0000% | $4325896.00        | $730040.51         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7677   | 2052-07-01      | 5.0000%  | 0.0000% | $454000.00         | $344509.96         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB754671   | 2033-10-01      | 6.1200%  | 0.0000% | $5000000.00        | $80266.36          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL3484   | 2042-10-01      | 4.5000%  | 0.0000% | $158504.00         | $12759.13          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2563   | 2055-02-01      | 6.0000%  | 0.0000% | $341247.00         | $352139.43         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4139   | 2053-03-01      | 3.5000%  | 0.0000% | $14000.00          | $11091.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8902   | 2055-01-01      | 5.5000%  | 0.0000% | $4032.00           | $3682.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5079   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $792.14            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI5486   | 2036-09-01      | 6.5000%  | 0.0000% | $284049.00         | $15597.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2418   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $618.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD2377   | 2046-12-01      | 4.5000%  | 0.0000% | $1001.00           | $99.98             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3889   | 2050-07-01      | 3.0000%  | 0.0000% | $126000.00         | $45201.46          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8002   | 2054-10-01      | 6.5000%  | 0.0000% | $877593.00         | $911133.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1189   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $716.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3522   | 2048-11-01      | 4.5000%  | 0.0000% | $1007.00           | $82.44             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL3929   | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $306.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7675   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $944.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5127   | 2047-03-01      | 3.5000%  | 0.0000% | $5493000.00        | $1505373.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7720   | 2055-08-01      | 6.0000%  | 0.0000% | $666584.00         | $674185.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2406   | 2055-02-01      | 6.5000%  | 0.0000% | $14827263.00       | $12414912.51       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBX4430   | 2053-09-01      | 3.0000%  | 0.0000% | $38998.00          | $32994.65          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $778.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1237   | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $647.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5026   | 2052-11-01      | 5.5000%  | 0.0000% | $40032.00          | $30614.51          | Agency Mortgage-Backed Securities  |
| GNII SF MA5656 M       | 2038-07-20      | 6.5000%  | 0.0000% | $134000.00         | $17202.30          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5140   | 2055-05-01      | 6.5000%  | 0.0000% | $2074760.00        | $1816565.85        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY0615   | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $985.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX4510   | 2055-01-01      | 6.0000%  | 0.0000% | $7600742.00        | $6961537.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5419   | 2054-07-01      | 5.0000%  | 0.0000% | $109000.00         | $101469.59         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3982   | 2055-04-01      | 6.0000%  | 0.0000% | $6879752.00        | $6906206.77        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ3988   | 2055-04-01      | 4.5000%  | 0.0000% | $8132386.00        | $7841048.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5772   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $808.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0308   | 2055-01-01      | 5.0000%  | 0.0000% | $47000.00          | $44329.87          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3358   | 2055-09-01      | 6.5000%  | 0.0000% | $1001.00           | $1024.44           | Agency Mortgage-Backed Securities  |
| GNAR FT 082566 M       | 2040-06-20      | 5.6250%  | 0.0000% | $550000.00         | $6584.23           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4072   | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $335.82            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $774.27            | Agency Mortgage-Backed Securities  |
| GNII SF MA5821 M       | 2049-03-20      | 6.0000%  | 0.0000% | $948000.00         | $101175.63         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4374   | 2055-06-01      | 5.5000%  | 0.0000% | $39088.00          | $38666.57          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5392   | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7373   | 2055-07-01      | 6.5000%  | 0.0000% | $3156016.00        | $3296878.66        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5038   | 2046-11-01      | 4.0000%  | 0.0000% | $398477.00         | $101748.01         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0852   | 2055-08-01      | 5.5000%  | 0.0000% | $3613344.00        | $3667414.93        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9831   | 2055-08-01      | 6.5000%  | 0.0000% | $22203319.00       | $22141140.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5757   | 2055-03-01      | 5.0000%  | 0.0000% | $2106484.00        | $1913834.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3334   | 2055-04-01      | 6.0000%  | 0.0000% | $2167894.00        | $2224273.04        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX5214   | 2055-01-01      | 4.5000%  | 0.0000% | $503636.00         | $467413.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA6042 M       | 2049-06-20      | 5.0000%  | 0.0000% | $10004722.00       | $907489.66         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5508   | 2055-06-01      | 6.0000%  | 0.0000% | $773359.00         | $795966.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4136   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $845.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU5281   | 2054-11-01      | 6.0000%  | 0.0000% | $1704741.00        | $1736186.63        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6029   | 2053-04-01      | 4.0000%  | 0.0000% | $990000.00         | $780352.89         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266   | 2052-11-01      | 4.5000%  | 0.0000% | $359000.00         | $289192.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2849   | 2046-09-01      | 3.0000%  | 0.0000% | $152000.00         | $27106.79          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD0291   | 2050-03-01      | 5.0000%  | 0.0000% | $46385.00          | $6680.47           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2510   | 2053-04-01      | 6.0000%  | 0.0000% | $1063330.00        | $859424.94         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G   | 2047-09-01      | 3.5000%  | 0.0000% | $49469.00          | $5864.23           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC C03504 G   | 2040-06-01      | 4.5000%  | 0.0000% | $1426184.00        | $85231.27          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL928593   | 2037-07-01      | 6.5000%  | 0.0000% | $6647644.00        | $157668.39         | Agency Mortgage-Backed Securities  |
| GNII SF MA9425 M       | 2053-12-20      | 6.5000%  | 0.0000% | $12034.00          | $5439.90           | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M       | 2054-07-20      | 5.5000%  | 0.0000% | $443717.00         | $378119.25         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0507   | 2045-09-01      | 4.0000%  | 0.0000% | $115249.00         | $50432.39          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8500   | 2035-07-01      | 2.5000%  | 0.0000% | $31000.00          | $11206.06          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1518   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $806.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1241   | 2049-08-01      | 3.5000%  | 0.0000% | $100000.00         | $19880.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1794   | 2047-09-01      | 4.0000%  | 0.0000% | $1140390.00        | $271918.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM1385   | 2049-08-01      | 5.0000%  | 0.0000% | $777000.00         | $204486.59         | Agency Mortgage-Backed Securities  |
| GNII SF MA5991 M       | 2049-06-20      | 6.5000%  | 0.0000% | $92000.00          | $15917.81          | Agency Mortgage-Backed Securities  |
| GNII SF MA3940 M       | 2046-09-20      | 5.0000%  | 0.0000% | $85000.00          | $10258.77          | Agency Mortgage-Backed Securities  |
| GNII SF MA1289 M       | 2043-09-20      | 5.5000%  | 0.0000% | $125000.00         | $6369.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA3527   | 2048-11-01      | 5.0000%  | 0.0000% | $264000.00         | $22039.52          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3443   | 2048-08-01      | 4.0000%  | 0.0000% | $34203904.00       | $2556078.99        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8002   | 2049-07-01      | 4.5000%  | 0.0000% | $223412.00         | $23859.64          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBM3374   | 2038-01-01      | 3.0000%  | 0.0000% | $1000.00           | $170.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8285   | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $779.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6919   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $831.50            | Agency Mortgage-Backed Securities  |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $2130340.00        | $579028.13         | Agency Mortgage-Backed Securities  |

### Security 298: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0TH9, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1D0TH9
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2028-05-31      | 1.2500%  | 0.0000% | $21300.00          | $20301.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $611800.00         | $627600.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $158000.00         | $157490.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $164844800.00      | $175278419.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $7392500.00        | $7323480.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $765000.00         | $802876.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $235863200.00      | $249999888.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $1418900.00        | $1402148.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $236246800.00      | $240613752.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $13397900.00       | $10601575.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $1359800.00        | $1672478.43        | U.S. Treasuries (including strips) |

### Security 299: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0TK2, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D0TK2
- **C.18 - Value (incl. sponsor support):** $39000000.00
- **C.18.a - Value (excl. sponsor support):** $39000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2032-08-15      | 2.7500%  | 0.0000% | $41920800.00       | $39793590.52       | U.S. Treasuries (including strips) |

### Security 300: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.090000%
- **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: ARP1D0TT3, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1D0TT3
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLZS2783 | 2039-10-01      | 4.5000%  | 0.0000% | $15000.00          | $354.69            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3518 | 2053-07-01      | 5.5000%  | 0.0000% | $240000.00         | $200293.11         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6109 | 2052-08-01      | 3.0000%  | 0.0000% | $5687944.00        | $4604733.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1530 | 2037-07-01      | 5.5000%  | 0.0000% | $1020000.00        | $10228.75          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM0401 | 2045-11-01      | 4.0000%  | 0.0000% | $801570.00         | $109001.34         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0182 | 2032-03-01      | 3.0000%  | 0.0000% | $2567000.00        | $394080.64         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3509 | 2042-02-01      | 5.0000%  | 0.0000% | $1050000.00        | $76017.21          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2218 | 2031-08-01      | 4.0000%  | 0.0000% | $1400000.00        | $32458.34          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2397 | 2035-11-01      | 3.5000%  | 0.0000% | $74000.00          | $8897.63           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD9168 | 2052-03-01      | 2.5000%  | 0.0000% | $3864900.00        | $2406800.05        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0856 | 2055-04-01      | 5.0000%  | 0.0000% | $12440127.00       | $11764534.93       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2511 | 2053-04-01      | 5.5000%  | 0.0000% | $400000.00         | $308426.18         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0886 | 2035-07-01      | 5.0000%  | 0.0000% | $834000.00         | $8179.94           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0577 | 2029-02-01      | 6.5000%  | 0.0000% | $98303.00          | $68.14             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  | 0.0000% | $7000.00           | $5545.36           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZK5355 | 2028-04-01      | 2.0000%  | 0.0000% | $4620000.00        | $210046.45         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0491 | 2049-08-01      | 3.5000%  | 0.0000% | $542701.00         | $251688.09         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZS9181 | 2035-12-01      | 4.0000%  | 0.0000% | $21000.00          | $2635.72           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI4091 | 2036-01-01      | 6.5000%  | 0.0000% | $2550000.00        | $13166.83          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8303 | 2039-05-01      | 5.0000%  | 0.0000% | $6000.00           | $4181.22           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2960 | 2040-08-01      | 5.0000%  | 0.0000% | $860000.00         | $37550.48          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS3900 | 2039-04-01      | 6.0000%  | 0.0000% | $667000.00         | $73020.36          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA4425 | 2043-12-01      | 4.0000%  | 0.0000% | $25000.00          | $2741.93           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTSC0612 | 2039-12-01      | 4.0000%  | 0.0000% | $34000.00          | $31156.75          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2369 | 2038-01-01      | 4.5000%  | 0.0000% | $16000.00          | $176.58            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZA1032 | 2040-03-01      | 5.0000%  | 0.0000% | $465000.00         | $17473.06          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9034 | 2033-07-01      | 3.5000%  | 0.0000% | $61000.00          | $6144.15           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7148 | 2030-04-01      | 3.5000%  | 0.0000% | $75981.00          | $4709.42           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8682 | 2033-01-01      | 3.0000%  | 0.0000% | $122000.00         | $14855.52          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7301 | 2048-04-01      | 3.5000%  | 0.0000% | $4344424.00        | $3736343.03        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7384 | 2052-05-01      | 3.5000%  | 0.0000% | $75000.00          | $53914.15          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  | 0.0000% | $117000.00         | $53127.04          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  | 0.0000% | $445000.00         | $45352.35          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8499 | 2028-09-01      | 3.0000%  | 0.0000% | $35000.00          | $1322.63           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7258 | 2030-09-01      | 3.0000%  | 0.0000% | $700000.00         | $71216.78          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1242 | 2036-12-01      | 5.5000%  | 0.0000% | $1386476.00        | $7200.70           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI4668 | 2035-10-01      | 5.0000%  | 0.0000% | $2150000.00        | $18553.54          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI5827 | 2037-03-01      | 5.5000%  | 0.0000% | $789999.00         | $2097.33           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8308 | 2053-03-01      | 5.5000%  | 0.0000% | $967000.00         | $755369.61         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1859 | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $183.10            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL7781 | 2044-02-01      | 4.0000%  | 0.0000% | $179000.00         | $18850.96          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8549 | 2030-01-01      | 2.5000%  | 0.0000% | $15000.00          | $976.48            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0847 | 2035-04-01      | 5.0000%  | 0.0000% | $112000.00         | $1143.81           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM2930 | 2047-04-01      | 4.5000%  | 0.0000% | $74000.00          | $3510.56           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4373 | 2027-08-01      | 2.5000%  | 0.0000% | $3000000.00        | $61537.70          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8114 | 2050-12-01      | 2.5000%  | 0.0000% | $7000.00           | $3197.08           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  | 0.0000% | $4287380.00        | $2585452.30        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4781 | 2048-07-01      | 4.5000%  | 0.0000% | $674999.00         | $60142.47          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1900 | 2037-12-01      | 5.5000%  | 0.0000% | $209991.00         | $1341.93           | Agency Mortgage-Backed Securities |

### Security 301: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.090000%
- **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: ARP1D0TU0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1D0TU0
- **C.18 - Value (incl. sponsor support):** $136000000.00
- **C.18.a - Value (excl. sponsor support):** $136000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2032-08-31      | 3.8750%  | 0.0000% | $136559700.00      | $138720065.40      | U.S. Treasuries (including strips) |

### Security 302: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0TV8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1D0TV8
- **C.18 - Value (incl. sponsor support):** $674000000.00
- **C.18.a - Value (excl. sponsor support):** $674000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $2428300.00        | $2752209.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $429100.00         | $441251.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $1200.00           | $1081.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $284272300.00      | $249985528.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $51500.00          | $53931.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $105.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $186105200.00      | $194129049.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $98667000.00       | $99938582.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $135237400.00      | $140178310.17      | U.S. Treasuries (including strips) |

### Security 303: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.090000%
- **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: ARP1D0U61, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1D0U61
- **C.18 - Value (incl. sponsor support):** $1459000000.00
- **C.18.a - Value (excl. sponsor support):** $1459000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2024-023 HB | 2054-01-20      | 5.5000%  | 0.0000% | $75000000.00       | $76013475.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 PH | 2054-02-20      | 4.5000%  | 0.0000% | $5000000.00        | $4990825.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 AL | 2054-05-20      | 5.5000%  | 0.0000% | $50000000.00       | $51464550.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 PJ | 2055-11-20      | 4.5000%  | 0.0000% | $2667849.00        | $2500652.24        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-034 PA | 2052-02-20      | 3.5000%  | 0.0000% | $25000000.00       | $13891419.32       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-180 EY | 2055-10-20      | 4.5000%  | 0.0000% | $4375274.00        | $4058014.13        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 PC | 2053-04-20      | 5.0000%  | 0.0000% | $5967000.00        | $5975302.45        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GM | 2054-04-20      | 5.5000%  | 0.0000% | $20000000.00       | $20521920.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-041 BL | 2054-03-20      | 5.5000%  | 0.0000% | $60000000.00       | $61089060.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 DP | 2054-10-20      | 5.0000%  | 0.0000% | $27721000.00       | $27125492.02       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-159 UC | 2049-02-20      | 2.5000%  | 0.0000% | $9400000.00        | $2419015.03        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-058 HL | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51483850.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-154 DW | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $50185550.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-014 DB | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50678900.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-064 BD | 2054-04-20      | 5.7500%  | 0.0000% | $45000000.00       | $46161517.50       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-168 BL | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24806875.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-083 AY | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $51404775.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MB | 2051-04-20      | 5.0000%  | 0.0000% | $50000000.00       | $40529988.49       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 HD | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $49448000.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 HA | 2055-05-20      | 4.0000%  | 0.0000% | $21030000.00       | $20788386.33       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 BA | 2052-08-20      | 3.5000%  | 0.0000% | $59408000.00       | $57607759.38       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 PM | 2041-01-20      | 4.5000%  | 0.0000% | $4708853.00        | $4733951.19        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-047 BA | 2052-08-20      | 5.0000%  | 0.0000% | $9923000.00        | $8863655.17        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-107 A  | 2035-05-20      | 3.0000%  | 0.0000% | $3600000.00        | $143120.01         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-177 DL | 2054-09-20      | 5.2500%  | 0.0000% | $25000000.00       | $25050637.50       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 ML | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24794825.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-180 EC | 2055-05-20      | 4.5000%  | 0.0000% | $183010.00         | $176479.29         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-076 DA | 2052-02-20      | 5.5000%  | 0.0000% | $25000000.00       | $13202128.28       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 BW | 2055-11-20      | 3.5000%  | 0.0000% | $14529048.00       | $11994470.11       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-051 KB | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $51456600.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 LA | 2055-08-20      | 4.5000%  | 0.0000% | $51293000.00       | $51326135.28       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MW | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24881475.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-207 PK | 2054-07-20      | 4.5000%  | 0.0000% | $13104000.00       | $12662497.16       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-025 CL | 2054-02-20      | 5.5000%  | 0.0000% | $75000000.00       | $69010764.82       | Agency Collateralized Mortgage Obligation |
| GNRM 2013-071 GA | 2041-07-20      | 2.5000%  | 0.0000% | $1375000.00        | $73977.63          | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 DB | 2054-10-20      | 5.0000%  | 0.0000% | $20000000.00       | $19954680.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 CB | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $51223950.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-082 A  | 2048-04-20      | 3.5000%  | 0.0000% | $24131000.00       | $21730368.19       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-177 PL | 2051-06-20      | 6.0000%  | 0.0000% | $1000000.00        | $152046.95         | Agency Collateralized Mortgage Obligation |
| GNII SF MA8150 M | 2052-07-20      | 4.0000%  | 0.0000% | $50000000.00       | $37014945.03       | Agency Mortgage-Backed Securities         |
| GNRM 2025-151 BE | 2051-07-20      | 4.5000%  | 0.0000% | $43362390.00       | $42922212.67       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 GD | 2053-01-20      | 4.5000%  | 0.0000% | $622303.00         | $609679.58         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0686 M | 2055-09-20      | 5.5000%  | 0.0000% | $160703405.00      | $162885968.40      | Agency Mortgage-Backed Securities         |
| GNRM 2024-097 D  | 2050-12-20      | 4.5000%  | 0.0000% | $27204752.00       | $19546553.75       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 CE | 2050-05-20      | 4.5000%  | 0.0000% | $7000000.00        | $6661301.67        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 GL | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24877450.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 LW | 2055-08-20      | 4.5000%  | 0.0000% | $2137529.00        | $2017645.69        | Agency Collateralized Mortgage Obligation |
| GNRM 2004-018 WD | 2034-02-20      | 5.5000%  | 0.0000% | $6000.00           | $981.80            | Agency Collateralized Mortgage Obligation |
| GNRM 2015-095 KA | 2043-02-20      | 2.5000%  | 0.0000% | $3820000.00        | $501358.91         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-180 EB | 2055-05-20      | 4.5000%  | 0.0000% | $62282990.00       | $61920831.07       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-119 BP | 2052-12-20      | 5.0000%  | 0.0000% | $30770000.00       | $30540288.49       | Agency Collateralized Mortgage Obligation |
| GNRM 2017-148 AK | 2059-07-16      | 2.7500%  | 0.0000% | $12000000.00       | $3860454.75        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-151 HC | 2055-02-20      | 4.0000%  | 0.0000% | $16679146.00       | $16230754.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 KW | 2055-08-20      | 4.5000%  | 0.0000% | $887755.00         | $823603.16         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 HW | 2055-05-20      | 4.0000%  | 0.0000% | $650040.00         | $584944.34         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GA | 2048-05-20      | 5.5000%  | 0.0000% | $8825000.00        | $3411812.72        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-079 PB | 2053-07-20      | 4.5000%  | 0.0000% | $10000000.00       | $7606844.29        | Agency Collateralized Mortgage Obligation |
| GNRM 2014-091 CB | 2040-01-16      | 2.2500%  | 0.0000% | $325000.00         | $12706.41          | Agency Collateralized Mortgage Obligation |
| GNRM 2024-044 D  | 2051-06-20      | 4.5000%  | 0.0000% | $1900000.00        | $1490741.88        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-115 YA | 2050-08-20      | 1.0000%  | 0.0000% | $4070959.00        | $1929709.23        | Agency Collateralized Mortgage Obligation |

### Security 304: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.090000%
- **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: ARP1D0U87, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1D0U87
- **C.18 - Value (incl. sponsor support):** $1630000000.00
- **C.18.a - Value (excl. sponsor support):** $1630000000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 BI3168 C | 2048-07-20      | 5.0000%  | 0.0000% | $465000.00         | $20432.17          | Agency Mortgage-Backed Securities         |
| GNII SF BG8687 C | 2049-04-20      | 3.5000%  | 0.0000% | $2030000.00        | $121013.55         | Agency Mortgage-Backed Securities         |
| GNII SF DK4075 C | 2055-06-20      | 7.0000%  | 0.0000% | $1443785.00        | $1510250.55        | Agency Mortgage-Backed Securities         |
| GNII SF AU1729 C | 2046-06-20      | 3.5000%  | 0.0000% | $1557920.00        | $65446.43          | Agency Mortgage-Backed Securities         |
| GNII SF 737971 C | 2035-05-20      | 5.5000%  | 0.0000% | $100000.00         | $2349.64           | Agency Mortgage-Backed Securities         |
| GNII SF 004540 M | 2039-09-20      | 4.5000%  | 0.0000% | $258091.00         | $9054.28           | Agency Mortgage-Backed Securities         |
| GNRM 2023-031 AD | 2057-02-16      | 3.6000%  | 0.0000% | $5243000.00        | $4731650.36        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9663 M | 2050-06-20      | 3.0000%  | 0.0000% | $67041.00          | $51753.71          | Agency Mortgage-Backed Securities         |
| GNII SF BE6527 C | 2048-02-20      | 3.5000%  | 0.0000% | $322220.00         | $62854.82          | Agency Mortgage-Backed Securities         |
| GNII SF BT8093 C | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $118394.77         | Agency Mortgage-Backed Securities         |
| GNII SF MB0528 M | 2040-08-20      | 5.0000%  | 0.0000% | $1629807.00        | $1588500.91        | Agency Mortgage-Backed Securities         |
| GNII SF CX6931 C | 2053-10-20      | 6.0000%  | 0.0000% | $1498957.00        | $430059.11         | Agency Mortgage-Backed Securities         |
| GNRM 2017-100 AB | 2052-04-16      | 2.3000%  | 0.0000% | $4200000.00        | $436989.76         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-045 A  | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $62811156.31       | Agency Collateralized Mortgage Obligation |
| GNII SF DH6285 C | 2055-02-20      | 6.5000%  | 0.0000% | $1537104.00        | $1630012.94        | Agency Mortgage-Backed Securities         |
| GNII SF 626972 C | 2045-08-20      | 3.5000%  | 0.0000% | $953799.00         | $417076.17         | Agency Mortgage-Backed Securities         |
| GNII SF MA8568 M | 2052-06-20      | 4.5000%  | 0.0000% | $1091908.00        | $871392.54         | Agency Mortgage-Backed Securities         |
| GNRM 2022-055 AG | 2062-10-16      | 1.5000%  | 0.0000% | $20405000.00       | $14486336.07       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-008 BA | 2064-02-16      | 3.7500%  | 0.0000% | $1000000.00        | $892127.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-194 BA | 2065-10-16      | 3.8600%  | 0.0000% | $2060000.00        | $1766468.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-108 D  | 2060-08-16      | 3.0000%  | 0.0000% | $22100000.00       | $17838081.12       | Agency Collateralized Mortgage Obligation |
| GNII SF AL8233 C | 2045-03-20      | 3.5000%  | 0.0000% | $4339148.00        | $193448.52         | Agency Mortgage-Backed Securities         |
| GNII SF BB3407 C | 2047-07-20      | 3.5000%  | 0.0000% | $396304.00         | $109500.49         | Agency Mortgage-Backed Securities         |
| GNII SF BA8386 C | 2047-11-20      | 3.5000%  | 0.0000% | $2379474.00        | $1149407.89        | Agency Mortgage-Backed Securities         |
| GNRM 2024-045 C  | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $63372532.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-179 BE | 2067-03-16      | 5.0000%  | 0.0000% | $11990000.00       | $11675286.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-182 FD | 2053-12-20      | 5.3989%  | 0.0000% | $34873120.00       | $21537755.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2013-107 AD | 2047-11-16      | 2.7804%  | 0.0000% | $3500000.00        | $479196.51         | Agency Collateralized Mortgage Obligation |
| GNII SF DK6654 C | 2055-06-20      | 7.0000%  | 0.0000% | $1308737.00        | $1365142.87        | Agency Mortgage-Backed Securities         |
| GNII SF DK3343 C | 2055-05-20      | 6.5000%  | 0.0000% | $3491185.00        | $3409941.26        | Agency Mortgage-Backed Securities         |
| GNII SF DE4888 C | 2055-06-20      | 6.0000%  | 0.0000% | $1849913.00        | $1920950.98        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9477 C | 2055-06-20      | 6.0000%  | 0.0000% | $1461801.00        | $1514745.51        | Agency Mortgage-Backed Securities         |
| GNII SF 004745 M | 2040-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2041.75           | Agency Mortgage-Backed Securities         |
| GNII SF BC2596 C | 2047-10-20      | 4.0000%  | 0.0000% | $99226.00          | $8190.94           | Agency Mortgage-Backed Securities         |
| GNII SF DK7847 C | 2055-07-20      | 7.0000%  | 0.0000% | $8232072.00        | $8774274.87        | Agency Mortgage-Backed Securities         |
| GNII SF DK3295 C | 2055-06-20      | 7.0000%  | 0.0000% | $1733899.00        | $1725102.22        | Agency Mortgage-Backed Securities         |
| GNII SF DK3235 C | 2055-07-20      | 6.0000%  | 0.0000% | $5126736.00        | $5280189.15        | Agency Mortgage-Backed Securities         |
| GNII SF DM6765 C | 2055-10-20      | 5.5000%  | 0.0000% | $8533584.00        | $8745500.85        | Agency Mortgage-Backed Securities         |
| GNII SF DN2548 C | 2055-11-20      | 6.0000%  | 0.0000% | $5498633.00        | $5713552.57        | Agency Mortgage-Backed Securities         |
| GNII SF DM6695 C | 2055-10-20      | 6.0000%  | 0.0000% | $2081655.00        | $2167151.43        | Agency Mortgage-Backed Securities         |
| GNII SF MB0339 M | 2040-05-20      | 4.5000%  | 0.0000% | $270000.00         | $262470.38         | Agency Mortgage-Backed Securities         |
| GNII SF MA5624 M | 2033-12-20      | 4.0000%  | 0.0000% | $1528813.00        | $141725.52         | Agency Mortgage-Backed Securities         |
| GNII SF MA6312 M | 2034-12-20      | 4.0000%  | 0.0000% | $44770.00          | $6706.94           | Agency Mortgage-Backed Securities         |
| GNII SF MA6866 M | 2050-07-20      | 3.0000%  | 0.0000% | $129896429.00      | $40597158.38       | Agency Mortgage-Backed Securities         |
| GNII SF MA4262 M | 2047-02-20      | 3.5000%  | 0.0000% | $506469050.00      | $61612694.89       | Agency Mortgage-Backed Securities         |
| GNII SF MA5984 M | 2049-06-20      | 3.0000%  | 0.0000% | $167498681.00      | $23028573.16       | Agency Mortgage-Backed Securities         |
| GNII SF CU6444 C | 2053-05-20      | 6.5000%  | 0.0000% | $9078974.00        | $3214442.55        | Agency Mortgage-Backed Securities         |
| GNII SF MB0749 M | 2055-11-20      | 7.0000%  | 0.0000% | $3395948.00        | $3539223.05        | Agency Mortgage-Backed Securities         |
| GNII SF CT7445 C | 2053-04-20      | 6.0000%  | 0.0000% | $699792.00         | $652070.63         | Agency Mortgage-Backed Securities         |
| GNII SF AE2162 C | 2035-10-20      | 5.5000%  | 0.0000% | $3114397.00        | $323133.87         | Agency Mortgage-Backed Securities         |
| GNII SF MB0557 M | 2053-01-20      | 6.0000%  | 0.0000% | $246089963.00      | $249999999.12      | Agency Mortgage-Backed Securities         |
| GNII SF CZ3716 C | 2054-01-20      | 7.5000%  | 0.0000% | $1080211.00        | $646922.50         | Agency Mortgage-Backed Securities         |
| GNII SF CU1037 C | 2053-06-20      | 6.5000%  | 0.0000% | $2485083.00        | $1565324.73        | Agency Mortgage-Backed Securities         |
| GNII SF CZ1889 C | 2054-01-20      | 6.5000%  | 0.0000% | $1078217.00        | $892436.31         | Agency Mortgage-Backed Securities         |
| GNII SF CX8298 C | 2053-11-20      | 6.5000%  | 0.0000% | $2221154.00        | $1970751.50        | Agency Mortgage-Backed Securities         |
| GNII SF AZ7147 C | 2047-07-20      | 3.5000%  | 0.0000% | $280484.00         | $73678.02          | Agency Mortgage-Backed Securities         |
| GNII SF CX3291 C | 2053-11-20      | 6.5000%  | 0.0000% | $8101607.00        | $4196394.96        | Agency Mortgage-Backed Securities         |
| GNRA 2025-199 FD | 2055-11-20      | 5.2468%  | 0.0000% | $54000000.00       | $54761073.96       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-179 AC | 2066-09-16      | 4.7500%  | 0.0000% | $29974000.00       | $29959442.55       | Agency Collateralized Mortgage Obligation |
| GNII SF MA3527 M | 2038-12-20      | 6.5000%  | 0.0000% | $100000.00         | $11396.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA3521 M | 2046-03-20      | 3.5000%  | 0.0000% | $400000.00         | $39060.40          | Agency Mortgage-Backed Securities         |
| GNII SF MA4965 M | 2048-01-20      | 5.0000%  | 0.0000% | $5121669.00        | $497718.49         | Agency Mortgage-Backed Securities         |
| GNII SF DK3352 C | 2055-05-20      | 6.0000%  | 0.0000% | $10238343.00       | $10382143.03       | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M | 2048-10-20      | 4.0000%  | 0.0000% | $2895882.00        | $266490.68         | Agency Mortgage-Backed Securities         |
| GNII SF MA6542 M | 2050-02-20      | 3.5000%  | 0.0000% | $3354506.00        | $496597.21         | Agency Mortgage-Backed Securities         |
| GNII SF DK7147 C | 2055-05-20      | 7.0000%  | 0.0000% | $1580378.00        | $1650210.24        | Agency Mortgage-Backed Securities         |
| GNII SF 004677 M | 2040-04-20      | 4.0000%  | 0.0000% | $25000.00          | $1171.89           | Agency Mortgage-Backed Securities         |
| GNII SF 004195 M | 2038-07-20      | 6.0000%  | 0.0000% | $18808135.00       | $219225.39         | Agency Mortgage-Backed Securities         |
| GNII SF 004244 M | 2038-09-20      | 5.5000%  | 0.0000% | $243808.00         | $3212.07           | Agency Mortgage-Backed Securities         |
| GNII SF 002548 M | 2028-02-20      | 7.0000%  | 0.0000% | $186402739.00      | $81945.67          | Agency Mortgage-Backed Securities         |
| GNII SF CT6549 C | 2054-01-20      | 7.5000%  | 0.0000% | $23096824.00       | $19787104.81       | Agency Mortgage-Backed Securities         |
| GNII SF AL6997 C | 2045-04-20      | 3.5000%  | 0.0000% | $3044169.00        | $332784.47         | Agency Mortgage-Backed Securities         |
| GNII SF 003820 M | 2036-02-20      | 6.0000%  | 0.0000% | $580000.00         | $7903.82           | Agency Mortgage-Backed Securities         |
| GNII SF MA5301 M | 2033-07-20      | 4.0000%  | 0.0000% | $154800.00         | $15510.09          | Agency Mortgage-Backed Securities         |
| GNII SF CY2902 C | 2054-07-20      | 6.5000%  | 0.0000% | $1442111.00        | $1476388.71        | Agency Mortgage-Backed Securities         |
| GNII SF 004292 M | 2038-11-20      | 6.5000%  | 0.0000% | $250000.00         | $3527.90           | Agency Mortgage-Backed Securities         |
| GNII SF AT7573 C | 2046-06-20      | 3.5000%  | 0.0000% | $2000000.00        | $312648.64         | Agency Mortgage-Backed Securities         |
| GNII SF DH3851 C | 2055-01-20      | 6.5000%  | 0.0000% | $1128487.00        | $1174323.56        | Agency Mortgage-Backed Securities         |
| GNRM 2024-145 EA | 2053-06-16      | 5.0000%  | 0.0000% | $5000000.00        | $4375677.85        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-016 AV | 2037-10-16      | 4.8500%  | 0.0000% | $1717000.00        | $1679658.07        | Agency Collateralized Mortgage Obligation |
| GNII SF CZ3944 C | 2054-02-20      | 6.0000%  | 0.0000% | $8985682.00        | $6171652.75        | Agency Mortgage-Backed Securities         |
| GNII SF 002895 M | 2030-03-20      | 7.0000%  | 0.0000% | $16740381.00       | $38932.68          | Agency Mortgage-Backed Securities         |
| GNII SF DO5117 C | 2055-11-20      | 6.5000%  | 0.0000% | $2806200.00        | $2941644.05        | Agency Mortgage-Backed Securities         |
| GNII SF 005232 M | 2041-11-20      | 3.5000%  | 0.0000% | $629160.00         | $43192.24          | Agency Mortgage-Backed Securities         |
| GNII SF CV8321 C | 2053-12-20      | 6.5000%  | 0.0000% | $3028637.00        | $2441554.99        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3106 C | 2055-08-20      | 5.5000%  | 0.0000% | $3040123.00        | $3111734.47        | Agency Mortgage-Backed Securities         |
| GNII SF DC2932 C | 2054-05-20      | 6.0000%  | 0.0000% | $1000962.00        | $485000.57         | Agency Mortgage-Backed Securities         |
| GNII SF DH3848 C | 2055-01-20      | 6.0000%  | 0.0000% | $1566383.00        | $1604862.22        | Agency Mortgage-Backed Securities         |
| GNII SF MA8946 M | 2053-06-20      | 4.5000%  | 0.0000% | $319589.00         | $268964.62         | Agency Mortgage-Backed Securities         |
| GNII SF DK3304 C | 2055-06-20      | 6.5000%  | 0.0000% | $9209094.00        | $9438388.90        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3022 C | 2055-08-20      | 5.5000%  | 0.0000% | $7143782.00        | $7272530.00        | Agency Mortgage-Backed Securities         |
| GNII SF MA7647 M | 2051-10-20      | 1.5000%  | 0.0000% | $146947501.00      | $86691255.91       | Agency Mortgage-Backed Securities         |
| GNRA 2025-154 FB | 2055-09-20      | 5.4989%  | 0.0000% | $30000000.00       | $30051770.07       | Agency Collateralized Mortgage Obligation |
| GNII SF DJ9480 C | 2055-07-20      | 6.5000%  | 0.0000% | $3802144.00        | $3990325.12        | Agency Mortgage-Backed Securities         |
| GNII SF DE3750 C | 2054-09-20      | 6.5000%  | 0.0000% | $1852666.00        | $1648272.41        | Agency Mortgage-Backed Securities         |
| GNII SF DG7410 C | 2055-01-20      | 7.5000%  | 0.0000% | $1465173.00        | $1571331.87        | Agency Mortgage-Backed Securities         |
| GNII SF DJ8397 C | 2055-06-20      | 5.5000%  | 0.0000% | $1042732.00        | $1058161.05        | Agency Mortgage-Backed Securities         |
| GNII SF DK3263 C | 2055-06-20      | 6.5000%  | 0.0000% | $1517732.00        | $1584841.36        | Agency Mortgage-Backed Securities         |
| GNII SF 003306 M | 2032-11-20      | 5.5000%  | 0.0000% | $114000.00         | $555.48            | Agency Mortgage-Backed Securities         |
| GNII SF DL4196 C | 2055-07-20      | 6.5000%  | 0.0000% | $3308675.00        | $3458039.29        | Agency Mortgage-Backed Securities         |
| GNII SF MA8492 M | 2052-12-20      | 6.0000%  | 0.0000% | $10001000.00       | $5439035.93        | Agency Mortgage-Backed Securities         |
| GNII SF DL0892 C | 2055-09-20      | 6.0000%  | 0.0000% | $1189398.00        | $1247944.21        | Agency Mortgage-Backed Securities         |
| GNII SF MA6770 M | 2050-07-20      | 5.0000%  | 0.0000% | $518743.00         | $117284.12         | Agency Mortgage-Backed Securities         |
| GNII SF CZ1465 C | 2054-08-20      | 7.5000%  | 0.0000% | $5487784.00        | $5896577.78        | Agency Mortgage-Backed Securities         |
| GNII SF CW4740 C | 2053-07-20      | 7.0000%  | 0.0000% | $18021077.00       | $15174591.81       | Agency Mortgage-Backed Securities         |
| GNII SF DF5257 C | 2054-11-20      | 6.0000%  | 0.0000% | $2376560.00        | $2448596.18        | Agency Mortgage-Backed Securities         |
| GNII SF DH8874 C | 2055-01-20      | 5.5000%  | 0.0000% | $2001260.00        | $2024362.72        | Agency Mortgage-Backed Securities         |
| GNII SF CY0036 C | 2054-01-20      | 7.5000%  | 0.0000% | $1284261.00        | $682989.44         | Agency Mortgage-Backed Securities         |
| GNII SF DE0349 C | 2054-07-20      | 6.5000%  | 0.0000% | $1306235.00        | $1363982.50        | Agency Mortgage-Backed Securities         |
| GNII SF MA6664 M | 2039-01-20      | 7.0000%  | 0.0000% | $234644.00         | $50952.78          | Agency Mortgage-Backed Securities         |
| GNII SF DK3240 C | 2055-07-20      | 6.0000%  | 0.0000% | $1017640.00        | $1004553.42        | Agency Mortgage-Backed Securities         |
| GNII SF DK4482 C | 2055-06-20      | 6.5000%  | 0.0000% | $7784867.00        | $8203204.37        | Agency Mortgage-Backed Securities         |
| GNII SF DN5978 C | 2055-10-20      | 6.5000%  | 0.0000% | $3175825.00        | $3320556.80        | Agency Mortgage-Backed Securities         |
| GNRM 2017-57 B   | 2059-12-16      | 2.5000%  | 0.0000% | $4000000.00        | $2974944.05        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0307 M | 2055-04-20      | 5.0000%  | 0.0000% | $5485377.00        | $5421587.21        | Agency Mortgage-Backed Securities         |
| GNRM 2022-162 BA | 2054-04-16      | 2.5000%  | 0.0000% | $315000.00         | $259012.33         | Agency Collateralized Mortgage Obligation |
| GNII SF CX3272 C | 2053-12-20      | 6.5000%  | 0.0000% | $2964049.00        | $2020125.32        | Agency Mortgage-Backed Securities         |
| GNII SF DC2170 C | 2054-08-20      | 6.5000%  | 0.0000% | $1193022.00        | $1235143.92        | Agency Mortgage-Backed Securities         |
| GNII SF DN5971 C | 2055-10-20      | 6.5000%  | 0.0000% | $1952426.00        | $2040972.31        | Agency Mortgage-Backed Securities         |
| GNII SF DA9992 C | 2054-04-20      | 6.5000%  | 0.0000% | $4522760.00        | $2560994.54        | Agency Mortgage-Backed Securities         |
| GNII SF CX6929 C | 2053-10-20      | 6.0000%  | 0.0000% | $1903299.00        | $1023106.47        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3954 C | 2054-02-20      | 6.0000%  | 0.0000% | $4059980.00        | $3123302.15        | Agency Mortgage-Backed Securities         |
| GNII SF DD3214 C | 2054-09-20      | 7.0000%  | 0.0000% | $1460314.00        | $1146912.10        | Agency Mortgage-Backed Securities         |
| GNII SF MA5874 M | 2049-04-20      | 3.0000%  | 0.0000% | $22167791.00       | $2971446.31        | Agency Mortgage-Backed Securities         |
| GNII SF MA5906 M | 2034-05-20      | 4.0000%  | 0.0000% | $268874.00         | $34325.86          | Agency Mortgage-Backed Securities         |
| GNII SF DL0848 C | 2055-09-20      | 6.0000%  | 0.0000% | $12970286.00       | $13386751.63       | Agency Mortgage-Backed Securities         |
| GNII SF MA7365 M | 2051-05-20      | 1.5000%  | 0.0000% | $724554.00         | $396838.53         | Agency Mortgage-Backed Securities         |
| GNII SF CS0136 C | 2053-02-20      | 6.5000%  | 0.0000% | $5033135.00        | $3726502.44        | Agency Mortgage-Backed Securities         |
| GNII SF CY9184 C | 2054-04-20      | 6.0000%  | 0.0000% | $7143118.00        | $5916424.25        | Agency Mortgage-Backed Securities         |
| GNII SF DB8115 C | 2054-06-20      | 6.5000%  | 0.0000% | $1429494.00        | $1176508.86        | Agency Mortgage-Backed Securities         |
| GNII SF 738517 C | 2041-07-20      | 4.5000%  | 0.0000% | $5355867.00        | $409354.54         | Agency Mortgage-Backed Securities         |
| GNII SF BR6221 C | 2049-12-20      | 4.5000%  | 0.0000% | $2255545.00        | $320781.04         | Agency Mortgage-Backed Securities         |
| GNII SF DN1238 C | 2055-10-20      | 6.0000%  | 0.0000% | $1888841.00        | $1965409.86        | Agency Mortgage-Backed Securities         |
| GNII SF BT1888 C | 2050-12-20      | 2.5000%  | 0.0000% | $190000.00         | $110884.49         | Agency Mortgage-Backed Securities         |
| GNII SF BI3300 C | 2048-09-20      | 4.5000%  | 0.0000% | $9304057.00        | $1409055.20        | Agency Mortgage-Backed Securities         |
| GNII SF MA0941 M | 2036-08-20      | 7.0000%  | 0.0000% | $250000.00         | $15490.92          | Agency Mortgage-Backed Securities         |
| GNRA 2023-133 FN | 2053-09-20      | 5.0989%  | 0.0000% | $50000000.00       | $30687947.94       | Agency Collateralized Mortgage Obligation |
| GNII SF MA3669 M | 2034-01-20      | 6.5000%  | 0.0000% | $130000.00         | $13537.03          | Agency Mortgage-Backed Securities         |
| GNRM 2022-167 AB | 2050-10-16      | 2.3000%  | 0.0000% | $7847378.00        | $6630310.23        | Agency Collateralized Mortgage Obligation |
| GNII SF 003891 M | 2036-08-20      | 6.5000%  | 0.0000% | $565000.00         | $5161.48           | Agency Mortgage-Backed Securities         |
| GNII SF 003162 M | 2031-11-20      | 7.0000%  | 0.0000% | $2012718.00        | $4271.65           | Agency Mortgage-Backed Securities         |
| GNII SF DE0243 C | 2054-10-20      | 6.5000%  | 0.0000% | $1308847.00        | $970514.21         | Agency Mortgage-Backed Securities         |
| GNRM 2025-158 BF | 2066-12-16      | 5.0000%  | 0.0000% | $5173000.00        | $5083703.67        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-071 AE | 2057-10-16      | 2.0000%  | 0.0000% | $1065000.00        | $216293.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-101 LF | 2055-06-20      | 5.3489%  | 0.0000% | $30000000.00       | $29664152.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-149 FQ | 2053-10-20      | 5.5989%  | 0.0000% | $50000000.00       | $26767646.91       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0118 M | 2040-01-20      | 3.5000%  | 0.0000% | $875079.00         | $804955.62         | Agency Mortgage-Backed Securities         |
| GNII SF DI4447 C | 2055-09-20      | 6.0000%  | 0.0000% | $2624794.00        | $2709671.94        | Agency Mortgage-Backed Securities         |
| GNII SF MB0201 M | 2055-01-20      | 3.5000%  | 0.0000% | $117018851.00      | $105731576.68      | Agency Mortgage-Backed Securities         |
| GNII SF MB0621 M | 2055-09-20      | 4.5000%  | 0.0000% | $693706.00         | $679863.54         | Agency Mortgage-Backed Securities         |
| GNII SF MA1201 M | 2028-08-20      | 2.0000%  | 0.0000% | $812282.00         | $36502.01          | Agency Mortgage-Backed Securities         |
| GNII SF MA4381 M | 2047-04-20      | 3.0000%  | 0.0000% | $20999676.00       | $3189776.30        | Agency Mortgage-Backed Securities         |
| GNII SF CJ9731 C | 2052-01-20      | 2.5000%  | 0.0000% | $851731.00         | $630108.76         | Agency Mortgage-Backed Securities         |
| GNII SF MA2682 M | 2038-11-20      | 5.5000%  | 0.0000% | $95526.00          | $6393.01           | Agency Mortgage-Backed Securities         |
| GNII SF MA6216 M | 2049-06-20      | 2.0000%  | 0.0000% | $413423.00         | $201667.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA5078 M | 2048-03-20      | 4.0000%  | 0.0000% | $14800000.00       | $1345532.76        | Agency Mortgage-Backed Securities         |
| GNII SF DM6682 C | 2055-09-20      | 5.5000%  | 0.0000% | $1392946.00        | $1425715.43        | Agency Mortgage-Backed Securities         |
| GNII SF DL4157 C | 2055-07-20      | 6.5000%  | 0.0000% | $12866803.00       | $13393522.14       | Agency Mortgage-Backed Securities         |
| GNII SF DM6759 C | 2055-10-20      | 5.5000%  | 0.0000% | $31405593.00       | $32042176.89       | Agency Mortgage-Backed Securities         |
| GNII SF CV8132 C | 2053-10-20      | 6.0000%  | 0.0000% | $1208795.00        | $675944.68         | Agency Mortgage-Backed Securities         |
| GNII SF MB0143 M | 2055-01-20      | 3.5000%  | 0.0000% | $33098918.00       | $29889861.09       | Agency Mortgage-Backed Securities         |
| GNII SF DN5989 C | 2055-10-20      | 6.5000%  | 0.0000% | $11466474.00       | $11988195.50       | Agency Mortgage-Backed Securities         |
| GNII SF 004873 M | 2040-10-20      | 3.0000%  | 0.0000% | $75837.00          | $7457.77           | Agency Mortgage-Backed Securities         |
| GNII SF MA0318 M | 2042-08-20      | 3.5000%  | 0.0000% | $120115000.00      | $9668654.80        | Agency Mortgage-Backed Securities         |
| GNII SF 004291 M | 2038-11-20      | 6.0000%  | 0.0000% | $474524.00         | $5127.95           | Agency Mortgage-Backed Securities         |
| GNII SF DO5616 C | 2055-11-20      | 6.5000%  | 0.0000% | $1699415.00        | $1803490.57        | Agency Mortgage-Backed Securities         |
| GNII SF MB0717 M | 2040-11-20      | 5.0000%  | 0.0000% | $430850.00         | $436673.80         | Agency Mortgage-Backed Securities         |
| GNII SF AX5408 C | 2046-11-20      | 3.0000%  | 0.0000% | $1254591.00        | $326926.81         | Agency Mortgage-Backed Securities         |
| GNII SF CL3166 C | 2042-01-20      | 5.0000%  | 0.0000% | $1044633.00        | $654600.41         | Agency Mortgage-Backed Securities         |
| GNII SF DO5116 C | 2055-11-20      | 6.5000%  | 0.0000% | $1614728.00        | $1700059.92        | Agency Mortgage-Backed Securities         |
| GNII SF CC0878 C | 2051-01-20      | 2.0000%  | 0.0000% | $1262876.00        | $911675.05         | Agency Mortgage-Backed Securities         |
| GNII SF 003132 M | 2031-09-20      | 6.0000%  | 0.0000% | $18150000.00       | $35377.33          | Agency Mortgage-Backed Securities         |
| GNII SF 003296 M | 2032-10-20      | 6.0000%  | 0.0000% | $314000.00         | $1258.89           | Agency Mortgage-Backed Securities         |
| GNII SF CD7215 C | 2051-05-20      | 2.5000%  | 0.0000% | $5100000.00        | $2835865.15        | Agency Mortgage-Backed Securities         |
| GNII SF 003678 M | 2035-02-20      | 5.5000%  | 0.0000% | $361000.00         | $5926.02           | Agency Mortgage-Backed Securities         |
| GNII SF DH7156 C | 2055-02-20      | 6.0000%  | 0.0000% | $2084403.00        | $2019465.07        | Agency Mortgage-Backed Securities         |
| GNII SF DG9664 C | 2055-01-20      | 6.5000%  | 0.0000% | $1847364.00        | $1527513.45        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9482 C | 2055-07-20      | 6.5000%  | 0.0000% | $2893991.00        | $3035332.90        | Agency Mortgage-Backed Securities         |
| GNII SF DD8236 C | 2054-09-20      | 5.5000%  | 0.0000% | $1049364.00        | $1060001.78        | Agency Mortgage-Backed Securities         |
| GNII SF CZ1878 C | 2054-01-20      | 6.5000%  | 0.0000% | $2073961.00        | $797779.53         | Agency Mortgage-Backed Securities         |
| GNII SF MA1839 M | 2044-04-20      | 4.0000%  | 0.0000% | $1404539.00        | $84831.25          | Agency Mortgage-Backed Securities         |
| GNII SF 004371 M | 2039-02-20      | 6.0000%  | 0.0000% | $50000.00          | $858.49            | Agency Mortgage-Backed Securities         |
| GNII SF BO1550 C | 2049-07-20      | 4.0000%  | 0.0000% | $7989971.00        | $1588481.47        | Agency Mortgage-Backed Securities         |
| GNII SF MA0935 M | 2043-04-20      | 4.0000%  | 0.0000% | $580000.00         | $47719.74          | Agency Mortgage-Backed Securities         |
| GNII SF CI0117 C | 2052-04-20      | 3.0000%  | 0.0000% | $1687801.00        | $1415439.77        | Agency Mortgage-Backed Securities         |
| GNRA 2024-052 AB | 2065-04-16      | 4.0000%  | 0.0000% | $320000.00         | $301348.22         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-070 BA | 2054-07-16      | 4.7500%  | 0.0000% | $7600000.00        | $7202109.59        | Agency Collateralized Mortgage Obligation |
| GNII SF MA2754 M | 2045-04-20      | 3.5000%  | 0.0000% | $2741209.00        | $201029.20         | Agency Mortgage-Backed Securities         |
| GNII SF MA9303 M | 2053-11-20      | 4.5000%  | 0.0000% | $10000.00          | $9036.69           | Agency Mortgage-Backed Securities         |
| GNII SF MA4002 M | 2046-10-20      | 2.5000%  | 0.0000% | $800000.00         | $124166.31         | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M | 2054-04-20      | 5.5000%  | 0.0000% | $25000.00          | $20971.20          | Agency Mortgage-Backed Securities         |
| GNII SF DM8066 C | 2055-11-20      | 6.0000%  | 0.0000% | $1370843.00        | $1429295.75        | Agency Mortgage-Backed Securities         |
| GNII SF DN0426 C | 2055-10-20      | 5.5000%  | 0.0000% | $1984317.00        | $2035568.90        | Agency Mortgage-Backed Securities         |
| GNII SF MA4654 M | 2047-08-20      | 4.5000%  | 0.0000% | $53066759.00       | $4682304.55        | Agency Mortgage-Backed Securities         |
| GNII SF MA0087 M | 2042-05-20      | 3.0000%  | 0.0000% | $754899.00         | $62321.97          | Agency Mortgage-Backed Securities         |
| GNII SF MA1011 M | 2043-05-20      | 3.0000%  | 0.0000% | $2795000.00        | $303767.79         | Agency Mortgage-Backed Securities         |
| GNII SF DL3778 C | 2055-10-20      | 5.5000%  | 0.0000% | $2196382.00        | $2240979.26        | Agency Mortgage-Backed Securities         |
| GNII SF CA2457 C | 2051-01-20      | 2.0000%  | 0.0000% | $8090000.00        | $4162227.43        | Agency Mortgage-Backed Securities         |
| GNII SF DK5645 C | 2055-06-20      | 5.5000%  | 0.0000% | $1808397.00        | $1834485.04        | Agency Mortgage-Backed Securities         |
| GNII SF DL4087 C | 2055-08-20      | 6.5000%  | 0.0000% | $2937572.00        | $3028299.70        | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M | 2054-06-20      | 6.5000%  | 0.0000% | $473392323.00      | $250000000.05      | Agency Mortgage-Backed Securities         |
| GNII SF DK0891 C | 2055-05-20      | 6.0000%  | 0.0000% | $9730328.00        | $9999785.15        | Agency Mortgage-Backed Securities         |
| GNII SF MA6218 M | 2049-10-20      | 3.0000%  | 0.0000% | $1414519.00        | $220906.74         | Agency Mortgage-Backed Securities         |
| GNII SF DK5857 C | 2055-05-20      | 6.0000%  | 0.0000% | $3820539.00        | $3928568.59        | Agency Mortgage-Backed Securities         |
| GNII SF DK7949 C | 2055-07-20      | 6.5000%  | 0.0000% | $1361254.00        | $1423770.88        | Agency Mortgage-Backed Securities         |
| GNII SF DL3781 C | 2055-10-20      | 6.0000%  | 0.0000% | $1842204.00        | $1916387.14        | Agency Mortgage-Backed Securities         |
| GNII SF MA4901 M | 2047-12-20      | 4.0000%  | 0.0000% | $1261000.00        | $136468.99         | Agency Mortgage-Backed Securities         |
| GNII SF MA5935 M | 2049-05-20      | 6.0000%  | 0.0000% | $113723.00         | $13791.67          | Agency Mortgage-Backed Securities         |
| GNII SF MA6937 M | 2050-10-20      | 5.5000%  | 0.0000% | $100000.00         | $33331.12          | Agency Mortgage-Backed Securities         |
| GNII SF 003774 M | 2035-10-20      | 5.5000%  | 0.0000% | $7564195.00        | $131521.70         | Agency Mortgage-Backed Securities         |
| GNII SF 004854 M | 2040-11-20      | 4.5000%  | 0.0000% | $103431255.00      | $5144492.44        | Agency Mortgage-Backed Securities         |
| GNII SF MB0150 M | 2054-12-20      | 7.0000%  | 0.0000% | $747348.00         | $443196.58         | Agency Mortgage-Backed Securities         |
| GNII SF 004269 M | 2038-10-20      | 6.5000%  | 0.0000% | $50000.00          | $564.89            | Agency Mortgage-Backed Securities         |
| GNII SF 005331 M | 2042-03-20      | 3.5000%  | 0.0000% | $1307000.00        | $89897.25          | Agency Mortgage-Backed Securities         |
| GNII SF MA7765 M | 2051-12-20      | 1.5000%  | 0.0000% | $5824148.00        | $3643896.11        | Agency Mortgage-Backed Securities         |
| GNII SF MA7826 M | 2052-01-20      | 2.0000%  | 0.0000% | $22408606.00       | $13951506.70       | Agency Mortgage-Backed Securities         |
| GNII SF MA8203 M | 2052-08-20      | 5.5000%  | 0.0000% | $784830.00         | $508682.41         | Agency Mortgage-Backed Securities         |
| GNII SF MA7939 M | 2052-02-20      | 4.0000%  | 0.0000% | $2774756.00        | $1864640.25        | Agency Mortgage-Backed Securities         |
| GNII SF 003830 M | 2036-03-20      | 5.5000%  | 0.0000% | $50000.00          | $623.59            | Agency Mortgage-Backed Securities         |
| GNII SF 004946 M | 2041-02-20      | 4.5000%  | 0.0000% | $563333.00         | $22629.36          | Agency Mortgage-Backed Securities         |
| GNII SF 005239 M | 2041-11-20      | 3.0000%  | 0.0000% | $98000.00          | $5957.50           | Agency Mortgage-Backed Securities         |
| GNII SF 002673 M | 2028-11-20      | 6.5000%  | 0.0000% | $5500000.00        | $4377.07           | Agency Mortgage-Backed Securities         |
| GNII SF BD1729 C | 2048-01-20      | 3.5000%  | 0.0000% | $400000.00         | $141799.44         | Agency Mortgage-Backed Securities         |
| GNII SF MA1374 M | 2043-10-20      | 3.0000%  | 0.0000% | $962233.00         | $130948.66         | Agency Mortgage-Backed Securities         |
| GNII SF MA2224 M | 2044-09-20      | 4.0000%  | 0.0000% | $2600000.00        | $171913.58         | Agency Mortgage-Backed Securities         |
| GNII SF BI3255 C | 2048-08-20      | 4.5000%  | 0.0000% | $6592884.00        | $1117690.14        | Agency Mortgage-Backed Securities         |
| GNRA 2022-029 FN | 2051-07-20      | 4.0000%  | 0.0000% | $6865416.00        | $3818352.24        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9391 M | 2039-01-20      | 6.5000%  | 0.0000% | $2836827.00        | $1799634.18        | Agency Mortgage-Backed Securities         |
| GNII SF BB8795 C | 2048-01-20      | 4.0000%  | 0.0000% | $200000.00         | $49025.59          | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M | 2053-07-20      | 6.0000%  | 0.0000% | $100000.00         | $61637.53          | Agency Mortgage-Backed Securities         |
| GNII SF MA9776 M | 2054-06-20      | 4.0000%  | 0.0000% | $2646514.00        | $2399008.59        | Agency Mortgage-Backed Securities         |
| GNII SF 003852 M | 2036-05-20      | 6.0000%  | 0.0000% | $125000.00         | $1531.40           | Agency Mortgage-Backed Securities         |

### Security 305: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.090000%
- **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: ARP1D0UC8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1D0UC8
- **C.18 - Value (incl. sponsor support):** $816000000.00
- **C.18.a - Value (excl. sponsor support):** $816000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET DK6236 C     | 2065-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1020.29           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8639 | 2033-06-01      | 4.5500%  | 0.0000% | $1000000.00        | $1021872.50        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5460 | 2030-11-01      | 4.5800%  | 0.0000% | $5975000.00        | $6141182.67        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5140 | 2030-10-01      | 4.5900%  | 0.0000% | $6093000.00        | $6262437.19        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5650 | 2030-11-01      | 4.3450%  | 0.0000% | $2462000.00        | $2505901.77        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5424 | 2030-11-01      | 4.1600%  | 0.0000% | $9310000.00        | $9397346.42        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5335 | 2030-10-01      | 4.1300%  | 0.0000% | $9752000.00        | $9843741.94        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4645 | 2030-08-01      | 4.8300%  | 0.0000% | $200000.00         | $207883.50         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4889 | 2030-09-01      | 4.1800%  | 0.0000% | $555000.00         | $561501.27         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5620 | 2030-11-01      | 3.9000%  | 0.0000% | $15089000.00       | $15060783.57       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4727 | 2030-06-01      | 5.1500%  | 0.0000% | $900000.00         | $943247.25         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4565 | 2030-08-01      | 4.5300%  | 0.0000% | $170000.00         | $174226.62         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3856 | 2030-08-01      | 4.4900%  | 0.0000% | $100000.00         | $102432.85         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5635 | 2030-11-01      | 4.3400%  | 0.0000% | $5167000.00        | $5255929.24        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5479 | 2030-11-01      | 3.9200%  | 0.0000% | $2230000.00        | $2227883.73        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5581 | 2030-11-01      | 4.0600%  | 0.0000% | $12529000.00       | $12592885.37       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5400 | 2030-11-01      | 4.0100%  | 0.0000% | $14495000.00       | $14553349.62       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5505 | 2030-11-01      | 4.6700%  | 0.0000% | $2198000.00        | $2271500.02        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5216 | 2030-10-01      | 4.3650%  | 0.0000% | $6615000.00        | $6727160.50        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4901 | 2030-09-01      | 4.5100%  | 0.0000% | $17569000.00       | $18017931.87       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5152 | 2030-10-01      | 4.3400%  | 0.0000% | $7387000.00        | $7513443.28        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5469 | 2030-11-01      | 4.2900%  | 0.0000% | $7441000.00        | $7561614.89        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4153 | 2030-06-01      | 4.8000%  | 0.0000% | $7425000.00        | $7700601.15        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS6963 | 2029-10-01      | 4.5600%  | 0.0000% | $25000.00          | $24832.79          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4198 | 2032-06-01      | 4.6900%  | 0.0000% | $20000000.00       | $20679950.00       | Agency Mortgage-Backed Securities |
| FMAR 840955 G        | 2049-04-01      | 5.2810%  | 0.0000% | $5500000.00        | $556699.30         | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.2650%  | 0.0000% | $2454700.00        | $24085.96          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3381 | 2030-03-01      | 4.4000%  | 0.0000% | $250000.00         | $252658.15         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4739 | 2030-08-01      | 4.6100%  | 0.0000% | $30000.00          | $30861.17          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4870 | 2030-09-01      | 4.2900%  | 0.0000% | $12856000.00       | $13064055.08       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4469 | 2030-07-01      | 4.4600%  | 0.0000% | $1884000.00        | $1923739.21        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5456 | 2030-11-01      | 4.1600%  | 0.0000% | $7507000.00        | $7574067.54        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5592 | 2030-11-01      | 4.0300%  | 0.0000% | $9635000.00        | $9687139.80        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5639 | 2030-11-01      | 4.4500%  | 0.0000% | $7345000.00        | $7504757.42        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1178 | 2031-06-01      | 5.8100%  | 0.0000% | $4300000.00        | $4496757.25        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5201 | 2030-10-01      | 4.3700%  | 0.0000% | $7500000.00        | $7638506.25        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5478 | 2030-11-01      | 4.3700%  | 0.0000% | $10855000.00       | $11056854.15       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9584 | 2028-09-01      | 4.8150%  | 0.0000% | $30000.00          | $30880.24          | Agency Mortgage-Backed Securities |
| FMAR 1N0169 G        | 2036-07-01      | 6.3070%  | 0.0000% | $4800000.00        | $41916.67          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4075 | 2030-12-01      | 5.2400%  | 0.0000% | $490000.00         | $512756.54         | Agency Mortgage-Backed Securities |
| FMAR 2B6506 G        | 2047-10-01      | 6.3800%  | 0.0000% | $70000.00          | $5484.91           | Agency Mortgage-Backed Securities |
| FMAR 2B0973 G        | 2042-11-01      | 6.3940%  | 0.0000% | $925000.00         | $11532.58          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4305 | 2032-07-01      | 4.4800%  | 0.0000% | $9200000.00        | $9331918.58        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2700 | 2029-12-01      | 4.5200%  | 0.0000% | $300000.00         | $307559.70         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ5156 | 2030-04-01      | 4.1600%  | 0.0000% | $1338000.00        | $1348712.26        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5095 | 2030-10-01      | 4.3000%  | 0.0000% | $942000.00         | $956406.95         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5341 | 2030-10-01      | 4.6900%  | 0.0000% | $1260000.00        | $1298677.54        | Agency Mortgage-Backed Securities |
| FKAR 04.400 WNWN2740 | 2032-09-01      | 4.4000%  | 0.0000% | $11600000.00       | $11651132.80       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9744 | 2028-10-01      | 5.2800%  | 0.0000% | $2000000.00        | $2081294.00        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5316 | 2030-10-01      | 4.3300%  | 0.0000% | $6949000.00        | $7074217.51        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4423 | 2030-07-01      | 4.8900%  | 0.0000% | $1185000.00        | $1231783.21        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0571 | 2034-02-01      | 5.3000%  | 0.0000% | $846000.00         | $885081.04         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0305 | 2029-02-01      | 4.7900%  | 0.0000% | $30000.00          | $31024.90          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3304 | 2030-03-01      | 4.5500%  | 0.0000% | $150000.00         | $153780.67         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4120 | 2030-07-01      | 4.9900%  | 0.0000% | $490000.00         | $506987.02         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5593 | 2030-11-01      | 4.0200%  | 0.0000% | $3205000.00        | $3216496.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4931 | 2030-10-01      | 4.3800%  | 0.0000% | $2106000.00        | $2145733.90        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4869 | 2030-09-01      | 4.2900%  | 0.0000% | $10342000.00       | $10509369.76       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5568 | 2030-11-01      | 4.3400%  | 0.0000% | $7807000.00        | $7941093.03        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5129 | 2030-11-01      | 3.8700%  | 0.0000% | $5540000.00        | $5527726.13        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5196 | 2030-10-01      | 4.3850%  | 0.0000% | $8500000.00        | $8662721.88        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XXBM7579 | 2031-11-01      | 4.2016%  | 0.0000% | $900000.00         | $912738.15         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4863 | 2030-09-01      | 4.2950%  | 0.0000% | $8889000.00        | $9034844.05        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4648 | 2030-08-01      | 4.3600%  | 0.0000% | $25000.00          | $25455.75          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4486 | 2032-09-01      | 4.4700%  | 0.0000% | $800000.00         | $813723.60         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2775 | 2030-01-01      | 4.3250%  | 0.0000% | $570000.00         | $580675.39         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4998 | 2030-09-01      | 4.0900%  | 0.0000% | $40237000.00       | $40477194.77       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2890 | 2032-03-01      | 4.9500%  | 0.0000% | $500000.00         | $517328.47         | Agency Mortgage-Backed Securities |
| FMAR 8B0490 G        | 2055-10-01      | 4.9490%  | 0.0000% | $1445062.00        | $1467282.57        | Agency Mortgage-Backed Securities |
| GNII JM MB0473 M     | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1003.01           | Agency Mortgage-Backed Securities |
| FKAR 03.850 WEWE5057 | 2040-01-01      | 3.8500%  | 0.0000% | $12000000.00       | $11522322.00       | Agency Mortgage-Backed Securities |
| GNII JM 004918 M     | 2041-01-20      | 4.0000%  | 0.0000% | $1000.00           | $13.93             | Agency Mortgage-Backed Securities |
| FKAR 05.030 WSWS3002 | 2038-05-01      | 5.0300%  | 0.0000% | $520000.00         | $530459.45         | Agency Mortgage-Backed Securities |
| FMAR 1Q1467 G        | 2039-11-01      | 6.5930%  | 0.0000% | $795000.00         | $10833.62          | Agency Mortgage-Backed Securities |
| FKAR 04.450 WNWN4129 | 2035-05-01      | 4.4500%  | 0.0000% | $11950000.00       | $11978243.82       | Agency Mortgage-Backed Securities |
| FMAR 410567 G        | 2027-10-01      | 6.5030%  | 0.0000% | $3262376.00        | $1103.79           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5154 | 2030-10-01      | 4.2950%  | 0.0000% | $3770000.00        | $3826905.32        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS2274 | 2036-06-01      | 2.2450%  | 0.0000% | $5350000.00        | $4195848.78        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9607 | 2030-09-01      | 5.0600%  | 0.0000% | $90000.00          | $94153.59          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5417 | 2030-11-01      | 4.5000%  | 0.0000% | $3222000.00        | $3304850.51        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBL3537 | 2026-08-01      | 2.6050%  | 0.0000% | $1400000.00        | $1386285.25        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ3394 | 2030-03-01      | 4.9000%  | 0.0000% | $460000.00         | $476805.64         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5066 | 2030-09-01      | 4.7800%  | 0.0000% | $4100000.00        | $4248702.90        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4131 | 2030-06-01      | 4.4700%  | 0.0000% | $3400000.00        | $3471153.50        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9377 | 2028-09-01      | 4.6400%  | 0.0000% | $229304.00         | $234345.48         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ5337 | 2030-10-01      | 4.5000%  | 0.0000% | $5104000.00        | $5216615.44        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5452 | 2030-11-01      | 3.9800%  | 0.0000% | $12460000.00       | $12479337.92       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5247 | 2030-10-01      | 4.4500%  | 0.0000% | $3045000.00        | $3110374.63        | Agency Mortgage-Backed Securities |
| FMAR 849192 G        | 2043-12-01      | 6.3650%  | 0.0000% | $10652481.00       | $626569.49         | Agency Mortgage-Backed Securities |
| FMAR 841880 G        | 2045-03-01      | 6.6770%  | 0.0000% | $1184360.00        | $1082947.39        | Agency Mortgage-Backed Securities |
| FMAR 848404 G        | 2036-06-01      | 6.4260%  | 0.0000% | $500000.00         | $17313.87          | Agency Mortgage-Backed Securities |
| FMAR 1B3940 G        | 2035-11-01      | 6.3010%  | 0.0000% | $2915956.00        | $32230.64          | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.5400%  | 0.0000% | $180000.00         | $7920.15           | Agency Mortgage-Backed Securities |
| FMAR 782870 G        | 2034-09-01      | 6.4030%  | 0.0000% | $447136.00         | $5293.06           | Agency Mortgage-Backed Securities |
| GNII JM MA8515 M     | 2052-09-20      | 5.0000%  | 0.0000% | $1000.00           | $668.20            | Agency Mortgage-Backed Securities |
| FMAR 1J0358 G        | 2037-04-01      | 6.9250%  | 0.0000% | $1850000.00        | $5350.56           | Agency Mortgage-Backed Securities |
| FMAR 8C6069 G        | 2055-12-01      | 4.2820%  | 0.0000% | $189980266.00      | $188981824.71      | Agency Mortgage-Backed Securities |
| FMAR 8B0495 G        | 2055-10-01      | 4.6600%  | 0.0000% | $6335770.00        | $6390534.23        | Agency Mortgage-Backed Securities |
| FMAR 781095 G        | 2033-11-01      | 6.2520%  | 0.0000% | $11250000.00       | $56016.67          | Agency Mortgage-Backed Securities |
| FMAR 1G1946 G        | 2037-05-01      | 6.1190%  | 0.0000% | $45971707.00       | $694679.39         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4599 | 2030-08-01      | 4.7300%  | 0.0000% | $3360000.00        | $3471197.52        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3867 | 2030-07-01      | 4.6800%  | 0.0000% | $6796000.00        | $6932504.46        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2664 | 2031-10-01      | 5.4400%  | 0.0000% | $500000.00         | $527246.07         | Agency Mortgage-Backed Securities |
| FMAR 782836 G        | 2034-11-01      | 6.2790%  | 0.0000% | $2700000.00        | $14919.09          | Agency Mortgage-Backed Securities |
| FMAR 847986 G        | 2031-06-01      | 5.7880%  | 0.0000% | $10647613.00       | $391029.30         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HY109653 | 2028-10-01      | 3.5000%  | 0.0000% | $740000.00         | $684699.07         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9156 | 2030-08-01      | 4.4600%  | 0.0000% | $1000000.00        | $1023943.00        | Agency Mortgage-Backed Securities |
| FMAR 1B4406 G        | 2039-08-01      | 6.6540%  | 0.0000% | $1045000.00        | $9471.12           | Agency Mortgage-Backed Securities |
| FMAR 847376 G        | 2034-12-01      | 6.4270%  | 0.0000% | $513000.00         | $788.31            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0874 | 2029-06-01      | 4.7600%  | 0.0000% | $600000.00         | $617496.00         | Agency Mortgage-Backed Securities |
| FMAR 1G0626 G        | 2036-01-01      | 6.6030%  | 0.0000% | $13375620.00       | $33174.54          | Agency Mortgage-Backed Securities |
| FKAR 01.250 WNWN2052 | 2027-03-01      | 1.2500%  | 0.0000% | $4000000.00        | $3612263.21        | Agency Mortgage-Backed Securities |
| FMAR 841879 G        | 2054-09-01      | 6.1230%  | 0.0000% | $11095295.00       | $8160657.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1883 | 2034-09-01      | 4.2900%  | 0.0000% | $579000.00         | $579010.71         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5039 | 2030-09-01      | 4.4300%  | 0.0000% | $7250000.00        | $7409416.62        | Agency Mortgage-Backed Securities |
| FMAR 1Q0379 G        | 2037-11-01      | 6.5130%  | 0.0000% | $1385000.00        | $2669.36           | Agency Mortgage-Backed Securities |
| GNII JM MA6274 M     | 2049-11-20      | 3.0000%  | 0.0000% | $2969498.00        | $248019.61         | Agency Mortgage-Backed Securities |
| FKAR 04.650 WSWS4019 | 2040-07-01      | 4.6500%  | 0.0000% | $918225.00         | $899557.71         | Agency Mortgage-Backed Securities |
| FMAR 1Q0789 G        | 2038-05-01      | 6.8710%  | 0.0000% | $254700.00         | $549.49            | Agency Mortgage-Backed Securities |
| FMAR 1Q0317 G        | 2037-09-01      | 6.5680%  | 0.0000% | $18290445.00       | $174889.63         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8427 | 2028-06-01      | 4.9200%  | 0.0000% | $700000.00         | $710952.90         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9867 | 2030-11-01      | 5.3000%  | 0.0000% | $800000.00         | $845796.00         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  | 0.0000% | $400000.00         | $383522.98         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4357 | 2031-01-01      | 4.8400%  | 0.0000% | $800000.00         | $827430.22         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1029 | 2029-06-01      | 4.9300%  | 0.0000% | $5000000.00        | $5177617.50        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2331 | 2030-08-01      | 4.8600%  | 0.0000% | $1400000.00        | $1450821.40        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4340 | 2030-11-01      | 4.6100%  | 0.0000% | $18050000.00       | $18577538.32       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5729 | 2030-11-01      | 4.3700%  | 0.0000% | $6442000.00        | $6558886.87        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5109 | 2030-10-01      | 4.1850%  | 0.0000% | $11765000.00       | $11904977.03       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9899 | 2031-01-01      | 5.8700%  | 0.0000% | $700000.00         | $753886.35         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8229 | 2030-06-01      | 4.5000%  | 0.0000% | $100000.00         | $102255.50         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS7010 | 2029-09-01      | 4.8100%  | 0.0000% | $910000.00         | $936093.80         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5266 | 2032-10-01      | 4.6400%  | 0.0000% | $6007000.00        | $6159361.55        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4980 | 2030-09-01      | 4.0800%  | 0.0000% | $26068000.00       | $26268436.85       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5564 | 2030-11-01      | 4.1600%  | 0.0000% | $22483000.00       | $22730852.59       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3315 | 2030-03-01      | 4.6800%  | 0.0000% | $1427000.00        | $1468751.17        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4867 | 2030-09-01      | 4.2950%  | 0.0000% | $9825000.00        | $9986201.23        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5138 | 2030-10-01      | 4.2300%  | 0.0000% | $12434000.00       | $12607261.57       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5657 | 2030-11-01      | 4.0500%  | 0.0000% | $10850000.00       | $10901705.68       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5615 | 2030-11-01      | 4.2400%  | 0.0000% | $9000000.00        | $9132804.00        | Agency Mortgage-Backed Securities |
| GNII JM MA9008 M     | 2053-06-20      | 7.0000%  | 0.0000% | $1000.00           | $770.37            | Agency Mortgage-Backed Securities |
| FMAR 842063 G        | 2055-11-01      | 4.2450%  | 0.0000% | $9838223.00        | $9780794.83        | Agency Mortgage-Backed Securities |
| GNII JM MA6566 M     | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $128.24            | Agency Mortgage-Backed Securities |
| FMAR 840698 G        | 2047-03-01      | 3.2710%  | 0.0000% | $9500000.00        | $1266388.72        | Agency Mortgage-Backed Securities |
| FMAR 1N1457 G        | 2037-01-01      | 6.1940%  | 0.0000% | $2742606.00        | $14149.94          | Agency Mortgage-Backed Securities |
| FMAR 1G0608 G        | 2035-12-01      | 6.6030%  | 0.0000% | $13676523.00       | $98418.42          | Agency Mortgage-Backed Securities |
| FMAR 8C1053 G        | 2055-06-01      | 5.7390%  | 0.0000% | $6974865.00        | $5565934.04        | Agency Mortgage-Backed Securities |
| FMAR 841022 G        | 2049-05-01      | 6.5240%  | 0.0000% | $15800000.00       | $963369.98         | Agency Mortgage-Backed Securities |
| FMAR 1N1463 G        | 2037-05-01      | 6.5220%  | 0.0000% | $3000000.00        | $13913.81          | Agency Mortgage-Backed Securities |
| FMAR 1G1834 G        | 2036-02-01      | 7.3200%  | 0.0000% | $24354966.00       | $101089.31         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9403 | 2028-09-01      | 4.8800%  | 0.0000% | $1101186.00        | $1133384.68        | Agency Mortgage-Backed Securities |
| FMAR 1L0132 G        | 2035-07-01      | 6.2500%  | 0.0000% | $42316866.00       | $335608.45         | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $520000.00         | $10740.81          | Agency Mortgage-Backed Securities |
| FMAR 1B2321 G        | 2035-09-01      | 6.5160%  | 0.0000% | $4475000.00        | $185514.08         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS7108 | 2032-12-01      | 4.8300%  | 0.0000% | $2000000.00        | $2030562.35        | Agency Mortgage-Backed Securities |
| FMAR 1B1980 G        | 2034-04-01      | 6.5250%  | 0.0000% | $95000.00          | $680.78            | Agency Mortgage-Backed Securities |
| FMAR 1Q0092 G        | 2036-03-01      | 6.4950%  | 0.0000% | $333657.00         | $3873.10           | Agency Mortgage-Backed Securities |
| FMAR 1G1850 G        | 2036-04-01      | 6.2380%  | 0.0000% | $70334541.00       | $153748.52         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5518 | 2030-11-01      | 4.0700%  | 0.0000% | $7247000.00        | $7280810.88        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5392 | 2030-10-01      | 4.6400%  | 0.0000% | $4012000.00        | $4127881.29        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5454 | 2030-11-01      | 4.5400%  | 0.0000% | $2501000.00        | $2565958.47        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5252 | 2030-10-01      | 4.4500%  | 0.0000% | $6760000.00        | $6921526.82        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS7391 | 2030-01-01      | 4.7300%  | 0.0000% | $57000.00          | $58860.85          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS4030 | 2032-01-01      | 1.9600%  | 0.0000% | $400000.00         | $350325.14         | Agency Mortgage-Backed Securities |
| FMAR 841938 G        | 2050-07-01      | 3.1700%  | 0.0000% | $5994124.00        | $5363227.48        | Agency Mortgage-Backed Securities |
| FMAR 2B5468 G        | 2046-07-01      | 6.3590%  | 0.0000% | $806000.00         | $96910.73          | Agency Mortgage-Backed Securities |
| GNII JM MA9410 M     | 2053-11-20      | 5.5000%  | 0.0000% | $1000.00           | $730.21            | Agency Mortgage-Backed Securities |
| GNII JM MA8143 M     | 2052-07-20      | 4.5000%  | 0.0000% | $1428448.00        | $1090454.66        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3801 | 2031-12-01      | 1.9000%  | 0.0000% | $100000.00         | $88667.30          | Agency Mortgage-Backed Securities |
| FMAR 783015 G        | 2035-02-01      | 6.4350%  | 0.0000% | $4780000.00        | $47295.45          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8096 | 2033-04-01      | 4.7000%  | 0.0000% | $943000.00         | $961346.06         | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M     | 2050-09-20      | 3.0000%  | 0.0000% | $1000.00           | $185.33            | Agency Mortgage-Backed Securities |
| FMAR 2B5130 G        | 2046-02-01      | 6.5560%  | 0.0000% | $610000.00         | $11536.37          | Agency Mortgage-Backed Securities |
| FMAR 1J0506 G        | 2037-07-01      | 6.5190%  | 0.0000% | $43516047.00       | $287338.66         | Agency Mortgage-Backed Securities |
| FMAR 1Q1434 G        | 2040-09-01      | 6.7370%  | 0.0000% | $7900000.00        | $124674.68         | Agency Mortgage-Backed Securities |
| FMAR 1J2876 G        | 2037-09-01      | 6.5750%  | 0.0000% | $9995224.00        | $269962.84         | Agency Mortgage-Backed Securities |
| GNII JM MA5921 M     | 2049-05-20      | 3.5000%  | 0.0000% | $1003.00           | $17.28             | Agency Mortgage-Backed Securities |
| GNII JM MA6530 M     | 2050-03-20      | 2.5000%  | 0.0000% | $1000.00           | $87.45             | Agency Mortgage-Backed Securities |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $75000.00          | $2021.93           | Agency Mortgage-Backed Securities |
| FMAR 848595 G        | 2035-06-01      | 6.2730%  | 0.0000% | $5231621.00        | $354592.73         | Agency Mortgage-Backed Securities |
| FMAR 1G2127 G        | 2037-08-01      | 6.4140%  | 0.0000% | $20408134.00       | $149485.22         | Agency Mortgage-Backed Securities |
| FMAR 1L1312 G        | 2036-01-01      | 6.1830%  | 0.0000% | $3000000.00        | $5791.07           | Agency Mortgage-Backed Securities |
| FMAR 782758 G        | 2036-11-01      | 6.1970%  | 0.0000% | $6250000.00        | $31284.39          | Agency Mortgage-Backed Securities |
| FMAR 1G2603 G        | 2036-10-01      | 6.3580%  | 0.0000% | $2475000.00        | $5781.40           | Agency Mortgage-Backed Securities |
| FMAR 1J1732 G        | 2037-06-01      | 6.6280%  | 0.0000% | $5190000.00        | $32322.56          | Agency Mortgage-Backed Securities |
| GNII ET CP4997 C     | 2062-08-20      | 5.5000%  | 0.0000% | $1000.00           | $423.46            | Agency Mortgage-Backed Securities |
| FMAR 1N1582 G        | 2037-05-01      | 5.9800%  | 0.0000% | $3570000.00        | $25126.95          | Agency Mortgage-Backed Securities |
| FMAR 1G1471 G        | 2037-01-01      | 6.4840%  | 0.0000% | $500000.00         | $2567.75           | Agency Mortgage-Backed Securities |

### Security 306: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0UO2, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1D0UO2
- **C.18 - Value (incl. sponsor support):** $231000000.00
- **C.18.a - Value (excl. sponsor support):** $231000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $131145000.00      | $102335955.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $309900.00         | $277603.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $843600.00         | $753828.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $127286800.00      | $132252682.13      | U.S. Treasuries (including strips) |

### Security 307: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.090000%
- **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: ARP1D0UQ7, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1D0UQ7
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLCA7563 | 2050-11-01      | 2.0000%  | 0.0000% | $36665812.00       | $19855049.07       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4786 | 2050-11-01      | 2.0000%  | 0.0000% | $49964212.00       | $26494951.34       | Agency Mortgage-Backed Securities |

### Security 308: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.090000%
- **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: ARP1D0V11, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1D0V11
- **C.18 - Value (incl. sponsor support):** $136000000.00
- **C.18.a - Value (excl. sponsor support):** $136000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2020-101 AG | 2050-07-20      | 1.5000%  | 0.0000% | $164289.00         | $62824.29          | Agency Collateralized Mortgage Obligation |
| GNRM 2020-147 AE | 2062-06-16      | 1.2500%  | 0.0000% | $150947616.00      | $93862493.54       | Agency Collateralized Mortgage Obligation |
| GNII SF MA6338 M | 2049-12-20      | 3.0000%  | 0.0000% | $272836747.00      | $47057810.39       | Agency Mortgage-Backed Securities         |

### Security 309: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.090000%
- **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: ARP1D0V29, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1D0V29
- **C.18 - Value (incl. sponsor support):** $916000000.00
- **C.18.a - Value (excl. sponsor support):** $916000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLSL2900   | 2055-09-01      | 6.0000%  | 0.0000% | $149836749.00      | $155353535.49      | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $3449000.00        | $3111644.91        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRQ0076   | 2055-11-01      | 5.5000%  | 0.0000% | $824633.00         | $839024.50         | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $528.10            | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M       | 2053-03-20      | 5.5000%  | 0.0000% | $24000.00          | $16975.41          | Agency Mortgage-Backed Securities         |
| GNRA 2024-171 FA       | 2054-10-20      | 5.2489%  | 0.0000% | $55081749.00       | $46971317.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $20797.00          | $11922.11          | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCC1005   | 2055-09-01      | 5.5000%  | 0.0000% | $1071.00           | $1097.40           | Agency Mortgage-Backed Securities         |
| GNII SF CT6001 C       | 2053-05-20      | 5.0000%  | 0.0000% | $1664934.00        | $1668869.05        | Agency Mortgage-Backed Securities         |
| GNII SF BW5983 C       | 2050-07-20      | 3.5000%  | 0.0000% | $1000.00           | $802.69            | Agency Mortgage-Backed Securities         |
| GNII SF MB0487 M       | 2055-07-20      | 6.5000%  | 0.0000% | $20171730.00       | $20649059.09       | Agency Mortgage-Backed Securities         |
| GNPL PN CS2714         | 2058-04-15      | 4.6700%  | 0.0000% | $567118.00         | $554423.22         | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 YF       | 2054-09-20      | 5.2989%  | 0.0000% | $85696567.00       | $73150560.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $193398825.00      | $126550471.86      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 FW       | 2054-08-20      | 5.2489%  | 0.0000% | $100000000.00      | $69904749.91       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ7797   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.20           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5027   | 2053-05-01      | 4.0000%  | 0.0000% | $15067152.00       | $12556754.99       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9242   | 2051-10-01      | 3.0000%  | 0.0000% | $1034.00           | $648.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3057   | 2052-03-01      | 3.0000%  | 0.0000% | $1023.00           | $745.55            | Agency Mortgage-Backed Securities         |
| GNRA 2023-136 FC       | 2053-09-20      | 5.2989%  | 0.0000% | $27707182.00       | $9029072.51        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLSL0624   | 2054-08-01      | 6.5000%  | 0.0000% | $26300314.00       | $23654494.90       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0375   | 2054-12-01      | 6.0000%  | 0.0000% | $1300.00           | $1254.41           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8716   | 2054-06-01      | 6.5000%  | 0.0000% | $1004.00           | $831.45            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $200.00            | $204.64            | U.S. Treasuries (including strips)        |
| GNRA 2023-069 FA       | 2053-05-20      | 5.0489%  | 0.0000% | $43244640.00       | $24427708.87       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFS9454   | 2054-09-01      | 6.0000%  | 0.0000% | $43469023.00       | $41181801.95       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $700.00            | $750.52            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $102.65            | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLSL1891   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1016.18           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL890362   | 2041-08-01      | 4.5000%  | 0.0000% | $1532.00           | $141.98            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $684800.00         | $712930.83         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $2000.00           | $1520.04           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $15112800.00       | $15499926.48       | U.S. Treasuries (including strips)        |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $240731785.00      | $166294740.43      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $37505676.00       | $23317422.98       | Agency Collateralized Mortgage Obligation |
| GNII RG CM1041 C       | 2046-12-20      | 3.0000%  | 0.0000% | $39809.00          | $25747.01          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1152   | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $905.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3262   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $917.06            | Agency Mortgage-Backed Securities         |
| GNMI SF BU5359 X       | 2050-04-15      | 3.0000%  | 0.0000% | $22634240.00       | $6441015.31        | Agency Mortgage-Backed Securities         |
| GNII SF DO0036 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1759864.00        | $1815583.05        | Agency Mortgage-Backed Securities         |
| GNII SF CH8922 C       | 2051-09-20      | 3.5000%  | 0.0000% | $1000.00           | $760.51            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $7000.00           | $6202.69           | U.S. Treasuries (including strips)        |
| GNII SF DB6868 C       | 2054-08-20      | 6.5000%  | 0.0000% | $1000.00           | $991.37            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7478   | 2055-01-01      | 6.0000%  | 0.0000% | $3574774.00        | $3322100.16        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $7795300.00        | $7771368.43        | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $15920771.00       | $13920636.37       | Agency Mortgage-Backed Securities         |
| GNRA 2023-060 FA       | 2053-04-20      | 4.9989%  | 0.0000% | $1817211.00        | $994562.80         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $68268336.00       | $40540236.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH       | 2054-10-20      | 5.2989%  | 0.0000% | $63229440.00       | $45999993.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 AF       | 2054-04-20      | 5.1489%  | 0.0000% | $11450410.00       | $7197962.17        | Agency Collateralized Mortgage Obligation |
| GNII SF MA2753 M       | 2045-04-20      | 3.0000%  | 0.0000% | $321218.00         | $28791.40          | Agency Mortgage-Backed Securities         |

### Security 310: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0VA1, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1D0VA1
- **C.18 - Value (incl. sponsor support):** $159000000.00
- **C.18.a - Value (excl. sponsor support):** $159000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2030-02-28      | 4.0000%  | 0.0000% | $17600.00          | $18085.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $133979200.00      | $144745736.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $1046500.00        | $1132135.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $100.00            | $99.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $200.00            | $199.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $11001500.00       | $14634133.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $200.00            | $211.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $131.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $1369800.00        | $1650169.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $20800.00          | $18765.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $34700.00          | $35272.95          | U.S. Treasuries (including strips) |

### Security 311: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.090000%
- **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: ARP1D0VB9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1D0VB9
- **C.18 - Value (incl. sponsor support):** $162000000.00
- **C.18.a - Value (excl. sponsor support):** $162000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLSL2511   | 2055-09-01      | 5.5000%  | 0.0000% | $8523980.00        | $8664287.71        | Agency Mortgage-Backed Securities  |
| GNII SF MB0369 M       | 2053-12-20      | 7.0000%  | 0.0000% | $70396079.00       | $70438006.27       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $48000.00          | $42259.13          | U.S. Treasuries (including strips) |
| FEPC 06.500 CLSL0624   | 2054-08-01      | 6.5000%  | 0.0000% | $47736218.00       | $42933940.83       | Agency Mortgage-Backed Securities  |
| GNII SF MA7418 M       | 2051-06-20      | 2.5000%  | 0.0000% | $81407616.00       | $44837763.55       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $200.00            | $199.71            | U.S. Treasuries (including strips) |

### Security 312: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.080000%
- **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: ARP1D0VP8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0VP8
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF BC1180 X         | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4874.24           | Agency Mortgage-Backed Securities   |
| GNMI SF AD1012 X         | 2043-06-15      | 2.5000%  | 0.0000% | $31456.00          | $4981.74           | Agency Mortgage-Backed Securities   |
| GNII SF AA1000 C         | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $1698.62           | Agency Mortgage-Backed Securities   |
| GNMI SF AA6307 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1912.05           | Agency Mortgage-Backed Securities   |
| GNMI SF 662442 X         | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2486.47           | Agency Mortgage-Backed Securities   |
| GNMI SF 663852 X         | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1172.64           | Agency Mortgage-Backed Securities   |
| GNMI SF 646746 X         | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $743.42            | Agency Mortgage-Backed Securities   |
| GNMI SF 723438 X         | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1897.95           | Agency Mortgage-Backed Securities   |
| GNAR AR 008949 M         | 2026-08-20      | 5.3750%  | 0.0000% | $25100000.00       | $2409.24           | Agency Mortgage-Backed Securities   |
| GNMI SF 469991 X         | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $642.46            | Agency Mortgage-Backed Securities   |
| GNAR AR 008892 M         | 2026-06-20      | 5.6250%  | 0.0000% | $41087422.00       | $2146.04           | Agency Mortgage-Backed Securities   |
| GNII SF 004910 M         | 2026-01-20      | 3.5000%  | 0.0000% | $1500000.00        | $529.82            | Agency Mortgage-Backed Securities   |
| GNII SF 004852 M         | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2163.52           | Agency Mortgage-Backed Securities   |
| GNII SF 002699 M         | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $866.60            | Agency Mortgage-Backed Securities   |
| GNII SF 005211 M         | 2041-10-20      | 3.0000%  | 0.0000% | $30000.00          | $2245.02           | Agency Mortgage-Backed Securities   |
| GNAR AR 008849 M         | 2026-04-20      | 5.6250%  | 0.0000% | $20991201.00       | $804.04            | Agency Mortgage-Backed Securities   |
| GNMI SF 593723 X         | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3711.66           | Agency Mortgage-Backed Securities   |
| GNAR AR 080023 M         | 2026-12-20      | 4.7500%  | 0.0000% | $19035907.00       | $3876.67           | Agency Mortgage-Backed Securities   |
| GNMI SF 689414 X         | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $788.82            | Agency Mortgage-Backed Securities   |
| GNMI SF 697944 X         | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3558.10           | Agency Mortgage-Backed Securities   |
| GNMI SF 648970 X         | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4673.10           | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2030-06-03      | 1.7400%  | 0.0000% | $4000.00           | $3701.35           | Agency Debentures and Agency Strips |
| GNII SF 004006 M         | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1862.04           | Agency Mortgage-Backed Securities   |
| GNII SF 004954 M         | 2026-02-20      | 3.0000%  | 0.0000% | $1033321.00        | $763.79            | Agency Mortgage-Backed Securities   |
| GNAR AR 008927 M         | 2026-07-20      | 5.3750%  | 0.0000% | $8906461.00        | $938.70            | Agency Mortgage-Backed Securities   |
| GNMI SF 564116 X         | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1319.70           | Agency Mortgage-Backed Securities   |
| GNII JM 004308 M         | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $506.56            | Agency Mortgage-Backed Securities   |
| GNAR AT MA3334 M         | 2045-12-20      | 4.6250%  | 0.0000% | $58000.00          | $1232.22           | Agency Mortgage-Backed Securities   |
| GNII SF MA0674 M         | 2028-01-20      | 2.5000%  | 0.0000% | $160000.00         | $3983.20           | Agency Mortgage-Backed Securities   |
| GNII SF MA0602 M         | 2027-12-20      | 3.0000%  | 0.0000% | $237868.00         | $4736.09           | Agency Mortgage-Backed Securities   |
| GNMI SF 465529 X         | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $2123.01           | Agency Mortgage-Backed Securities   |
| GNMI SF 736667 X         | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1705.38           | Agency Mortgage-Backed Securities   |
| GNPL PN CH2695           | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $67574.89          | Agency Mortgage-Backed Securities   |
| GNII ET CV2347 C         | 2064-01-20      | 7.5000%  | 0.0000% | $799814.00         | $87976.29          | Agency Mortgage-Backed Securities   |
| GNII SF MA5334 M         | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4572.65           | Agency Mortgage-Backed Securities   |
| GNII SF MA5168 M         | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4621.69           | Agency Mortgage-Backed Securities   |
| GNII SF BX4963 C         | 2050-09-20      | 3.0000%  | 0.0000% | $13254.00          | $4900.65           | Agency Mortgage-Backed Securities   |
| GNPL LM CE7007           | 2060-08-15      | 3.2400%  | 0.0000% | $83357.00          | $74231.84          | Agency Mortgage-Backed Securities   |
| GNMI SF 623958 X         | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1865.53           | Agency Mortgage-Backed Securities   |
| GNII JM MA0002 M         | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $2070.15           | Agency Mortgage-Backed Securities   |
| GNMI SF 797250 X         | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $98.66             | Agency Mortgage-Backed Securities   |
| GNII SF MA2752 M         | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $161.93            | Agency Mortgage-Backed Securities   |
| GNII SF MA2568 M         | 2030-02-20      | 2.5000%  | 0.0000% | $500000.00         | $26711.63          | Agency Mortgage-Backed Securities   |
| GNMI SF 772109 X         | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $3206.68           | Agency Mortgage-Backed Securities   |
| GNAR FB MA1113 M         | 2043-06-20      | 6.2500%  | 0.0000% | $182000.00         | $2007.11           | Agency Mortgage-Backed Securities   |
| GNII SF MA3105 M         | 2045-09-20      | 3.5000%  | 0.0000% | $27710.00          | $2549.15           | Agency Mortgage-Backed Securities   |
| GNII SF MA1285 M         | 2043-09-20      | 3.5000%  | 0.0000% | $26665.00          | $2572.74           | Agency Mortgage-Backed Securities   |
| GNMI SF AD3518 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4114.55           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2152 X         | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2394.30           | Agency Mortgage-Backed Securities   |
| GNII SF MA1762 M         | 2044-02-20      | 4.5000%  | 0.0000% | $26500.00          | $1842.09           | Agency Mortgage-Backed Securities   |
| GNII SF MA0300 M         | 2027-08-20      | 3.0000%  | 0.0000% | $30000.00          | $503.33            | Agency Mortgage-Backed Securities   |
| GNII SF MA3077 M         | 2030-07-20      | 2.5000%  | 0.0000% | $354635.00         | $27924.74          | Agency Mortgage-Backed Securities   |
| GNPL PN DF9973           | 2059-11-15      | 4.9800%  | 0.0000% | $50963.00          | $51374.94          | Agency Mortgage-Backed Securities   |
| GNII SF MA2072 M         | 2044-07-20      | 3.0000%  | 0.0000% | $40000.00          | $3770.51           | Agency Mortgage-Backed Securities   |
| GNII SF MA3523 M         | 2046-03-20      | 4.5000%  | 0.0000% | $31785.00          | $2381.30           | Agency Mortgage-Backed Securities   |
| GNII SF MA1156 M         | 2043-07-20      | 3.0000%  | 0.0000% | $25000.00          | $2894.24           | Agency Mortgage-Backed Securities   |
| GNII SF MA5296 M         | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $3674.45           | Agency Mortgage-Backed Securities   |
| GNII JM MA1828 M         | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $113.29            | Agency Mortgage-Backed Securities   |
| GNII SF 002426 M         | 2027-05-20      | 6.5000%  | 0.0000% | $400000.00         | $130.73            | Agency Mortgage-Backed Securities   |
| GNII SF 002167 M         | 2026-02-20      | 6.5000%  | 0.0000% | $676392.00         | $14.04             | Agency Mortgage-Backed Securities   |
| GNMI SF 584464 X         | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $3880.95           | Agency Mortgage-Backed Securities   |
| GNII SF 003132 M         | 2031-09-20      | 6.0000%  | 0.0000% | $50000.00          | $97.46             | Agency Mortgage-Backed Securities   |
| GNMI SF 606285 X         | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $2022.42           | Agency Mortgage-Backed Securities   |
| GNII SF 002689 M         | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $3825.34           | Agency Mortgage-Backed Securities   |
| GNII SF 003080 M         | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2502.35           | Agency Mortgage-Backed Securities   |
| GNII SF 003025 M         | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2357.43           | Agency Mortgage-Backed Securities   |
| GNII SF 002741 M         | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $1778.90           | Agency Mortgage-Backed Securities   |
| GNII SF 002548 M         | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $1318.92           | Agency Mortgage-Backed Securities   |
| GNII SF DN8007 C         | 2055-11-20      | 5.0000%  | 0.0000% | $1094712.00        | $1090601.36        | Agency Mortgage-Backed Securities   |
| GNPL PN BK3082           | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $62096.21          | Agency Mortgage-Backed Securities   |
| GNMI SF 563338 X         | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $540.03            | Agency Mortgage-Backed Securities   |
| GNII SF 003530 M         | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $977.60            | Agency Mortgage-Backed Securities   |
| GNII SF 004371 M         | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $2146.23           | Agency Mortgage-Backed Securities   |
| GNII SF 002975 M         | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $55.06             | Agency Mortgage-Backed Securities   |
| GNII SF 003295 M         | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $996.62            | Agency Mortgage-Backed Securities   |
| GNII SF 004115 M         | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $4074.62           | Agency Mortgage-Backed Securities   |
| GNII SF 004060 M         | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1321.58           | Agency Mortgage-Backed Securities   |
| GNMI SF AA6407 X         | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3263.40           | Agency Mortgage-Backed Securities   |
| GNMI SF AB2392 X         | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2530.26           | Agency Mortgage-Backed Securities   |
| GNMI SF 755071 X         | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4970.55           | Agency Mortgage-Backed Securities   |
| GNMI SF 693508 X         | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4342.92           | Agency Mortgage-Backed Securities   |
| GNMI SF AF0383 X         | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1531.65           | Agency Mortgage-Backed Securities   |
| GNII SF CH3068 C         | 2051-11-20      | 5.0000%  | 0.0000% | $1090132.00        | $694324.25         | Agency Mortgage-Backed Securities   |
| GNMI SF 778855 X         | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $1572.30           | Agency Mortgage-Backed Securities   |
| GNMI SF AA1783 X         | 2042-10-15      | 3.0000%  | 0.0000% | $3000000.00        | $338116.90         | Agency Mortgage-Backed Securities   |
| GNMI SF 796410 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4189.26           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2435 X         | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1705.54           | Agency Mortgage-Backed Securities   |
| GNII SF MA1089 M         | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1104.94           | Agency Mortgage-Backed Securities   |
| GNMI SF 704865 X         | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $4050.34           | Agency Mortgage-Backed Securities   |
| GNII SF 002644 M         | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $1892.16           | Agency Mortgage-Backed Securities   |
| GNMI SF 564648 X         | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $76.04             | Agency Mortgage-Backed Securities   |
| GNMI SP 781215 X         | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $332.58            | Agency Mortgage-Backed Securities   |
| GNMI SF 564821 X         | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $557.81            | Agency Mortgage-Backed Securities   |
| GNII SF 003237 M         | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $118.00            | Agency Mortgage-Backed Securities   |
| GNAR AR 080115 M         | 2027-09-20      | 5.3750%  | 0.0000% | $11890721.00       | $2839.72           | Agency Mortgage-Backed Securities   |
| GNII SF 002658 M         | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $1586.28           | Agency Mortgage-Backed Securities   |
| GNII SF 002550 M         | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $7.65              | Agency Mortgage-Backed Securities   |
| GNMI SF 736057 X         | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $2728.97           | Agency Mortgage-Backed Securities   |
| GNMI SF 604290 X         | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1705.07           | Agency Mortgage-Backed Securities   |
| GNMI SF 584308 X         | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $550.78            | Agency Mortgage-Backed Securities   |
| GNMI SF 722796 X         | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $522.25            | Agency Mortgage-Backed Securities   |
| GNMI SF 585479 X         | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $717.76            | Agency Mortgage-Backed Securities   |
| GNMI SF 721470 X         | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $308.92            | Agency Mortgage-Backed Securities   |
| GNII SF 003737 M         | 2035-07-20      | 6.0000%  | 0.0000% | $295000.00         | $4880.45           | Agency Mortgage-Backed Securities   |
| GNMI SF AS4933 X         | 2046-05-15      | 4.5000%  | 0.0000% | $168000.00         | $33097.37          | Agency Mortgage-Backed Securities   |
| GNMI SF 755948 X         | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3645.08           | Agency Mortgage-Backed Securities   |
| GNMI SP 786309 X         | 2047-11-15      | 3.0000%  | 0.0000% | $906000.00         | $607786.58         | Agency Mortgage-Backed Securities   |
| GNMI SF BB6967 X         | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4570.75           | Agency Mortgage-Backed Securities   |
| GNMI SF BJ2882 X         | 2048-12-15      | 5.5000%  | 0.0000% | $457737.00         | $40591.94          | Agency Mortgage-Backed Securities   |
| GNMI SF AO0535 X         | 2045-08-15      | 4.5000%  | 0.0000% | $2359548.00        | $221172.35         | Agency Mortgage-Backed Securities   |
| GNII ET DM1796 C         | 2065-10-20      | 3.0000%  | 0.0000% | $503367.00         | $454475.56         | Agency Mortgage-Backed Securities   |
| GNMI SF AF0384 X         | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3918.33           | Agency Mortgage-Backed Securities   |
| GNII RG CL7259 C         | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1289135.75        | Agency Mortgage-Backed Securities   |
| GNMI SF 618961 X         | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.74              | Agency Mortgage-Backed Securities   |
| GNMI SF 699835 X         | 2039-11-15      | 5.5000%  | 0.0000% | $50000.00          | $291.09            | Agency Mortgage-Backed Securities   |
| GNMI SF 658258 X         | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $2731.94           | Agency Mortgage-Backed Securities   |
| GNII SF MA8610 M         | 2028-02-20      | 2.0000%  | 0.0000% | $88242.00          | $14998.33          | Agency Mortgage-Backed Securities   |
| GNMI SF 663893 X         | 2037-03-15      | 5.0000%  | 0.0000% | $1.00              | $0.03              | Agency Mortgage-Backed Securities   |
| GNMI SF 655338 X         | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1896.99           | Agency Mortgage-Backed Securities   |
| GNII SP 787169 C         | 2052-09-20      | 5.0000%  | 0.0000% | $6550984.00        | $6442644.90        | Agency Mortgage-Backed Securities   |
| GNMI SF 636501 X         | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $208.62            | Agency Mortgage-Backed Securities   |
| GNMI SF 652203 X         | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1560.16           | Agency Mortgage-Backed Securities   |
| GNII JM MA6645 M         | 2050-05-20      | 2.5000%  | 0.0000% | $200000.00         | $38937.59          | Agency Mortgage-Backed Securities   |
| GNII SF MA7293 M         | 2031-10-20      | 7.0000%  | 0.0000% | $28746.00          | $2038.17           | Agency Mortgage-Backed Securities   |
| GNAR AR 080061 M         | 2027-04-20      | 5.6250%  | 0.0000% | $5020000.00        | $1064.82           | Agency Mortgage-Backed Securities   |
| GNII SF 004928 M         | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $1946.39           | Agency Mortgage-Backed Securities   |
| GNII SF BC4732 C         | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $35941.61          | Agency Mortgage-Backed Securities   |
| GNMI SF 669010 X         | 2037-05-15      | 5.5000%  | 0.0000% | $200000.00         | $3394.54           | Agency Mortgage-Backed Securities   |
| GNMI SF 587282 X         | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $2994.53           | Agency Mortgage-Backed Securities   |
| GNII SF 002643 M         | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $249.55            | Agency Mortgage-Backed Securities   |
| GNMI SF 573796 X         | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $1949.24           | Agency Mortgage-Backed Securities   |
| GNII SF 003429 M         | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $291.05            | Agency Mortgage-Backed Securities   |
| GNMI SF 400595 X         | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1184.00           | Agency Mortgage-Backed Securities   |
| GNMI SF 723541 X         | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1278.58           | Agency Mortgage-Backed Securities   |
| GNII SF 003150 M         | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $753.43            | Agency Mortgage-Backed Securities   |
| GNII SF 005144 M         | 2041-08-20      | 3.5000%  | 0.0000% | $75000.00          | $3816.08           | Agency Mortgage-Backed Securities   |
| GNII FS 004483 M         | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2061.59           | Agency Mortgage-Backed Securities   |
| GNMI SF 587719 X         | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $309.51            | Agency Mortgage-Backed Securities   |
| GNII SF 003009 M         | 2030-12-20      | 6.5000%  | 0.0000% | $50000.00          | $94.12             | Agency Mortgage-Backed Securities   |
| GNII SF 002495 M         | 2027-10-20      | 6.5000%  | 0.0000% | $4565385.00        | $660.73            | Agency Mortgage-Backed Securities   |
| GNMI SF 545134 X         | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $148.00            | Agency Mortgage-Backed Securities   |
| GNMI SF 468156 X         | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $1078.41           | Agency Mortgage-Backed Securities   |
| GNMI SF 745045 X         | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2166.01           | Agency Mortgage-Backed Securities   |
| GNMI SF 421379 X         | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $377.88            | Agency Mortgage-Backed Securities   |
| GNII SF 003039 M         | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $954.85            | Agency Mortgage-Backed Securities   |
| GNMI SF 471690 X         | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $1218.20           | Agency Mortgage-Backed Securities   |
| GNII SF 530000 C         | 2030-08-20      | 7.5000%  | 0.0000% | $1022582.00        | $41490.81          | Agency Mortgage-Backed Securities   |
| GNMI SF 723249 X         | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1713.78           | Agency Mortgage-Backed Securities   |
| GNMI SF 599357 X         | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1825.83           | Agency Mortgage-Backed Securities   |
| GNMI SF 447986 X         | 2028-06-15      | 7.0000%  | 0.0000% | $316237.00         | $184.41            | Agency Mortgage-Backed Securities   |
| GNII SF 003702 M         | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $709.51            | Agency Mortgage-Backed Securities   |
| GNII SF 003284 M         | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $267.46            | Agency Mortgage-Backed Securities   |
| GNII SF 003214 M         | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $1812.89           | Agency Mortgage-Backed Securities   |
| GNAR AR 008815 M         | 2026-02-20      | 5.6250%  | 0.0000% | $50161008.00       | $1262.56           | Agency Mortgage-Backed Securities   |
| GNMI SF 570033 X         | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $1963.22           | Agency Mortgage-Backed Securities   |
| GNMI SF 486599 X         | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $108.69            | Agency Mortgage-Backed Securities   |
| GNMI SF 532558 X         | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $4659.76           | Agency Mortgage-Backed Securities   |
| GNMI SF 457100 X         | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $1712.32           | Agency Mortgage-Backed Securities   |
| GNMI SF 460993 X         | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $790.30            | Agency Mortgage-Backed Securities   |
| GNMI SF 578272 X         | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $621.88            | Agency Mortgage-Backed Securities   |
| GNMI SF AD0815 X         | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1874.20           | Agency Mortgage-Backed Securities   |
| GNII SF 003296 M         | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $473.08            | Agency Mortgage-Backed Securities   |
| GNII SF 003678 M         | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1231.17           | Agency Mortgage-Backed Securities   |
| GNII SF 002671 M         | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $37.58             | Agency Mortgage-Backed Securities   |
| GNII SF 003610 M         | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $570.45            | Agency Mortgage-Backed Securities   |
| GNII SF 002657 M         | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $430.72            | Agency Mortgage-Backed Securities   |
| GNII SF 003376 M         | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3416.17           | Agency Mortgage-Backed Securities   |
| GNII SF AM4929 C         | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $848.99            | Agency Mortgage-Backed Securities   |
| GNMI SF 506607 X         | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $46.08             | Agency Mortgage-Backed Securities   |
| GNII SF 003840 M         | 2036-04-20      | 5.0000%  | 0.0000% | $25000.00          | $319.12            | Agency Mortgage-Backed Securities   |
| GNAR AR 008991 M         | 2026-10-20      | 4.7500%  | 0.0000% | $30763233.00       | $3958.39           | Agency Mortgage-Backed Securities   |
| GNMI SF 588010 X         | 2032-07-15      | 6.5000%  | 0.0000% | $1999920.00        | $1096.21           | Agency Mortgage-Backed Securities   |
| GNMI SF AD7471 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2746.31           | Agency Mortgage-Backed Securities   |
| GNAR AR 008913 M         | 2026-07-20      | 5.3750%  | 0.0000% | $100143892.00      | $4932.32           | Agency Mortgage-Backed Securities   |
| GNMI SF 423929 X         | 2026-09-15      | 8.0000%  | 0.0000% | $78011.00          | $3.26              | Agency Mortgage-Backed Securities   |
| GNMI SF 545051 X         | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $2247.65           | Agency Mortgage-Backed Securities   |
| GNMI SF 554033 X         | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $1036.70           | Agency Mortgage-Backed Securities   |
| GNMI SF 619189 X         | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $101.96            | Agency Mortgage-Backed Securities   |
| GNMI SP 781001 X         | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $306.13            | Agency Mortgage-Backed Securities   |
| GNMI SF 728323 X         | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $1797.76           | Agency Mortgage-Backed Securities   |
| GNAR AR 008971 M         | 2026-09-20      | 5.3750%  | 0.0000% | $1456149.00        | $72.49             | Agency Mortgage-Backed Securities   |
| GNAR AR 008911 M         | 2026-07-20      | 5.3750%  | 0.0000% | $5835382.00        | $446.51            | Agency Mortgage-Backed Securities   |
| GNMI SF 557521 X         | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $105.97            | Agency Mortgage-Backed Securities   |
| GNII ET DL9328 C         | 2065-09-20      | 6.5000%  | 0.0000% | $13000000.00       | $13460558.58       | Agency Mortgage-Backed Securities   |
| GNII SF MA6314 M         | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $3765.75           | Agency Mortgage-Backed Securities   |
| GNII SF MA5799 M         | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $1763.57           | Agency Mortgage-Backed Securities   |
| GNII SF MA2340 M         | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $4993.50           | Agency Mortgage-Backed Securities   |
| GNII SF MA3803 M         | 2046-07-20      | 3.5000%  | 0.0000% | $16000.00          | $1725.77           | Agency Mortgage-Backed Securities   |
| GNII SF MA4265 M         | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2715.39           | Agency Mortgage-Backed Securities   |
| GNMI SF 603333 X         | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1211.48           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2412 X         | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1764.89           | Agency Mortgage-Backed Securities   |
| GNII RG CX2391 C         | 2046-01-20      | 4.0000%  | 0.0000% | $1584636.00        | $1327737.15        | Agency Mortgage-Backed Securities   |
| GNII SF DN8343 C         | 2055-11-20      | 5.0000%  | 0.0000% | $2043440.00        | $2056129.76        | Agency Mortgage-Backed Securities   |
| GNMI SF 532749 X         | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $135.42            | Agency Mortgage-Backed Securities   |
| GNMI SF 723599 X         | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1958.56           | Agency Mortgage-Backed Securities   |
| GNMI SF 511460 X         | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4708.26           | Agency Mortgage-Backed Securities   |
| GNMI SF 422963 X         | 2029-03-15      | 6.5000%  | 0.0000% | $503405.00         | $3957.60           | Agency Mortgage-Backed Securities   |
| GNII SF 004961 M         | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3456.30           | Agency Mortgage-Backed Securities   |
| GNMI SF 448335 X         | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $38.52             | Agency Mortgage-Backed Securities   |
| GNMI SF 746166 X         | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1509.16           | Agency Mortgage-Backed Securities   |
| GNII SF 005300 M         | 2027-02-20      | 3.0000%  | 0.0000% | $650000.00         | $4427.65           | Agency Mortgage-Backed Securities   |
| GNMI SF 587228 X         | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2632.54           | Agency Mortgage-Backed Securities   |
| GNII SF 003931 M         | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $4781.64           | Agency Mortgage-Backed Securities   |
| GNII SF DF4748 C         | 2054-10-20      | 5.0000%  | 0.0000% | $3821.00           | $3810.80           | Agency Mortgage-Backed Securities   |
| GNAR AR 008876 M         | 2026-05-20      | 5.6250%  | 0.0000% | $37691793.00       | $2031.10           | Agency Mortgage-Backed Securities   |
| GNMI SF 434141 X         | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $175.01            | Agency Mortgage-Backed Securities   |
| GNMI SP 782958 X         | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3318.45           | Agency Mortgage-Backed Securities   |
| GNMI SP 783807 X         | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2523.07           | Agency Mortgage-Backed Securities   |
| GNII JP 783785 M         | 2028-04-20      | 3.0000%  | 0.0000% | $150000.00         | $3992.27           | Agency Mortgage-Backed Securities   |
| GNMI SP 784182 X         | 2046-08-15      | 4.5000%  | 0.0000% | $409530.00         | $77938.12          | Agency Mortgage-Backed Securities   |
| GNII SF DL1294 C         | 2055-08-20      | 6.5000%  | 0.0000% | $2031992.00        | $2112839.13        | Agency Mortgage-Backed Securities   |
| GNII JM MA6030 M         | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $3986.07           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2224 X         | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $1497.80           | Agency Mortgage-Backed Securities   |
| GNII SF MA8729 M         | 2052-12-20      | 7.0000%  | 0.0000% | $4488.00           | $1710.77           | Agency Mortgage-Backed Securities   |
| GNII SF MA8487 M         | 2052-11-20      | 3.5000%  | 0.0000% | $1000.00           | $749.75            | Agency Mortgage-Backed Securities   |
| GNII SF MA7235 M         | 2032-09-20      | 6.5000%  | 0.0000% | $87599.00          | $2859.54           | Agency Mortgage-Backed Securities   |
| GNII SF MA7458 M         | 2030-02-20      | 8.0000%  | 0.0000% | $53407.00          | $4052.80           | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY   | 2039-02-15      | 3.5000%  | 0.0000% | $13049000.00       | $12231237.61       | U.S. Treasuries (including strips)  |
| GNAR AR 080312 M         | 2029-08-20      | 5.3750%  | 0.0000% | $5476665.00        | $4864.54           | Agency Mortgage-Backed Securities   |
| GNMI SF 731680 X         | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1173.79           | Agency Mortgage-Backed Securities   |
| GNAR AR 080393 M         | 2030-04-20      | 5.6250%  | 0.0000% | $1916904.00        | $1933.71           | Agency Mortgage-Backed Securities   |
| GNII SF 003704 M         | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $475.10            | Agency Mortgage-Backed Securities   |
| GNAR AR 080076 M         | 2027-05-20      | 5.6250%  | 0.0000% | $24796998.00       | $4873.79           | Agency Mortgage-Backed Securities   |
| GNMI SF 732938 X         | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3882.94           | Agency Mortgage-Backed Securities   |
| GNII SF 003941 M         | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $2179.59           | Agency Mortgage-Backed Securities   |
| GNII SF MA3308 M         | 2045-11-20      | 2.5000%  | 0.0000% | $25000.00          | $4681.43           | Agency Mortgage-Backed Securities   |
| GNMI SF 490279 X         | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1165.42           | Agency Mortgage-Backed Securities   |
| GNII SF MA4837 M         | 2047-11-20      | 3.5000%  | 0.0000% | $9000.00           | $1125.76           | Agency Mortgage-Backed Securities   |
| GNMI SF 723939 X         | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $1715.49           | Agency Mortgage-Backed Securities   |
| GNMI SF 548496 X         | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $440.57            | Agency Mortgage-Backed Securities   |
| GNMI SF 521330 X         | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $840.51            | Agency Mortgage-Backed Securities   |
| GNAR AR 008947 M         | 2026-08-20      | 5.3750%  | 0.0000% | $23858049.00       | $3040.98           | Agency Mortgage-Backed Securities   |
| GNMI SF 567628 X         | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $124.68            | Agency Mortgage-Backed Securities   |
| GNMI SF 554687 X         | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $323.15            | Agency Mortgage-Backed Securities   |
| GNMI SF 552766 X         | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3571.20           | Agency Mortgage-Backed Securities   |
| GNMI SF 555704 X         | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $41.33             | Agency Mortgage-Backed Securities   |
| GNMI SF 697946 X         | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3578.17           | Agency Mortgage-Backed Securities   |
| GNAR AR 008848 M         | 2026-04-20      | 5.6250%  | 0.0000% | $50500000.00       | $2925.62           | Agency Mortgage-Backed Securities   |
| GNII SF MA8098 M         | 2052-06-20      | 3.0000%  | 0.0000% | $3000.00           | $2034.68           | Agency Mortgage-Backed Securities   |
| GNII SF DB9969 C         | 2054-05-20      | 6.0000%  | 0.0000% | $1235684.00        | $1210181.01        | Agency Mortgage-Backed Securities   |
| GNII SF MA6152 M         | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $4207.53           | Agency Mortgage-Backed Securities   |
| GNII SF MA6824 M         | 2050-04-20      | 5.0000%  | 0.0000% | $25000.00          | $4989.01           | Agency Mortgage-Backed Securities   |
| GNII SF MA7519 M         | 2029-04-20      | 8.0000%  | 0.0000% | $40172.00          | $4089.26           | Agency Mortgage-Backed Securities   |
| GNII SF MA7369 M         | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4638.79           | Agency Mortgage-Backed Securities   |
| GNII SF MA8150 M         | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $740.30            | Agency Mortgage-Backed Securities   |
| GNMI SF 569899 X         | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2343.24           | Agency Mortgage-Backed Securities   |
| GNMI SF 587980 X         | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3909.89           | Agency Mortgage-Backed Securities   |
| GNII JM 004163 M         | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $48.41             | Agency Mortgage-Backed Securities   |
| GNII SF 002603 M         | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $2901.87           | Agency Mortgage-Backed Securities   |
| GNII SF 002767 M         | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $803.06            | Agency Mortgage-Backed Securities   |
| GNII SF 003228 M         | 2032-04-20      | 6.5000%  | 0.0000% | $100000.00         | $188.74            | Agency Mortgage-Backed Securities   |
| GNII SF 004073 M         | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $1924.36           | Agency Mortgage-Backed Securities   |
| GNII SF 003652 M         | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $762.66            | Agency Mortgage-Backed Securities   |
| GNII SF 004222 M         | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4363.04           | Agency Mortgage-Backed Securities   |
| GNII JM MA5701 M         | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $1966.72           | Agency Mortgage-Backed Securities   |
| GNII SF MA5629 M         | 2031-09-20      | 7.0000%  | 0.0000% | $126722.00         | $908.93            | Agency Mortgage-Backed Securities   |
| GNMI SF 716813 X         | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2310.25           | Agency Mortgage-Backed Securities   |
| GNII SF 004774 M         | 2040-08-20      | 6.0000%  | 0.0000% | $301179.00         | $7822.37           | Agency Mortgage-Backed Securities   |
| GNII SF 003416 M         | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $3885.95           | Agency Mortgage-Backed Securities   |
| GNII SF 003133 M         | 2031-09-20      | 6.5000%  | 0.0000% | $125345.00         | $174.07            | Agency Mortgage-Backed Securities   |
| GNMI SP 781299 X         | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $1032.53           | Agency Mortgage-Backed Securities   |
| GNII SF MA9697 M         | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $971270.97         | Agency Mortgage-Backed Securities   |
| GNMI SF 651823 X         | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $4089.08           | Agency Mortgage-Backed Securities   |
| GNMI SP 781811 X         | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $3263.03           | Agency Mortgage-Backed Securities   |
| GNMI SF 703495 X         | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $298.89            | Agency Mortgage-Backed Securities   |
| GNMI SF 757366 X         | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $4353.31           | Agency Mortgage-Backed Securities   |
| GNII SF 003612 M         | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $433.86            | Agency Mortgage-Backed Securities   |
| GNII SF 003798 M         | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $1084.61           | Agency Mortgage-Backed Securities   |
| GNII SF 003172 M         | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $443.66            | Agency Mortgage-Backed Securities   |
| GNMI SF 693631 X         | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3689.14           | Agency Mortgage-Backed Securities   |
| GNMI SF 710719 X         | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1300.90           | Agency Mortgage-Backed Securities   |
| GNMI SF 774290 X         | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2450.49           | Agency Mortgage-Backed Securities   |
| GNAR AR 080011 M         | 2026-11-20      | 4.7500%  | 0.0000% | $3000000.00        | $439.91            | Agency Mortgage-Backed Securities   |
| GNII SF 003248 M         | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $392.60            | Agency Mortgage-Backed Securities   |
| GNII SF 003320 M         | 2032-12-20      | 5.5000%  | 0.0000% | $55000.00          | $351.87            | Agency Mortgage-Backed Securities   |
| GNMI SF 486470 X         | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $569.09            | Agency Mortgage-Backed Securities   |
| GNMI JP 783676 X         | 2026-05-15      | 4.0000%  | 0.0000% | $1193150.00        | $430.61            | Agency Mortgage-Backed Securities   |
| GNMI SF 486516 X         | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $764.64            | Agency Mortgage-Backed Securities   |
| GNMI SF AB9205 X         | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $1018.70           | Agency Mortgage-Backed Securities   |
| GNMI SF 737555 X         | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1376.53           | Agency Mortgage-Backed Securities   |
| GNMI SF AD7352 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1784.30           | Agency Mortgage-Backed Securities   |
| GNMI SP 784093 X         | 2040-06-15      | 5.0000%  | 0.0000% | $4554952.00        | $545116.34         | Agency Mortgage-Backed Securities   |

### Security 313: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.090000%
- **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: ARP1D0VX1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0VX1
- **C.18 - Value (incl. sponsor support):** $1460000000.00
- **C.18.a - Value (excl. sponsor support):** $1460000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLDD4363   | 2055-04-01      | 5.5000%  | 0.0000% | $2955108.00        | $2993897.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5858   | 2055-12-01      | 5.0000%  | 0.0000% | $2287336.00        | $2308862.12        | Agency Mortgage-Backed Securities  |
| GNII ET DO0014 C       | 2065-09-20      | 3.5000%  | 0.0000% | $521083.00         | $475026.56         | Agency Mortgage-Backed Securities  |
| GNII SF AM3628 C       | 2045-05-20      | 3.0000%  | 0.0000% | $4960000.00        | $443919.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5331   | 2054-04-01      | 5.5000%  | 0.0000% | $1534662.00        | $1293935.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0144   | 2055-12-01      | 5.0000%  | 0.0000% | $3423564.00        | $3452075.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0257   | 2055-12-01      | 5.5000%  | 0.0000% | $67838976.00       | $69020391.77       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0151   | 2055-12-01      | 5.5000%  | 0.0000% | $8401536.00        | $8566172.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0194   | 2055-12-01      | 5.0000%  | 0.0000% | $14046336.00       | $14124194.84       | Agency Mortgage-Backed Securities  |
| GNAR AT 080945 M       | 2034-06-20      | 5.6250%  | 0.0000% | $1349999.00        | $12419.15          | Agency Mortgage-Backed Securities  |
| GNAR AT 080916 M       | 2034-05-20      | 5.6250%  | 0.0000% | $1275000.00        | $26700.49          | Agency Mortgage-Backed Securities  |
| GNII SP 783604 M       | 2042-06-20      | 3.5000%  | 0.0000% | $1024036.00        | $77418.03          | Agency Mortgage-Backed Securities  |
| GNII SF MA8875 M       | 2053-05-20      | 3.5000%  | 0.0000% | $70000.00          | $50472.42          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ0902   | 2055-08-01      | 4.5000%  | 0.0000% | $10139.00          | $9921.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6207   | 2055-09-01      | 6.0000%  | 0.0000% | $6893768.00        | $7176648.51        | Agency Mortgage-Backed Securities  |
| GNII SF CV1491 C       | 2053-05-20      | 6.5000%  | 0.0000% | $2253464.00        | $1802766.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7963   | 2054-05-01      | 6.5000%  | 0.0000% | $9300000.00        | $7615001.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3917   | 2053-10-01      | 6.0000%  | 0.0000% | $7365048.00        | $5783791.17        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2988   | 2052-05-01      | 3.5000%  | 0.0000% | $164697.00         | $125839.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB8100   | 2054-09-01      | 5.5000%  | 0.0000% | $225423.00         | $225881.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4513   | 2040-11-01      | 5.5000%  | 0.0000% | $15120.00          | $15584.65          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4595   | 2054-04-01      | 5.5000%  | 0.0000% | $1371738.00        | $1364739.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO2768   | 2039-11-01      | 6.0000%  | 0.0000% | $1275512.00        | $1084867.91        | Agency Mortgage-Backed Securities  |
| GNII SF MA8543 M       | 2027-09-20      | 7.5000%  | 0.0000% | $28217.00          | $12416.85          | Agency Mortgage-Backed Securities  |
| GNII SP 787276 C       | 2054-02-20      | 6.0000%  | 0.0000% | $800000.00         | $693463.68         | Agency Mortgage-Backed Securities  |
| GNMI SP 785693 X       | 2049-05-15      | 5.0000%  | 0.0000% | $555203.00         | $331277.00         | Agency Mortgage-Backed Securities  |
| GNII SP 788272 C       | 2055-11-20      | 5.0000%  | 0.0000% | $248576000.00      | $249999843.33      | Agency Mortgage-Backed Securities  |
| GNII SF MB0742 M       | 2055-10-20      | 3.5000%  | 0.0000% | $178683.00         | $164668.00         | Agency Mortgage-Backed Securities  |
| GNII SF DO1908 C       | 2055-11-20      | 5.5000%  | 0.0000% | $6398970.00        | $6535204.07        | Agency Mortgage-Backed Securities  |
| GNII ET DO0016 C       | 2065-09-20      | 4.5000%  | 0.0000% | $934805.00         | $916020.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDF5700   | 2040-12-01      | 5.0000%  | 0.0000% | $1060472.00        | $1079605.04        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA5938   | 2035-11-01      | 3.0000%  | 0.0000% | $612665.00         | $591159.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5499   | 2054-10-01      | 6.5000%  | 0.0000% | $613306.00         | $468779.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3759   | 2055-11-01      | 5.0000%  | 0.0000% | $6493144.00        | $6576425.06        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM7495   | 2036-04-01      | 2.0000%  | 0.0000% | $1589566.00        | $733385.24         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6601   | 2054-04-01      | 6.5000%  | 0.0000% | $1031374.00        | $863265.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 REBU4063   | 2053-03-01      | 5.5000%  | 0.0000% | $1160838.00        | $454260.64         | Agency Mortgage-Backed Securities  |
| GNII SF DI4714 C       | 2055-08-20      | 7.0000%  | 0.0000% | $5276152.00        | $5561756.59        | Agency Mortgage-Backed Securities  |
| GNII SF DA9894 C       | 2054-05-20      | 6.5000%  | 0.0000% | $3124640.00        | $2241775.59        | Agency Mortgage-Backed Securities  |
| GNAR AF MA9977 M       | 2054-10-20      | 6.0000%  | 0.0000% | $1629552.00        | $1198878.41        | Agency Mortgage-Backed Securities  |
| GNII SF DM4289 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1489714.00        | $1559933.16        | Agency Mortgage-Backed Securities  |
| GNII SF DN8342 C       | 2055-11-20      | 5.0000%  | 0.0000% | $1041164.00        | $1048470.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9836   | 2055-12-01      | 5.5000%  | 0.0000% | $14153424.00       | $14475003.95       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ8752   | 2055-11-01      | 5.5000%  | 0.0000% | $14890.00          | $15529.70          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9741   | 2055-12-01      | 5.5000%  | 0.0000% | $1150024.00        | $1174255.01        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ9644   | 2055-12-01      | 4.5000%  | 0.0000% | $1374134.00        | $1359962.56        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE5011   | 2049-10-01      | 3.0000%  | 0.0000% | $1002840.00        | $295901.86         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0944   | 2055-06-01      | 6.5000%  | 0.0000% | $17965696.00       | $18714495.14       | Agency Mortgage-Backed Securities  |
| GNII SF MA4967 M       | 2048-01-20      | 6.0000%  | 0.0000% | $600000.00         | $71718.01          | Agency Mortgage-Backed Securities  |
| GNPL LM CA7651         | 2058-12-15      | 3.1700%  | 0.0000% | $85987.00          | $76007.68          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0280   | 2055-12-01      | 5.5000%  | 0.0000% | $22809792.00       | $23261676.79       | Agency Mortgage-Backed Securities  |
| GNMI SF 721979 X       | 2028-03-15      | 2.5000%  | 0.0000% | $1962682.00        | $143508.83         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM1025   | 2046-04-01      | 3.5000%  | 0.0000% | $1625000.00        | $381903.30         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4484   | 2040-10-01      | 5.0000%  | 0.0000% | $1099636.00        | $1117818.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3883   | 2040-07-01      | 5.5000%  | 0.0000% | $1072316.00        | $1083802.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL827687   | 2035-11-01      | 5.5000%  | 0.0000% | $11258020.00       | $962830.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4421   | 2055-11-01      | 5.5000%  | 0.0000% | $1480564.00        | $1524835.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8388   | 2035-12-01      | 2.5000%  | 0.0000% | $2533600.00        | $1189209.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB8067   | 2054-07-01      | 5.5000%  | 0.0000% | $285850.00         | $286562.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM9063   | 2035-05-01      | 3.0000%  | 0.0000% | $15000.00          | $5890.63           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9875   | 2051-12-01      | 2.5000%  | 0.0000% | $125000.00         | $79760.58          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9102   | 2054-02-01      | 5.0000%  | 0.0000% | $43453.00          | $38255.87          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBW5579   | 2052-07-01      | 3.5000%  | 0.0000% | $103950.00         | $73885.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6303   | 2055-11-01      | 5.5000%  | 0.0000% | $22322304.00       | $22858642.00       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3000   | 2055-08-01      | 6.5000%  | 0.0000% | $47010304.00       | $48078241.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9485   | 2055-11-01      | 5.0000%  | 0.0000% | $6885472.00        | $6968379.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBH0975   | 2047-04-01      | 3.0000%  | 0.0000% | $77125.00          | $26407.89          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7804   | 2055-10-01      | 5.5000%  | 0.0000% | $39691712.00       | $40440240.87       | Agency Mortgage-Backed Securities  |
| GNII ET DJ5614 C       | 2065-04-20      | 2.0000%  | 0.0000% | $609637.00         | $467735.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7818   | 2055-05-01      | 6.0000%  | 0.0000% | $13574576.00       | $13946815.90       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF3752   | 2055-11-01      | 4.5000%  | 0.0000% | $1717562.00        | $1699263.09        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIQO4593   | 2040-12-01      | 4.5000%  | 0.0000% | $2132704.00        | $2144026.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9477   | 2055-11-01      | 5.0000%  | 0.0000% | $1641008.00        | $1658228.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9630   | 2054-12-01      | 4.5000%  | 0.0000% | $133000.00         | $125150.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7657   | 2052-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $799421.89         | Agency Mortgage-Backed Securities  |
| GNII SP 787381 C       | 2054-04-20      | 5.5000%  | 0.0000% | $5000000.00        | $4207594.35        | Agency Mortgage-Backed Securities  |
| GNII SF DH9291 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2866912.00        | $2997483.10        | Agency Mortgage-Backed Securities  |
| GNII SP 788284 C       | 2055-11-20      | 4.5000%  | 0.0000% | $93440384.00       | $91679686.84       | Agency Mortgage-Backed Securities  |
| GNII SF DK5768 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1049744.00        | $1089713.29        | Agency Mortgage-Backed Securities  |
| GNII SP 787704 C       | 2054-11-20      | 5.0000%  | 0.0000% | $53381760.00       | $51981890.46       | Agency Mortgage-Backed Securities  |
| GNII EP 787789 C       | 2065-01-20      | 6.5000%  | 0.0000% | $846647.00         | $714607.88         | Agency Mortgage-Backed Securities  |
| GNPL PN DC7235         | 2060-03-15      | 5.8200%  | 0.0000% | $97752.00          | $104056.26         | Agency Mortgage-Backed Securities  |
| GNII SF DG7245 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1316176.00        | $1373761.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS7272   | 2031-06-01      | 2.5000%  | 0.0000% | $8966200.00        | $930162.92         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 GO611831   | 2031-02-01      | 7.5000%  | 0.0000% | $2500000.00        | $6654.93           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $958800.00         | $730341.41         | U.S. Treasuries (including strips) |
| GNII SF BI4219 C       | 2048-10-20      | 5.0000%  | 0.0000% | $1490046.00        | $296517.22         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM5815   | 2035-12-01      | 2.5000%  | 0.0000% | $346000.00         | $147659.18         | Agency Mortgage-Backed Securities  |
| GNMI SF 487861 X       | 2039-04-15      | 5.5000%  | 0.0000% | $126586.00         | $5144.79           | Agency Mortgage-Backed Securities  |
| GNII SF AT7141 C       | 2046-05-20      | 3.5000%  | 0.0000% | $360000.00         | $35412.05          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0802   | 2055-10-01      | 5.5000%  | 0.0000% | $1129818.00        | $1157653.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7112   | 2053-09-01      | 5.5000%  | 0.0000% | $242337.00         | $221674.08         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 3PQU8217   | 2054-09-01      | 6.0000%  | 0.0000% | $1110610.00        | $1121716.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1862   | 2055-05-01      | 6.5000%  | 0.0000% | $41505728.00       | $41353022.40       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3291   | 2055-11-01      | 5.5000%  | 0.0000% | $8460432.00        | $8656099.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6309   | 2055-09-01      | 6.0000%  | 0.0000% | $1213732.00        | $1253177.08        | Agency Mortgage-Backed Securities  |
| GNII SF DN0819 C       | 2055-10-20      | 6.0000%  | 0.0000% | $45287840.00       | $46790718.89       | Agency Mortgage-Backed Securities  |
| GNII ET DM7154 C       | 2065-10-20      | 6.5000%  | 0.0000% | $8000000.00        | $8286771.82        | Agency Mortgage-Backed Securities  |
| GNII SF DN0463 C       | 2055-11-20      | 5.0000%  | 0.0000% | $1261034.00        | $1267553.55        | Agency Mortgage-Backed Securities  |
| GNII SF DM7925 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1462104.00        | $1508743.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3536   | 2055-10-01      | 6.0000%  | 0.0000% | $14055.00          | $14356.09          | Agency Mortgage-Backed Securities  |
| GNII SF MA8876 M       | 2053-05-20      | 4.0000%  | 0.0000% | $18894208.00       | $15173306.06       | Agency Mortgage-Backed Securities  |
| GNII SF MA9828 M       | 2039-10-20      | 7.5000%  | 0.0000% | $258325.00         | $57324.10          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8807   | 2055-11-01      | 5.0000%  | 0.0000% | $1064076.00        | $1067344.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9837   | 2055-12-01      | 5.5000%  | 0.0000% | $6645800.00        | $6785827.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH6551   | 2053-11-01      | 5.5000%  | 0.0000% | $127917.00         | $107075.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB1126   | 2054-05-01      | 5.5000%  | 0.0000% | $1292246.00        | $1289652.19        | Agency Mortgage-Backed Securities  |
| GNII SF AE5433 C       | 2043-08-20      | 3.5000%  | 0.0000% | $4011000.00        | $522799.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKMA3373   | 2048-04-01      | 3.0000%  | 0.0000% | $569141.00         | $134766.39         | Agency Mortgage-Backed Securities  |
| GNMI SF AM8641 X       | 2045-05-15      | 3.0000%  | 0.0000% | $55243.00          | $5086.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9864   | 2055-08-01      | 6.0000%  | 0.0000% | $26873664.00       | $27365744.65       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1675   | 2055-09-01      | 5.5000%  | 0.0000% | $7631552.00        | $7775112.33        | Agency Mortgage-Backed Securities  |
| GNII SF BL9547 C       | 2049-02-20      | 3.0000%  | 0.0000% | $704333.00         | $130531.47         | Agency Mortgage-Backed Securities  |
| GNII SF MB0068 M       | 2039-12-20      | 6.0000%  | 0.0000% | $4839592.00        | $4191975.29        | Agency Mortgage-Backed Securities  |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $238545920.00      | $221233151.35      | Agency Mortgage-Backed Securities  |
| GNII SF MB0622 M       | 2055-09-20      | 5.0000%  | 0.0000% | $5000000.00        | $5006149.98        | Agency Mortgage-Backed Securities  |
| GNPL PN BP2036         | 2062-07-15      | 3.6600%  | 0.0000% | $369490.00         | $339319.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4803   | 2052-11-01      | 3.5000%  | 0.0000% | $2084228.00        | $1649464.76        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0428   | 2036-05-01      | 2.0000%  | 0.0000% | $500000.00         | $243186.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6359   | 2055-12-01      | 5.5000%  | 0.0000% | $9272240.00        | $9434003.50        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT928776   | 2027-10-01      | 6.0000%  | 0.0000% | $5999980.00        | $9632.47           | Agency Mortgage-Backed Securities  |
| GNII RG CG8656 C       | 2049-05-20      | 5.5000%  | 0.0000% | $1021020.00        | $463407.73         | Agency Mortgage-Backed Securities  |
| GNCL CL CS3813         | 2066-02-15      | 5.6900%  | 0.0000% | $87115.00          | $91741.11          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ3565   | 2055-09-01      | 5.5000%  | 0.0000% | $1584918.00        | $1614959.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5683   | 2055-12-01      | 6.5000%  | 0.0000% | $1227238.00        | $1280192.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQAQ7130   | 2032-12-01      | 3.5000%  | 0.0000% | $300000.00         | $24758.26          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6273   | 2055-12-01      | 5.5000%  | 0.0000% | $1315144.00        | $1353801.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAL9903   | 2044-05-01      | 5.5000%  | 0.0000% | $5338000.00        | $935783.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7199   | 2055-08-01      | 6.5000%  | 0.0000% | $717919.00         | $715938.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1296   | 2052-07-01      | 5.0000%  | 0.0000% | $81111552.00       | $58685675.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2419   | 2048-10-01      | 4.5000%  | 0.0000% | $9405040.00        | $574870.91         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0071   | 2054-07-01      | 6.5000%  | 0.0000% | $29230.00          | $27582.04          | Agency Mortgage-Backed Securities  |
| GNII ET DL9268 C       | 2065-08-20      | 2.0000%  | 0.0000% | $274635.00         | $216359.47         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $4964400.00        | $4957513.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $379423600.00      | $244919041.14      | U.S. Treasuries (including strips) |
| GNII SF 003654 M       | 2034-12-20      | 6.5000%  | 0.0000% | $2058904.00        | $22950.72          | Agency Mortgage-Backed Securities  |
| GNMI SF BE6179 X       | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6660.58           | Agency Mortgage-Backed Securities  |
| GNII ET DL1237 C       | 2065-05-20      | 3.0000%  | 0.0000% | $326648.00         | $291516.64         | Agency Mortgage-Backed Securities  |
| GNPL LM CD6002         | 2060-07-15      | 3.1100%  | 0.0000% | $90794.00          | $80203.98          | Agency Mortgage-Backed Securities  |

### Security 314: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0VY9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0VY9
- **C.18 - Value (incl. sponsor support):** $1990000000.00
- **C.18.a - Value (excl. sponsor support):** $1990000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2030-06-30      | 3.7500%  | 0.0000% | $215510400.00      | $220528824.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $45598800.00       | $50481803.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $248058400.00      | $249999874.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $233701600.00      | $244654242.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $268275600.00      | $249999696.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $335814000.00      | $249850474.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $76957600.00       | $79228083.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $196465400.00      | $199344326.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $240558400.00      | $235712850.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $245852000.00      | $249999835.65      | U.S. Treasuries (including strips) |

### Security 315: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.090000%
- **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: ARP1D0VZ6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0VZ6
- **C.18 - Value (incl. sponsor support):** $453000000.00
- **C.18.a - Value (excl. sponsor support):** $453000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DM6267 C | 2055-09-20      | 6.0000%  | 0.0000% | $7509295.00        | $7752224.27        | Agency Mortgage-Backed Securities |
| GNII SF DN5059 C | 2055-10-20      | 6.5000%  | 0.0000% | $4755888.00        | $4956008.37        | Agency Mortgage-Backed Securities |
| GNII SF DL9841 C | 2055-09-20      | 6.5000%  | 0.0000% | $1043642.00        | $1090461.95        | Agency Mortgage-Backed Securities |
| GNII SF DM6679 C | 2055-09-20      | 6.5000%  | 0.0000% | $3030952.00        | $3185044.36        | Agency Mortgage-Backed Securities |
| GNII JM 004849 M | 2040-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $69808.76          | Agency Mortgage-Backed Securities |
| GNMI SP 782612 X | 2039-04-15      | 5.5000%  | 0.0000% | $599999992.00      | $5125935.54        | Agency Mortgage-Backed Securities |
| GNII SF MA2934 M | 2028-07-20      | 2.5000%  | 0.0000% | $800003.00         | $48516.02          | Agency Mortgage-Backed Securities |
| GNII SF MA6542 M | 2050-02-20      | 3.5000%  | 0.0000% | $68432000.00       | $10130594.60       | Agency Mortgage-Backed Securities |
| GNII SF DK5625 C | 2055-07-20      | 6.5000%  | 0.0000% | $2132796.00        | $2224319.95        | Agency Mortgage-Backed Securities |
| GNII SF MA5851 M | 2034-04-20      | 4.5000%  | 0.0000% | $830938.00         | $126023.48         | Agency Mortgage-Backed Securities |
| GNMI SF BG5655 X | 2048-05-15      | 3.0000%  | 0.0000% | $182306.00         | $93131.21          | Agency Mortgage-Backed Securities |
| GNII SF MA6687 M | 2035-06-20      | 4.5000%  | 0.0000% | $102477.00         | $47897.43          | Agency Mortgage-Backed Securities |
| GNII SF DH4880 C | 2055-07-20      | 6.5000%  | 0.0000% | $1027592.00        | $1071595.17        | Agency Mortgage-Backed Securities |
| GNII SF DJ4850 C | 2055-05-20      | 6.5000%  | 0.0000% | $1609590.00        | $1691135.51        | Agency Mortgage-Backed Securities |
| GNII SF MA8611 M | 2038-06-20      | 2.5000%  | 0.0000% | $271264.00         | $182973.01         | Agency Mortgage-Backed Securities |
| GNII SF DJ2853 C | 2055-07-20      | 6.5000%  | 0.0000% | $9100944.00        | $9491179.23        | Agency Mortgage-Backed Securities |
| GNII JM MA8477 M | 2051-05-20      | 3.0000%  | 0.0000% | $5482784.00        | $4060949.25        | Agency Mortgage-Backed Securities |
| GNII SF DH8006 C | 2055-02-20      | 5.5000%  | 0.0000% | $1013506.00        | $814183.47         | Agency Mortgage-Backed Securities |
| GNII SF DF4748 C | 2054-10-20      | 5.0000%  | 0.0000% | $1055398.00        | $1052580.10        | Agency Mortgage-Backed Securities |
| GNII SF DJ4952 C | 2055-06-20      | 7.0000%  | 0.0000% | $1030508.00        | $1016746.31        | Agency Mortgage-Backed Securities |
| GNII SF DI8309 C | 2055-04-20      | 7.0000%  | 0.0000% | $1019438.00        | $1060119.80        | Agency Mortgage-Backed Securities |
| GNII SF DH3034 C | 2055-02-20      | 5.5000%  | 0.0000% | $2270696.00        | $1824667.59        | Agency Mortgage-Backed Securities |
| GNII SF DG7442 C | 2055-04-20      | 7.0000%  | 0.0000% | $6076056.00        | $6463816.36        | Agency Mortgage-Backed Securities |
| GNII SF DH4367 C | 2055-02-20      | 5.5000%  | 0.0000% | $2603330.00        | $2418050.86        | Agency Mortgage-Backed Securities |
| GNII SF DG9315 C | 2055-01-20      | 7.0000%  | 0.0000% | $1390616.00        | $1442185.71        | Agency Mortgage-Backed Securities |
| GNII SP 786483 C | 2052-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $3282426.45        | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M | 2051-11-20      | 3.0000%  | 0.0000% | $533000.00         | $326465.77         | Agency Mortgage-Backed Securities |
| GNII JM MA8481 M | 2052-12-20      | 5.5000%  | 0.0000% | $700000.00         | $374501.56         | Agency Mortgage-Backed Securities |
| GNII JM MA8194 M | 2052-08-20      | 5.0000%  | 0.0000% | $1660050.00        | $1073435.55        | Agency Mortgage-Backed Securities |
| GNII JM MA7581 M | 2051-09-20      | 3.5000%  | 0.0000% | $1708152.00        | $869708.02         | Agency Mortgage-Backed Securities |
| GNII SP 785218 C | 2050-12-20      | 2.0000%  | 0.0000% | $380000.00         | $195259.02         | Agency Mortgage-Backed Securities |
| GNAR AT 080913 M | 2034-05-20      | 5.6250%  | 0.0000% | $1040000.00        | $7616.62           | Agency Mortgage-Backed Securities |
| GNII SF MA4126 M | 2046-11-20      | 3.0000%  | 0.0000% | $22841500.00       | $3158640.04        | Agency Mortgage-Backed Securities |
| GNII SF MA5798 M | 2031-05-20      | 7.0000%  | 0.0000% | $90448.00          | $21389.39          | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M | 2051-05-20      | 2.5000%  | 0.0000% | $22000.00          | $11596.36          | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M | 2051-02-20      | 2.0000%  | 0.0000% | $493658112.00      | $249275679.99      | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M | 2052-05-20      | 4.5000%  | 0.0000% | $7915808.00        | $5836467.20        | Agency Mortgage-Backed Securities |
| GNII SF CV6284 C | 2053-09-20      | 7.0000%  | 0.0000% | $1134310.00        | $1088331.63        | Agency Mortgage-Backed Securities |
| GNII SF MB0661 M | 2033-10-20      | 7.0000%  | 0.0000% | $29031.00          | $29404.65          | Agency Mortgage-Backed Securities |
| GNII SF DG9298 C | 2055-01-20      | 7.0000%  | 0.0000% | $5134936.00        | $4084292.97        | Agency Mortgage-Backed Securities |
| GNII SF CY0864 C | 2054-01-20      | 6.5000%  | 0.0000% | $5084280.00        | $2694987.53        | Agency Mortgage-Backed Securities |
| GNII SF DJ2846 C | 2055-07-20      | 6.5000%  | 0.0000% | $6830712.00        | $7121334.25        | Agency Mortgage-Backed Securities |
| GNII ET DM6730 C | 2065-09-20      | 3.5000%  | 0.0000% | $191226.00         | $174010.30         | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M | 2049-07-20      | 3.5000%  | 0.0000% | $50000000.00       | $5339975.10        | Agency Mortgage-Backed Securities |
| GNII ET DE2217 C | 2064-10-20      | 7.5000%  | 0.0000% | $1121124.00        | $535597.16         | Agency Mortgage-Backed Securities |
| GNII SF MA8612 M | 2037-02-20      | 3.0000%  | 0.0000% | $315912.00         | $194896.23         | Agency Mortgage-Backed Securities |
| GNII SF DK5437 C | 2055-07-20      | 5.5000%  | 0.0000% | $1802178.00        | $1835778.63        | Agency Mortgage-Backed Securities |
| GNII SF DF6062 C | 2044-10-20      | 7.0000%  | 0.0000% | $1513640.00        | $1184670.04        | Agency Mortgage-Backed Securities |
| GNII SF DK8316 C | 2055-06-20      | 6.5000%  | 0.0000% | $892586.00         | $940035.04         | Agency Mortgage-Backed Securities |
| GNII SF DK5756 C | 2055-07-20      | 6.5000%  | 0.0000% | $2338344.00        | $2438323.96        | Agency Mortgage-Backed Securities |
| GNII SF DH4976 C | 2055-06-20      | 6.5000%  | 0.0000% | $1311658.00        | $1367300.09        | Agency Mortgage-Backed Securities |
| GNII SF DK8395 C | 2055-07-20      | 7.0000%  | 0.0000% | $2325468.00        | $2466196.59        | Agency Mortgage-Backed Securities |
| GNII SF MB0527 M | 2040-08-20      | 4.5000%  | 0.0000% | $897675.00         | $888094.85         | Agency Mortgage-Backed Securities |
| GNII SF DI7310 C | 2055-03-20      | 5.5000%  | 0.0000% | $1048806.00        | $892023.78         | Agency Mortgage-Backed Securities |
| GNMI SF 757388 X | 2046-09-15      | 2.5000%  | 0.0000% | $5919680.00        | $2858059.78        | Agency Mortgage-Backed Securities |
| GNII ET DL6475 C | 2065-08-20      | 3.0000%  | 0.0000% | $474011.00         | $423429.07         | Agency Mortgage-Backed Securities |
| GNII ET DL6746 C | 2065-08-20      | 3.0000%  | 0.0000% | $199304.00         | $178238.08         | Agency Mortgage-Backed Securities |
| GNII SF MA9209 M | 2038-10-20      | 6.5000%  | 0.0000% | $41934.00          | $17874.03          | Agency Mortgage-Backed Securities |
| GNII SF MA8642 M | 2051-01-20      | 2.5000%  | 0.0000% | $11975088.00       | $7829381.37        | Agency Mortgage-Backed Securities |
| GNII SF AJ2969 C | 2044-09-20      | 3.5000%  | 0.0000% | $3000000.00        | $471291.21         | Agency Mortgage-Backed Securities |
| GNII JM MA8936 M | 2053-06-20      | 5.5000%  | 0.0000% | $600000.00         | $323676.30         | Agency Mortgage-Backed Securities |
| GNII SF DK0301 C | 2055-05-20      | 5.0000%  | 0.0000% | $1458546.00        | $1381969.46        | Agency Mortgage-Backed Securities |
| GNCL CL CN0552   | 2065-06-15      | 6.2600%  | 0.0000% | $358662.00         | $378942.90         | Agency Mortgage-Backed Securities |
| GNII SF BH6393 C | 2048-07-20      | 4.5000%  | 0.0000% | $199983.00         | $59598.64          | Agency Mortgage-Backed Securities |
| GNII SF DL8482 C | 2055-09-20      | 5.5000%  | 0.0000% | $2153444.00        | $2173078.42        | Agency Mortgage-Backed Securities |
| GNII ET DM7150 C | 2065-10-20      | 6.5000%  | 0.0000% | $4400000.00        | $4474494.48        | Agency Mortgage-Backed Securities |
| GNII SF DL5860 C | 2055-08-20      | 6.5000%  | 0.0000% | $831887.00         | $878797.47         | Agency Mortgage-Backed Securities |
| GNII ET DL7413 C | 2065-07-20      | 4.0000%  | 0.0000% | $110979.00         | $109200.23         | Agency Mortgage-Backed Securities |
| GNII ET DM3952 C | 2065-08-20      | 4.0000%  | 0.0000% | $240652.00         | $228358.44         | Agency Mortgage-Backed Securities |
| GNII SF MA9960 M | 2049-11-20      | 3.0000%  | 0.0000% | $6000344.00        | $5021104.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ9731 C | 2055-06-20      | 6.5000%  | 0.0000% | $2426004.00        | $2527814.81        | Agency Mortgage-Backed Securities |
| GNII SF DL9980 C | 2055-10-20      | 6.0000%  | 0.0000% | $1456708.00        | $1506918.10        | Agency Mortgage-Backed Securities |
| GNII SF DK3225 C | 2055-08-20      | 6.5000%  | 0.0000% | $2930676.00        | $3059112.19        | Agency Mortgage-Backed Securities |
| GNII SF AS9196 C | 2046-04-20      | 3.5000%  | 0.0000% | $200000.00         | $61501.26          | Agency Mortgage-Backed Securities |
| GNII SF DM7863 C | 2055-10-20      | 6.5000%  | 0.0000% | $1310592.00        | $1370422.24        | Agency Mortgage-Backed Securities |
| GNII SF DM7809 C | 2055-09-20      | 6.5000%  | 0.0000% | $1004618.00        | $1052697.33        | Agency Mortgage-Backed Securities |
| GNII SF BT3116 C | 2050-03-20      | 3.0000%  | 0.0000% | $302721.00         | $89642.40          | Agency Mortgage-Backed Securities |
| GNII SF DM6959 C | 2055-09-20      | 5.0000%  | 0.0000% | $6294568.00        | $6310035.95        | Agency Mortgage-Backed Securities |
| GNII SF DM3340 C | 2055-08-20      | 6.5000%  | 0.0000% | $1448610.00        | $1519549.83        | Agency Mortgage-Backed Securities |
| GNII SF DN5537 C | 2055-11-20      | 6.0000%  | 0.0000% | $7521216.00        | $7778366.38        | Agency Mortgage-Backed Securities |
| GNII SF DK6212 C | 2055-08-20      | 5.5000%  | 0.0000% | $1336280.00        | $1368322.15        | Agency Mortgage-Backed Securities |
| GNII SF DL8656 C | 2055-09-20      | 6.5000%  | 0.0000% | $1548548.00        | $1617950.50        | Agency Mortgage-Backed Securities |
| GNII ET DL6419 C | 2065-08-20      | 3.0000%  | 0.0000% | $856246.00         | $764975.20         | Agency Mortgage-Backed Securities |
| GNII SF DH4942 C | 2055-07-20      | 6.5000%  | 0.0000% | $1648304.00        | $1707107.62        | Agency Mortgage-Backed Securities |
| GNII ET DL6750 C | 2065-09-20      | 4.5000%  | 0.0000% | $530487.00         | $519100.23         | Agency Mortgage-Backed Securities |
| GNII SF DL4915 C | 2055-08-20      | 6.5000%  | 0.0000% | $1809614.00        | $1889250.33        | Agency Mortgage-Backed Securities |
| GNII SF DL6991 C | 2055-07-20      | 6.5000%  | 0.0000% | $1772562.00        | $1847432.54        | Agency Mortgage-Backed Securities |
| GNII SF DO2203 C | 2055-11-20      | 5.5000%  | 0.0000% | $1142490.00        | $1171728.60        | Agency Mortgage-Backed Securities |
| GNII SF 005181 M | 2041-09-20      | 3.5000%  | 0.0000% | $2005500.00        | $114886.19         | Agency Mortgage-Backed Securities |
| GNII SF MA9322 M | 2031-11-20      | 2.5000%  | 0.0000% | $37402.00          | $7405.74           | Agency Mortgage-Backed Securities |
| GNII SF CE1947 C | 2051-06-20      | 3.0000%  | 0.0000% | $110000.00         | $77085.78          | Agency Mortgage-Backed Securities |
| GNII SF MA8431 M | 2052-11-20      | 6.5000%  | 0.0000% | $290000.00         | $116546.17         | Agency Mortgage-Backed Securities |
| GNMI SF BX6816 X | 2050-11-15      | 2.5000%  | 0.0000% | $514958.00         | $250080.19         | Agency Mortgage-Backed Securities |
| GNII SF MA9306 M | 2053-10-20      | 6.0000%  | 0.0000% | $2479000.00        | $1588944.69        | Agency Mortgage-Backed Securities |
| GNII SF MA8621 M | 2031-09-20      | 7.5000%  | 0.0000% | $264668.00         | $163349.55         | Agency Mortgage-Backed Securities |
| GNMI SF 774033 X | 2047-09-15      | 3.0000%  | 0.0000% | $228383.00         | $121452.62         | Agency Mortgage-Backed Securities |
| GNII SF MA9298 M | 2052-04-20      | 2.0000%  | 0.0000% | $1003182.00        | $683962.97         | Agency Mortgage-Backed Securities |
| GNII SF MA8852 M | 2029-12-20      | 7.5000%  | 0.0000% | $380203.00         | $232346.53         | Agency Mortgage-Backed Securities |
| GNII SF DM6671 C | 2055-09-20      | 6.5000%  | 0.0000% | $803877.00         | $851856.24         | Agency Mortgage-Backed Securities |
| GNII ET DM3067 C | 2065-09-20      | 4.0000%  | 0.0000% | $865422.00         | $825699.86         | Agency Mortgage-Backed Securities |
| GNII SF DJ5205 C | 2055-05-20      | 6.5000%  | 0.0000% | $2660820.00        | $2621791.54        | Agency Mortgage-Backed Securities |
| GNII ET DM3950 C | 2065-08-20      | 3.0000%  | 0.0000% | $705328.00         | $630772.45         | Agency Mortgage-Backed Securities |
| GNII SF AG2866 C | 2043-10-20      | 3.5000%  | 0.0000% | $875000.00         | $94054.13          | Agency Mortgage-Backed Securities |
| GNII SF DM8302 C | 2055-10-20      | 5.5000%  | 0.0000% | $1008272.00        | $1032268.62        | Agency Mortgage-Backed Securities |
| GNII RG CN9847 C | 2045-03-20      | 2.5000%  | 0.0000% | $1365548.00        | $899066.61         | Agency Mortgage-Backed Securities |
| GNMI SF AD5625 X | 2043-05-15      | 3.5000%  | 0.0000% | $1312450.00        | $114494.76         | Agency Mortgage-Backed Securities |
| GNII SF DM0771 C | 2055-08-20      | 6.5000%  | 0.0000% | $401375.00         | $423353.19         | Agency Mortgage-Backed Securities |
| GNII ET DM6734 C | 2065-09-20      | 6.0000%  | 0.0000% | $797062.00         | $816067.36         | Agency Mortgage-Backed Securities |
| GNMI SF 766458 X | 2047-04-15      | 3.0000%  | 0.0000% | $1049372.00        | $619344.53         | Agency Mortgage-Backed Securities |
| GNII SP 785066 C | 2048-12-20      | 4.5000%  | 0.0000% | $11349456.00       | $1516433.70        | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M | 2042-08-20      | 3.5000%  | 0.0000% | $44020352.00       | $3543417.46        | Agency Mortgage-Backed Securities |
| GNII SF CA4178 C | 2051-09-20      | 3.0000%  | 0.0000% | $1653974.00        | $693911.34         | Agency Mortgage-Backed Securities |
| GNII SF DM9284 C | 2052-09-20      | 5.5000%  | 0.0000% | $2750856.00        | $2776698.54        | Agency Mortgage-Backed Securities |
| GNII SF BX4935 C | 2050-08-20      | 3.0000%  | 0.0000% | $1096248.00        | $722654.28         | Agency Mortgage-Backed Securities |
| GNPL PN CY8217   | 2059-01-15      | 5.9200%  | 0.0000% | $48679.00          | $51591.28          | Agency Mortgage-Backed Securities |
| GNII SF CZ1215 C | 2054-03-20      | 7.5000%  | 0.0000% | $1082736.00        | $1123852.38        | Agency Mortgage-Backed Securities |
| GNII SF DK7157 C | 2055-06-20      | 5.0000%  | 0.0000% | $1005974.00        | $1005506.55        | Agency Mortgage-Backed Securities |
| GNII SF DL5793 C | 2046-02-20      | 6.5000%  | 0.0000% | $755444.00         | $779623.18         | Agency Mortgage-Backed Securities |
| GNII SF DL5824 C | 2050-09-20      | 6.5000%  | 0.0000% | $2460236.00        | $2571187.11        | Agency Mortgage-Backed Securities |
| GNII SF DM3899 C | 2055-09-20      | 6.5000%  | 0.0000% | $746560.00         | $782587.46         | Agency Mortgage-Backed Securities |
| GNII SF CE9959 C | 2051-10-20      | 3.0000%  | 0.0000% | $465759.00         | $353882.67         | Agency Mortgage-Backed Securities |
| GNII RG CL6778 C | 2049-05-20      | 5.5000%  | 0.0000% | $1308496.00        | $916619.14         | Agency Mortgage-Backed Securities |
| GNII SF DN0677 C | 2055-09-20      | 6.0000%  | 0.0000% | $844617.00         | $881097.54         | Agency Mortgage-Backed Securities |
| GNII ET DM6747 C | 2065-01-20      | 3.0000%  | 0.0000% | $319716.00         | $285875.18         | Agency Mortgage-Backed Securities |
| GNII SF DN3228 C | 2055-11-20      | 6.0000%  | 0.0000% | $1826000.00        | $1866652.24        | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M | 2047-09-20      | 4.0000%  | 0.0000% | $800000.00         | $85587.44          | Agency Mortgage-Backed Securities |
| GNII SF AB7786 C | 2043-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $189520.12         | Agency Mortgage-Backed Securities |
| GNII SF DO3450 C | 2055-10-20      | 6.0000%  | 0.0000% | $3288040.00        | $3491172.94        | Agency Mortgage-Backed Securities |
| GNII SF CG3425 C | 2051-09-20      | 2.5000%  | 0.0000% | $200000.00         | $109434.29         | Agency Mortgage-Backed Securities |
| GNII SF DK0823 C | 2055-08-20      | 6.5000%  | 0.0000% | $900295.00         | $942627.26         | Agency Mortgage-Backed Securities |
| GNII ET DF5599 C | 2062-09-20      | 5.0000%  | 0.0000% | $670123.00         | $498034.08         | Agency Mortgage-Backed Securities |
| GNMI SF BM2477 X | 2049-09-15      | 2.5000%  | 0.0000% | $53617.00          | $15397.17          | Agency Mortgage-Backed Securities |
| GNII SF BW4928 C | 2050-10-20      | 2.0000%  | 0.0000% | $255068.00         | $149637.36         | Agency Mortgage-Backed Securities |
| GNII SF BM7486 C | 2049-07-20      | 3.5000%  | 0.0000% | $800000.00         | $155930.95         | Agency Mortgage-Backed Securities |
| GNMI SF BC5919 X | 2047-09-15      | 4.0000%  | 0.0000% | $42000.00          | $15717.23          | Agency Mortgage-Backed Securities |
| GNII SF MA1224 M | 2043-08-20      | 3.5000%  | 0.0000% | $7356540.00        | $662512.21         | Agency Mortgage-Backed Securities |

### Security 316: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0W51, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0W51
- **C.18 - Value (incl. sponsor support):** $396000000.00
- **C.18.a - Value (excl. sponsor support):** $396000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2031-10-31      | 4.1250%  | 0.0000% | $143722400.00      | $147642372.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $84026400.00       | $91378002.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $174063000.00      | $164899689.86      | U.S. Treasuries (including strips) |

### Security 317: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0WN2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0WN2
- **C.18 - Value (incl. sponsor support):** $1972000000.00
- **C.18.a - Value (excl. sponsor support):** $1972000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $693647700.00      | $681164122.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $532762000.00      | $534271411.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $91814800.00       | $95289215.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.9304%  | 0.0000% | $257290000.00      | $258049847.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $457377600.00      | $442665403.64      | U.S. Treasuries (including strips) |

### Security 318: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0WP7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0WP7
- **C.18 - Value (incl. sponsor support):** $1972000000.00
- **C.18.a - Value (excl. sponsor support):** $1972000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 | 2030-08-31      | 4.1250%  | 0.0000% | $602247200.00      | $622036184.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $574301600.00      | $572137282.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $95671200.00       | $91685602.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $5569600.00        | $5507738.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $438560400.00      | $432618546.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $17047600.00       | $16776065.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $11320500.00       | $11266874.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $219784000.00      | $234734132.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $100300.00         | $98913.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $25052500.00       | $24578682.07       | U.S. Treasuries (including strips) |

### Security 319: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.110000%
- **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: ARP1D0WQ5, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1D0WQ5
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLCB6543 | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $754.18            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9063 | 2054-07-01      | 6.5000%  | 0.0000% | $2098992.00        | $1584395.23        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  | 0.0000% | $2455.00           | $1469.21           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3935 | 2046-11-01      | 3.0000%  | 0.0000% | $1024.00           | $773.05            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $597.81            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6906 | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $952.53            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  | 0.0000% | $2550586.00        | $402576.28         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW8740 | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $781.43            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT3180 | 2043-05-01      | 3.0000%  | 0.0000% | $11046901.00       | $2069525.46        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ8387 | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $965.73            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2897 | 2045-09-01      | 3.5000%  | 0.0000% | $4593950.00        | $1165068.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA4378 | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.70           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1585 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $967.08            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB7117 | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $907.77            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  | 0.0000% | $4094.00           | $2986.73           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5663 | 2030-11-01      | 3.8100%  | 0.0000% | $63961.00          | $63765.82          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1473 | 2054-08-01      | 6.0000%  | 0.0000% | $2777422.00        | $2546069.07        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH5479 | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $784.74            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD4981 | 2054-02-01      | 7.0000%  | 0.0000% | $1074.00           | $876.30            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8010 | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $228.21            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8028 | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $785.75            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7659 | 2053-12-01      | 7.0000%  | 0.0000% | $48956492.00       | $38497247.07       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5915 | 2046-11-01      | 3.0000%  | 0.0000% | $1001.00           | $220.93            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC2908 | 2054-08-01      | 6.5000%  | 0.0000% | $6972.00           | $6288.33           | Agency Mortgage-Backed Securities |

### Security 320: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0WR3, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1D0WR3
- **C.18 - Value (incl. sponsor support):** $315000000.00
- **C.18.a - Value (excl. sponsor support):** $315000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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%  | 0.0000% | $82400.00          | $93102.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $229800.00         | $230409.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.9854%  | 0.0000% | $98600.00          | $98931.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $928300.00         | $884007.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $103.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $500.00            | $529.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $11365700.00       | $11684125.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $7661200.00        | $7761058.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $1904800.00        | $1868449.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $209100.00         | $218660.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $106.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $339000.00         | $320546.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $1200.00           | $1143.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $6915800.00        | $7020423.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $99.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $200.00            | $221.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $1016000.00        | $959290.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1200.00           | $1129.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $900.00            | $885.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $1498300.00        | $1523001.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $4999100.00        | $4899518.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $6380200.00        | $4726384.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $50546400.00       | $25887097.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $144.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $9310300.00        | $6706191.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $4918400.00        | $4976600.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $400.00            | $369.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $21682600.00       | $17173147.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $161400.00         | $125944.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $30983900.00       | $31982807.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $18291100.00       | $19457950.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $3256000.00        | $2875689.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $139.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $58520600.00       | $64920173.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $400.00            | $405.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $16056100.00       | $16267548.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $6224500.00        | $6370210.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $2992400.00        | $2843256.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $6899800.00        | $6233078.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $15303200.00       | $15162886.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $2147700.00        | $2019228.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $5154700.00        | $5361252.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $3257400.00        | $3411171.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $770000.00         | $548215.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $1453600.00        | $1380069.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $9421400.00        | $9355544.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $103.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $100.00            | $164.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $5227100.00        | $5661030.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $11221700.00       | $12153276.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $12731000.00       | $12612874.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $200.00            | $204.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $32800.00          | $33493.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $300.00            | $308.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $5189000.00        | $5449017.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $47300.00          | $37119.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $200.00            | $210.02            | U.S. Treasuries (including strips) |

### Security 321: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0WU6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0WU6
- **C.18 - Value (incl. sponsor support):** $1034000000.00
- **C.18.a - Value (excl. sponsor support):** $1034000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 | 2026-10-31      | 1.1250%  | 0.0000% | $256049600.00      | $250452142.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $637483100.00      | $618723247.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $197418400.00      | $185504702.76      | U.S. Treasuries (including strips) |

### Security 322: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0WX0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0WX0
- **C.18 - Value (incl. sponsor support):** $1877000000.00
- **C.18.a - Value (excl. sponsor support):** $1877000000.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 | 2027-10-15      | 3.8750%  | 0.0000% | $216778200.00      | $219196158.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $8937400.00        | $9043022.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $551040000.00      | $558954419.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $801110400.00      | $819840774.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $287088400.00      | $294370994.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $13273800.00       | $12532909.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $633100.00         | $601755.11         | U.S. Treasuries (including strips) |

### Security 323: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D12F0, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1D12F0
- **C.18 - Value (incl. sponsor support):** $396000000.00
- **C.18.a - Value (excl. sponsor support):** $396000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2028-06-15      | 3.8750%  | 0.0000% | $48346800.00       | $49657391.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $6000000.00        | $6154367.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $13646700.00       | $11929717.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $200.00            | $193.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $400.00            | $369.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $93343800.00       | $93842449.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $14773600.00       | $15243893.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $578500.00         | $584294.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $3201100.00        | $3215309.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $4713400.00        | $4928901.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $774700.00         | $1018740.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $200.00            | $132.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $14999100.00       | $14557706.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $102.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $999900.00         | $980084.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $50975400.00       | $44729395.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $59161900.00       | $59436997.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $7000100.00        | $7016955.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $3000000.00        | $2982255.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $22600.00          | $21998.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $6366500.00        | $6431344.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $104.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $37300.00          | $39873.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $59868600.00       | $53946012.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $24000000.00       | $27201344.19       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-12-05

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO