# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-26-034984
**Filing Date:** 2026-4
**Character Count:** 1251435
**Document Hash:** 59876a97602181a20a6704c626065898
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034984.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034984

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 26843774

**BUSINESS ADDRESS:**
- **STREET 1:** 425 MARKET STREET
- **STREET 2:** SUITE 1700
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 800-650-9744

**MAIL ADDRESS:**
- **STREET 1:** 425 MARKET STREET
- **STREET 2:** SUITE 1700
- **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):** 2026-03-31

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 549300622ITN50PWDE20

**EDGAR Series Identifier:** S000004506

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $92059676187.25

- **Amortized Cost of Portfolio Securities:** $92066776902.42

- **Cash:** $0.39

- **Total Other Assets:** $227738070.29

- **Total Liabilities:** $634818914.32

- **Net Assets of Series:** $91659696058.78

- **Number of Shares Outstanding (Series):** 91659368217.5100

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $48025770934.79           | $63769770885.69            | 52.3500%                  | 69.5100%                   |
| 2026-03-03 | $48895902997.85           | $64210019811.65            | 53.0300%                  | 69.6400%                   |
| 2026-03-04 | $43414984995.01           | $63910303078.28            | 47.3900%                  | 69.7600%                   |
| 2026-03-05 | $48208458647.43           | $63759097512.86            | 52.7100%                  | 69.7100%                   |
| 2026-03-06 | $41577743010.69           | $63959715704.27            | 45.3700%                  | 69.8000%                   |
| 2026-03-09 | $44530422633.03           | $63973297102.13            | 48.4300%                  | 69.5800%                   |
| 2026-03-10 | $46291991162.95           | $63777031482.28            | 50.3900%                  | 69.4200%                   |
| 2026-03-11 | $40676126169.80           | $63470464519.37            | 44.3000%                  | 69.1300%                   |
| 2026-03-12 | $48170186362.58           | $63793577466.50            | 52.2800%                  | 69.2400%                   |
| 2026-03-13 | $41674296595.74           | $64867836321.52            | 45.0700%                  | 70.1500%                   |
| 2026-03-16 | $43878186217.23           | $64671667767.51            | 47.5300%                  | 70.0500%                   |
| 2026-03-17 | $47439970061.41           | $64795939388.91            | 51.3900%                  | 70.1900%                   |
| 2026-03-18 | $40303754597.66           | $64662187584.77            | 43.7200%                  | 70.1400%                   |
| 2026-03-19 | $50129617287.16           | $65329496122.26            | 53.9800%                  | 70.3500%                   |
| 2026-03-20 | $40580192480.46           | $64426065949.16            | 43.7700%                  | 69.4900%                   |
| 2026-03-23 | $43279430836.22           | $64914592537.00            | 46.5900%                  | 69.8800%                   |
| 2026-03-24 | $47812117414.44           | $64892786717.47            | 51.4800%                  | 69.8800%                   |
| 2026-03-25 | $41896874255.44           | $64787107323.93            | 45.0900%                  | 69.7200%                   |
| 2026-03-26 | $46954922522.55           | $64549919155.14            | 50.4800%                  | 69.3900%                   |
| 2026-03-27 | $39774106374.03           | $64218838467.65            | 42.9100%                  | 69.2800%                   |
| 2026-03-30 | $42707928008.64           | $63821791606.31            | 46.2700%                  | 69.1400%                   |
| 2026-03-31 | $47566225031.56           | $63812827805.38            | 51.5400%                  | 69.1400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7400%             |
| 2026-03-03 | 3.7400%             |
| 2026-03-04 | 3.7400%             |
| 2026-03-05 | 3.7400%             |
| 2026-03-06 | 3.7400%             |
| 2026-03-09 | 3.7400%             |
| 2026-03-10 | 3.7300%             |
| 2026-03-11 | 3.7300%             |
| 2026-03-12 | 3.7300%             |
| 2026-03-13 | 3.7200%             |
| 2026-03-16 | 3.7300%             |
| 2026-03-17 | 3.7300%             |
| 2026-03-18 | 3.7200%             |
| 2026-03-19 | 3.7200%             |
| 2026-03-20 | 3.7100%             |
| 2026-03-23 | 3.7000%             |
| 2026-03-24 | 3.7000%             |
| 2026-03-25 | 3.7000%             |
| 2026-03-26 | 3.7100%             |
| 2026-03-27 | 3.7100%             |
| 2026-03-30 | 3.7200%             |
| 2026-03-31 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0000                      |
|  |  |
| 2026-03-03 | 1.0000                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0000                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 0.9999                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 0.9999                      |
|  |  |
| 2026-03-19 | 0.9999                      |
|  |  |
| 2026-03-20 | 0.9998                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9998                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 0.9999                      |
|  |  |

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $24601153261.03

- **Number of Shares Outstanding:** 24600985529.0200

- **Expense Reimbursement/Waiver:** 124461.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $6598053.99             |
| 2026-03-03 | $304227883.43             | $0.00                   |
| 2026-03-04 | $0.00                     | $30410130.52            |
| 2026-03-05 | $0.00                     | $53996600.55            |
| 2026-03-06 | $169128983.79             | $0.00                   |
| 2026-03-09 | $0.00                     | $271493502.71           |
| 2026-03-10 | $34190353.59              | $0.00                   |
| 2026-03-11 | $80155764.91              | $0.00                   |
| 2026-03-12 | $0.00                     | $146598013.92           |
| 2026-03-13 | $76116093.77              | $0.00                   |
| 2026-03-16 | $0.00                     | $40464768.81            |
| 2026-03-17 | $229231301.22             | $0.00                   |
| 2026-03-18 | $0.00                     | $102245263.99           |
| 2026-03-19 | $0.00                     | $149878756.80           |
| 2026-03-20 | $628605.71                | $0.00                   |
| 2026-03-23 | $61233310.55              | $0.00                   |
| 2026-03-24 | $38276325.54              | $0.00                   |
| 2026-03-25 | $112164426.31             | $0.00                   |
| 2026-03-26 | $0.00                     | $88061804.30            |
| 2026-03-27 | $40626972.55              | $0.00                   |
| 2026-03-30 | $3762575.63               | $0.00                   |
| 2026-03-31 | $96830733.39              | $0.00                   |

**Total Gross Subscriptions (Month):** $1246573330.39

**Total Gross Redemptions (Month):** $889746895.59

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.3000%           |
| 2026-03-03 | 3.3000%           |
| 2026-03-04 | 3.3000%           |
| 2026-03-05 | 3.3000%           |
| 2026-03-06 | 3.3000%           |
| 2026-03-09 | 3.3000%           |
| 2026-03-10 | 3.2900%           |
| 2026-03-11 | 3.2900%           |
| 2026-03-12 | 3.2900%           |
| 2026-03-13 | 3.2800%           |
| 2026-03-16 | 3.2900%           |
| 2026-03-17 | 3.2900%           |
| 2026-03-18 | 3.2800%           |
| 2026-03-19 | 3.2800%           |
| 2026-03-20 | 3.2700%           |
| 2026-03-23 | 3.2600%           |
| 2026-03-24 | 3.2600%           |
| 2026-03-25 | 3.2600%           |
| 2026-03-26 | 3.2700%           |
| 2026-03-27 | 3.2700%           |
| 2026-03-30 | 3.2800%           |
| 2026-03-31 | 3.2800%           |

**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:** $32909708858.54

- **Number of Shares Outstanding:** 32909560925.0700

- **Expense Reimbursement/Waiver:** 167597.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $207077719.17             | $147882819.76           |
| 2026-03-03 | $208903243.85             | $242510404.11           |
| 2026-03-04 | $206076130.88             | $195340881.23           |
| 2026-03-05 | $161341028.59             | $181160876.48           |
| 2026-03-06 | $178998926.52             | $160377739.62           |
| 2026-03-09 | $214083687.02             | $188244332.07           |
| 2026-03-10 | $212894656.37             | $175954975.74           |
| 2026-03-11 | $185599094.49             | $181127885.88           |
| 2026-03-12 | $463927897.51             | $124805044.73           |
| 2026-03-13 | $275438085.58             | $139788123.27           |
| 2026-03-16 | $220287968.84             | $139074416.16           |
| 2026-03-17 | $264290010.78             | $181946310.71           |
| 2026-03-18 | $170976222.74             | $169067795.38           |
| 2026-03-19 | $838236562.49             | $155039705.53           |
| 2026-03-20 | $158413739.62             | $212231313.97           |
| 2026-03-23 | $253884068.71             | $154556218.06           |
| 2026-03-24 | $198908759.65             | $311263426.61           |
| 2026-03-25 | $157580532.71             | $219338190.68           |
| 2026-03-26 | $99507436.44              | $578187161.66           |
| 2026-03-27 | $167043569.02             | $196883289.61           |
| 2026-03-30 | $219794023.72             | $414185735.11           |
| 2026-03-31 | $233045353.17             | $235768029.37           |

**Total Gross Subscriptions (Month):** $5296308717.87

**Total Gross Redemptions (Month):** $4704734675.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4000%           |
| 2026-03-03 | 3.4000%           |
| 2026-03-04 | 3.4000%           |
| 2026-03-05 | 3.4000%           |
| 2026-03-06 | 3.4000%           |
| 2026-03-09 | 3.4000%           |
| 2026-03-10 | 3.3900%           |
| 2026-03-11 | 3.3900%           |
| 2026-03-12 | 3.3900%           |
| 2026-03-13 | 3.3800%           |
| 2026-03-16 | 3.3900%           |
| 2026-03-17 | 3.3900%           |
| 2026-03-18 | 3.3800%           |
| 2026-03-19 | 3.3800%           |
| 2026-03-20 | 3.3700%           |
| 2026-03-23 | 3.3600%           |
| 2026-03-24 | 3.3600%           |
| 2026-03-25 | 3.3600%           |
| 2026-03-26 | 3.3700%           |
| 2026-03-27 | 3.3700%           |
| 2026-03-30 | 3.3800%           |
| 2026-03-31 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9200%         | 0.0000%              |

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $34148833939.21

- **Number of Shares Outstanding:** 34148821763.4200

- **Expense Reimbursement/Waiver:** 175348.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9998          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $136596383.08             | $193570851.98           |
| 2026-03-03 | $127951202.14             | $168142690.85           |
| 2026-03-04 | $250346647.96             | $215436720.12           |
| 2026-03-05 | $123444024.26             | $207429291.98           |
| 2026-03-06 | $141244036.04             | $186177955.71           |
| 2026-03-09 | $173562401.41             | $172566222.27           |
| 2026-03-10 | $128953974.51             | $189294929.08           |
| 2026-03-11 | $148719829.33             | $187939462.10           |
| 2026-03-12 | $137959688.19             | $137428336.51           |
| 2026-03-13 | $176738630.80             | $146519739.62           |
| 2026-03-16 | $200859470.86             | $220541942.23           |
| 2026-03-17 | $252762023.54             | $122837482.69           |
| 2026-03-18 | $136474202.39             | $188279738.57           |
| 2026-03-19 | $207526160.89             | $145657560.46           |
| 2026-03-20 | $168940593.92             | $156057536.95           |
| 2026-03-23 | $128052601.12             | $173630224.12           |
| 2026-03-24 | $157205918.23             | $139405341.85           |
| 2026-03-25 | $99682505.92              | $207806723.96           |
| 2026-03-26 | $114764711.81             | $94123452.63            |
| 2026-03-27 | $178772932.72             | $294621610.10           |
| 2026-03-30 | $110923708.56             | $212510379.90           |
| 2026-03-31 | $123449793.32             | $192247539.66           |

**Total Gross Subscriptions (Month):** $3424931441.00

**Total Gross Redemptions (Month):** $3952225733.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5500%           |
| 2026-03-03 | 3.5500%           |
| 2026-03-04 | 3.5500%           |
| 2026-03-05 | 3.5500%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5300%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5400%           |
| 2026-03-18 | 3.5300%           |
| 2026-03-19 | 3.5300%           |
| 2026-03-20 | 3.5200%           |
| 2026-03-23 | 3.5100%           |
| 2026-03-24 | 3.5100%           |
| 2026-03-25 | 3.5100%           |
| 2026-03-26 | 3.5200%           |
| 2026-03-27 | 3.5200%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5300%           |

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

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2021A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 10807BAA7, C.4 - ISIN: US10807BAA70, C.3 - LEI: 2549005XOAOA3RHT9B41
- **C.18 - Value (incl. sponsor support):** $56900000.00
- **C.18.a - Value (excl. sponsor support):** $56900000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2061-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: FARR LIFE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 31164GAA9, C.4 - ISIN: US31164GAA94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2072-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AKYH3, C.4 - ISIN: US3130AKYH38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11070952.99
- **C.18.a - Value (excl. sponsor support):** $11070952.99
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-02-10
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **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 4: 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):** $12411778.83
- **C.18.a - Value (excl. sponsor support):** $12411778.83
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 5: 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):** $8651109.92
- **C.18.a - Value (excl. sponsor support):** $8651109.92
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 6: 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):** $4964272.95
- **C.18.a - Value (excl. sponsor support):** $4964272.95
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ANQU7, C.4 - ISIN: US3130ANQU79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5959356.60
- **C.18.a - Value (excl. sponsor support):** $5959356.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: 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):** $35579037.14
- **C.18.a - Value (excl. sponsor support):** $35579037.14
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXU63, C.4 - ISIN: US3130AXU635, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2915893.31
- **C.18.a - Value (excl. sponsor support):** $2915893.31
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.740000%
- **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):** $48900960.89
- **C.18.a - Value (excl. sponsor support):** $48900960.89
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2Z65, C.4 - ISIN: US3130B2Z651, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72633029.37
- **C.18.a - Value (excl. sponsor support):** $72633029.37
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3A29, C.4 - ISIN: US3130B3A298, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1817362.42
- **C.18.a - Value (excl. sponsor support):** $1817362.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.695000%
- **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):** $145283491.45
- **C.18.a - Value (excl. sponsor support):** $145283491.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.680000%
- **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):** $96790538.77
- **C.18.a - Value (excl. sponsor support):** $96790538.77
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.705000%
- **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):** $174403095.61
- **C.18.a - Value (excl. sponsor support):** $174403095.61
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SF6, C.4 - ISIN: US3130B5SF60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193513564.35
- **C.18.a - Value (excl. sponsor support):** $193513564.35
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 17: 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: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145279350.35
- **C.18.a - Value (excl. sponsor support):** $145279350.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.730000%
- **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):** $96719271.34
- **C.18.a - Value (excl. sponsor support):** $96719271.34
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $266532720.87
- **C.18.a - Value (excl. sponsor support):** $266532720.87
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.730000%
- **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):** $241947091.78
- **C.18.a - Value (excl. sponsor support):** $241947091.78
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193600194.30
- **C.18.a - Value (excl. sponsor support):** $193600194.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121284619.30
- **C.18.a - Value (excl. sponsor support):** $121284619.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 23: 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: 3130B6T89, C.4 - ISIN: US3130B6T895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145079346.45
- **C.18.a - Value (excl. sponsor support):** $145079346.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.645000%
- **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):** $241700002.42
- **C.18.a - Value (excl. sponsor support):** $241700002.42
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.695000%
- **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):** $86608135.20
- **C.18.a - Value (excl. sponsor support):** $86608135.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GH1, C.4 - ISIN: US3130B7GH11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144999536.00
- **C.18.a - Value (excl. sponsor support):** $144999536.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HM9, C.4 - ISIN: US3130B7HM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240998156.35
- **C.18.a - Value (excl. sponsor support):** $240998156.35
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Q72, C.4 - ISIN: US3130B7Q725, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145044425.10
- **C.18.a - Value (excl. sponsor support):** $145044425.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169118034.67
- **C.18.a - Value (excl. sponsor support):** $169118034.67
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 30: 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):** $241154517.93
- **C.18.a - Value (excl. sponsor support):** $241154517.93
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7W42, C.4 - ISIN: US3130B7W426, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22200000.00
- **C.18.a - Value (excl. sponsor support):** $22200000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.635000%
- **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):** $5999989.50
- **C.18.a - Value (excl. sponsor support):** $5999989.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84U3, C.4 - ISIN: US3130B84U33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119225270.40
- **C.18.a - Value (excl. sponsor support):** $119225270.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.650000%
- **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):** $113199839.26
- **C.18.a - Value (excl. sponsor support):** $113199839.26
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DH2, C.4 - ISIN: US3130B8DH21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $162598406.52
- **C.18.a - Value (excl. sponsor support):** $162598406.52
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 36: 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):** $240974618.36
- **C.18.a - Value (excl. sponsor support):** $240974618.36
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8J45, C.4 - ISIN: US3130B8J454, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241169405.46
- **C.18.a - Value (excl. sponsor support):** $241169405.46
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.650000%
- **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):** $244500308.07
- **C.18.a - Value (excl. sponsor support):** $244500308.07
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.775000%
- **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):** $216916631.89
- **C.18.a - Value (excl. sponsor support):** $216916631.89
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 40: 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):** $144458060.91
- **C.18.a - Value (excl. sponsor support):** $144458060.91
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.640000%
- **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):** $231404102.72
- **C.18.a - Value (excl. sponsor support):** $231404102.72
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134900206.40
- **C.18.a - Value (excl. sponsor support):** $134900206.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SW3, C.4 - ISIN: US3130B8SW33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240904781.87
- **C.18.a - Value (excl. sponsor support):** $240904781.87
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8V82, C.4 - ISIN: US3130B8V822, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120473088.62
- **C.18.a - Value (excl. sponsor support):** $120473088.62
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B93C2, C.4 - ISIN: US3130B93C26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124421064.65
- **C.18.a - Value (excl. sponsor support):** $124421064.65
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-13
- **C.13 - Final Legal Maturity Date:** 2028-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96H8, C.4 - ISIN: US3130B96H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123920747.06
- **C.18.a - Value (excl. sponsor support):** $123920747.06
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9E22, C.4 - ISIN: US3130B9E222, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148548300.34
- **C.18.a - Value (excl. sponsor support):** $148548300.34
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-03-04
- **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 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9F88, C.4 - ISIN: US3130B9F880, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121719159.23
- **C.18.a - Value (excl. sponsor support):** $121719159.23
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **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 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9LD0, C.4 - ISIN: US3130B9LD08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223137253.24
- **C.18.a - Value (excl. sponsor support):** $223137253.24
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **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 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9PD6, C.4 - ISIN: US3130B9PD61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149015138.80
- **C.18.a - Value (excl. sponsor support):** $149015138.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-03-19
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **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 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UF5, C.4 - ISIN: US3130B9UF54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147065348.94
- **C.18.a - Value (excl. sponsor support):** $147065348.94
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UK4, C.4 - ISIN: US3130B9UK40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244735057.40
- **C.18.a - Value (excl. sponsor support):** $244735057.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UN8, C.4 - ISIN: US3130B9UN88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148407160.63
- **C.18.a - Value (excl. sponsor support):** $148407160.63
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9W48, C.4 - ISIN: US3130B9W489, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123921567.27
- **C.18.a - Value (excl. sponsor support):** $123921567.27
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-17
- **C.13 - Final Legal Maturity Date:** 2028-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: 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: 3130BA2E6, C.4 - ISIN: US3130BA2E65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123553818.75
- **C.18.a - Value (excl. sponsor support):** $123553818.75
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2027-04-23
- **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 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA3X3, C.4 - ISIN: US3130BA3X38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489895075.08
- **C.18.a - Value (excl. sponsor support):** $489895075.08
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-30
- **C.13 - Final Legal Maturity Date:** 2028-03-30
- **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 57: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5E3, C.4 - ISIN: US3130BA5E39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247432176.84
- **C.18.a - Value (excl. sponsor support):** $247432176.84
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313H92, C.4 - ISIN: US313313H928, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $185041811.05
- **C.18.a - Value (excl. sponsor support):** $185041811.05
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313V39, C.4 - ISIN: US313313V390, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42318703.13
- **C.18.a - Value (excl. sponsor support):** $42318703.13
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313VU9, C.4 - ISIN: US313313VU99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52894588.83
- **C.18.a - Value (excl. sponsor support):** $52894588.83
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313VW5, C.4 - ISIN: US313313VW55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24047274.50
- **C.18.a - Value (excl. sponsor support):** $24047274.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313XN3, C.4 - ISIN: US313313XN39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $220227987.98
- **C.18.a - Value (excl. sponsor support):** $220227987.98
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313XY9, C.4 - ISIN: US313313XY93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $206901604.00
- **C.18.a - Value (excl. sponsor support):** $206901604.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47786055.51
- **C.18.a - Value (excl. sponsor support):** $47786055.51
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 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: 313313YS1, C.4 - ISIN: US313313YS17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85970334.38
- **C.18.a - Value (excl. sponsor support):** $85970334.38
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33402267.96
- **C.18.a - Value (excl. sponsor support):** $33402267.96
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 67: 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: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244542608.49
- **C.18.a - Value (excl. sponsor support):** $244542608.49
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: 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):** $26522290.38
- **C.18.a - Value (excl. sponsor support):** $26522290.38
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 69: 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: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97600057.83
- **C.18.a - Value (excl. sponsor support):** $97600057.83
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244122933.63
- **C.18.a - Value (excl. sponsor support):** $244122933.63
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: 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: 313385F84, C.4 - ISIN: US313385F847, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243665870.83
- **C.18.a - Value (excl. sponsor support):** $243665870.83
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $195030920.00
- **C.18.a - Value (excl. sponsor support):** $195030920.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385H82, C.4 - ISIN: US313385H827, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243278475.17
- **C.18.a - Value (excl. sponsor support):** $243278475.17
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146168305.91
- **C.18.a - Value (excl. sponsor support):** $146168305.91
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 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: 313385J72, C.4 - ISIN: US313385J724, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96830540.08
- **C.18.a - Value (excl. sponsor support):** $96830540.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J80, C.4 - ISIN: US313385J807, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146555424.00
- **C.18.a - Value (excl. sponsor support):** $146555424.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 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: 313385K62, C.4 - ISIN: US313385K623, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146270458.00
- **C.18.a - Value (excl. sponsor support):** $146270458.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **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 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: 313385U46, C.4 - ISIN: US313385U465, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97353500.00
- **C.18.a - Value (excl. sponsor support):** $97353500.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183274078.39
- **C.18.a - Value (excl. sponsor support):** $183274078.39
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240884215.50
- **C.18.a - Value (excl. sponsor support):** $240884215.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $770449027.43
- **C.18.a - Value (excl. sponsor support):** $770449027.43
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VU7, C.4 - ISIN: US313385VU76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123753377.64
- **C.18.a - Value (excl. sponsor support):** $123753377.64
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.4 - ISIN: US313385WE26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240380719.14
- **C.18.a - Value (excl. sponsor support):** $240380719.14
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XN1, C.4 - ISIN: US313385XN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $296651870.09
- **C.18.a - Value (excl. sponsor support):** $296651870.09
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385XS0, C.4 - ISIN: US313385XS03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216066494.48
- **C.18.a - Value (excl. sponsor support):** $216066494.48
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385YD2, C.4 - ISIN: US313385YD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15876971.04
- **C.18.a - Value (excl. sponsor support):** $15876971.04
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 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: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $212233896.54
- **C.18.a - Value (excl. sponsor support):** $212233896.54
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19793570.43
- **C.18.a - Value (excl. sponsor support):** $19793570.43
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245870161.12
- **C.18.a - Value (excl. sponsor support):** $245870161.12
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 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: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $171886134.00
- **C.18.a - Value (excl. sponsor support):** $171886134.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243843842.21
- **C.18.a - Value (excl. sponsor support):** $243843842.21
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245502158.88
- **C.18.a - Value (excl. sponsor support):** $245502158.88
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220939593.95
- **C.18.a - Value (excl. sponsor support):** $220939593.95
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147197424.00
- **C.18.a - Value (excl. sponsor support):** $147197424.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245205384.72
- **C.18.a - Value (excl. sponsor support):** $245205384.72
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122577960.56
- **C.18.a - Value (excl. sponsor support):** $122577960.56
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: 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):** $18868814.81
- **C.18.a - Value (excl. sponsor support):** $18868814.81
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 98: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86700000.00
- **C.18.a - Value (excl. sponsor support):** $86700000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: 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):** $111539479.88
- **C.18.a - Value (excl. sponsor support):** $111539479.88
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 100: 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):** $44406822.28
- **C.18.a - Value (excl. sponsor support):** $44406822.28
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 101: 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):** $38815109.76
- **C.18.a - Value (excl. sponsor support):** $38815109.76
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 102: 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):** $23785194.36
- **C.18.a - Value (excl. sponsor support):** $23785194.36
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 103: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $196225033.36
- **C.18.a - Value (excl. sponsor support):** $196225033.36
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 104: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4C2, C.4 - ISIN: US3133ER4C26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77505127.40
- **C.18.a - Value (excl. sponsor support):** $77505127.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 105: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4E8, C.4 - ISIN: US3133ER4E81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87212562.03
- **C.18.a - Value (excl. sponsor support):** $87212562.03
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 106: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4W8, C.4 - ISIN: US3133ER4W89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169624664.93
- **C.18.a - Value (excl. sponsor support):** $169624664.93
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 107: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5B3, C.4 - ISIN: US3133ER5B34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121210139.59
- **C.18.a - Value (excl. sponsor support):** $121210139.59
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 108: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43700738.09
- **C.18.a - Value (excl. sponsor support):** $43700738.09
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 109: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6W6, C.4 - ISIN: US3133ER6W61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174295399.10
- **C.18.a - Value (excl. sponsor support):** $174295399.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 110: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72650620.35
- **C.18.a - Value (excl. sponsor support):** $72650620.35
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 111: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBY6, C.4 - ISIN: US3133ERBY63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96402058.14
- **C.18.a - Value (excl. sponsor support):** $96402058.14
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 112: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREA5, C.4 - ISIN: US3133EREA50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144605204.15
- **C.18.a - Value (excl. sponsor support):** $144605204.15
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 113: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGK1, C.4 - ISIN: US3133ERGK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96304310.39
- **C.18.a - Value (excl. sponsor support):** $96304310.39
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 114: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144918583.44
- **C.18.a - Value (excl. sponsor support):** $144918583.44
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 115: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKD2, C.4 - ISIN: US3133ERKD26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96607424.68
- **C.18.a - Value (excl. sponsor support):** $96607424.68
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 116: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48915633.33
- **C.18.a - Value (excl. sponsor support):** $48915633.33
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 117: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERML2, C.4 - ISIN: US3133ERML24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39902720.62
- **C.18.a - Value (excl. sponsor support):** $39902720.62
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19011425.27
- **C.18.a - Value (excl. sponsor support):** $19011425.27
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 119: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144148057.35
- **C.18.a - Value (excl. sponsor support):** $144148057.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 120: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **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):** $40011452.00
- **C.18.a - Value (excl. sponsor support):** $40011452.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 121: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40052872.40
- **C.18.a - Value (excl. sponsor support):** $40052872.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 122: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17405921.74
- **C.18.a - Value (excl. sponsor support):** $17405921.74
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 123: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58205359.06
- **C.18.a - Value (excl. sponsor support):** $58205359.06
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 124: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200068276.00
- **C.18.a - Value (excl. sponsor support):** $200068276.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 125: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVU2, C.4 - ISIN: US3133ERVU22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3295839.39
- **C.18.a - Value (excl. sponsor support):** $3295839.39
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 126: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $121008843.89
- **C.18.a - Value (excl. sponsor support):** $121008843.89
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 127: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5B9, C.4 - ISIN: US3133ET5B97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48216049.77
- **C.18.a - Value (excl. sponsor support):** $48216049.77
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-22
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6W2, C.4 - ISIN: US3133ET6W26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $84609156.26
- **C.18.a - Value (excl. sponsor support):** $84609156.26
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-12
- **C.13 - Final Legal Maturity Date:** 2027-07-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETA23, C.4 - ISIN: US3133ETA235, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63009044.91
- **C.18.a - Value (excl. sponsor support):** $63009044.91
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 130: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBC0, C.4 - ISIN: US3133ETBC00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145202967.88
- **C.18.a - Value (excl. sponsor support):** $145202967.88
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 131: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.675000%
- **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):** $116104552.28
- **C.18.a - Value (excl. sponsor support):** $116104552.28
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 132: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280766913.26
- **C.18.a - Value (excl. sponsor support):** $280766913.26
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 133: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $241299594.62
- **C.18.a - Value (excl. sponsor support):** $241299594.62
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 134: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **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):** $96801694.00
- **C.18.a - Value (excl. sponsor support):** $96801694.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 135: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDW4, C.4 - ISIN: US3133ETDW46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48309045.14
- **C.18.a - Value (excl. sponsor support):** $48309045.14
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $242061071.46
- **C.18.a - Value (excl. sponsor support):** $242061071.46
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 137: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209505480.52
- **C.18.a - Value (excl. sponsor support):** $209505480.52
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 138: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETG92, C.4 - ISIN: US3133ETG927, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69710478.00
- **C.18.a - Value (excl. sponsor support):** $69710478.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 139: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.813400%
- **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):** $62905630.18
- **C.18.a - Value (excl. sponsor support):** $62905630.18
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **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 140: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **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):** $38818389.26
- **C.18.a - Value (excl. sponsor support):** $38818389.26
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 141: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMS3, C.4 - ISIN: US3133ETMS33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115030409.45
- **C.18.a - Value (excl. sponsor support):** $115030409.45
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 142: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.660000%
- **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):** $14500655.55
- **C.18.a - Value (excl. sponsor support):** $14500655.55
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 143: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96761526.80
- **C.18.a - Value (excl. sponsor support):** $96761526.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 144: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSR9, C.4 - ISIN: US3133ETSR95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $231703558.91
- **C.18.a - Value (excl. sponsor support):** $231703558.91
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 145: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96767661.96
- **C.18.a - Value (excl. sponsor support):** $96767661.96
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 146: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETU96, C.4 - ISIN: US3133ETU969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63508395.97
- **C.18.a - Value (excl. sponsor support):** $63508395.97
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUK1, C.4 - ISIN: US3133ETUK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48357201.25
- **C.18.a - Value (excl. sponsor support):** $48357201.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 148: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWY9, C.4 - ISIN: US3133ETWY90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $433889979.28
- **C.18.a - Value (excl. sponsor support):** $433889979.28
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 149: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24116884.46
- **C.18.a - Value (excl. sponsor support):** $24116884.46
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 150: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY27, C.4 - ISIN: US3133ETY276, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120516178.33
- **C.18.a - Value (excl. sponsor support):** $120516178.33
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 151: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYK7, C.4 - ISIN: US3133ETYK78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144246062.64
- **C.18.a - Value (excl. sponsor support):** $144246062.64
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 152: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144945872.97
- **C.18.a - Value (excl. sponsor support):** $144945872.97
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 153: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20910790.25
- **C.18.a - Value (excl. sponsor support):** $20910790.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21908257.83
- **C.18.a - Value (excl. sponsor support):** $21908257.83
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **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 155: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDP2, C.4 - ISIN: US3133EWDP24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $160611800.89
- **C.18.a - Value (excl. sponsor support):** $160611800.89
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-17
- **C.13 - Final Legal Maturity Date:** 2027-02-17
- **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 156: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHH6, C.4 - ISIN: US3133EWHH61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123921795.25
- **C.18.a - Value (excl. sponsor support):** $123921795.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **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 157: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKE9, C.4 - ISIN: US3133EWKE93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $148527466.56
- **C.18.a - Value (excl. sponsor support):** $148527466.56
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-28
- **C.13 - Final Legal Maturity Date:** 2028-02-28
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.770000%
- **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):** $61022270.50
- **C.18.a - Value (excl. sponsor support):** $61022270.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 159: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.770000%
- **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):** $130673231.34
- **C.18.a - Value (excl. sponsor support):** $130673231.34
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 160: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $60000159.60
- **C.18.a - Value (excl. sponsor support):** $60000159.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 161: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.770000%
- **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):** $68628211.06
- **C.18.a - Value (excl. sponsor support):** $68628211.06
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 162: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.740000%
- **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):** $65806371.41
- **C.18.a - Value (excl. sponsor support):** $65806371.41
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 163: 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):** $240434425.27
- **C.18.a - Value (excl. sponsor support):** $240434425.27
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 164: 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):** $168655095.33
- **C.18.a - Value (excl. sponsor support):** $168655095.33
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 165: 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):** $240178283.99
- **C.18.a - Value (excl. sponsor support):** $240178283.99
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 166: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.725000%
- **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):** $100362608.26
- **C.18.a - Value (excl. sponsor support):** $100362608.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 167: 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):** $240994263.18
- **C.18.a - Value (excl. sponsor support):** $240994263.18
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 168: 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):** $240540148.92
- **C.18.a - Value (excl. sponsor support):** $240540148.92
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 169: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.755000%
- **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):** $169357709.29
- **C.18.a - Value (excl. sponsor support):** $169357709.29
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 170: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $120609929.00
- **C.18.a - Value (excl. sponsor support):** $120609929.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 171: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.770000%
- **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):** $144985650.98
- **C.18.a - Value (excl. sponsor support):** $144985650.98
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 172: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.770000%
- **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):** $143973386.85
- **C.18.a - Value (excl. sponsor support):** $143973386.85
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 173: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.710000%
- **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):** $72576924.03
- **C.18.a - Value (excl. sponsor support):** $72576924.03
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 174: 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):** $240811989.17
- **C.18.a - Value (excl. sponsor support):** $240811989.17
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 175: 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):** $240860669.67
- **C.18.a - Value (excl. sponsor support):** $240860669.67
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 176: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCEC9, C.4 - ISIN: US3134HCEC93, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $120302018.48
- **C.18.a - Value (excl. sponsor support):** $120302018.48
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCLY3, C.4 - ISIN: US3134HCLY31, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $124430013.20
- **C.18.a - Value (excl. sponsor support):** $124430013.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCQB8, C.4 - ISIN: US3134HCQB82, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $123712867.64
- **C.18.a - Value (excl. sponsor support):** $123712867.64
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-02-16
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCQY8, C.4 - ISIN: US3134HCQY85, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $246435821.92
- **C.18.a - Value (excl. sponsor support):** $246435821.92
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-02-19
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCRH4, C.4 - ISIN: US3134HCRH44, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148648249.30
- **C.18.a - Value (excl. sponsor support):** $148648249.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-02-22
- **C.12 - Maturity Date (WAL):** 2027-02-22
- **C.13 - Final Legal Maturity Date:** 2027-02-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTN9, C.4 - ISIN: US3134HCTN93, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148603225.39
- **C.18.a - Value (excl. sponsor support):** $148603225.39
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-03-05
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **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 182: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTQ2, C.4 - ISIN: US3134HCTQ25, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148631382.82
- **C.18.a - Value (excl. sponsor support):** $148631382.82
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-03-08
- **C.12 - Maturity Date (WAL):** 2027-03-08
- **C.13 - Final Legal Maturity Date:** 2027-03-08
- **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 183: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTV1, C.4 - ISIN: US3134HCTV10, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148608153.65
- **C.18.a - Value (excl. sponsor support):** $148608153.65
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-03-05
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **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 184: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCUQ0, C.4 - ISIN: US3134HCUQ06, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $248491358.06
- **C.18.a - Value (excl. sponsor support):** $248491358.06
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **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 185: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCUU1, C.4 - ISIN: US3134HCUU18, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $246980303.40
- **C.18.a - Value (excl. sponsor support):** $246980303.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **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 186: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCVJ5, C.4 - ISIN: US3134HCVJ53, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $123785480.00
- **C.18.a - Value (excl. sponsor support):** $123785480.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCVQ9, C.4 - ISIN: US3134HCVQ96, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148290539.68
- **C.18.a - Value (excl. sponsor support):** $148290539.68
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-03-19
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **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 188: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCWL9, C.4 - ISIN: US3134HCWL90, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $247505318.41
- **C.18.a - Value (excl. sponsor support):** $247505318.41
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-03-29
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **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 189: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCXE4, C.4 - ISIN: US3134HCXE49, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $198090829.19
- **C.18.a - Value (excl. sponsor support):** $198090829.19
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2027-03-30
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **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 190: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCXQ7, C.4 - ISIN: US3134HCXQ78, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $244679095.30
- **C.18.a - Value (excl. sponsor support):** $244679095.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $96621193.08
- **C.18.a - Value (excl. sponsor support):** $96621193.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 192: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $42510431.63
- **C.18.a - Value (excl. sponsor support):** $42510431.63
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 193: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.765000%
- **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):** $239207200.50
- **C.18.a - Value (excl. sponsor support):** $239207200.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 194: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $113043320.81
- **C.18.a - Value (excl. sponsor support):** $113043320.81
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 195: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $100641925.05
- **C.18.a - Value (excl. sponsor support):** $100641925.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 196: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $140694124.69
- **C.18.a - Value (excl. sponsor support):** $140694124.69
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 197: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $52928163.43
- **C.18.a - Value (excl. sponsor support):** $52928163.43
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 198: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $59427493.89
- **C.18.a - Value (excl. sponsor support):** $59427493.89
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $92014712.63
- **C.18.a - Value (excl. sponsor support):** $92014712.63
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.633000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCDP7, C.4 - ISIN: US3136GCDP72, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $149033130.73
- **C.18.a - Value (excl. sponsor support):** $149033130.73
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCFZ3, C.4 - ISIN: US3136GCFZ37, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $148649348.93
- **C.18.a - Value (excl. sponsor support):** $148649348.93
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCJM8, C.4 - ISIN: US3136GCJM87, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $148364371.63
- **C.18.a - Value (excl. sponsor support):** $148364371.63
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-02-23
- **C.12 - Maturity Date (WAL):** 2027-02-23
- **C.13 - Final Legal Maturity Date:** 2027-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: RIVERSIDE HOME LENDING

- **C.1 - Title:** TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 3.750000%
- **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:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2061-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: AVENTURA BORROWERS

- **C.1 - Title:** TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 78437YAA2, C.4 - ISIN: US78437YAA29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48300000.00
- **C.18.a - Value (excl. sponsor support):** $48300000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: 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):** $145941970.94
- **C.18.a - Value (excl. sponsor support):** $145941970.94
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 206: 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):** $73500126.34
- **C.18.a - Value (excl. sponsor support):** $73500126.34
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 207: 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):** $148427751.34
- **C.18.a - Value (excl. sponsor support):** $148427751.34
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 208: 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):** $35511695.27
- **C.18.a - Value (excl. sponsor support):** $35511695.27
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 209: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828V98, C.4 - ISIN: US912828V988, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142340519.37
- **C.18.a - Value (excl. sponsor support):** $142340519.37
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 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):** $32604609.42
- **C.18.a - Value (excl. sponsor support):** $32604609.42
- **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 211: 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):** $42980410.11
- **C.18.a - Value (excl. sponsor support):** $42980410.11
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 212: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $67654195.34
- **C.18.a - Value (excl. sponsor support):** $67654195.34
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 213: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127349187.50
- **C.18.a - Value (excl. sponsor support):** $127349187.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16395097.80
- **C.18.a - Value (excl. sponsor support):** $16395097.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 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):** $224868173.21
- **C.18.a - Value (excl. sponsor support):** $224868173.21
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **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):** $494072953.88
- **C.18.a - Value (excl. sponsor support):** $494072953.88
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 217: 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):** $431263291.88
- **C.18.a - Value (excl. sponsor support):** $431263291.88
- **C.19 - Percentage of Net Assets:** 0.4700%
- **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 218: 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):** $140167405.90
- **C.18.a - Value (excl. sponsor support):** $140167405.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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 219: 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):** $409791239.59
- **C.18.a - Value (excl. sponsor support):** $409791239.59
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 220: 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):** $174820571.21
- **C.18.a - Value (excl. sponsor support):** $174820571.21
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 221: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $51542285.02
- **C.18.a - Value (excl. sponsor support):** $51542285.02
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83579729.90
- **C.18.a - Value (excl. sponsor support):** $83579729.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $344272781.25
- **C.18.a - Value (excl. sponsor support):** $344272781.25
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 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):** $308293978.89
- **C.18.a - Value (excl. sponsor support):** $308293978.89
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 225: 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):** $55219622.65
- **C.18.a - Value (excl. sponsor support):** $55219622.65
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 226: 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):** $57934406.25
- **C.18.a - Value (excl. sponsor support):** $57934406.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 227: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $120217473.27
- **C.18.a - Value (excl. sponsor support):** $120217473.27
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $387189225.91
- **C.18.a - Value (excl. sponsor support):** $387189225.91
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $37482128.81
- **C.18.a - Value (excl. sponsor support):** $37482128.81
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49680341.61
- **C.18.a - Value (excl. sponsor support):** $49680341.61
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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? 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 4.875000%
- **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):** $456102952.75
- **C.18.a - Value (excl. sponsor support):** $456102952.75
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 3.803400%
- **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):** $165802455.50
- **C.18.a - Value (excl. sponsor support):** $165802455.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 233: 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):** $572483551.50
- **C.18.a - Value (excl. sponsor support):** $572483551.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 234: 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):** $181413613.97
- **C.18.a - Value (excl. sponsor support):** $181413613.97
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 3.835400%
- **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):** $117458483.99
- **C.18.a - Value (excl. sponsor support):** $117458483.99
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 236: 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):** $182813250.91
- **C.18.a - Value (excl. sponsor support):** $182813250.91
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 237: 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):** $63721496.02
- **C.18.a - Value (excl. sponsor support):** $63721496.02
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 238: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $85354622.66
- **C.18.a - Value (excl. sponsor support):** $85354622.66
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 3.858400%
- **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):** $438729073.79
- **C.18.a - Value (excl. sponsor support):** $438729073.79
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 240: 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):** $245316590.88
- **C.18.a - Value (excl. sponsor support):** $245316590.88
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 241: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137302313.18
- **C.18.a - Value (excl. sponsor support):** $137302313.18
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $586187506.10
- **C.18.a - Value (excl. sponsor support):** $586187506.10
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.751400%
- **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):** $378758254.80
- **C.18.a - Value (excl. sponsor support):** $378758254.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 244: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494656174.34
- **C.18.a - Value (excl. sponsor support):** $494656174.34
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $288605281.25
- **C.18.a - Value (excl. sponsor support):** $288605281.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 3.813400%
- **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):** $560130855.74
- **C.18.a - Value (excl. sponsor support):** $560130855.74
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 247: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $33688810.59
- **C.18.a - Value (excl. sponsor support):** $33688810.59
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 3.812400%
- **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):** $499626046.41
- **C.18.a - Value (excl. sponsor support):** $499626046.41
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 249: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.843400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $102336783.46
- **C.18.a - Value (excl. sponsor support):** $102336783.46
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **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 250: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.752400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $101903332.13
- **C.18.a - Value (excl. sponsor support):** $101903332.13
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **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: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.750000%
- **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: ARP1EROJ0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EROJ0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2023-164 HF    | 2053-11-20      | 5.5229%  | 0.0000% | $100000000.00      | $29586948.16       | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2050-10-25      | 1.0000%  | 0.0000% | $25000000.00       | $11403973.07       | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2037-01-25      | 4.0000%  | 0.0000% | $4998820.00        | $4742437.50        | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2047-10-25      | 5.5000%  | 0.0000% | $3229000.00        | $1766327.40        | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2054-07-25      | 0.1250%  | 0.0000% | $100000000.00      | $47375402.37       | Agency Collateralized Mortgage Obligation |
| FNRM CL090G R24F090 | 2051-04-25      | 5.0000%  | 0.0000% | $20888384.00       | $15910488.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-020 FB    | 2054-02-20      | 4.8529%  | 0.0000% | $30000000.00       | $16645296.90       | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2054-11-25      | 5.0619%  | 0.0000% | $2985000.00        | $1655101.75        | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2052-08-25      | 5.0000%  | 0.0000% | $11065775.00       | $10989373.19       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 YF    | 2053-11-20      | 5.5729%  | 0.0000% | $200000000.00      | $59199059.16       | Agency Collateralized Mortgage Obligation |
| FNRM CL033P R25F033 | 2054-05-25      | 5.0000%  | 0.0000% | $33904000.00       | $30322038.25       | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2027-12-25      | 6.0000%  | 0.0000% | $5010350.00        | $2647894.69        | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2051-08-25      | 2.0000%  | 0.0000% | $1960000.00        | $1092789.51        | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2040-11-25      | 3.0000%  | 0.0000% | $5547976.00        | $2813975.38        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-205 JB    | 2055-12-20      | 4.5000%  | 0.0000% | $56796800.00       | $55055826.72       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-097 HA    | 2050-07-20      | 2.2500%  | 0.0000% | $34969728.00       | $10931747.19       | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2054-04-25      | 0.1250%  | 0.0000% | $26465200.00       | $13871159.70       | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2055-07-25      | 5.1619%  | 0.0000% | $50000000.00       | $48071751.22       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-086 TA    | 2050-06-20      | 2.2500%  | 0.0000% | $52648896.00       | $21312161.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 FA    | 2053-04-20      | 4.5229%  | 0.0000% | $100000000.00      | $50214452.01       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-131 MJ    | 2051-10-20      | 3.0000%  | 0.0000% | $55799744.00       | $50522683.30       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-208 YF    | 2052-12-20      | 4.6729%  | 0.0000% | $99940398.00       | $31948955.62       | Agency Collateralized Mortgage Obligation |

### Security 252: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ETJF0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1ETJF0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **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 | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $77.58             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $4217600.00        | $4276976.06        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.82             | U.S. Treasuries (including strips)        |
| GNPL PN DM8128         | 2061-03-15      | 5.7100%  | 0.0000% | $1000.00           | $1040.69           | Agency Mortgage-Backed Securities         |
| GNMI SF 712446 X       | 2039-06-15      | 4.5000%  | 0.0000% | $3065814.00        | $49145.82          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1505   | 2054-05-01      | 5.0000%  | 0.0000% | $1008.00           | $888.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5631   | 2055-02-01      | 6.5000%  | 0.0000% | $1024.00           | $666.05            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $120135.00         | $89965.08          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8686   | 2053-07-01      | 2.5000%  | 0.0000% | $55000.00          | $41519.58          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1014   | 2055-09-01      | 5.5000%  | 0.0000% | $1035790.00        | $1007888.40        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP6326   | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $121.47            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7537   | 2051-03-01      | 2.0000%  | 0.0000% | $728782.00         | $398543.15         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA3763   | 2049-08-01      | 4.5000%  | 0.0000% | $1001.00           | $96.25             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3190   | 2055-10-01      | 6.0000%  | 0.0000% | $5173024.00        | $5217265.99        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6086   | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $783.30            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8577   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $531.04            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8251   | 2050-12-01      | 2.5000%  | 0.0000% | $155000.00         | $88567.81          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $17724800.00       | $17378519.10       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $15159300.00       | $15623167.46       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $2739500.00        | $1768609.29        | U.S. Treasuries (including strips)        |
| GNII SF MB0554 M       | 2055-08-20      | 4.5000%  | 0.0000% | $60120.00          | $57409.43          | Agency Mortgage-Backed Securities         |
| GNII SF MB0940 M       | 2055-10-20      | 7.0000%  | 0.0000% | $4767.00           | $4954.32           | Agency Mortgage-Backed Securities         |
| GNII SF DN0392 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1093035.00        | $1125071.13        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1814   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $927.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4867   | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $795.29            | Agency Mortgage-Backed Securities         |
| GNII SF MA9725 M       | 2054-06-20      | 5.5000%  | 0.0000% | $153187000.00      | $117913507.88      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3880   | 2052-06-01      | 5.0000%  | 0.0000% | $498000.00         | $324119.95         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4129   | 2052-07-01      | 4.5000%  | 0.0000% | $55000.00          | $39218.01          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8256   | 2050-12-01      | 2.5000%  | 0.0000% | $399000.00         | $208165.56         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0776   | 2031-06-01      | 4.5000%  | 0.0000% | $9284.00           | $252.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0995   | 2048-01-01      | 3.5000%  | 0.0000% | $166001.00         | $46578.52          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6730   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $510.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1697   | 2055-12-01      | 5.5000%  | 0.0000% | $3821400.00        | $3827003.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3870   | 2049-12-01      | 2.5000%  | 0.0000% | $650000.00         | $147247.93         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CI890897   | 2034-04-01      | 4.5000%  | 0.0000% | $1041000.00        | $153590.13         | Agency Mortgage-Backed Securities         |
| GNII JM MA0312 M       | 2042-08-20      | 3.5000%  | 0.0000% | $1001.00           | $35.42             | Agency Mortgage-Backed Securities         |
| GNMI SF 790802 X       | 2042-09-15      | 3.5000%  | 0.0000% | $29786.00          | $14275.54          | Agency Mortgage-Backed Securities         |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $1072855.00        | $680455.05         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0686 M       | 2055-09-20      | 5.5000%  | 0.0000% | $718438.00         | $715579.34         | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $3317.00           | $1633.95           | Agency Mortgage-Backed Securities         |
| GNII SP 782779 C       | 2035-12-20      | 6.0000%  | 0.0000% | $833651.00         | $41482.38          | Agency Mortgage-Backed Securities         |
| GNMI SF 655140 X       | 2036-04-15      | 6.5000%  | 0.0000% | $1837284.00        | $27024.13          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.08             | U.S. Treasuries (including strips)        |
| GNII SF MB0090 M       | 2054-11-20      | 4.5000%  | 0.0000% | $810000.00         | $737113.75         | Agency Mortgage-Backed Securities         |
| GNII SP 787113 C       | 2050-05-20      | 3.0000%  | 0.0000% | $6233232.00        | $4316720.49        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $27300.00          | $27317.75          | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLSD6764   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $928.48            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2363   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $710.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3813   | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $203241.01         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS9443   | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $872.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFS9497   | 2044-10-01      | 5.5000%  | 0.0000% | $112000.00         | $93952.34          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4095   | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $309.01            | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X       | 2041-03-15      | 4.0000%  | 0.0000% | $2156.00           | $80.67             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4701   | 2052-08-01      | 4.5000%  | 0.0000% | $390014.00         | $285721.61         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4784   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $733.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6560   | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $838.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5897   | 2053-03-01      | 5.0000%  | 0.0000% | $45000.00          | $36674.16          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3292   | 2052-04-01      | 2.5000%  | 0.0000% | $122500.00         | $73419.30          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7425   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $348.26            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1691   | 2048-05-01      | 4.0000%  | 0.0000% | $24353.00          | $4945.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM1959   | 2047-10-01      | 3.5000%  | 0.0000% | $197000.00         | $52598.62          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $89.19             | U.S. Treasuries (including strips)        |
| GNII SP 785259 C       | 2050-12-20      | 3.0000%  | 0.0000% | $1024.00           | $554.74            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $100.00            | $98.44             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1965700.00        | $1985742.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $1999100.00        | $1763689.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $100.00            | $99.35             | U.S. Treasuries (including strips)        |
| GNII SP 786337 C       | 2052-09-20      | 4.5000%  | 0.0000% | $15790.00          | $11322.23          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA0353   | 2053-11-01      | 5.5000%  | 0.0000% | $110000.00         | $93297.20          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5139   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $626.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9427   | 2054-11-01      | 4.5000%  | 0.0000% | $28000.00          | $25804.61          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842   | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $743.46            | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $2558560.00        | $1849476.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6847   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $748.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0848   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $986.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6668   | 2053-12-01      | 5.5000%  | 0.0000% | $55001.00          | $46721.86          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0328   | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $914.42            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0356   | 2054-12-01      | 5.0000%  | 0.0000% | $5024.00           | $4592.95           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5930   | 2055-10-01      | 6.0000%  | 0.0000% | $5627970.00        | $5175224.49        | Agency Mortgage-Backed Securities         |
| GNII SF MA7137 M       | 2051-01-20      | 3.0000%  | 0.0000% | $7124800.00        | $2517402.32        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5049   | 2055-11-01      | 5.0000%  | 0.0000% | $5216.00           | $5129.11           | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2056-03-25      | 4.6619%  | 0.0000% | $75153257.00       | $71209148.35       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2056-02-25      | 4.6119%  | 0.0000% | $1000.00           | $961.55            | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRA7500   | 2052-07-01      | 4.5000%  | 0.0000% | $48276748.00       | $32873943.46       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6388   | 2051-12-01      | 2.5000%  | 0.0000% | $77751.00          | $45992.55          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7779   | 2052-08-01      | 4.5000%  | 0.0000% | $10318.00          | $7106.97           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL4141   | 2043-09-01      | 6.0000%  | 0.0000% | $1200000.00        | $66529.17          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4212   | 2052-07-01      | 4.5000%  | 0.0000% | $286200.00         | $216636.29         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4421   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $738.05            | Agency Mortgage-Backed Securities         |
| GNII SF MA5264 M       | 2048-06-20      | 4.0000%  | 0.0000% | $1000.00           | $85.29             | Agency Mortgage-Backed Securities         |
| GNII SF DO4617 C       | 2055-11-20      | 7.5000%  | 0.0000% | $5575811.00        | $6042925.99        | Agency Mortgage-Backed Securities         |
| GNII SF DO6775 C       | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5452   | 2052-06-01      | 3.5000%  | 0.0000% | $37000.00          | $27048.24          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6599   | 2052-09-01      | 3.5000%  | 0.0000% | $33044.00          | $25974.44          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0864   | 2031-10-01      | 4.5000%  | 0.0000% | $1001.00           | $45.93             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $744.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $745.07            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ4675   | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $924.08            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5076   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $978.16            | Agency Mortgage-Backed Securities         |
| GNII SP 785241 C       | 2050-12-20      | 3.5000%  | 0.0000% | $4134173.00        | $1636171.24        | Agency Mortgage-Backed Securities         |
| GNII SP 786347 C       | 2052-09-20      | 5.0000%  | 0.0000% | $1000.00           | $759.93            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $49989400.00       | $50685170.05       | U.S. Treasuries (including strips)        |
| GNII SF MA9782 M       | 2054-05-20      | 7.0000%  | 0.0000% | $7837800.00        | $3041379.89        | Agency Mortgage-Backed Securities         |
| GNII SF MA9668 M       | 2054-05-20      | 5.5000%  | 0.0000% | $1000.00           | $781.12            | Agency Mortgage-Backed Securities         |
| GNII SF MA7473 M       | 2051-07-20      | 3.0000%  | 0.0000% | $6130702.00        | $3140550.22        | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $7465545.00        | $7447778.33        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5699   | 2055-05-01      | 5.0000%  | 0.0000% | $26380.00          | $24428.02          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4229   | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $422.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG3902   | 2056-03-01      | 5.0000%  | 0.0000% | $1046.00           | $1037.25           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1014   | 2052-02-01      | 2.0000%  | 0.0000% | $50000.00          | $30284.94          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1172   | 2051-11-01      | 3.0000%  | 0.0000% | $19000.00          | $11929.11          | Agency Mortgage-Backed Securities         |
| GNRA 2024-187 FD       | 2054-11-20      | 4.7229%  | 0.0000% | $105704.00         | $74247.99          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-04-21      | 0.0000%  | 0.0000% | $169900.00         | $169538.96         | U.S. Treasuries (including strips)        |
| GNII SF MB0688 M       | 2055-09-20      | 6.5000%  | 0.0000% | $428156.00         | $439295.75         | Agency Mortgage-Backed Securities         |
| GNII SF DR0949 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1050.72           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $436200.00         | $332890.54         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $79400.00          | $81303.07          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $5187500.00        | $5249668.77        | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSD4462   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $758.24            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8343   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $680.86            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR6380   | 2043-02-01      | 3.0000%  | 0.0000% | $325000.00         | $58532.04          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL7142   | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $186.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6407   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $907.06            | Agency Mortgage-Backed Securities         |
| GNII SF DQ3356 C       | 2056-02-20      | 5.5000%  | 0.0000% | $378591.00         | $387149.85         | Agency Mortgage-Backed Securities         |
| GNII SF MA9019 M       | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $395.38            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0896   | 2051-12-01      | 3.0000%  | 0.0000% | $182497.00         | $105364.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1596   | 2055-05-01      | 5.5000%  | 0.0000% | $13138.00          | $11502.64          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2796   | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $961.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9141   | 2054-09-01      | 5.5000%  | 0.0000% | $66363264.00       | $58775998.33       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8485   | 2054-05-01      | 5.5000%  | 0.0000% | $264999.00         | $229582.21         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF0492   | 2052-09-01      | 5.5000%  | 0.0000% | $66479.00          | $40086.69          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2159   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $925.88            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V81932 G   | 2045-10-01      | 3.5000%  | 0.0000% | $151458.00         | $20467.98          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8532   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $930.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1884   | 2052-11-01      | 5.0000%  | 0.0000% | $1001660.00        | $712150.57         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0957   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $661.59            | Agency Mortgage-Backed Securities         |
| GNMI SF 778793 X       | 2042-01-15      | 3.5000%  | 0.0000% | $1000.00           | $79.35             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4402   | 2052-08-01      | 3.0000%  | 0.0000% | $1008.00           | $904.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3694   | 2049-07-01      | 4.5000%  | 0.0000% | $430246.00         | $43511.74          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4281   | 2051-03-01      | 2.0000%  | 0.0000% | $352807.00         | $193990.64         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2142   | 2052-06-01      | 3.5000%  | 0.0000% | $46000.00          | $31199.47          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1949   | 2052-06-01      | 4.0000%  | 0.0000% | $50000.00          | $36278.46          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAQ4086   | 2043-06-01      | 4.0000%  | 0.0000% | $1096.00           | $168.50            | Agency Mortgage-Backed Securities         |
| GNII SF MB0814 M       | 2055-10-20      | 5.5000%  | 0.0000% | $990812.00         | $993433.33         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-04-21      | 0.0000%  | 0.0000% | $21509300.00       | $21463592.74       | U.S. Treasuries (including strips)        |
| FNMS 06.000 CL725690   | 2034-08-01      | 6.0000%  | 0.0000% | $23002638.00       | $152550.21         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1502   | 2048-11-01      | 3.5000%  | 0.0000% | $3640.00           | $941.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $76332062.00       | $60075887.61       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF9336   | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.42           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW7853   | 2052-09-01      | 4.5000%  | 0.0000% | $4030.00           | $3209.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9111   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $987.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9668   | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $958.56            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $40100.00          | $38106.59          | U.S. Treasuries (including strips)        |

### Security 253: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.760000%
- **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: ARP1FCPF9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FCPF9
- **C.18 - Value (incl. sponsor support):** $1245000000.00
- **C.18.a - Value (excl. sponsor support):** $1245000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2023-082 EF                                   | 2053-06-20      | 4.6729%  | 0.0000% | $100000000.00      | $35510218.03       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-095 LB                                   | 2054-06-20      | 5.5000%  | 0.0000% | $4481015.00        | $4554379.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 TF                                   | 2053-05-20      | 4.6729%  | 0.0000% | $100000000.00      | $35399042.56       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-549       A-2    20300925 FLT | 2030-09-25      | 4.3400%  | 0.0000% | $65170000.00       | $65520658.07       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-09-25      | 4.3619%  | 0.0000% | $26114944.00       | $23903429.14       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-05-25      | 5.0000%  | 0.0000% | $20647104.00       | $19593606.24       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-12-25      | 3.5000%  | 0.0000% | $1300000.00        | $201394.98         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       A-M    20300425 1.2 | 2030-04-25      | 1.2360%  | 0.0000% | $14500000.00       | $12895618.50       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-082       A-2    20280925 FLT | 2028-09-25      | 3.9200%  | 0.0000% | $6350000.00        | $6331830.54        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-10-15      | 0.0000%  | 0.0000% | $13586338.00       | $38426.92          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 FH                                   | 2054-07-20      | 4.6729%  | 0.0000% | $50000000.00       | $38163000.81       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-005 A                                    | 2051-07-20      | 5.2500%  | 0.0000% | $195165440.00      | $192640261.33      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 YF                                   | 2053-05-20      | 4.6229%  | 0.0000% | $100000000.00      | $51020127.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 YF                                   | 2054-07-20      | 4.8229%  | 0.0000% | $50000000.00       | $42461106.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 NF                                   | 2053-04-20      | 4.4529%  | 0.0000% | $26000000.00       | $19531360.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 NF                                   | 2054-01-20      | 4.8229%  | 0.0000% | $100000000.00      | $50897442.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FU                                   | 2054-04-20      | 4.6729%  | 0.0000% | $30000000.00       | $22603900.58       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-044 AT                                   | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $63927377.17       | Agency Collateralized Mortgage Obligation |
| MNRM CL050A2 R20M050                               | 2030-10-25      | 1.2000%  | 0.0000% | $8000000.00        | $6144162.71        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2041-07-25      | 1.5000%  | 0.0000% | $2478440.00        | $1405807.43        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.5000%  | 0.0000% | $20000000.00       | $11439900.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-028 PF                                   | 2056-02-20      | 4.6729%  | 0.0000% | $99845120.00       | $99813436.42       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-09-25      | 5.0000%  | 0.0000% | $49582976.00       | $39747105.19       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-10-25      | 2.5000%  | 0.0000% | $10473168.00       | $2417544.45        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KS14         B-FL   20300425 FLT | 2030-04-25      | 13.2834% | 0.0000% | $40374500.00       | $23739779.64       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-08-25      | 5.0419%  | 0.0000% | $40000000.00       | $29865890.69       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2045-01-15      | 2.0000%  | 0.0000% | $50000000.00       | $3309699.73        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-009 A                                    | 2063-06-16      | 2.3500%  | 0.0000% | $91300000.00       | $80210317.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 FL                                   | 2053-01-20      | 4.6729%  | 0.0000% | $50000000.00       | $29846712.59       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 KF                                   | 2055-05-20      | 4.8729%  | 0.0000% | $100000000.00      | $91480963.85       | Agency Collateralized Mortgage Obligation |
| FHLMCT SLSTT SERIES 2020-2     M-1    20600925 4.7 | 2060-09-25      | 4.7500%  | 0.0000% | $3000000.00        | $837805.83         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 YF                                   | 2055-04-20      | 5.4329%  | 0.0000% | $100000000.00      | $66778885.60       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-159 U                                    | 2049-12-20      | 2.5000%  | 0.0000% | $97248256.00       | $22352733.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 NF                                   | 2055-06-20      | 5.3729%  | 0.0000% | $100000000.00      | $78167786.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-042 AB                                   | 2055-02-16      | 4.5000%  | 0.0000% | $15000000.00       | $14855563.42       | Agency Collateralized Mortgage Obligation |

### Security 254: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FMHJ8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FMHJ8
- **C.18 - Value (incl. sponsor support):** $1483000000.00
- **C.18.a - Value (excl. sponsor support):** $1483000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $242182400.00      | $222402061.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $208169500.00      | $249991333.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $13638900.00       | $21529988.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $266414300.00      | $249998605.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $165698000.00      | $159871613.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $48676800.00       | $42944708.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $222578800.00      | $235595441.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $249422400.00      | $249999758.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $85081600.00       | $84619108.64       | U.S. Treasuries (including strips) |

### Security 255: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1G6LE8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1G6LE8
- **C.18 - Value (incl. sponsor support):** $745000000.00
- **C.18.a - Value (excl. sponsor support):** $745000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? 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 02.000 CTFS6129 | 2042-06-01      | 2.0000%  | 0.0000% | $100000.00         | $71363.08          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6542 | 2053-12-01      | 6.5000%  | 0.0000% | $15179410.00       | $8491365.16        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8198 | 2054-03-01      | 7.0000%  | 0.0000% | $15169.00          | $8275.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA6745 | 2050-08-01      | 3.5000%  | 0.0000% | $2050000.00        | $981165.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3278 | 2056-03-01      | 5.5000%  | 0.0000% | $1693883.00        | $1721114.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW1240 | 2052-10-01      | 5.5000%  | 0.0000% | $1290602.00        | $1128389.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0282 | 2056-01-01      | 5.5000%  | 0.0000% | $1621899.00        | $1613799.98        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLBY8004 | 2054-05-01      | 7.5000%  | 0.0000% | $2193912.00        | $959313.02         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7745 | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $50347.67          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL878521 | 2036-02-01      | 6.5000%  | 0.0000% | $5200000.00        | $3262.82           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2821 | 2040-06-01      | 6.0000%  | 0.0000% | $1029304.00        | $1033223.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD7803 | 2040-05-01      | 5.5000%  | 0.0000% | $1272620.00        | $1102781.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8053 | 2055-05-01      | 6.0000%  | 0.0000% | $6371694.00        | $5834382.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5918 | 2055-08-01      | 6.0000%  | 0.0000% | $1392285.00        | $1395203.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6008 | 2055-12-01      | 5.5000%  | 0.0000% | $1083627.00        | $1105023.43        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  | 0.0000% | $200000.00         | $107085.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4994 | 2037-10-01      | 4.5000%  | 0.0000% | $152000.00         | $82358.74          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8508 | 2055-12-01      | 4.5000%  | 0.0000% | $2148655.00        | $2070741.20        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4162 | 2050-08-01      | 3.0000%  | 0.0000% | $450000.00         | $190014.35         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2237 | 2046-10-01      | 4.0000%  | 0.0000% | $9346000.00        | $5915334.75        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3539 | 2038-12-01      | 4.5000%  | 0.0000% | $5200000.00        | $475645.85         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU5409 | 2043-08-01      | 3.0000%  | 0.0000% | $452738.00         | $92189.38          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD0613 | 2040-07-01      | 5.0000%  | 0.0000% | $18916026.00       | $14861984.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9084 | 2055-10-01      | 5.5000%  | 0.0000% | $1814257.00        | $1843327.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8383 | 2045-10-01      | 4.5000%  | 0.0000% | $51464.00          | $6355.69           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8807 | 2047-02-01      | 3.5000%  | 0.0000% | $25000.00          | $2287.75           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8947 | 2047-03-01      | 3.5000%  | 0.0000% | $14400126.00       | $2815848.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0098 | 2038-03-01      | 6.0000%  | 0.0000% | $4849898.00        | $45613.21          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4947 | 2050-12-01      | 2.0000%  | 0.0000% | $235000.00         | $125208.14         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  | 0.0000% | $1055758.00        | $199570.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3681 | 2055-11-01      | 5.5000%  | 0.0000% | $25192106.00       | $25257657.14       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5398 | 2044-04-01      | 7.5000%  | 0.0000% | $1072012.00        | $740005.47         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2203 | 2048-08-01      | 4.5000%  | 0.0000% | $39300000.00       | $11351881.66       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3373 | 2053-07-01      | 2.5000%  | 0.0000% | $193000.00         | $159426.69         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1382 | 2051-08-01      | 2.5000%  | 0.0000% | $1010018.00        | $587066.05         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3340 | 2033-04-01      | 3.5000%  | 0.0000% | $94139841.00       | $9112144.42        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  | 0.0000% | $4042000.00        | $3634475.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $12706122.00       | $7264880.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  | 0.0000% | $432000.00         | $297231.09         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5036 | 2050-03-01      | 4.0000%  | 0.0000% | $38055.00          | $7133.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5001 | 2050-04-01      | 3.5000%  | 0.0000% | $29000.00          | $5745.33           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9194 | 2052-02-01      | 3.5000%  | 0.0000% | $3260000.00        | $2633835.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  | 0.0000% | $1700000.00        | $1448827.49        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9314 | 2047-03-01      | 4.0000%  | 0.0000% | $351017.00         | $30555.35          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTBV1733 | 2045-05-01      | 5.5000%  | 0.0000% | $2821967.00        | $2356252.44        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1925 | 2051-01-01      | 2.0000%  | 0.0000% | $145000.00         | $76860.02          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE3178 | 2040-07-01      | 6.0000%  | 0.0000% | $1403337.00        | $1114649.50        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2077 | 2034-11-01      | 3.5000%  | 0.0000% | $37581914.00       | $3430993.15        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8888 | 2054-06-01      | 6.5000%  | 0.0000% | $796740.00         | $423479.25         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5086 | 2053-04-01      | 4.0000%  | 0.0000% | $9813441.00        | $7214439.80        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1679 | 2052-02-01      | 4.0000%  | 0.0000% | $10891881.00       | $9838817.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3800 | 2055-10-01      | 6.0000%  | 0.0000% | $31886451.00       | $32285428.62       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM2694 | 2035-03-01      | 3.0000%  | 0.0000% | $100000.00         | $26195.54          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC2178 | 2056-03-01      | 4.5000%  | 0.0000% | $43831905.00       | $42470359.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5859 | 2056-04-01      | 5.5000%  | 0.0000% | $9863990.00        | $9988792.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK4769 | 2048-08-01      | 5.0000%  | 0.0000% | $500000.00         | $62131.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6112 | 2055-07-01      | 4.5000%  | 0.0000% | $2419951.00        | $2318134.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA8023 | 2054-02-01      | 5.5000%  | 0.0000% | $10191000.00       | $8029909.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257057 | 2027-12-01      | 5.0000%  | 0.0000% | $666740.00         | $1771.84           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0396 | 2051-05-01      | 2.5000%  | 0.0000% | $1076951.00        | $682559.53         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  | 0.0000% | $15000.00          | $9005.20           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBX0441 | 2037-12-01      | 5.0000%  | 0.0000% | $50000.00          | $23745.80          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2369 | 2052-09-01      | 4.5000%  | 0.0000% | $22057078.00       | $20183366.03       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL801470 | 2034-11-01      | 6.0000%  | 0.0000% | $1750000.00        | $44197.43          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6611 | 2055-08-01      | 5.0000%  | 0.0000% | $1015723.00        | $699783.62         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3049 | 2044-08-01      | 4.0000%  | 0.0000% | $5200000.00        | $460523.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF5290 | 2040-11-01      | 4.5000%  | 0.0000% | $194752.00         | $190681.91         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5344 | 2039-04-01      | 4.5000%  | 0.0000% | $329730.00         | $217908.41         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | 0.0000% | $12000.00          | $7560.25           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4175 | 2040-11-01      | 1.5000%  | 0.0000% | $355000000.00      | $183483231.54      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  | 0.0000% | $57876000.00       | $49013354.47       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5686 | 2035-03-01      | 4.5000%  | 0.0000% | $1411975.00        | $1091367.19        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8662 | 2051-08-01      | 3.0000%  | 0.0000% | $2169430.00        | $1353857.13        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9846 | 2051-12-01      | 2.5000%  | 0.0000% | $8000000.00        | $5231250.18        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7766 | 2043-02-01      | 3.0000%  | 0.0000% | $783479.00         | $117285.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2296 | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $61095.20          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5326 | 2054-04-01      | 4.5000%  | 0.0000% | $7754669.00        | $6758004.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5506 | 2039-10-01      | 4.5000%  | 0.0000% | $64000.00          | $45733.49          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4198 | 2052-04-01      | 3.0000%  | 0.0000% | $132000.00         | $95409.20          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  | 0.0000% | $3000.00           | $1536.23           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBK4844 | 2032-11-01      | 2.5000%  | 0.0000% | $1092409.00        | $177995.78         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBK5720 | 2033-05-01      | 3.5000%  | 0.0000% | $505251.00         | $42162.02          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7049 | 2050-09-01      | 3.0000%  | 0.0000% | $23000000.00       | $11604372.54       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1152 | 2051-07-01      | 3.0000%  | 0.0000% | $4000.00           | $2695.16           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3672 | 2048-03-01      | 3.5000%  | 0.0000% | $450000.00         | $104517.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1471 | 2033-06-01      | 2.5000%  | 0.0000% | $1864000.00        | $208613.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3205 | 2037-03-01      | 2.5000%  | 0.0000% | $1360097.00        | $766607.71         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  | 0.0000% | $230000.00         | $180416.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3698 | 2052-11-01      | 5.5000%  | 0.0000% | $11000.00          | $7593.59           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4331 | 2053-08-01      | 4.0000%  | 0.0000% | $4240000.00        | $3960371.61        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5708 | 2040-05-01      | 3.5000%  | 0.0000% | $4000634.00        | $3312250.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL953093 | 2037-12-01      | 6.0000%  | 0.0000% | $1523029.00        | $63228.09          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3612 | 2039-03-01      | 4.0000%  | 0.0000% | $5000000.00        | $462502.25         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3838 | 2049-05-01      | 4.0000%  | 0.0000% | $22411022.00       | $14994889.26       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB5375 | 2037-12-01      | 5.5000%  | 0.0000% | $1934136.00        | $1041934.31        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAB5398 | 2042-06-01      | 3.5000%  | 0.0000% | $419105.00         | $42811.45          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2249 | 2056-03-01      | 5.0000%  | 0.0000% | $7763366.00        | $7668991.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3058 | 2055-07-01      | 6.0000%  | 0.0000% | $1877658.00        | $1939704.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC6766 | 2040-01-01      | 4.5000%  | 0.0000% | $1282086.00        | $1020349.95        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5177 | 2055-07-01      | 6.0000%  | 0.0000% | $3529072.00        | $3153700.87        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD8696 | 2055-09-01      | 7.5000%  | 0.0000% | $811414.00         | $611899.08         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4582 | 2047-08-01      | 3.5000%  | 0.0000% | $57000000.00       | $12851236.17       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL602615 | 2031-10-01      | 7.0000%  | 0.0000% | $460003.00         | $24992.59          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7730 | 2054-12-01      | 6.0000%  | 0.0000% | $144000.00         | $120343.34         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0638 | 2055-08-01      | 5.0000%  | 0.0000% | $23558446.00       | $22179623.30       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  | 0.0000% | $1584505.00        | $514553.86         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9774 | 2051-11-01      | 2.5000%  | 0.0000% | $30000.00          | $18296.20          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3234 | 2052-04-01      | 3.0000%  | 0.0000% | $70000.00          | $45458.99          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0071 | 2040-02-01      | 3.5000%  | 0.0000% | $300000.00         | $88277.29          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8989 | 2054-08-01      | 5.5000%  | 0.0000% | $150805263.00      | $137672835.18      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0780 | 2055-02-01      | 6.5000%  | 0.0000% | $42330759.00       | $37889487.34       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8687 | 2054-06-01      | 5.5000%  | 0.0000% | $42000.00          | $33909.12          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBR6743 | 2051-03-01      | 4.0000%  | 0.0000% | $1427718.00        | $558522.96         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4397 | 2055-05-01      | 6.5000%  | 0.0000% | $1608503.00        | $1382933.77        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB3517 | 2037-03-01      | 1.5000%  | 0.0000% | $1521495.00        | $900578.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0736 | 2051-06-01      | 3.0000%  | 0.0000% | $762000.00         | $420201.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5606 | 2049-09-01      | 3.0000%  | 0.0000% | $140000.00         | $30902.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2247 | 2036-11-01      | 2.5000%  | 0.0000% | $2193586.00        | $1352227.02        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO2961 | 2042-05-01      | 4.0000%  | 0.0000% | $196966.00         | $17062.90          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM5679 | 2050-04-01      | 5.5000%  | 0.0000% | $1243000.00        | $275446.26         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM4951 | 2035-11-01      | 1.5000%  | 0.0000% | $200000.00         | $84838.58          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM5754 | 2037-03-01      | 3.5000%  | 0.0000% | $100000.00         | $30348.34          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | 0.0000% | $18000.00          | $13355.51          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6031 | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1145.59           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5171 | 2051-12-01      | 3.0000%  | 0.0000% | $70000.00          | $50700.37          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS8150 | 2035-08-01      | 2.5000%  | 0.0000% | $800000.00         | $572792.02         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2772 | 2046-10-01      | 3.5000%  | 0.0000% | $186000.00         | $29210.76          | Agency Mortgage-Backed Securities |

### Security 256: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1G6OL9, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1G6OL9
- **C.18 - Value (incl. sponsor support):** $1109000000.00
- **C.18.a - Value (excl. sponsor support):** $1109000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $12748800.00       | $12745221.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $838000.00         | $836868.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $13609100.00       | $13915228.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $3937400.00        | $3968374.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $18343400.00       | $18166082.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $15093100.00       | $15240996.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $29564000.00       | $29569643.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $129033700.00      | $129463265.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 3.5000%  | 0.0000% | $259600.00         | $254942.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $205928700.00      | $207237624.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $14219000.00       | $14301862.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $1585800.00        | $1606007.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $45531200.00       | $45877712.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $7261300.00        | $7253523.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $13865000.00       | $13820478.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $9711900.00        | $9824527.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $238659200.00      | $225361134.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $110613100.00      | $110729499.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $24270100.00       | $24447514.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $209255700.00      | $207159804.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $24999900.00       | $25542305.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-28      | 3.7500%  | 0.0000% | $47400.00          | $46394.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $687000.00         | $681390.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $17584000.00       | $17857672.16       | U.S. Treasuries (including strips) |

### Security 257: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.650000%
- **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: ARP1GAKG5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1GAKG5
- **C.18 - Value (incl. sponsor support):** $244000000.00
- **C.18.a - Value (excl. sponsor support):** $244000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $52328000.00       | $53067985.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $12915600.00       | $12841326.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $98200.00          | $97876.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $70040000.00       | $71255526.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $2440000.00        | $2409771.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $8616100.00        | $8808219.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $40801100.00       | $38312600.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $10182600.00       | $10026711.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $5000.00           | $4946.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $22406000.00       | $22784670.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $306500.00         | $303884.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8584%  | 0.0000% | $250000.00         | $251794.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $120.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $28250600.00       | $28714507.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $102.56            | U.S. Treasuries (including strips) |

### Security 258: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.650000%
- **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: ARP1GANM9, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1GANM9
- **C.18 - Value (incl. sponsor support):** $980000000.00
- **C.18.a - Value (excl. sponsor support):** $980000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 2004-018 WD | 2034-02-20      | 5.5000%  | 0.0000% | $6000.00           | $918.88            | Agency Collateralized Mortgage Obligation |
| GNRM 2023-134 BA | 2045-09-20      | 6.0000%  | 0.0000% | $4500000.00        | $1217354.69        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-001 PM | 2055-11-20      | 4.5000%  | 0.0000% | $6805914.00        | $6608936.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-027 AF | 2056-02-20      | 4.6729%  | 0.0000% | $255795872.00      | $250000000.03      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 FE | 2055-07-20      | 4.8229%  | 0.0000% | $197973000.00      | $190855321.07      | Agency Collateralized Mortgage Obligation |
| GNRM 2013-071 GA | 2041-07-20      | 2.5000%  | 0.0000% | $1375000.00        | $62283.65          | Agency Collateralized Mortgage Obligation |
| GNRM 2014-091 CB | 2040-01-16      | 2.2500%  | 0.0000% | $325000.00         | $11795.05          | Agency Collateralized Mortgage Obligation |
| GNRM 2015-168 NP | 2045-11-20      | 1.6500%  | 0.0000% | $295800000.00      | $18829405.74       | Agency Collateralized Mortgage Obligation |
| GNRM 2013-170 BC | 2028-11-16      | 2.5000%  | 0.0000% | $3551288.00        | $994685.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-209 AF | 2055-12-20      | 4.6729%  | 0.0000% | $256602015.00      | $249999999.20      | Agency Collateralized Mortgage Obligation |
| GNRM 2025-047 AM | 2055-03-20      | 5.0000%  | 0.0000% | $3250000.00        | $3110794.91        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-151 HC | 2055-02-20      | 4.0000%  | 0.0000% | $7479146.00        | $6998141.23        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GA | 2048-05-20      | 5.5000%  | 0.0000% | $8825000.00        | $2313104.69        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-053 MJ | 2056-03-20      | 4.5000%  | 0.0000% | $1062000.00        | $917821.82         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-097 D  | 2050-12-20      | 4.5000%  | 0.0000% | $19704752.00       | $12092926.05       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-047 BA | 2052-08-20      | 5.0000%  | 0.0000% | $9923000.00        | $7451784.50        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-079 PB | 2053-07-20      | 4.5000%  | 0.0000% | $10000000.00       | $6335348.42        | Agency Collateralized Mortgage Obligation |
| GNRM 2015-095 KA | 2043-02-20      | 2.5000%  | 0.0000% | $3820000.00        | $452410.18         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-207 PK | 2054-07-20      | 4.5000%  | 0.0000% | $7604000.00        | $7056936.13        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-184 LH | 2050-12-20      | 5.0000%  | 0.0000% | $6500000.00        | $5669251.65        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-027 KY | 2056-02-20      | 6.5000%  | 0.0000% | $10673500.00       | $11197507.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 YF | 2051-11-20      | 3.0000%  | 0.0000% | $63540319.00       | $37186453.51       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GM | 2054-04-20      | 5.5000%  | 0.0000% | $12844032.00       | $13016685.76       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-027 CY | 2056-02-20      | 4.5000%  | 0.0000% | $1164990.00        | $977417.29         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-047 BW | 2055-03-20      | 5.0000%  | 0.0000% | $3981128.00        | $3817132.07        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-053 GW | 2056-03-16      | 3.0000%  | 0.0000% | $3607000.00        | $2751628.81        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-053 LQ | 2056-03-20      | 4.5000%  | 0.0000% | $2234000.00        | $1987397.68        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-148 AK | 2059-07-16      | 2.7500%  | 0.0000% | $12000000.00       | $3788640.66        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 PA | 2054-01-20      | 4.5000%  | 0.0000% | $11719000.00       | $10432200.82       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-072 GW | 2055-04-20      | 5.0000%  | 0.0000% | $17313650.00       | $16460219.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 KF | 2055-04-20      | 4.7229%  | 0.0000% | $150000000.00      | $131026201.08      | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 DB | 2054-10-20      | 5.0000%  | 0.0000% | $20000000.00       | $19283133.32       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-177 PL | 2051-06-20      | 6.0000%  | 0.0000% | $1000000.00        | $56472.97          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-134 AE | 2051-10-20      | 5.5000%  | 0.0000% | $2500000.00        | $2421061.10        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-190 CA | 2043-08-20      | 5.0000%  | 0.0000% | $8100000.00        | $3618627.51        | Agency Collateralized Mortgage Obligation |

### Security 259: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.650000%
- **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: ARP1GANU1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GANU1
- **C.18 - Value (incl. sponsor support):** $2449000000.00
- **C.18.a - Value (excl. sponsor support):** $2449000000.00
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLAB7567 | 2043-01-01      | 3.0000%  | 0.0000% | $40391.00          | $6557.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2039 | 2056-02-01      | 5.5000%  | 0.0000% | $65225377.00       | $65030827.45       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1906281 | 2037-01-01      | 5.9940%  | 0.0000% | $155000.00         | $1550.67           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDA8512 | 2039-01-01      | 6.5000%  | 0.0000% | $1110915.00        | $458095.39         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8774 | 2056-02-01      | 5.0000%  | 0.0000% | $4403275.00        | $4363809.54        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3022 | 2032-09-01      | 3.5000%  | 0.0000% | $90000.00          | $1229.59           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7962 | 2054-05-01      | 6.0000%  | 0.0000% | $29727306.00       | $25572414.04       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888526 | 2035-08-01      | 6.3660%  | 0.0000% | $17853000.00       | $217543.29         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9411 | 2051-11-01      | 2.0000%  | 0.0000% | $305000.00         | $179419.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL886294 | 2036-08-01      | 6.0000%  | 0.0000% | $966929.00         | $6163.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3615 | 2049-03-01      | 4.0000%  | 0.0000% | $61789.00          | $4002.84           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  | 0.0000% | $67991683.00       | $56005477.69       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5533 | 2039-11-01      | 4.0000%  | 0.0000% | $109765.00         | $89407.94          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1947501 | 2037-10-01      | 6.5100%  | 0.0000% | $1695500.00        | $56961.32          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6036 | 2041-03-01      | 4.0000%  | 0.0000% | $60530360.00       | $59215237.02       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5977 | 2041-02-01      | 4.5000%  | 0.0000% | $35309865.00       | $34382173.05       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4327 | 2052-08-01      | 3.5000%  | 0.0000% | $2380000.00        | $1739554.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2512 | 2052-07-01      | 3.5000%  | 0.0000% | $379000.00         | $264560.89         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9324 | 2054-10-01      | 5.5000%  | 0.0000% | $2380000.00        | $2165691.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBV6012 | 2040-07-01      | 4.5000%  | 0.0000% | $816867.00         | $789750.10         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5254 | 2050-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $1039713.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4854 | 2055-03-01      | 5.0000%  | 0.0000% | $31714005.00       | $31605405.69       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6610 | 2053-12-01      | 6.5000%  | 0.0000% | $527945.00         | $312284.84         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3291 | 2052-12-01      | 5.5000%  | 0.0000% | $990000.00         | $698501.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2574 | 2035-02-01      | 2.5000%  | 0.0000% | $147000.00         | $22701.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8884 | 2055-12-01      | 5.5000%  | 0.0000% | $1657056.00        | $1687854.03        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBT8268 | 2052-08-01      | 4.0960%  | 0.0000% | $290000.00         | $194646.66         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNBV6122 | 2035-09-01      | 5.5000%  | 0.0000% | $754285.00         | $596515.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2661 | 2056-02-01      | 5.0000%  | 0.0000% | $3748297.00        | $3723504.52        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP6715 | 2050-09-01      | 2.0000%  | 0.0000% | $5000.00           | $2646.75           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9749 | 2055-09-01      | 5.5000%  | 0.0000% | $3393238.00        | $3239354.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF8034 | 2040-12-01      | 5.0000%  | 0.0000% | $13225.00          | $13135.03          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7865 | 2054-01-01      | 6.5000%  | 0.0000% | $182000.00         | $115510.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6000 | 2040-09-01      | 5.5000%  | 0.0000% | $1260740.00        | $1066590.43        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA5270 | 2035-02-01      | 2.5000%  | 0.0000% | $24770000.00       | $6674429.16        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBV7893 | 2052-07-01      | 4.1930%  | 0.0000% | $620000.00         | $429987.47         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAP6310 | 2042-09-01      | 6.4450%  | 0.0000% | $550000.00         | $12200.31          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL7808 | 2030-12-01      | 3.5000%  | 0.0000% | $68000.00          | $3016.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8182 | 2046-02-01      | 6.0990%  | 0.0000% | $1019000.00        | $37733.13          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8380 | 2055-05-01      | 6.0000%  | 0.0000% | $1677350.00        | $1602171.15        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN5397 | 2047-07-01      | 3.4900%  | 0.0000% | $6758000.00        | $5586827.33        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAO4573 | 2042-06-01      | 6.4580%  | 0.0000% | $550000.00         | $15471.08          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE8291 | 2055-09-01      | 5.0420%  | 0.0000% | $2882336.00        | $2880059.19        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HLAM8813 | 2045-05-01      | 3.3900%  | 0.0000% | $100000.00         | $70340.37          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823477 | 2035-02-01      | 5.5860%  | 0.0000% | $875000.00         | $16289.17          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7742 | 2055-06-01      | 7.0000%  | 0.0000% | $1049930.00        | $1099091.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5917 | 2054-01-01      | 6.0000%  | 0.0000% | $1784205.00        | $1461162.51        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE2899 | 2055-07-01      | 5.1790%  | 0.0000% | $1622750.00        | $1631697.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2783 | 2041-03-01      | 5.0000%  | 0.0000% | $3853340.00        | $3917473.71        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAZ7981 | 2045-08-01      | 6.3500%  | 0.0000% | $575000.00         | $13984.45          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  | 0.0000% | $35000.00          | $5326.89           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU6909 | 2052-03-01      | 2.0000%  | 0.0000% | $104946.00         | $48429.16          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1192 | 2052-09-01      | 4.5000%  | 0.0000% | $845615.00         | $631780.51         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBW2435 | 2040-12-01      | 6.0000%  | 0.0000% | $1382318.00        | $1403741.12        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ1348 | 2050-08-01      | 3.0000%  | 0.0000% | $123660.00         | $51460.08          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CL727111 | 2033-08-01      | 4.0000%  | 0.0000% | $2089061.00        | $38540.69          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3315 | 2043-02-01      | 3.5000%  | 0.0000% | $5911000.00        | $1031256.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1994 | 2055-07-01      | 6.0000%  | 0.0000% | $1290836.00        | $1209833.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4499 | 2055-12-01      | 5.5000%  | 0.0000% | $1073100.00        | $1095626.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1142 | 2043-11-01      | 4.5000%  | 0.0000% | $31667762.00       | $2000497.25        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS679740 | 2039-07-01      | 6.7990%  | 0.0000% | $43350679.00       | $238759.37         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7206 | 2045-08-01      | 4.0000%  | 0.0000% | $9000.00           | $801.48            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.1450%  | 0.0000% | $4211814.00        | $8597.63           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL640045 | 2032-06-01      | 7.5000%  | 0.0000% | $130732.00         | $2660.98           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAL7183 | 2036-01-01      | 6.2280%  | 0.0000% | $2700000.00        | $235373.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL254982 | 2033-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $9451.04           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAZ3324 | 2045-06-01      | 6.3500%  | 0.0000% | $575000.00         | $8518.77           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL6236 | 2044-02-01      | 6.0140%  | 0.0000% | $8500000.00        | $161304.88         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT1155 | 2043-09-01      | 6.3100%  | 0.0000% | $10349493.00       | $705270.56         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAV8966 | 2044-01-01      | 5.8400%  | 0.0000% | $575000.00         | $12996.24          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT2743 | 2043-05-01      | 3.5000%  | 0.0000% | $1389202.00        | $164517.67         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725639 | 2033-09-01      | 6.3200%  | 0.0000% | $500000.00         | $616.64            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735992 | 2032-09-01      | 7.0750%  | 0.0000% | $7719108.00        | $91448.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7260 | 2045-09-01      | 3.5000%  | 0.0000% | $100000.00         | $19833.03          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2445 | 2055-11-01      | 5.0000%  | 0.0000% | $1003948.00        | $988053.88         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBC4799 | 2046-11-01      | 6.0950%  | 0.0000% | $580000.00         | $22513.02          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0103 | 2055-10-01      | 6.0000%  | 0.0000% | $6143287.00        | $6423110.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6269 | 2055-11-01      | 5.5000%  | 0.0000% | $1100850.00        | $1118153.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  | 0.0000% | $29764520.00       | $10353638.86       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1168 | 2052-11-01      | 5.5000%  | 0.0000% | $5761818.00        | $3707614.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4332 | 2056-03-01      | 6.0000%  | 0.0000% | $1777888.00        | $1819371.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | 0.0000% | $847500.00         | $90338.90          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0942 | 2040-10-01      | 5.0000%  | 0.0000% | $1086270.00        | $1071853.25        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF7270 | 2041-02-01      | 4.0000%  | 0.0000% | $2991987.00        | $2913970.14        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF2748 | 2056-02-01      | 5.2770%  | 0.0000% | $6522215.00        | $6638899.83        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  | 0.0000% | $2059000.00        | $1216268.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9315 | 2056-02-01      | 6.0000%  | 0.0000% | $1314309.00        | $1377706.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9888 | 2056-01-01      | 6.0000%  | 0.0000% | $1002350.00        | $1033217.96        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5561 | 2050-04-01      | 3.5000%  | 0.0000% | $415006.00         | $113541.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6343 | 2055-12-01      | 4.5000%  | 0.0000% | $8546638.00        | $8211530.21        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5508 | 2050-04-01      | 3.0000%  | 0.0000% | $175000.00         | $40367.50          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9212 | 2056-03-01      | 5.0000%  | 0.0000% | $4736721.00        | $4713817.38        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG3913 | 2056-02-01      | 4.9260%  | 0.0000% | $2670890.00        | $2696414.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0733 | 2052-07-01      | 4.5000%  | 0.0000% | $47579.00          | $38993.75          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKCA7009 | 2050-09-01      | 2.5000%  | 0.0000% | $239833.00         | $149584.09         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $20000.00          | $12816.61          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7019 | 2050-09-01      | 2.0000%  | 0.0000% | $140000.00         | $65327.88          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF8982 | 2055-12-01      | 4.9410%  | 0.0000% | $1692065.00        | $1675011.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0558 | 2056-01-01      | 5.5000%  | 0.0000% | $2000000.00        | $2010863.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0016 | 2056-01-01      | 5.0000%  | 0.0000% | $1068459.00        | $1055346.41        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $163100.00         | $123456.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7221 | 2054-02-01      | 6.0000%  | 0.0000% | $145000.00         | $104484.39         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8715 | 2055-12-01      | 5.5000%  | 0.0000% | $2626713.00        | $2681467.38        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9905 | 2051-12-01      | 2.5000%  | 0.0000% | $1200000.00        | $828616.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $65814966.00       | $53270565.89       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAD0752 | 2039-01-01      | 7.0000%  | 0.0000% | $544989.00         | $10354.40          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8576 | 2050-02-01      | 3.0000%  | 0.0000% | $320000.00         | $155753.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1879 | 2056-01-01      | 6.0000%  | 0.0000% | $54100000.00       | $54658088.54       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1037 | 2032-04-01      | 3.0000%  | 0.0000% | $1475000.00        | $82397.93          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5810 | 2051-01-01      | 3.0000%  | 0.0000% | $3200000.00        | $1762122.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  | 0.0000% | $135460.00         | $39858.87          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6920 | 2054-01-01      | 6.5000%  | 0.0000% | $10466477.00       | $6569554.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1328 | 2040-10-01      | 6.0000%  | 0.0000% | $8400092.00        | $8219967.71        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1590 | 2052-04-01      | 2.5000%  | 0.0000% | $139000.00         | $85256.39          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $5025744.00        | $359264.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA0918 | 2041-11-01      | 4.0000%  | 0.0000% | $910000.00         | $51627.69          | Agency Mortgage-Backed Securities |
| FNMS 05.000 NPAC2358 | 2038-03-01      | 5.0000%  | 0.0000% | $4962055.00        | $99001.19          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0073 | 2029-05-01      | 4.5000%  | 0.0000% | $3309190.00        | $12637.84          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2234 | 2056-03-01      | 5.5000%  | 0.0000% | $59317779.00       | $60459232.77       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL952768 | 2037-09-01      | 7.0000%  | 0.0000% | $150000.00         | $882.26            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2632 | 2046-05-01      | 3.5000%  | 0.0000% | $383935.00         | $100667.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2776 | 2026-10-01      | 2.5000%  | 0.0000% | $115873136.00      | $909801.31         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3246 | 2033-01-01      | 2.5000%  | 0.0000% | $75000.00          | $9773.64           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2895 | 2047-02-01      | 3.0000%  | 0.0000% | $288000.00         | $58448.50          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  | 0.0000% | $25000.00          | $5279.89           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $259000.00         | $182241.98         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB4976 | 2037-10-01      | 1.5000%  | 0.0000% | $253881.00         | $168167.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2912 | 2052-02-01      | 3.5000%  | 0.0000% | $7575000.00        | $4646277.49        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0252 | 2052-01-01      | 3.5000%  | 0.0000% | $240000.00         | $142515.00         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  | 0.0000% | $325000.00         | $192732.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  | 0.0000% | $190546.00         | $149172.82         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5768 | 2044-11-01      | 4.0000%  | 0.0000% | $148000.00         | $58024.00          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4126 | 2049-07-01      | 4.0000%  | 0.0000% | $76589.00          | $12060.26          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2983 | 2049-05-01      | 4.0000%  | 0.0000% | $33356586.00       | $8687531.40        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2652 | 2048-11-01      | 3.5000%  | 0.0000% | $47975000.00       | $14963223.20       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5295 | 2048-04-01      | 3.5000%  | 0.0000% | $251184.00         | $99833.50          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6976 | 2041-01-01      | 5.0000%  | 0.0000% | $5147170.00        | $5154135.42        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBT8249 | 2052-07-01      | 3.5940%  | 0.0000% | $205000.00         | $135206.93         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBR7707 | 2051-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $362757.91         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBP0633 | 2050-01-01      | 2.7360%  | 0.0000% | $500000.00         | $116650.50         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP4751 | 2050-05-01      | 3.0000%  | 0.0000% | $7062791.00        | $2615765.19        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT8676 | 2051-09-01      | 2.5000%  | 0.0000% | $160000.00         | $82405.44          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ0589 | 2050-11-01      | 2.5000%  | 0.0000% | $440000.00         | $236691.62         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO7214 | 2047-07-01      | 3.1220%  | 0.0000% | $330000.00         | $76508.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP6370 | 2050-05-01      | 3.0000%  | 0.0000% | $100000.00         | $42165.49          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBU8798 | 2052-04-01      | 2.8780%  | 0.0000% | $1000000.00        | $714110.68         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBT7209 | 2051-08-01      | 1.7230%  | 0.0000% | $3000000.00        | $1811713.24        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBT8375 | 2052-09-01      | 3.9470%  | 0.0000% | $630000.00         | $416372.43         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $8000.00           | $4417.53           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ4840 | 2050-10-01      | 3.0000%  | 0.0000% | $381000.00         | $114200.78         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725809 | 2034-08-01      | 6.6780%  | 0.0000% | $500000.00         | $4739.69           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745925 | 2036-09-01      | 6.4380%  | 0.0000% | $120000.00         | $1982.91           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD791868 | 2034-08-01      | 6.3060%  | 0.0000% | $14858979.00       | $142644.72         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.0370%  | 0.0000% | $2470359.00        | $1736.99           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH9084 | 2041-04-01      | 4.5000%  | 0.0000% | $1900000.00        | $175021.27         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  | 0.0000% | $878075.00         | $13487.37          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAY4068 | 2044-04-01      | 6.2590%  | 0.0000% | $9000000.00        | $247893.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW8154 | 2042-01-01      | 3.5000%  | 0.0000% | $302778.00         | $43357.78          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL735215 | 2034-10-01      | 7.0000%  | 0.0000% | $123001.00         | $958.68            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAU1319 | 2033-07-01      | 3.5000%  | 0.0000% | $15709428.00       | $1874277.61        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  | 0.0000% | $599388.00         | $21867.15          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7384 | 2045-09-01      | 4.5000%  | 0.0000% | $354000.00         | $41452.64          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7951 | 2046-01-01      | 3.5000%  | 0.0000% | $1230057.00        | $310501.75         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WDAL1991 | 2034-06-01      | 5.9770%  | 0.0000% | $9256885.00        | $430025.88         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT2097 | 2043-04-01      | 4.0000%  | 0.0000% | $42653.00          | $16289.33          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT1156 | 2043-09-01      | 6.3100%  | 0.0000% | $92000.00          | $1563.32           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6890 | 2040-11-01      | 5.0000%  | 0.0000% | $1623240.00        | $1625832.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725027 | 2033-11-01      | 5.0000%  | 0.0000% | $556000.00         | $4390.27           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBO2240 | 2049-09-01      | 3.1790%  | 0.0000% | $620000.00         | $112553.08         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBU4981 | 2039-09-01      | 3.5000%  | 0.0000% | $1348578.00        | $1202307.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0971 | 2055-03-01      | 6.0000%  | 0.0000% | $600000.00         | $453001.23         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFM1196 | 2029-09-01      | 6.0000%  | 0.0000% | $4524541.00        | $126902.32         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8583 | 2028-04-01      | 3.4850%  | 0.0000% | $575000.00         | $569809.57         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1438 | 2042-02-01      | 6.1210%  | 0.0000% | $20000000.00       | $342845.58         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH9719 | 2041-04-01      | 4.5000%  | 0.0000% | $272000.00         | $12873.63          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM0762 | 2032-09-01      | 3.2900%  | 0.0000% | $10000.00          | $6895.18           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS813714 | 2035-01-01      | 5.5690%  | 0.0000% | $470000.00         | $2148.67           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN3240 | 2026-10-01      | 2.4500%  | 0.0000% | $6000000.00        | $4944278.73        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB814670 | 2035-04-01      | 5.9830%  | 0.0000% | $7923175.00        | $119114.44         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB658481 | 2033-09-01      | 5.5320%  | 0.0000% | $25000.00          | $693.30            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1845 | 2039-06-01      | 5.9230%  | 0.0000% | $2144000.00        | $22177.59          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAP7557 | 2042-09-01      | 6.4180%  | 0.0000% | $130000.00         | $1554.70           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU4293 | 2043-09-01      | 4.0000%  | 0.0000% | $13000.00          | $723.29            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX YLAL3755 | 2038-02-01      | 5.0450%  | 0.0000% | $1750000.00        | $31720.90          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVAL7895 | 2030-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $115553.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7767 | 2044-06-01      | 4.5000%  | 0.0000% | $31992.00          | $3359.63           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0220 | 2038-10-01      | 6.0000%  | 0.0000% | $1180000.00        | $12298.03          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1AE0354 | 2037-09-01      | 6.4560%  | 0.0000% | $23423435.00       | $423204.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2479 | 2051-01-01      | 2.5000%  | 0.0000% | $729000.00         | $451777.72         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888043 | 2036-08-01      | 6.4220%  | 0.0000% | $18250000.00       | $229341.53         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL970665 | 2038-10-01      | 5.5000%  | 0.0000% | $8013758.00        | $201686.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA5960 | 2045-12-01      | 4.0000%  | 0.0000% | $263100.00         | $249675.08         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5391 | 2054-06-01      | 7.0000%  | 0.0000% | $3000.00           | $1291.68           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5901 | 2035-11-01      | 5.5000%  | 0.0000% | $3373665.00        | $3051681.18        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  | 0.0000% | $2450000.00        | $969543.91         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1092 | 2052-04-01      | 3.5000%  | 0.0000% | $249000.00         | $166035.74         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0888 | 2055-08-01      | 6.5000%  | 0.0000% | $250346.00         | $245037.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3041 | 2052-10-01      | 4.0000%  | 0.0000% | $26862000.00       | $20050965.86       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC7330 | 2039-12-01      | 4.5000%  | 0.0000% | $9545000.00        | $339017.25         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0737 | 2055-07-01      | 6.5000%  | 0.0000% | $45589715.00       | $44998533.91       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN995059 | 2037-08-01      | 6.1250%  | 0.0000% | $2000000.00        | $27863.68          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS4802 | 2038-05-01      | 4.0000%  | 0.0000% | $115000.00         | $72079.07          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  | 0.0000% | $1939600.00        | $1394701.07        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB922881 | 2037-02-01      | 5.4600%  | 0.0000% | $19325778.00       | $58396.31          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5647 | 2053-07-01      | 5.5000%  | 0.0000% | $300000.00         | $239572.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1224 | 2055-10-01      | 5.5000%  | 0.0000% | $500000.00         | $497182.82         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6753 | 2050-10-01      | 4.0000%  | 0.0000% | $47000.00          | $13266.56          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9416 | 2045-07-01      | 3.5000%  | 0.0000% | $7035000.00        | $3614867.01        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7990 | 2049-06-01      | 3.5000%  | 0.0000% | $1650000.00        | $715382.35         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0431 | 2050-02-01      | 3.0000%  | 0.0000% | $286000.00         | $165720.37         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4349 | 2052-08-01      | 5.0000%  | 0.0000% | $6620000.00        | $4519140.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $31000.00          | $15290.68          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9012 | 2056-01-01      | 4.5000%  | 0.0000% | $1327410.00        | $1278868.64        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7868 | 2051-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $565600.35         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $208741.00         | $126640.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0445 | 2055-01-01      | 5.5000%  | 0.0000% | $556000.00         | $507176.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1106 | 2052-04-01      | 4.0000%  | 0.0000% | $6285000.00        | $5409474.73        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4965 | 2038-03-01      | 4.0000%  | 0.0000% | $133931.00         | $81287.03          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4368 | 2031-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $329134.61         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD0482 | 2039-12-01      | 6.2460%  | 0.0000% | $1378000.00        | $13719.36          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0923 | 2040-10-01      | 6.5300%  | 0.0000% | $15054152.00       | $40180.51          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  | 0.0000% | $1500000.00        | $201355.56         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3777 | 2049-09-01      | 4.5000%  | 0.0000% | $245000.00         | $25497.60          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE0258 | 2046-09-01      | 3.0000%  | 0.0000% | $6050079.00        | $973412.17         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7684 | 2054-07-01      | 6.0000%  | 0.0000% | $700000.00         | $506481.03         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4364 | 2042-09-01      | 6.4100%  | 0.0000% | $1100000.00        | $23932.33          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735356 | 2035-01-01      | 5.7120%  | 0.0000% | $700000.00         | $7241.59           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM9431 | 2030-08-01      | 3.5800%  | 0.0000% | $1200000.00        | $1175104.00        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA745700 | 2036-06-01      | 6.3180%  | 0.0000% | $30788872.00       | $244737.35         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE4734 | 2040-07-01      | 5.0000%  | 0.0000% | $6206129.00        | $5337860.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7415 | 2055-12-01      | 5.5000%  | 0.0000% | $10580934.00       | $10580019.18       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF6164 | 2056-02-01      | 7.0000%  | 0.0000% | $1552050.00        | $1640095.46        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB849264 | 2036-01-01      | 5.9550%  | 0.0000% | $5089993.00        | $112782.40         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9105 | 2055-10-01      | 6.0000%  | 0.0000% | $1296500.00        | $1226341.46        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH5928 | 2047-07-01      | 6.2880%  | 0.0000% | $630000.00         | $30619.99          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB804433 | 2034-12-01      | 5.5610%  | 0.0000% | $2699999.00        | $23411.17          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3280 | 2054-09-01      | 6.5000%  | 0.0000% | $1719677.00        | $1112791.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT3930 | 2051-06-01      | 3.0000%  | 0.0000% | $1033387.00        | $339959.03         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBD7469 | 2031-10-01      | 3.0000%  | 0.0000% | $506567.00         | $73151.22          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE1534 | 2047-02-01      | 3.5000%  | 0.0000% | $25000.00          | $9707.85           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9680 | 2049-09-01      | 4.0000%  | 0.0000% | $3062160.00        | $971537.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9762 | 2053-05-01      | 5.5000%  | 0.0000% | $20554607.00       | $14356962.88       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3194 | 2056-03-01      | 5.5000%  | 0.0000% | $3318140.00        | $3369860.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5113 | 2052-11-01      | 5.5000%  | 0.0000% | $600000.00         | $432233.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6456 | 2053-11-01      | 6.0000%  | 0.0000% | $3644.00           | $2894.06           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7948 | 2052-04-01      | 2.5000%  | 0.0000% | $538000.00         | $389560.86         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0186 | 2051-04-01      | 3.0000%  | 0.0000% | $813000.00         | $364500.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5142 | 2052-11-01      | 6.0000%  | 0.0000% | $5290000.00        | $3583723.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1840 | 2056-03-01      | 5.0000%  | 0.0000% | $8359480.00        | $8301612.90        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB1428 | 2051-08-01      | 4.0000%  | 0.0000% | $31855.00          | $10382.91          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735654 | 2044-10-01      | 5.1140%  | 0.0000% | $400000.00         | $3075.31           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6155 | 2032-08-01      | 3.0600%  | 0.0000% | $3375000.00        | $3130245.00        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN7163 | 2027-10-01      | 2.9400%  | 0.0000% | $140000.00         | $116446.26         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725721 | 2034-06-01      | 6.1900%  | 0.0000% | $4485000.00        | $6588.35           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.0600%  | 0.0000% | $500562.00         | $3746.92           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $29000.00          | $6176.73           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2130 | 2029-11-01      | 3.5000%  | 0.0000% | $135000.00         | $8233.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5891 | 2047-05-01      | 3.5000%  | 0.0000% | $725000.00         | $524313.84         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4519 | 2042-01-01      | 1.5000%  | 0.0000% | $111000.00         | $68031.50          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB795135 | 2034-10-01      | 5.8900%  | 0.0000% | $405000.00         | $2005.42           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS836904 | 2035-10-01      | 5.7150%  | 0.0000% | $50002447.00       | $230922.31         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB844773 | 2035-12-01      | 6.0040%  | 0.0000% | $1050000.00        | $6148.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB828480 | 2035-06-01      | 6.3940%  | 0.0000% | $610000.00         | $2996.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256576 | 2037-01-01      | 5.5000%  | 0.0000% | $375000.00         | $888.54            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ7688 | 2041-12-01      | 4.0000%  | 0.0000% | $3681325.00        | $143463.15         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS851297 | 2035-09-01      | 6.3450%  | 0.0000% | $5000000.00        | $5079.21           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL252568 | 2029-04-01      | 7.5000%  | 0.0000% | $406179.00         | $890.11            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN2522 | 2026-10-01      | 2.2600%  | 0.0000% | $8100000.00        | $6498834.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4116 | 2055-11-01      | 6.0000%  | 0.0000% | $2063961.00        | $2128255.81        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735653 | 2044-10-01      | 5.1140%  | 0.0000% | $699999.00         | $4374.81           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBJ3765 | 2047-12-01      | 5.9340%  | 0.0000% | $580000.00         | $34253.06          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB817509 | 2035-09-01      | 6.1630%  | 0.0000% | $26204766.00       | $176644.09         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB788976 | 2034-04-01      | 5.6750%  | 0.0000% | $8000000.00        | $48571.66          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB810429 | 2034-12-01      | 5.9200%  | 0.0000% | $800000.00         | $2766.05           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735643 | 2042-08-01      | 5.1140%  | 0.0000% | $200000.00         | $2189.15           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4349 | 2043-11-01      | 6.1710%  | 0.0000% | $5000000.00        | $142126.02         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  | 0.0000% | $450000.00         | $661.37            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS848390 | 2035-12-01      | 5.6330%  | 0.0000% | $1300000.00        | $6631.97           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5548 | 2038-05-01      | 6.3830%  | 0.0000% | $13000000.00       | $813748.74         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ3120 | 2041-10-01      | 4.5000%  | 0.0000% | $125000.00         | $11537.46          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HT468473 | 2031-07-01      | 4.5000%  | 0.0000% | $2599448.00        | $1019653.02        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5593 | 2045-08-01      | 3.5000%  | 0.0000% | $130000.00         | $26150.03          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $600000.00         | $85436.19          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5708 | 2054-11-01      | 4.5000%  | 0.0000% | $796356.00         | $759847.57         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH5545 | 2047-07-01      | 6.3600%  | 0.0000% | $123578.00         | $10688.83          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  | 0.0000% | $100000.00         | $27689.19          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH8026 | 2047-10-01      | 4.5000%  | 0.0000% | $137000.00         | $59169.45          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  | 0.0000% | $21000000.00       | $10400579.42       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  | 0.0000% | $8279.00           | $6747.60           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB2944 | 2054-04-01      | 5.0000%  | 0.0000% | $2707366.00        | $2616078.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2095 | 2055-11-01      | 6.0000%  | 0.0000% | $2027293.00        | $2126825.44        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821697 | 2035-06-01      | 6.1990%  | 0.0000% | $3593000.00        | $25394.98          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745151 | 2035-10-01      | 6.5000%  | 0.0000% | $460000.00         | $5106.73           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS843997 | 2035-11-01      | 5.7520%  | 0.0000% | $200000.00         | $1524.20           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725731 | 2034-08-01      | 5.6700%  | 0.0000% | $5317000.00        | $23615.72          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2188 | 2055-11-01      | 4.5000%  | 0.0000% | $6687784.00        | $6430831.98        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW1804 | 2037-07-01      | 2.5000%  | 0.0000% | $86295.00          | $50385.85          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM1172 | 2047-03-01      | 3.0000%  | 0.0000% | $6000000.00        | $1870590.35        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2398 | 2051-12-01      | 2.5000%  | 0.0000% | $2100000.00        | $1326418.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM1039 | 2039-04-01      | 3.5000%  | 0.0000% | $25000.00          | $4386.69           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $131000000.00      | $121524437.64      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  | 0.0000% | $27000.00          | $9920.30           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBW2538 | 2046-02-01      | 4.0000%  | 0.0000% | $2020713.00        | $1935912.30        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  | 0.0000% | $30000000.00       | $17432269.53       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA3030 | 2053-09-01      | 7.0000%  | 0.0000% | $17968684.00       | $17410042.68       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3599 | 2052-05-01      | 3.5000%  | 0.0000% | $12000.00          | $8567.46           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0642 | 2036-05-01      | 2.5000%  | 0.0000% | $118000000.00      | $61637169.81       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB0805 | 2051-06-01      | 1.5000%  | 0.0000% | $250000.00         | $137558.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CI890838 | 2033-05-01      | 4.0000%  | 0.0000% | $260000.00         | $34974.59          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1796 | 2034-10-01      | 3.5000%  | 0.0000% | $2773000.00        | $344564.32         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2639 | 2052-01-01      | 2.5000%  | 0.0000% | $6000.00           | $4059.83           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1663 | 2055-12-01      | 4.5000%  | 0.0000% | $1187114.00        | $1069297.08        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2665 | 2052-01-01      | 3.0000%  | 0.0000% | $7000.00           | $4650.63           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG5146 | 2041-03-01      | 4.5000%  | 0.0000% | $1007076.00        | $1005897.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0666 | 2055-07-01      | 6.0000%  | 0.0000% | $2900000.00        | $2725680.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1074 | 2040-03-01      | 5.5000%  | 0.0000% | $77992905.00       | $52968955.16       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0575 | 2054-10-01      | 6.0000%  | 0.0000% | $166000.00         | $146603.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0012 | 2054-11-01      | 6.0000%  | 0.0000% | $10598233.00       | $7742996.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2373 | 2055-07-01      | 5.0000%  | 0.0000% | $87310942.00       | $79534594.55       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6839 | 2047-05-01      | 4.0000%  | 0.0000% | $8000.00           | $2791.63           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1425 | 2055-05-01      | 5.0000%  | 0.0000% | $1891154.00        | $1756725.16        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2023 | 2052-05-01      | 4.0000%  | 0.0000% | $200000.00         | $146803.88         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCC2280 | 2056-03-01      | 3.2350%  | 0.0000% | $91092361.00       | $86675550.48       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6158 | 2056-04-01      | 4.5000%  | 0.0000% | $2001865.00        | $1933901.68        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9405 | 2044-06-01      | 3.5000%  | 0.0000% | $4100000.00        | $612724.97         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544874 | 2036-07-01      | 5.0410%  | 0.0000% | $15015000.00       | $39083.55          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.8970%  | 0.0000% | $1500000.00        | $1246.56           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW9488 | 2044-11-01      | 4.0000%  | 0.0000% | $1931147.00        | $387321.77         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT6546 | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $16691.90          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8717 | 2028-03-01      | 3.0200%  | 0.0000% | $200000.00         | $196643.13         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL0139 | 2039-02-01      | 6.3140%  | 0.0000% | $50000.00          | $754.24            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS7712 | 2031-08-01      | 3.0000%  | 0.0000% | $67000.00          | $5987.43           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL559298 | 2030-11-01      | 7.5000%  | 0.0000% | $5746056.00        | $4475.74           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9786 | 2047-06-01      | 4.0000%  | 0.0000% | $57000.00          | $9055.47           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB879052 | 2036-03-01      | 6.2570%  | 0.0000% | $615000.00         | $6612.74           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA255279 | 2034-04-01      | 6.7500%  | 0.0000% | $25000000.00       | $120964.96         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  | 0.0000% | $146800.00         | $103098.13         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4592 | 2056-02-01      | 5.0000%  | 0.0000% | $201573045.00      | $199883925.20      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA3056 | 2039-06-01      | 6.5000%  | 0.0000% | $5335590.00        | $4697282.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  | 0.0000% | $200000.00         | $133865.72         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2572 | 2051-11-01      | 2.0000%  | 0.0000% | $155000.00         | $98309.64          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3343 | 2052-09-01      | 3.5000%  | 0.0000% | $381827.00         | $339401.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2598 | 2052-05-01      | 3.0000%  | 0.0000% | $600000.00         | $406908.59         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3549 | 2052-01-01      | 2.5000%  | 0.0000% | $5000000.00        | $3478640.20        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3213 | 2052-07-01      | 3.0000%  | 0.0000% | $909540.00         | $776191.19         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2871 | 2055-09-01      | 6.5000%  | 0.0000% | $9495938.00        | $8726044.31        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2323 | 2052-07-01      | 4.0000%  | 0.0000% | $8449000.00        | $5710313.55        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8672 | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $27559294.65       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD924707 | 2036-09-01      | 6.3330%  | 0.0000% | $5596852.00        | $646078.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1819 | 2056-01-01      | 4.5000%  | 0.0000% | $11016259.00       | $10612924.16       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9453 | 2053-08-01      | 4.5000%  | 0.0000% | $6997000.00        | $6170753.59        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1888763 | 2037-10-01      | 5.8420%  | 0.0000% | $2150000.00        | $11250.72          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB945032 | 2037-08-01      | 7.0820%  | 0.0000% | $333708.00         | $4592.86           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924712 | 2034-09-01      | 6.7550%  | 0.0000% | $250000.00         | $3743.47           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3209 | 2047-12-01      | 3.0000%  | 0.0000% | $43000.00          | $7233.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB884760 | 2036-09-01      | 6.4690%  | 0.0000% | $4050000.00        | $23243.94          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914850 | 2037-04-01      | 6.5950%  | 0.0000% | $77816.00          | $905.55            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0237 | 2055-04-01      | 5.5000%  | 0.0000% | $24089767.00       | $22384207.94       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS9399 | 2039-08-01      | 6.0000%  | 0.0000% | $18416761.00       | $10305088.10       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3962 | 2050-03-01      | 4.0000%  | 0.0000% | $660116.00         | $94629.78          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3977 | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $75563.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1466.19           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1722 | 2055-12-01      | 6.0000%  | 0.0000% | $11210753.00       | $11621903.36       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1837 | 2056-01-01      | 5.0000%  | 0.0000% | $115595675.00      | $113126348.64      | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1883056 | 2036-07-01      | 6.3880%  | 0.0000% | $7500000.00        | $129768.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5575 | 2039-11-01      | 3.5000%  | 0.0000% | $15114574.00       | $12507623.92       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $16000.00          | $2315.88           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5989 | 2051-02-01      | 2.5000%  | 0.0000% | $5264000.00        | $2815232.01        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3123 | 2052-03-01      | 3.5000%  | 0.0000% | $117742913.00      | $74434184.67       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX1132 | 2052-11-01      | 4.5000%  | 0.0000% | $3116412.00        | $2156881.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7618 | 2053-07-01      | 6.5000%  | 0.0000% | $2194000.00        | $1454750.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  | 0.0000% | $320000.00         | $72472.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930871 | 2039-04-01      | 5.0000%  | 0.0000% | $323782.00         | $2565.54           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG3857 | 2056-03-01      | 5.1860%  | 0.0000% | $5860563.00        | $5948076.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5912 | 2053-03-01      | 6.0000%  | 0.0000% | $6460000.00        | $4323252.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995051 | 2037-03-01      | 6.0000%  | 0.0000% | $1600000.00        | $17377.26          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1020 | 2046-11-01      | 4.5000%  | 0.0000% | $80077.00          | $11182.80          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK7934 | 2048-11-01      | 4.0000%  | 0.0000% | $388867.00         | $73103.73          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9791 | 2049-10-01      | 4.0000%  | 0.0000% | $3096516.00        | $1157413.29        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH5968 | 2047-08-01      | 6.3500%  | 0.0000% | $300000.00         | $15920.91          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBJ2721 | 2048-04-01      | 6.6200%  | 0.0000% | $540000.00         | $31883.94          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7051 | 2050-09-01      | 3.0000%  | 0.0000% | $2238025.00        | $739324.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1015 | 2047-04-01      | 3.5000%  | 0.0000% | $229000.00         | $64843.49          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4120 | 2048-01-01      | 4.0000%  | 0.0000% | $235000.00         | $45225.24          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN2190 | 2048-11-01      | 4.0000%  | 0.0000% | $198655.00         | $1170.36           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBD4540 | 2046-10-01      | 6.3600%  | 0.0000% | $575000.00         | $20581.96          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6935 | 2049-07-01      | 3.4210%  | 0.0000% | $3764000.00        | $2198964.41        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7358 | 2055-04-01      | 6.5000%  | 0.0000% | $1582968.00        | $1325671.48        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7782 | 2055-08-01      | 5.3370%  | 0.0000% | $40380504.00       | $34589902.15       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9228 | 2054-12-01      | 5.5000%  | 0.0000% | $393468.00         | $329207.70         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3362 | 2044-01-01      | 4.5000%  | 0.0000% | $120000.00         | $27022.38          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL773066 | 2034-03-01      | 5.5000%  | 0.0000% | $1260071.00        | $5509.21           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $225000.00         | $201644.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $308841871.00      | $249999999.84      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA5196 | 2033-09-01      | 3.0000%  | 0.0000% | $1555245.00        | $818047.84         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $116994.00         | $97783.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5516 | 2039-09-01      | 4.0000%  | 0.0000% | $362509.00         | $274318.05         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1878 | 2054-09-01      | 5.5000%  | 0.0000% | $29183000.00       | $26434958.97       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE6051 | 2040-08-01      | 6.5000%  | 0.0000% | $1011330.00        | $842510.86         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL2922 | 2042-12-01      | 4.0000%  | 0.0000% | $310000.00         | $27994.72          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL2984 | 2042-10-01      | 6.4830%  | 0.0000% | $5200000.00        | $237824.27         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAW8685 | 2044-07-01      | 6.2160%  | 0.0000% | $575000.00         | $11514.63          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3780 | 2041-02-01      | 4.0000%  | 0.0000% | $1025000.00        | $107922.54         | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL546522 | 2030-07-01      | 8.0000%  | 0.0000% | $154241.00         | $685.16            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735642 | 2042-08-01      | 5.1140%  | 0.0000% | $699998.00         | $9248.49           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN5688 | 2027-06-01      | 3.1200%  | 0.0000% | $5810000.00        | $4834598.29        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX XYAL9970 | 2027-02-01      | 2.8800%  | 0.0000% | $145000.00         | $11359.24          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAY8456 | 2045-08-01      | 6.3500%  | 0.0000% | $1200000.00        | $72836.38          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD804420 | 2034-12-01      | 5.7910%  | 0.0000% | $7500000.00        | $31086.81          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL6858 | 2030-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $93852.01          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL667561 | 2032-10-01      | 7.5000%  | 0.0000% | $1766000.00        | $18097.48          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS679737 | 2040-04-01      | 6.9800%  | 0.0000% | $38350572.00       | $172895.29         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN1371 | 2028-06-01      | 2.6800%  | 0.0000% | $1000000.00        | $975288.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW2747 | 2044-04-01      | 4.0000%  | 0.0000% | $400000.00         | $62238.02          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK8285 | 2042-07-01      | 3.5000%  | 0.0000% | $665000.00         | $82417.89          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ1886 | 2042-11-01      | 3.0000%  | 0.0000% | $72671.00          | $6286.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WDAL0332 | 2034-09-01      | 5.8770%  | 0.0000% | $2679223.00        | $101515.02         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7589 | 2045-10-01      | 3.5000%  | 0.0000% | $35330.00          | $5764.73           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI7784 | 2041-07-01      | 4.5000%  | 0.0000% | $17957186.00       | $520566.48         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $41000.00          | $4721.81           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7594 | 2045-08-01      | 3.5000%  | 0.0000% | $1525000.00        | $352624.30         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC0898 | 2055-03-01      | 5.8780%  | 0.0000% | $6846553.00        | $4911936.06        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB2491 | 2054-05-01      | 6.0000%  | 0.0000% | $170000.00         | $90566.08          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD493805 | 2029-01-01      | 5.8400%  | 0.0000% | $3135000.00        | $2659.24           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0993 | 2049-02-01      | 4.0000%  | 0.0000% | $3033023.00        | $670472.03         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6169 | 2049-11-01      | 2.9920%  | 0.0000% | $23828464.00       | $2665256.79        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6188 | 2049-08-01      | 5.7520%  | 0.0000% | $10000000.00       | $784221.76         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7920 | 2056-01-01      | 4.7930%  | 0.0000% | $49029166.00       | $49005731.88       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $3796352.00        | $318026.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM4493 | 2047-07-01      | 5.0000%  | 0.0000% | $1800000.00        | $414503.76         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7224 | 2053-06-01      | 5.0100%  | 0.0000% | $15367011.00       | $11974119.71       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6064 | 2043-10-01      | 6.2070%  | 0.0000% | $6974000.00        | $548296.32         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX5114 | 2053-02-01      | 5.0000%  | 0.0000% | $11000000.00       | $8591582.44        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7030 | 2052-06-01      | 2.4660%  | 0.0000% | $330000.00         | $209249.08         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE8893 | 2040-10-01      | 5.5000%  | 0.0000% | $1668229.00        | $1635707.54        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6520 | 2055-09-01      | 7.0000%  | 0.0000% | $1468000.00        | $1554439.62        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH2597 | 2047-08-01      | 4.0000%  | 0.0000% | $1125000.00        | $119889.23         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0646 | 2055-08-01      | 6.0000%  | 0.0000% | $4754089.00        | $4716635.74        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCB6354 | 2053-05-01      | 4.9520%  | 0.0000% | $55439456.00       | $44090064.75       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1972 | 2055-06-01      | 6.5000%  | 0.0000% | $6224423.00        | $5767104.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3436 | 2052-12-01      | 5.5000%  | 0.0000% | $33200508.00       | $23071757.59       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4684 | 2042-03-01      | 3.5000%  | 0.0000% | $630000.00         | $69667.47          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7791 | 2054-01-01      | 6.0000%  | 0.0000% | $487080.00         | $327906.46         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAE0557 | 2038-12-01      | 6.9210%  | 0.0000% | $9010000.00        | $60446.41          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5724 | 2056-04-01      | 5.0000%  | 0.0000% | $5120600.00        | $5107223.29        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG0703 | 2056-01-01      | 6.5000%  | 0.0000% | $1127671.00        | $934396.93         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7587 | 2050-11-01      | 1.5000%  | 0.0000% | $305000.00         | $161816.00         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3946 | 2049-01-01      | 4.0000%  | 0.0000% | $28000.00          | $7030.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $21000.00          | $15139.84          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB4639 | 2052-09-01      | 6.0000%  | 0.0000% | $555000.00         | $362476.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3064 | 2052-04-01      | 3.0000%  | 0.0000% | $800000.00         | $518972.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5517 | 2053-07-01      | 6.0000%  | 0.0000% | $250000.00         | $169922.96         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3961 | 2052-08-01      | 3.5000%  | 0.0000% | $4113528.00        | $3751458.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6237 | 2049-04-01      | 3.5000%  | 0.0000% | $909000.00         | $403008.10         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5348 | 2052-10-01      | 4.0000%  | 0.0000% | $13260235.00       | $9961201.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6875 | 2054-02-01      | 6.5000%  | 0.0000% | $200000.00         | $142040.59         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7351 | 2052-08-01      | 3.5000%  | 0.0000% | $3230000.00        | $2524409.03        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL937638 | 2037-06-01      | 4.5000%  | 0.0000% | $87000.00          | $1210.18           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL887651 | 2036-07-01      | 6.0000%  | 0.0000% | $6120400.00        | $48798.72          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1937595 | 2037-05-01      | 5.8160%  | 0.0000% | $4867292.00        | $54663.70          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924713 | 2033-08-01      | 4.9960%  | 0.0000% | $1769358.00        | $58075.08          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL911605 | 2037-04-01      | 6.5000%  | 0.0000% | $1630000.00        | $9155.18           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $101301348.00      | $69999724.20       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $56000.00          | $36012.93          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  | 0.0000% | $2000.00           | $912.66            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914789 | 2037-04-01      | 6.4700%  | 0.0000% | $165000.00         | $1922.73           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS984511 | 2038-01-01      | 5.8640%  | 0.0000% | $6527822.00        | $442339.70         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995615 | 2037-10-01      | 6.1900%  | 0.0000% | $300000.00         | $948.78            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920985 | 2036-12-01      | 5.9950%  | 0.0000% | $9000000.00        | $65802.52          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9600 | 2047-02-01      | 4.0000%  | 0.0000% | $126570.00         | $10777.15          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS844532 | 2035-11-01      | 5.6470%  | 0.0000% | $300000.00         | $2737.00           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL3850 | 2037-10-01      | 6.3430%  | 0.0000% | $1110609.00        | $30733.59          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS485627 | 2028-11-01      | 6.5370%  | 0.0000% | $8400000.00        | $8952.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8888 | 2054-12-01      | 5.5000%  | 0.0000% | $1123521.00        | $892924.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2381 | 2055-04-01      | 5.0000%  | 0.0000% | $1841090.00        | $1774874.89        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809986 | 2035-03-01      | 5.5790%  | 0.0000% | $2465000.00        | $12957.51          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAW1181 | 2044-03-01      | 5.7310%  | 0.0000% | $150000.00         | $11510.70          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT9653 | 2043-07-01      | 4.0000%  | 0.0000% | $300000.00         | $50336.03          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD841068 | 2034-11-01      | 6.2320%  | 0.0000% | $7600000.00        | $58490.76          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4158 | 2041-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $215601.47         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4363 | 2055-04-01      | 5.5000%  | 0.0000% | $75000.00          | $61639.83          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5441 | 2041-09-01      | 4.5000%  | 0.0000% | $105000.00         | $12078.80          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH2896 | 2041-01-01      | 4.0000%  | 0.0000% | $19600000.00       | $2281378.30        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL9502 | 2045-11-01      | 4.0000%  | 0.0000% | $170000.00         | $30821.31          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6614 | 2027-09-01      | 3.0100%  | 0.0000% | $1200000.00        | $1117431.59        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256820 | 2027-07-01      | 5.0000%  | 0.0000% | $5000000.00        | $4411.70           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8691 | 2051-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $601581.48         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  | 0.0000% | $600000.00         | $356433.11         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBO3236 | 2049-11-01      | 2.7760%  | 0.0000% | $620000.00         | $134304.28         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR8518 | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $49743.19          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBP4767 | 2050-05-01      | 2.7240%  | 0.0000% | $500000.00         | $138250.17         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO9776 | 2049-03-01      | 5.6800%  | 0.0000% | $1374000.00        | $529900.66         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ5484 | 2050-11-01      | 3.0000%  | 0.0000% | $2219343.00        | $1401761.25        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP7345 | 2050-06-01      | 3.0000%  | 0.0000% | $10500000.00       | $4829428.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5291 | 2052-12-01      | 5.5000%  | 0.0000% | $96296085.00       | $70670671.92       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO9999 | 2046-07-01      | 5.4290%  | 0.0000% | $2000000.00        | $428335.82         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP6626 | 2050-08-01      | 2.0000%  | 0.0000% | $850000.00         | $431816.02         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBO6267 | 2050-01-01      | 2.6700%  | 0.0000% | $600000.00         | $133108.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBK1793 | 2048-03-01      | 3.5000%  | 0.0000% | $3963248.00        | $767639.71         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBO8479 | 2050-06-01      | 2.5000%  | 0.0000% | $1351600.00        | $465306.77         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBO6254 | 2049-12-01      | 2.7430%  | 0.0000% | $880000.00         | $217558.94         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3713 | 2055-03-01      | 5.5000%  | 0.0000% | $45636.00          | $44988.34          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.1250%  | 0.0000% | $334000.00         | $55277.28          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD3356 | 2040-02-01      | 6.5000%  | 0.0000% | $258146.00         | $98603.33          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5000 | 2054-10-01      | 5.0000%  | 0.0000% | $1251551.00        | $1072562.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3896 | 2056-01-01      | 5.5000%  | 0.0000% | $4403495.00        | $4424847.97        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6607 | 2052-02-01      | 2.5000%  | 0.0000% | $684077.00         | $447026.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3629 | 2053-03-01      | 4.0000%  | 0.0000% | $18255507.00       | $17130529.59       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3028 | 2049-01-01      | 4.0000%  | 0.0000% | $43048556.00       | $39157181.49       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9340 | 2043-05-01      | 3.0000%  | 0.0000% | $1423164.00        | $254272.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889218 | 2038-02-01      | 6.0000%  | 0.0000% | $4600000.00        | $45868.28          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $27061.70          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB900197 | 2036-10-01      | 6.7800%  | 0.0000% | $213359.00         | $2237.27           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3274 | 2041-07-01      | 4.5000%  | 0.0000% | $25000.00          | $1425.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  | 0.0000% | $205000.00         | $5418.79           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995919 | 2037-07-01      | 6.5490%  | 0.0000% | $417135.00         | $2559.02           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $693850.00         | $498082.59         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6767 | 2054-01-01      | 6.5000%  | 0.0000% | $2372000.00        | $1390264.04        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8627 | 2054-07-01      | 6.5000%  | 0.0000% | $185571.00         | $134127.29         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  | 0.0000% | $2000.00           | $585.72            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3762 | 2035-08-01      | 3.0000%  | 0.0000% | $39000.00          | $9176.03           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8595 | 2051-08-01      | 2.5000%  | 0.0000% | $90000.00          | $53928.04          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $897000.00         | $627546.05         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5884 | 2040-11-01      | 4.0000%  | 0.0000% | $437886.00         | $414751.28         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2506.11           | Agency Mortgage-Backed Securities |

### Security 260: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.650000%
- **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: ARP1GAPK1, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1GAPK1
- **C.18 - Value (incl. sponsor support):** $3552000000.00
- **C.18.a - Value (excl. sponsor support):** $3552000000.00
- **C.19 - Percentage of Net Assets:** 3.8800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 796307 X                                   | 2042-11-15      | 4.0000%  | 0.0000% | $4708520.00        | $669989.82         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3154                               | 2055-08-01      | 6.0000%  | 0.0000% | $2904492.00        | $2964173.59        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0630                               | 2052-02-01      | 3.0000%  | 0.0000% | $217925.00         | $140278.20         | Agency Mortgage-Backed Securities         |
| GNII SF DO5924 C                                   | 2055-12-20      | 6.5000%  | 0.0000% | $1950048.00        | $2053212.43        | Agency Mortgage-Backed Securities         |
| GNMI SP 782074 X                                   | 2033-01-15      | 7.0000%  | 0.0000% | $42385.00          | $515.31            | Agency Mortgage-Backed Securities         |
| GNMI SF 758260 X                                   | 2041-03-15      | 4.0000%  | 0.0000% | $25000.00          | $3220.38           | Agency Mortgage-Backed Securities         |
| GNII SP 783418 C                                   | 2040-06-20      | 5.0000%  | 0.0000% | $1577064.00        | $105265.72         | Agency Mortgage-Backed Securities         |
| GNMI SP 781814 X                                   | 2034-10-15      | 5.0000%  | 0.0000% | $8000000.00        | $110659.46         | Agency Mortgage-Backed Securities         |
| GNII SF DO5458 C                                   | 2051-01-20      | 6.0000%  | 0.0000% | $1050692.00        | $1082549.43        | Agency Mortgage-Backed Securities         |
| GNMI SF 618777 X                                   | 2037-01-15      | 5.0000%  | 0.0000% | $45000.00          | $544.10            | Agency Mortgage-Backed Securities         |
| GNMI SP 782619 X                                   | 2039-04-15      | 5.0000%  | 0.0000% | $620000.00         | $17853.30          | Agency Mortgage-Backed Securities         |
| GNMI SP 782071 X                                   | 2033-05-15      | 7.0000%  | 0.0000% | $58213.00          | $733.04            | Agency Mortgage-Backed Securities         |
| GNMI SF 616787 X                                   | 2034-12-15      | 5.0000%  | 0.0000% | $90000.00          | $956.46            | Agency Mortgage-Backed Securities         |
| GNMI SP 782958 X                                   | 2040-05-15      | 5.0000%  | 0.0000% | $165000.00         | $4157.82           | Agency Mortgage-Backed Securities         |
| GNMI SP 781924 X                                   | 2035-05-15      | 5.0000%  | 0.0000% | $50000.00          | $755.97            | Agency Mortgage-Backed Securities         |
| GNMI SF 617437 X                                   | 2037-03-15      | 5.0000%  | 0.0000% | $100000.00         | $531.91            | Agency Mortgage-Backed Securities         |
| GNMI SP 783237 X                                   | 2041-01-15      | 4.0000%  | 0.0000% | $546869.00         | $33825.64          | Agency Mortgage-Backed Securities         |
| GNII SF DR3666 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $5930552.00        | $6046466.61        | Agency Mortgage-Backed Securities         |
| GNMI SP 782084 X                                   | 2034-09-15      | 6.5000%  | 0.0000% | $20073.00          | $210.87            | Agency Mortgage-Backed Securities         |
| GNMI SF 754393 X                                   | 2042-08-15      | 4.0000%  | 0.0000% | $25000.00          | $4309.20           | Agency Mortgage-Backed Securities         |
| GNMI SP 782493 X                                   | 2038-12-15      | 5.0000%  | 0.0000% | $50000.00          | $721.71            | Agency Mortgage-Backed Securities         |
| GNMI SF 565036 X                                   | 2031-07-15      | 6.0000%  | 0.0000% | $205818.00         | $465.18            | Agency Mortgage-Backed Securities         |
| GNII SF DN5582 C                                   | 2055-12-20      | 6.5000%  | 0.0000% | $1873718.00        | $1973278.29        | Agency Mortgage-Backed Securities         |
| GNII SF DN5014 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $1297400.00        | $1370839.89        | Agency Mortgage-Backed Securities         |
| GNRM 2020-115 ET                                   | 2050-08-20      | 1.3750%  | 0.0000% | $79200000.00       | $34313480.37       | Agency Collateralized Mortgage Obligation |
| GNII SF DG6812 C                                   | 2055-02-20      | 6.5000%  | 0.0000% | $647788.00         | $577347.89         | Agency Mortgage-Backed Securities         |
| GNII SF DN0546 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $1040414.00        | $1126361.44        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ8165                                     | 2064-01-15      | 2.8600%  | 0.0000% | $17530600.00       | $15003728.69       | Agency Mortgage-Backed Securities         |
| GNII SF MA5331 M                                   | 2048-06-20      | 4.5000%  | 0.0000% | $3600000.00        | $249769.29         | Agency Mortgage-Backed Securities         |
| GNII SF MB0936 M                                   | 2056-02-20      | 5.0000%  | 0.0000% | $1057574.00        | $1048779.35        | Agency Mortgage-Backed Securities         |
| GNII SF MA8197 M                                   | 2052-07-20      | 2.5000%  | 0.0000% | $118632000.00      | $70450121.23       | Agency Mortgage-Backed Securities         |
| GNRM 2021-047 KH                                   | 2060-04-16      | 1.2500%  | 0.0000% | $50000000.00       | $33001451.11       | Agency Collateralized Mortgage Obligation |
| GNRM 2008-001 LB                                   | 2038-01-20      | 5.5000%  | 0.0000% | $33000.00          | $1606.75           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2042-11-15      | 4.0000%  | 0.0000% | $272234400.00      | $249999553.10      | U.S. Treasuries (including strips)        |
| GNII SF DR3746 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1018822.00        | $1043147.73        | Agency Mortgage-Backed Securities         |
| GNII SF MA9908 M                                   | 2054-09-20      | 6.5000%  | 0.0000% | $520514560.00      | $239511440.73      | Agency Mortgage-Backed Securities         |
| GNPL PN CL4941                                     | 2057-08-15      | 3.2700%  | 0.0000% | $5741160.00        | $5029613.06        | Agency Mortgage-Backed Securities         |
| GNII SF 003586 M                                   | 2034-07-20      | 6.5000%  | 0.0000% | $1985000.00        | $18439.73          | Agency Mortgage-Backed Securities         |
| GNII SF 004028 M                                   | 2037-09-20      | 6.0000%  | 0.0000% | $8022000.00        | $69810.33          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA3579                               | 2039-01-01      | 5.0000%  | 0.0000% | $795740.00         | $112230.60         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK5263                               | 2048-05-01      | 4.5000%  | 0.0000% | $21156768.00       | $3201535.57        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKBR6312                               | 2051-04-01      | 2.0000%  | 0.0000% | $6417032.00        | $4037858.50        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM4131                               | 2033-05-01      | 3.5000%  | 0.0000% | $33750000.00       | $7830686.09        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR2236                               | 2051-08-01      | 2.5000%  | 0.0000% | $3000000.00        | $1799800.98        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO2354                               | 2049-11-01      | 3.5000%  | 0.0000% | $1323796.00        | $809184.65         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0851                               | 2032-09-01      | 6.0000%  | 0.0000% | $21814400.00       | $44193.53          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZM8804                               | 2048-09-01      | 5.5000%  | 0.0000% | $2347536.00        | $492287.93         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2257                               | 2032-04-01      | 3.5000%  | 0.0000% | $2997000.00        | $195435.80         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2474                               | 2047-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $409087.56         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4351                               | 2038-09-01      | 5.5000%  | 0.0000% | $385791.00         | $5012.11           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1572                               | 2035-06-01      | 6.0000%  | 0.0000% | $55201792.00       | $807550.90         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA1729                               | 2049-11-01      | 3.5000%  | 0.0000% | $38918976.00       | $8950532.76        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9578                               | 2053-08-01      | 6.0000%  | 0.0000% | $29511872.00       | $19976979.86       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC5153                               | 2054-11-01      | 4.5000%  | 0.0000% | $1492326.00        | $1214018.82        | Agency Mortgage-Backed Securities         |
| GNII SF DM1525 C                                   | 2055-08-20      | 6.5000%  | 0.0000% | $1067710.00        | $1119066.80        | Agency Mortgage-Backed Securities         |
| GNPL PN AT8555                                     | 2057-10-15      | 4.0700%  | 0.0000% | $19794592.00       | $18264462.67       | Agency Mortgage-Backed Securities         |
| GNMI SF 604211 X                                   | 2033-04-15      | 5.5000%  | 0.0000% | $7441576.00        | $109674.32         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889579                               | 2038-05-01      | 6.0000%  | 0.0000% | $73904768.00       | $432758.14         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9722                               | 2054-09-01      | 6.0000%  | 0.0000% | $25717120.00       | $22059394.18       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3249                               | 2052-11-01      | 5.0000%  | 0.0000% | $400000.00         | $241293.93         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7075                               | 2049-07-01      | 4.0000%  | 0.0000% | $2739000.00        | $893329.39         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY9403                               | 2053-09-01      | 6.0000%  | 0.0000% | $200000.00         | $177028.98         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA1471                               | 2033-06-01      | 2.5000%  | 0.0000% | $3898120.00        | $436266.20         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2023                               | 2054-05-01      | 5.5000%  | 0.0000% | $17270240.00       | $15817180.09       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0249                               | 2058-01-01      | 3.5000%  | 0.0000% | $11500000.00       | $3795401.35        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 PLBD8179                               | 2046-12-01      | 3.0000%  | 0.0000% | $2600000.00        | $951698.47         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBE3279                               | 2046-11-01      | 3.0000%  | 0.0000% | $625964.00         | $203878.42         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1942                               | 2055-10-01      | 6.5000%  | 0.0000% | $7638016.00        | $8096231.63        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0808                               | 2034-04-01      | 4.7200%  | 0.0000% | $1000.00           | $1015.60           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2049-02-15      | 3.5000%  | 0.0000% | $45000.00          | $4175.20           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1267.00           | $530.31            | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLRA3484                               | 2050-09-01      | 3.0000%  | 0.0000% | $793740.00         | $284221.15         | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M                                   | 2054-06-20      | 6.5000%  | 0.0000% | $569716736.00      | $249999682.88      | Agency Mortgage-Backed Securities         |
| GNII SF BD6172 C                                   | 2047-10-20      | 4.0000%  | 0.0000% | $3300000.00        | $282982.39         | Agency Mortgage-Backed Securities         |
| GNII SF DH3121 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $2382392.00        | $1319401.03        | Agency Mortgage-Backed Securities         |
| GNII SF BM9078 C                                   | 2049-08-20      | 4.0000%  | 0.0000% | $5024592.00        | $1231849.49        | Agency Mortgage-Backed Securities         |
| GNII RG CF2629 C                                   | 2050-05-20      | 2.5000%  | 0.0000% | $1822292.00        | $507115.37         | Agency Mortgage-Backed Securities         |
| GNII SF BG3768 C                                   | 2048-07-20      | 5.0000%  | 0.0000% | $14589456.00       | $1017595.89        | Agency Mortgage-Backed Securities         |
| GNII ET DM7518 C                                   | 2065-07-20      | 4.0000%  | 0.0000% | $424962.00         | $398924.51         | Agency Mortgage-Backed Securities         |
| GNRM 2013-099 CP                                   | 2043-03-20      | 2.5000%  | 0.0000% | $150000000.00      | $8281248.99        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-136 LB                                   | 2051-08-20      | 2.5000%  | 0.0000% | $2100.00           | $1724.67           | Agency Collateralized Mortgage Obligation |
| GNII SF DP9714 C                                   | 2056-02-20      | 6.0000%  | 0.0000% | $1115326.00        | $1159927.48        | Agency Mortgage-Backed Securities         |
| GNMI SF 552235 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $60000.00          | $89.67             | Agency Mortgage-Backed Securities         |
| GNII SF DJ3107 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $19512480.00       | $20292974.60       | Agency Mortgage-Backed Securities         |
| GNMI SF 738107 X                                   | 2041-03-15      | 4.0000%  | 0.0000% | $611292.00         | $37753.84          | Agency Mortgage-Backed Securities         |
| GNMI SF 559461 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $100000.00         | $434.18            | Agency Mortgage-Backed Securities         |
| GNMI SF 740881 X                                   | 2040-06-15      | 5.0000%  | 0.0000% | $7147.00           | $862.97            | Agency Mortgage-Backed Securities         |
| GNII SF DP6657 C                                   | 2056-02-20      | 6.0000%  | 0.0000% | $2639000.00        | $2720606.44        | Agency Mortgage-Backed Securities         |
| GNMI SF 552458 X                                   | 2032-03-15      | 6.0000%  | 0.0000% | $25000.00          | $271.20            | Agency Mortgage-Backed Securities         |
| GNMI SF 733778 X                                   | 2040-07-15      | 5.0000%  | 0.0000% | $144123.00         | $9925.48           | Agency Mortgage-Backed Securities         |
| GNMI SF 552311 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $50000.00          | $103.15            | Agency Mortgage-Backed Securities         |
| GNMI SP 781445 X                                   | 2031-11-15      | 8.0000%  | 0.0000% | $630368.00         | $895.61            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4350 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $779659.00         | $818959.98         | Agency Mortgage-Backed Securities         |
| GNRA 2024-184 JF                                   | 2054-11-20      | 4.8729%  | 0.0000% | $17775776.00       | $15833110.50       | Agency Collateralized Mortgage Obligation |
| GNII SF 756319 C                                   | 2041-04-20      | 4.2500%  | 0.0000% | $600000.00         | $102955.12         | Agency Mortgage-Backed Securities         |
| GNMI SP 782495 X                                   | 2038-12-15      | 5.5000%  | 0.0000% | $981401.00         | $12457.33          | Agency Mortgage-Backed Securities         |
| GNMI SF 757621 X                                   | 2041-05-15      | 5.0000%  | 0.0000% | $1766148.00        | $94650.15          | Agency Mortgage-Backed Securities         |
| GNMI SF 753826 X                                   | 2041-01-15      | 4.0000%  | 0.0000% | $33631.00          | $4590.14           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5646                               | 2055-04-01      | 5.5000%  | 0.0000% | $3209052.00        | $3065712.60        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTBM1257                               | 2037-04-01      | 2.5000%  | 0.0000% | $8750000.00        | $1574486.47        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5116                               | 2048-12-01      | 4.5000%  | 0.0000% | $3830164.00        | $520806.06         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTCB6288                               | 2043-05-01      | 5.5000%  | 0.0000% | $1305172.00        | $839440.04         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5666                               | 2053-01-01      | 6.0000%  | 0.0000% | $6890224.00        | $4449130.63        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3846                               | 2048-04-01      | 4.5000%  | 0.0000% | $1602130.00        | $466711.97         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BM6731                               | 2059-08-01      | 4.0000%  | 0.0000% | $9115790.00        | $4903287.57        | Agency Mortgage-Backed Securities         |
| GNII SF MA9852 M                                   | 2054-08-20      | 6.0000%  | 0.0000% | $17993000.00       | $10551374.11       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7994                               | 2056-03-01      | 5.5000%  | 0.0000% | $1407136.00        | $1436575.16        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI2825                               | 2054-04-01      | 6.0000%  | 0.0000% | $8016848.00        | $6597515.77        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD1240                               | 2051-11-01      | 3.0000%  | 0.0000% | $9411056.00        | $5724092.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG3649                               | 2053-05-01      | 6.0000%  | 0.0000% | $643763.00         | $636479.67         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ8833                               | 2054-11-01      | 5.5000%  | 0.0000% | $200000.00         | $162474.98         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5369                               | 2048-01-01      | 3.5000%  | 0.0000% | $110000.00         | $34020.50          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6739                               | 2048-06-01      | 4.0000%  | 0.0000% | $861582.00         | $128778.13         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI0555                               | 2033-09-01      | 5.0000%  | 0.0000% | $7429040.00        | $123166.38         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD3944                               | 2053-05-01      | 4.5000%  | 0.0000% | $5466272.00        | $4208103.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4626                               | 2052-06-01      | 3.0000%  | 0.0000% | $7187030.00        | $5260725.74        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1818                               | 2052-10-01      | 4.0000%  | 0.0000% | $17000.00          | $12445.87          | Agency Mortgage-Backed Securities         |
| GNII SF DM3568 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $3922144.00        | $4055339.66        | Agency Mortgage-Backed Securities         |
| GNMI SF 662409 X                                   | 2037-05-15      | 5.5000%  | 0.0000% | $3000000.00        | $14628.89          | Agency Mortgage-Backed Securities         |
| GNII SF BB4475 C                                   | 2047-07-20      | 5.0000%  | 0.0000% | $1874086.00        | $109128.71         | Agency Mortgage-Backed Securities         |
| GNII SF BL7755 C                                   | 2049-05-20      | 4.0000%  | 0.0000% | $64000.00          | $15420.25          | Agency Mortgage-Backed Securities         |
| GNMI SF 648417 X                                   | 2035-12-15      | 5.5000%  | 0.0000% | $7923272.00        | $112960.39         | Agency Mortgage-Backed Securities         |
| GNMI SF 701742 X                                   | 2039-03-15      | 5.5000%  | 0.0000% | $5850000.00        | $269244.17         | Agency Mortgage-Backed Securities         |
| GNRM 2020-167 GA                                   | 2050-11-20      | 1.2500%  | 0.0000% | $50000000.00       | $21271804.94       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-170 FB                                   | 2053-11-20      | 5.1229%  | 0.0000% | $100000000.00      | $40830216.00       | Agency Collateralized Mortgage Obligation |
| GNII SF DP5161 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1528998.00        | $1559116.71        | Agency Mortgage-Backed Securities         |
| GNMI SF 749734 X                                   | 2040-12-15      | 4.0000%  | 0.0000% | $100000.00         | $2517.30           | Agency Mortgage-Backed Securities         |
| GNMI SF 744018 X                                   | 2041-01-15      | 5.0000%  | 0.0000% | $256922.00         | $2201.66           | Agency Mortgage-Backed Securities         |
| GNMI SF 726884 X                                   | 2039-12-15      | 4.0000%  | 0.0000% | $200000.00         | $13093.90          | Agency Mortgage-Backed Securities         |
| GNMI SF 565821 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $30000.00          | $193.63            | Agency Mortgage-Backed Securities         |
| GNII SF DQ2429 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $4246320.00        | $4392113.15        | Agency Mortgage-Backed Securities         |
| GNII SF DN6336 C                                   | 2056-01-20      | 6.0000%  | 0.0000% | $4008944.00        | $4128388.69        | Agency Mortgage-Backed Securities         |
| GNII SF DL8658 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $1017586.00        | $1069478.79        | Agency Mortgage-Backed Securities         |
| GNMI SF 614409 X                                   | 2033-06-15      | 5.0000%  | 0.0000% | $43000.00          | $706.03            | Agency Mortgage-Backed Securities         |
| GNPL PN DA8484                                     | 2059-04-15      | 5.5300%  | 0.0000% | $9582000.00        | $9783692.27        | Agency Mortgage-Backed Securities         |
| GNMI SF 656067 X                                   | 2036-07-15      | 6.0000%  | 0.0000% | $6000000.00        | $18201.50          | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M                                   | 2054-11-20      | 5.5000%  | 0.0000% | $27515000.00       | $22922810.47       | Agency Mortgage-Backed Securities         |
| GNII SF DQ6799 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $1529284.00        | $1586433.34        | Agency Mortgage-Backed Securities         |
| GNII SF MA9490 M                                   | 2054-02-20      | 6.5000%  | 0.0000% | $1270000.00        | $518941.35         | Agency Mortgage-Backed Securities         |
| GNII SF DQ3702 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $4379168.00        | $4460915.49        | Agency Mortgage-Backed Securities         |
| GNPL PN CO3177                                     | 2057-08-15      | 3.8500%  | 0.0000% | $237314.00         | $215865.55         | Agency Mortgage-Backed Securities         |
| GNMI SF AC2828 X                                   | 2043-03-15      | 2.5000%  | 0.0000% | $643283.00         | $106367.66         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2040-02-15      | 4.6250%  | 0.0000% | $243674400.00      | $244266662.07      | U.S. Treasuries (including strips)        |
| FEPC 02.000 CLQC4441                               | 2051-07-01      | 2.0000%  | 0.0000% | $7127120.00        | $4227714.70        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7543                               | 2051-08-01      | 2.5000%  | 0.0000% | $3352568.00        | $1919632.43        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3913                               | 2053-09-01      | 5.5000%  | 0.0000% | $3517284.00        | $2674707.66        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2866                               | 2049-07-01      | 4.0000%  | 0.0000% | $2306000.00        | $1692575.97        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5380                               | 2048-01-01      | 3.5000%  | 0.0000% | $110000.00         | $32131.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL1542                               | 2041-06-01      | 4.0000%  | 0.0000% | $14650000.00       | $224024.14         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0876                               | 2047-03-01      | 3.5000%  | 0.0000% | $1097072.00        | $314569.32         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1408                               | 2034-01-01      | 5.0000%  | 0.0000% | $1500000.00        | $38831.44          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8470                               | 2044-09-01      | 4.0000%  | 0.0000% | $189000.00         | $20861.87          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4723                               | 2047-06-01      | 4.0000%  | 0.0000% | $2891000.00        | $281357.62         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG5046                               | 2056-03-01      | 6.5000%  | 0.0000% | $2115108.00        | $2221409.76        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTCB4649                               | 2042-09-01      | 4.5000%  | 0.0000% | $3056228.00        | $2093586.31        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA1916                               | 2048-06-01      | 5.0000%  | 0.0000% | $1564000.00        | $404284.18         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH2623                               | 2047-08-01      | 4.0000%  | 0.0000% | $2825364.00        | $356818.99         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2035-06-15      | 4.5000%  | 0.0000% | $2000000.00        | $1956.90           | Agency Collateralized Mortgage Obligation |
| FNRM CL022GP R02F022                               | 2032-04-25      | 6.2500%  | 0.0000% | $64000.00          | $1399.27           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLBH9215                               | 2048-01-01      | 3.5000%  | 0.0000% | $2246736.00        | $331197.56         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9313                               | 2047-09-01      | 3.5000%  | 0.0000% | $1530210.00        | $233786.56         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB7818                               | 2054-08-01      | 5.0000%  | 0.0000% | $1065744.00        | $964200.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5300                               | 2044-07-01      | 5.0000%  | 0.0000% | $3872160.00        | $3085527.45        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2027-02-15      | 2.0000%  | 0.0000% | $3100000.00        | $3527.67           | Agency Collateralized Mortgage Obligation |
| FNRM CL051MB R21F051                               | 2051-08-25      | 3.0000%  | 0.0000% | $2700.00           | $1571.69           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1250.00           | $530.50            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2041-11-15      | 2.5000%  | 0.0000% | $105000.00         | $3413.99           | Agency Collateralized Mortgage Obligation |
| FNRM CL083MY R21F083                               | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $643.92            | Agency Collateralized Mortgage Obligation |
| FNRM CL083BJ R21F083                               | 2050-04-25      | 3.0000%  | 0.0000% | $1000.00           | $702.53            | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CTSC0206                               | 2041-11-01      | 2.0000%  | 0.0000% | $300000.00         | $169626.69         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454                               | 2054-08-01      | 6.0000%  | 0.0000% | $113000000.00      | $73492363.50       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX4755                               | 2055-01-01      | 6.5000%  | 0.0000% | $4224800.00        | $3144400.61        | Agency Mortgage-Backed Securities         |
| GNII SF DP1508 C                                   | 2056-02-20      | 6.0000%  | 0.0000% | $1032632.00        | $1070478.70        | Agency Mortgage-Backed Securities         |
| GNII SF DN9173 C                                   | 2055-12-20      | 6.0000%  | 0.0000% | $1430032.00        | $1480352.85        | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X                                   | 2041-03-15      | 4.0000%  | 0.0000% | $1432616.00        | $53602.62          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0037                               | 2040-11-01      | 4.5000%  | 0.0000% | $1246758.00        | $1180794.52        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5766                               | 2045-07-01      | 5.0000%  | 0.0000% | $681546.00         | $607901.24         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1374                               | 2052-03-01      | 3.0000%  | 0.0000% | $13662.00          | $9285.04           | Agency Mortgage-Backed Securities         |
| GNMI SP 782067 X                                   | 2032-11-15      | 7.0000%  | 0.0000% | $31677.00          | $669.91            | Agency Mortgage-Backed Securities         |
| GNMI SF 618961 X                                   | 2034-05-15      | 5.0000%  | 0.0000% | $200000.00         | $2100.26           | Agency Mortgage-Backed Securities         |
| GNMI SF 566519 X                                   | 2034-06-15      | 5.0000%  | 0.0000% | $50059.00          | $640.20            | Agency Mortgage-Backed Securities         |
| GNMI SF 493571 X                                   | 2031-06-15      | 6.0000%  | 0.0000% | $50149.00          | $418.09            | Agency Mortgage-Backed Securities         |
| GNMI SF 523001 X                                   | 2032-02-15      | 6.0000%  | 0.0000% | $75823.00          | $118.27            | Agency Mortgage-Backed Securities         |
| GNMI SF 745106 X                                   | 2040-06-15      | 5.0000%  | 0.0000% | $11611.00          | $220.01            | Agency Mortgage-Backed Securities         |
| GNII SF DP5135 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $580155.00         | $590880.72         | Agency Mortgage-Backed Securities         |
| GNMI SF 550887 X                                   | 2035-08-15      | 5.0000%  | 0.0000% | $350000.00         | $3192.92           | Agency Mortgage-Backed Securities         |
| GNII SF DQ6386 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $1486934.00        | $1562275.42        | Agency Mortgage-Backed Securities         |
| GNMI SF 550763 X                                   | 2035-12-15      | 5.0000%  | 0.0000% | $204871.00         | $3832.95           | Agency Mortgage-Backed Securities         |
| GNMI SF 486920 X                                   | 2035-02-15      | 5.0000%  | 0.0000% | $100000.00         | $996.64            | Agency Mortgage-Backed Securities         |
| GNMI SF 738634 X                                   | 2041-07-15      | 4.0000%  | 0.0000% | $3317000.00        | $71420.87          | Agency Mortgage-Backed Securities         |
| GNMI SF 749747 X                                   | 2041-02-15      | 5.0000%  | 0.0000% | $20000.00          | $4169.44           | Agency Mortgage-Backed Securities         |
| GNII SF DG1742 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $3280904.00        | $3107101.76        | Agency Mortgage-Backed Securities         |
| GNMI SP 783571 X                                   | 2033-12-15      | 5.0000%  | 0.0000% | $100000.00         | $4341.46           | Agency Mortgage-Backed Securities         |
| GNMI SF 617025 X                                   | 2035-11-15      | 5.0000%  | 0.0000% | $50000.00          | $1697.49           | Agency Mortgage-Backed Securities         |
| GNMI SF 627006 X                                   | 2045-10-15      | 4.0000%  | 0.0000% | $25000.00          | $7890.70           | Agency Mortgage-Backed Securities         |
| GNMI SF 616413 X                                   | 2034-05-15      | 5.0000%  | 0.0000% | $197395.00         | $3428.19           | Agency Mortgage-Backed Securities         |
| GNII SF DL5169 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $931909.00         | $957003.11         | Agency Mortgage-Backed Securities         |
| GNII SF DM7303 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $5401424.00        | $5840343.61        | Agency Mortgage-Backed Securities         |
| GNPL PN DC4410                                     | 2054-08-15      | 5.5000%  | 0.0000% | $4390000.00        | $4461088.14        | Agency Mortgage-Backed Securities         |
| GNII SF DP6153 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $20322784.00       | $20723108.97       | Agency Mortgage-Backed Securities         |
| GNII SP 785521 C                                   | 2051-05-20      | 2.5000%  | 0.0000% | $145932800.00      | $76494942.63       | Agency Mortgage-Backed Securities         |
| GNII SF DK3178 C                                   | 2055-08-20      | 6.5000%  | 0.0000% | $4553368.00        | $4774683.46        | Agency Mortgage-Backed Securities         |
| GNII SF 759440 C                                   | 2040-12-20      | 4.0000%  | 0.0000% | $1069204.00        | $117916.03         | Agency Mortgage-Backed Securities         |
| GNMI SP 782696 X                                   | 2039-06-15      | 5.0000%  | 0.0000% | $55000.00          | $1756.65           | Agency Mortgage-Backed Securities         |
| GNMI SP 782888 X                                   | 2040-02-15      | 5.0000%  | 0.0000% | $190000.00         | $13998.39          | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M                                   | 2054-02-20      | 6.0000%  | 0.0000% | $50000000.00       | $26206222.24       | Agency Mortgage-Backed Securities         |
| GNII SF DQ0876 C                                   | 2056-01-20      | 6.5000%  | 0.0000% | $1204102.00        | $1266633.48        | Agency Mortgage-Backed Securities         |
| GNII SF DQ6844 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $2071496.00        | $2106925.49        | Agency Mortgage-Backed Securities         |
| GNMI SF 614511 X                                   | 2033-06-15      | 5.0000%  | 0.0000% | $25817.00          | $438.20            | Agency Mortgage-Backed Securities         |
| GNMI SP 782070 X                                   | 2032-06-15      | 7.0000%  | 0.0000% | $49503.00          | $101.11            | Agency Mortgage-Backed Securities         |
| GNMI SP 782962 X                                   | 2040-05-15      | 5.0000%  | 0.0000% | $14786.00          | $524.27            | Agency Mortgage-Backed Securities         |
| GNMI SP 782487 X                                   | 2038-12-15      | 5.0000%  | 0.0000% | $25000.00          | $389.95            | Agency Mortgage-Backed Securities         |
| GNMI SP 781966 X                                   | 2035-08-15      | 5.0000%  | 0.0000% | $70507.00          | $1036.57           | Agency Mortgage-Backed Securities         |
| GNMI SP 782376 X                                   | 2038-08-15      | 6.5000%  | 0.0000% | $3598.00           | $47.91             | Agency Mortgage-Backed Securities         |
| GNII SF 754366 C                                   | 2042-03-20      | 4.0000%  | 0.0000% | $20000.00          | $877.80            | Agency Mortgage-Backed Securities         |
| GNMI SP 782085 X                                   | 2033-11-15      | 7.0000%  | 0.0000% | $26452.00          | $364.26            | Agency Mortgage-Backed Securities         |
| GNII ET DE7575 C                                   | 2064-08-20      | 3.5000%  | 0.0000% | $106633.00         | $95734.93          | Agency Mortgage-Backed Securities         |
| GNMI SF 538709 X                                   | 2035-05-15      | 5.0000%  | 0.0000% | $50000.00          | $436.56            | Agency Mortgage-Backed Securities         |
| GNRM 2025-169 BT                                   | 2055-10-20      | 5.0000%  | 0.0000% | $1250000.00        | $1238460.66        | Agency Collateralized Mortgage Obligation |
| GNMI SF 754215 X                                   | 2041-09-15      | 4.0000%  | 0.0000% | $158438.00         | $3780.14           | Agency Mortgage-Backed Securities         |
| GNMI SF 683957 X                                   | 2038-02-15      | 5.5000%  | 0.0000% | $3753805.00        | $30978.84          | Agency Mortgage-Backed Securities         |
| GNMI SF 622254 X                                   | 2035-02-15      | 5.0000%  | 0.0000% | $50000.00          | $2707.09           | Agency Mortgage-Backed Securities         |
| GNMI SF 613771 X                                   | 2033-05-15      | 6.0000%  | 0.0000% | $75000.00          | $458.33            | Agency Mortgage-Backed Securities         |
| GNMI SF 618747 X                                   | 2036-12-15      | 5.5000%  | 0.0000% | $32995.00          | $1274.40           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2028-11-15      | 6.0000%  | 0.0000% | $15000.00          | $70.70             | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-06-15      | 4.0000%  | 0.0000% | $1210000.00        | $2662.83           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2027-12-15      | 1.5000%  | 0.0000% | $60000.00          | $1076.31           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CP700000                               | 2033-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $6884.76           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-12-15      | 3.0000%  | 0.0000% | $3000000.00        | $2320.61           | Agency Collateralized Mortgage Obligation |
| FNRM RC014AQ R03F014                               | 2033-03-25      | 3.5000%  | 0.0000% | $200000.00         | $100.13            | Agency Collateralized Mortgage Obligation |
| 08.000 FRPC G80131 G                               | 2027-07-17      | 8.0000%  | 0.0000% | $17010793.00       | $87.83             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-12-15      | 4.1367%  | 0.0000% | $1000000.00        | $892.17            | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC U90690 G                               | 2042-06-01      | 3.5000%  | 0.0000% | $5735000.00        | $680218.77         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3056                               | 2050-07-01      | 3.0000%  | 0.0000% | $30000000.00       | $8589833.37        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4823                               | 2047-03-01      | 4.0000%  | 0.0000% | $100000000.00      | $14325040.63       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1862                               | 2038-01-01      | 5.5000%  | 0.0000% | $530000.00         | $17732.96          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8858                               | 2054-07-01      | 6.0000%  | 0.0000% | $9862.00           | $8171.57           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCC1659                               | 2055-12-01      | 4.5000%  | 0.0000% | $40822016.00       | $39226227.15       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW9975                               | 2052-08-01      | 3.0000%  | 0.0000% | $408738.00         | $335810.48         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2035-05-25      | 6.1246%  | 0.0000% | $200000.00         | $2484.61           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDA0014                               | 2053-09-01      | 5.5000%  | 0.0000% | $230043.00         | $217782.83         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS9231                               | 2028-09-01      | 4.9300%  | 0.0000% | $1000.00           | $1020.34           | Agency Mortgage-Backed Securities         |
| FNRM CL055PC R01F055                               | 2031-10-25      | 6.5000%  | 0.0000% | $140000.00         | $298.67            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDB8924                               | 2054-07-01      | 6.0000%  | 0.0000% | $4431200.00        | $3649554.93        | Agency Mortgage-Backed Securities         |
| FNRM CL057BP R02F057                               | 2032-09-25      | 6.0000%  | 0.0000% | $8000.00           | $87.75             | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2038-03-25      | 4.5264%  | 0.0000% | $700000.00         | $3161.78           | Agency Collateralized Mortgage Obligation |
| FNMS 01.500 CIMA4535                               | 2037-02-01      | 1.5000%  | 0.0000% | $1882000.00        | $1098900.65        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4654                               | 2052-07-01      | 3.5000%  | 0.0000% | $838000.00         | $609006.93         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3695                               | 2034-07-01      | 3.0000%  | 0.0000% | $47326000.00       | $4334889.80        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4731                               | 2052-09-01      | 3.5000%  | 0.0000% | $403469.00         | $299779.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3356                               | 2048-05-01      | 3.5000%  | 0.0000% | $11055056.00       | $1234161.79        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3319                               | 2033-01-01      | 4.0000%  | 0.0000% | $3557896.00        | $693644.31         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1671                               | 2052-05-01      | 4.0000%  | 0.0000% | $4500000.00        | $2911563.61        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0182                               | 2053-08-01      | 4.5000%  | 0.0000% | $13442560.00       | $11808367.32       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2831                               | 2054-11-01      | 6.5000%  | 0.0000% | $3274000.00        | $2989185.81        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL973060                               | 2038-03-01      | 6.0000%  | 0.0000% | $6890856.00        | $61519.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7394                               | 2056-03-01      | 5.5000%  | 0.0000% | $20219296.00       | $20456013.55       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS5422                               | 2053-08-01      | 4.5000%  | 0.0000% | $4000000.00        | $3150965.10        | Agency Mortgage-Backed Securities         |
| GNII SF DM3571 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $11932816.00       | $12311622.53       | Agency Mortgage-Backed Securities         |
| GNII SF DM4342 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $1683078.00        | $1746957.30        | Agency Mortgage-Backed Securities         |
| GNII ET DE7563 C                                   | 2063-10-20      | 3.0000%  | 0.0000% | $383323.00         | $332794.48         | Agency Mortgage-Backed Securities         |
| GNPL PN AT8554                                     | 2057-04-15      | 2.7900%  | 0.0000% | $244493.00         | $207982.62         | Agency Mortgage-Backed Securities         |
| GNII SF DM6150 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $1999836.00        | $2117706.84        | Agency Mortgage-Backed Securities         |
| GNII SF DN7926 C                                   | 2055-11-20      | 6.0000%  | 0.0000% | $758844.00         | $783023.04         | Agency Mortgage-Backed Securities         |
| GNRM 2025-116 GA                                   | 2052-07-20      | 5.0000%  | 0.0000% | $19375000.00       | $13068099.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-82 FN                                    | 2047-12-16      | 4.0870%  | 0.0000% | $8097888.00        | $1175672.13        | Agency Collateralized Mortgage Obligation |
| GNMI SF 550694 X                                   | 2035-10-15      | 5.0000%  | 0.0000% | $48910.00          | $419.55            | Agency Mortgage-Backed Securities         |
| GNCL CL DE0032                                     | 2064-12-15      | 6.0000%  | 0.0000% | $273394.00         | $284192.52         | Agency Mortgage-Backed Securities         |
| GNII SF DO7273 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1255846.00        | $1286715.11        | Agency Mortgage-Backed Securities         |
| GNII SF MA4962 M                                   | 2048-01-20      | 3.5000%  | 0.0000% | $250000000.00      | $28451194.47       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8312                               | 2055-03-01      | 6.5000%  | 0.0000% | $4055072.00        | $3873866.69        | Agency Mortgage-Backed Securities         |
| GNII SF DM7109 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $18919648.00       | $19502380.13       | Agency Mortgage-Backed Securities         |
| GNII SF DN7805 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $2343050.00        | $2514881.88        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2232 C                                   | 2055-06-20      | 6.0000%  | 0.0000% | $1294498.00        | $1324822.81        | Agency Mortgage-Backed Securities         |
| GNMI SF 555660 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $50477.00          | $156.91            | Agency Mortgage-Backed Securities         |
| GNMI SF 564553 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $166000.00         | $567.92            | Agency Mortgage-Backed Securities         |
| GNMI SF 542003 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $100000.00         | $762.24            | Agency Mortgage-Backed Securities         |
| GNMI SP 781340 X                                   | 2031-10-15      | 6.5000%  | 0.0000% | $291248.00         | $320.07            | Agency Mortgage-Backed Securities         |
| GNII RG CM3399 C                                   | 2051-12-20      | 2.5000%  | 0.0000% | $1894076.00        | $945321.60         | Agency Mortgage-Backed Securities         |
| GNPL PN CL6610                                     | 2056-03-15      | 2.9800%  | 0.0000% | $3123028.00        | $2676514.91        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4861                               | 2055-06-01      | 6.5000%  | 0.0000% | $8508368.00        | $8855170.93        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7929                               | 2055-07-01      | 6.0000%  | 0.0000% | $3850256.00        | $3470179.38        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB0037                               | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1991.20           | Agency Mortgage-Backed Securities         |
| GNMI SP 782429 X                                   | 2038-10-15      | 5.0000%  | 0.0000% | $150000.00         | $1691.48           | Agency Mortgage-Backed Securities         |
| GNMI SF 538327 X                                   | 2032-03-15      | 6.5000%  | 0.0000% | $2100000.00        | $1972.83           | Agency Mortgage-Backed Securities         |
| GNII SF DN8967 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $1635206.00        | $1665285.27        | Agency Mortgage-Backed Securities         |
| GNII SF DP1379 C                                   | 2056-01-20      | 6.0000%  | 0.0000% | $4371440.00        | $4579315.41        | Agency Mortgage-Backed Securities         |
| GNII SF DL5235 C                                   | 2055-11-20      | 6.0000%  | 0.0000% | $7073856.00        | $7298256.69        | Agency Mortgage-Backed Securities         |
| GNII SF DM1745 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $1005350.00        | $1088050.91        | Agency Mortgage-Backed Securities         |
| GNII SF DO1100 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $2893172.00        | $2985490.23        | Agency Mortgage-Backed Securities         |
| GNMI SF 740435 X                                   | 2040-05-15      | 5.0000%  | 0.0000% | $4569.00           | $99.89             | Agency Mortgage-Backed Securities         |
| GNMI SF 498194 X                                   | 2031-05-15      | 6.0000%  | 0.0000% | $57822.00          | $614.17            | Agency Mortgage-Backed Securities         |
| GNMI SF 551833 X                                   | 2031-10-15      | 6.0000%  | 0.0000% | $38940.00          | $426.22            | Agency Mortgage-Backed Securities         |
| GNII SF DH0369 C                                   | 2055-02-20      | 6.5000%  | 0.0000% | $6819160.00        | $5019134.02        | Agency Mortgage-Backed Securities         |
| GNII SF DM3456 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $8696288.00        | $8759832.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M                                   | 2052-05-20      | 4.5000%  | 0.0000% | $100000000.00      | $70142767.55       | Agency Mortgage-Backed Securities         |
| GNII SF DP7131 C                                   | 2056-02-20      | 5.5000%  | 0.0000% | $38273152.00       | $38980867.51       | Agency Mortgage-Backed Securities         |
| GNII SF DP9650 C                                   | 2056-03-20      | 5.5000%  | 0.0000% | $1716842.00        | $1758778.15        | Agency Mortgage-Backed Securities         |
| GNMI SF 551920 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $88854.00          | $140.54            | Agency Mortgage-Backed Securities         |
| GNMI SF 506209 X                                   | 2037-04-15      | 5.0000%  | 0.0000% | $75000.00          | $785.23            | Agency Mortgage-Backed Securities         |
| GNMI SF 552234 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $55000.00          | $47.27             | Agency Mortgage-Backed Securities         |
| GNMI SF 561644 X                                   | 2031-11-15      | 6.0000%  | 0.0000% | $41000.00          | $184.46            | Agency Mortgage-Backed Securities         |
| GNII SP 783914 C                                   | 2034-07-20      | 4.0000%  | 0.0000% | $4250000.00        | $242068.61         | Agency Mortgage-Backed Securities         |
| GNMI SF 550685 X                                   | 2035-10-15      | 5.0000%  | 0.0000% | $26416.00          | $261.31            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA7589                               | 2052-03-01      | 3.0000%  | 0.0000% | $25193120.00       | $18161002.61       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7488                               | 2046-07-01      | 3.0000%  | 0.0000% | $1925130.00        | $591133.60         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS6497                               | 2046-01-01      | 4.5000%  | 0.0000% | $17500000.00       | $1556814.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG3917                               | 2053-06-01      | 5.0000%  | 0.0000% | $346221.00         | $277924.27         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0890                               | 2047-09-01      | 3.5000%  | 0.0000% | $1784154.00        | $721580.10         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1468                               | 2046-11-01      | 3.0000%  | 0.0000% | $5250000.00        | $1628278.58        | Agency Mortgage-Backed Securities         |
| GNII ET DL3483 C                                   | 2065-08-20      | 2.0000%  | 0.0000% | $1116032.00        | $859436.38         | Agency Mortgage-Backed Securities         |
| GNII SF DO6734 C                                   | 2055-12-20      | 6.5000%  | 0.0000% | $1430624.00        | $1506746.03        | Agency Mortgage-Backed Securities         |
| GNRM 2017-93 YE                                    | 2046-07-20      | 3.0000%  | 0.0000% | $125000.00         | $110403.38         | Agency Collateralized Mortgage Obligation |
| GNPL PN AG8330                                     | 2057-05-15      | 2.9900%  | 0.0000% | $5926056.00        | $5086328.93        | Agency Mortgage-Backed Securities         |
| GNII SF MA9781 M                                   | 2054-07-20      | 6.5000%  | 0.0000% | $515165000.00      | $235098229.84      | Agency Mortgage-Backed Securities         |
| GNII JM 004260 M                                   | 2038-10-20      | 6.0000%  | 0.0000% | $100000.00         | $56.41             | Agency Mortgage-Backed Securities         |
| GNRM 2013-148 BP                                   | 2043-10-20      | 3.5000%  | 0.0000% | $7595008.00        | $5723666.84        | Agency Collateralized Mortgage Obligation |
| GNRM 2005-74 HA                                    | 2035-09-16      | 7.5000%  | 0.0000% | $12119.00          | $1.14              | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2042-02-15      | 2.3750%  | 0.0000% | $225000000.00      | $164324641.57      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2046-08-15      | 2.2500%  | 0.0000% | $248157000.00      | $162110249.36      | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLQA9049                               | 2050-04-01      | 3.0000%  | 0.0000% | $92184640.00       | $27808395.55       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8284                               | 2053-01-01      | 3.0000%  | 0.0000% | $61773184.00       | $46046363.05       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2855                               | 2039-12-01      | 5.0000%  | 0.0000% | $230000.00         | $11027.69          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZT1896                               | 2034-03-01      | 4.0000%  | 0.0000% | $1616000.00        | $286522.21         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE3336                               | 2052-06-01      | 3.0000%  | 0.0000% | $9507056.00        | $6252275.67        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8166                               | 2037-06-01      | 3.5000%  | 0.0000% | $55000.00          | $29579.58          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2598                               | 2053-03-01      | 6.0000%  | 0.0000% | $1028912.00        | $565789.64         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS6811                               | 2046-03-01      | 3.0000%  | 0.0000% | $5871840.00        | $648530.38         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2026-05-15      | 5.0000%  | 0.0000% | $25000.00          | $1.06              | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL545390                               | 2032-01-01      | 6.0000%  | 0.0000% | $249999355.00      | $187996.59         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-02-15      | 6.0000%  | 0.0000% | $74000.00          | $370.73            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CNRD5261                               | 2035-09-01      | 5.5000%  | 0.0000% | $8690576.00        | $7379714.39        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2030-11-15      | 4.2367%  | 0.0000% | $46200000.00       | $182.58            | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-063       1A1    20450225 FLT | 2045-02-25      | 5.0587%  | 0.0000% | $200000.00         | $4241.16           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDE7169                               | 2055-08-01      | 6.0000%  | 0.0000% | $2465224.00        | $2544150.11        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9063                               | 2054-08-01      | 5.0000%  | 0.0000% | $5198704.00        | $4522439.03        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601                               | 2053-12-01      | 3.5000%  | 0.0000% | $2177272.00        | $1744033.39        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM4373                               | 2050-03-01      | 4.0000%  | 0.0000% | $350000.00         | $73831.25          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4981                               | 2053-08-01      | 5.0000%  | 0.0000% | $25866912.00       | $25656062.19       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5997                               | 2056-03-01      | 5.0000%  | 0.0000% | $150000000.00      | $147851736.90      | Agency Mortgage-Backed Securities         |
| FNMS 03.500 GLAB3805                               | 2041-11-01      | 3.5000%  | 0.0000% | $7890208.00        | $936925.69         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA6006                               | 2041-03-01      | 6.0000%  | 0.0000% | $1507268.00        | $1555461.71        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9476                               | 2055-07-01      | 6.0000%  | 0.0000% | $1378462.00        | $1403911.31        | Agency Mortgage-Backed Securities         |
| GNII SF DJ7764 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $2945152.00        | $2856981.79        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0062                               | 2055-11-01      | 4.5000%  | 0.0000% | $2752000.00        | $2624283.09        | Agency Mortgage-Backed Securities         |
| GNII JM MA1004 M                                   | 2043-05-20      | 3.0000%  | 0.0000% | $4690440.00        | $241247.06         | Agency Mortgage-Backed Securities         |
| GNII SF MA8800 M                                   | 2053-04-20      | 5.0000%  | 0.0000% | $20000000.00       | $15135095.21       | Agency Mortgage-Backed Securities         |
| GNII SF DP6746 C                                   | 2056-03-20      | 6.0000%  | 0.0000% | $2080008.00        | $2150665.87        | Agency Mortgage-Backed Securities         |
| GNPL LM CJ6472                                     | 2057-07-15      | 2.7400%  | 0.0000% | $1676148.00        | $1421549.94        | Agency Mortgage-Backed Securities         |
| GNII SF DH3021 C                                   | 2055-02-20      | 6.5000%  | 0.0000% | $720562.00         | $530643.16         | Agency Mortgage-Backed Securities         |
| GNII SF DH3122 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $2585904.00        | $2057799.23        | Agency Mortgage-Backed Securities         |
| GNRM 2023-001 HD                                   | 2052-01-20      | 3.5000%  | 0.0000% | $4737056.00        | $3183688.91        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CTFS6258                               | 2034-01-01      | 4.5000%  | 0.0000% | $7271032.00        | $3789651.85        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9011                               | 2054-08-01      | 6.0000%  | 0.0000% | $345936.00         | $291521.57         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9960                               | 2055-02-01      | 5.0000%  | 0.0000% | $55796736.00       | $51559723.04       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV6246                               | 2055-09-01      | 6.5000%  | 0.0000% | $2650624.00        | $2359447.71        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTBT5149                               | 2041-08-01      | 2.5000%  | 0.0000% | $1518808.00        | $930343.63         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8036                               | 2056-01-01      | 6.0000%  | 0.0000% | $1644914.00        | $1690968.98        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9307                               | 2053-06-01      | 5.5000%  | 0.0000% | $198055.00         | $176936.30         | Agency Mortgage-Backed Securities         |
| FNRM CL051BH R21F051                               | 2051-08-25      | 1.5000%  | 0.0000% | $1000.00           | $415.71            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQJ2090                               | 2054-08-01      | 5.5000%  | 0.0000% | $446958.00         | $374172.42         | Agency Mortgage-Backed Securities         |
| FNRM CL090KB R20F090                               | 2049-09-25      | 1.0000%  | 0.0000% | $10000.00          | $3907.83           | Agency Collateralized Mortgage Obligation |
| FNRM CL061PL R98F061                               | 2028-11-25      | 6.0000%  | 0.0000% | $52000.00          | $256.24            | Agency Collateralized Mortgage Obligation |
| FNRM RC133NA R13F133                               | 2036-05-25      | 3.0000%  | 0.0000% | $1000000.00        | $149.58            | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CTAR1962                               | 2033-01-01      | 2.5000%  | 0.0000% | $13496992.00       | $1754138.33        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5597                               | 2045-08-01      | 3.5000%  | 0.0000% | $705000.00         | $71178.13          | Agency Mortgage-Backed Securities         |
| 09.000 FRPC G80102 G                               | 2027-11-25      | 9.0000%  | 0.0000% | $1000000.00        | $379.19            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA4224                               | 2049-11-01      | 3.5000%  | 0.0000% | $1611660.00        | $681768.62         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q62962 G                               | 2049-04-01      | 4.5000%  | 0.0000% | $11943408.00       | $3907607.08        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q49504 G                               | 2047-07-01      | 3.5000%  | 0.0000% | $49838000.00       | $9601029.79        | Agency Mortgage-Backed Securities         |
| FKAR 04.400 WNWN4147                               | 2035-09-01      | 4.4000%  | 0.0000% | $148442000.00      | $145936398.05      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8368                               | 2053-10-01      | 6.0000%  | 0.0000% | $2350000.00        | $1513166.68        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2028-09-15      | 3.3750%  | 0.0000% | $9191800.00        | $9102964.85        | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLBH9280                               | 2048-02-01      | 3.5000%  | 0.0000% | $1619504.00        | $445111.25         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0643                               | 2055-09-01      | 6.0000%  | 0.0000% | $6745930.00        | $6580208.28        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV8767                               | 2044-02-01      | 4.5000%  | 0.0000% | $8160170.00        | $527412.85         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAO6710                               | 2042-06-01      | 4.0000%  | 0.0000% | $8699616.00        | $1446083.03        | Agency Mortgage-Backed Securities         |
| FNRM RC064QH R01F064                               | 2031-11-25      | 6.0000%  | 0.0000% | $337000.00         | $4149.27           | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLBU2433                               | 2051-10-01      | 3.0000%  | 0.0000% | $1063520.00        | $417013.44         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU7427                               | 2052-01-01      | 3.5000%  | 0.0000% | $637527.00         | $500659.84         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9170                               | 2054-09-01      | 6.5000%  | 0.0000% | $101813000.00      | $78119701.20       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4123                               | 2052-03-01      | 2.5000%  | 0.0000% | $358391.00         | $232254.77         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0311                               | 2034-01-01      | 4.5700%  | 0.0000% | $1000.00           | $1009.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8026                               | 2054-02-01      | 6.5000%  | 0.0000% | $230000.00         | $122094.19         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0171                               | 2029-09-01      | 4.5000%  | 0.0000% | $110000000.00      | $1056658.47        | Agency Mortgage-Backed Securities         |
| GNII JM MA1752 M                                   | 2044-03-20      | 4.0000%  | 0.0000% | $425374.00         | $1875.95           | Agency Mortgage-Backed Securities         |
| GNII SF DL5113 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $1037420.00        | $1097789.70        | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M                                   | 2052-05-20      | 4.0000%  | 0.0000% | $200000000.00      | $138125323.46      | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2676                               | 2052-06-01      | 3.0000%  | 0.0000% | $62000.00          | $43433.63          | Agency Mortgage-Backed Securities         |
| GNMI SF 568865 X                                   | 2031-12-15      | 6.0000%  | 0.0000% | $100000.00         | $340.47            | Agency Mortgage-Backed Securities         |
| GNMI SF 538299 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $58616.00          | $91.03             | Agency Mortgage-Backed Securities         |
| GNMI SF 745057 X                                   | 2039-11-15      | 5.0000%  | 0.0000% | $81011.00          | $3728.56           | Agency Mortgage-Backed Securities         |
| GNMI SF 559847 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $50054.00          | $177.46            | Agency Mortgage-Backed Securities         |
| GNMI SF 563558 X                                   | 2032-04-15      | 6.0000%  | 0.0000% | $45000.00          | $160.76            | Agency Mortgage-Backed Securities         |
| GNMI SF 740068 X                                   | 2040-09-15      | 4.0000%  | 0.0000% | $25000.00          | $2900.02           | Agency Mortgage-Backed Securities         |
| GNMI SF 533072 X                                   | 2040-03-15      | 4.0000%  | 0.0000% | $25000.00          | $632.39            | Agency Mortgage-Backed Securities         |
| GNMI SF 564710 X                                   | 2031-07-15      | 6.0000%  | 0.0000% | $75000.00          | $493.78            | Agency Mortgage-Backed Securities         |
| GNMI SF 552830 X                                   | 2032-10-15      | 6.0000%  | 0.0000% | $50000.00          | $255.31            | Agency Mortgage-Backed Securities         |
| GNRA 2022-202 AG                                   | 2063-10-16      | 4.0248%  | 0.0000% | $7500000.00        | $7090302.69        | Agency Collateralized Mortgage Obligation |
| GNMI SF 743155 X                                   | 2040-10-15      | 5.0000%  | 0.0000% | $25000.00          | $406.12            | Agency Mortgage-Backed Securities         |
| GNRM 2019-01 KD                                    | 2049-01-20      | 3.5000%  | 0.0000% | $400000.00         | $361373.87         | Agency Collateralized Mortgage Obligation |
| GNMI SF 550656 X                                   | 2035-09-15      | 5.0000%  | 0.0000% | $50000.00          | $558.76            | Agency Mortgage-Backed Securities         |
| GNMI SF 563576 X                                   | 2032-05-15      | 6.0000%  | 0.0000% | $25000.00          | $68.22             | Agency Mortgage-Backed Securities         |
| GNMI SP 784770 X                                   | 2045-09-15      | 5.5000%  | 0.0000% | $35000.00          | $9928.83           | Agency Mortgage-Backed Securities         |
| GNMI SF 557580 X                                   | 2031-07-15      | 6.0000%  | 0.0000% | $25000.00          | $837.07            | Agency Mortgage-Backed Securities         |
| GNRM 2020-145 AC                                   | 2063-03-16      | 1.1500%  | 0.0000% | $25000000.00       | $16240538.07       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-005 A                                    | 2061-01-16      | 1.2500%  | 0.0000% | $625000.00         | $346771.88         | Agency Collateralized Mortgage Obligation |
| GNMI SF 556017 X                                   | 2032-01-15      | 6.0000%  | 0.0000% | $71548.00          | $199.76            | Agency Mortgage-Backed Securities         |
| GNMI SP 783972 X                                   | 2039-12-15      | 5.0000%  | 0.0000% | $11814.00          | $1185.30           | Agency Mortgage-Backed Securities         |
| GNMI SF 744275 X                                   | 2040-10-15      | 4.0000%  | 0.0000% | $25000.00          | $2288.66           | Agency Mortgage-Backed Securities         |
| GNMI SF 552459 X                                   | 2032-03-15      | 6.0000%  | 0.0000% | $50006.00          | $99.02             | Agency Mortgage-Backed Securities         |
| GNII SF 003296 M                                   | 2032-10-20      | 6.0000%  | 0.0000% | $3110000.00        | $11314.65          | Agency Mortgage-Backed Securities         |
| GNPL PN CP1102                                     | 2058-02-15      | 5.5000%  | 0.0000% | $2927072.00        | $2946729.73        | Agency Mortgage-Backed Securities         |
| GNMI SF BD3187 X                                   | 2047-10-15      | 4.0000%  | 0.0000% | $50000.00          | $16155.68          | Agency Mortgage-Backed Securities         |
| GNII SF MB0487 M                                   | 2055-07-20      | 6.5000%  | 0.0000% | $109510656.00      | $97501321.31       | Agency Mortgage-Backed Securities         |
| GNII SF DK1930 C                                   | 2055-06-20      | 6.5000%  | 0.0000% | $3176024.00        | $2370418.33        | Agency Mortgage-Backed Securities         |
| GNII SF AQ5932 C                                   | 2036-01-20      | 3.5000%  | 0.0000% | $1620352.00        | $109150.07         | Agency Mortgage-Backed Securities         |
| GNII SF DK4926 C                                   | 2051-06-20      | 6.5000%  | 0.0000% | $2995632.00        | $2277031.56        | Agency Mortgage-Backed Securities         |
| GNMI SF 616898 X                                   | 2035-11-15      | 5.0000%  | 0.0000% | $50000.00          | $1524.14           | Agency Mortgage-Backed Securities         |
| GNMI SF 616321 X                                   | 2034-03-15      | 5.0000%  | 0.0000% | $41000.00          | $703.53            | Agency Mortgage-Backed Securities         |
| GNMI SF 711633 X                                   | 2042-02-15      | 4.0000%  | 0.0000% | $30000.00          | $6586.05           | Agency Mortgage-Backed Securities         |
| GNII SF DL5154 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $6017576.00        | $6179817.78        | Agency Mortgage-Backed Securities         |

### Security 261: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GCPN1, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1GCPN1
- **C.18 - Value (incl. sponsor support):** $1484000000.00
- **C.18.a - Value (excl. sponsor support):** $1484000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **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 MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $214264097.00      | $213754186.68      | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M       | 2055-04-20      | 5.5000%  | 0.0000% | $1931.00           | $1583.81           | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $1155.00           | $120.12            | Agency Mortgage-Backed Securities         |
| GNRA 2024-084 FA       | 2054-05-20      | 4.8029%  | 0.0000% | $1019.00           | $867.11            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 FC       | 2055-07-20      | 4.7729%  | 0.0000% | $1000.00           | $921.41            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSL0199   | 2054-12-01      | 5.5000%  | 0.0000% | $51786480.00       | $47897154.77       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9470   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $885.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8831   | 2054-07-01      | 5.5000%  | 0.0000% | $1008.00           | $872.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9111   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $987.60            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDG1986   | 2056-02-01      | 7.0000%  | 0.0000% | $3001.00           | $3185.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8692   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1827.05           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0406   | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $911.39            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4402   | 2052-08-01      | 3.0000%  | 0.0000% | $1008.00           | $904.70            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ8260   | 2055-11-01      | 6.0000%  | 0.0000% | $23608601.00       | $23428371.50       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX7144   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $953.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7083   | 2053-09-01      | 4.5000%  | 0.0000% | $2048.00           | $1793.37           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7534   | 2053-11-01      | 7.0000%  | 0.0000% | $2000.00           | $1390.05           | Agency Mortgage-Backed Securities         |
| GNRA 2025-193 FE       | 2055-11-20      | 5.1229%  | 0.0000% | $5654492.00        | $5022965.08        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $400.00            | $409.00            | U.S. Treasuries (including strips)        |
| GNRA 2025-051 FK       | 2055-03-20      | 4.7229%  | 0.0000% | $113801.00         | $92930.29          | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC G61748 G   | 2048-11-01      | 3.5000%  | 0.0000% | $162500001.00      | $42085310.91       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8380   | 2056-02-01      | 5.5000%  | 0.0000% | $278772.00         | $280501.14         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8171   | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $774.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9476   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $944.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9668   | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $958.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $1166.00           | $85.77             | Agency Mortgage-Backed Securities         |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $18072.00          | $5044.46           | Agency Mortgage-Backed Securities         |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $1000.00           | $89.66             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1777   | 2054-12-01      | 6.0000%  | 0.0000% | $697835.00         | $712852.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6722   | 2053-12-01      | 6.5000%  | 0.0000% | $13384499.00       | $7693070.67        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9087   | 2052-04-01      | 2.5000%  | 0.0000% | $45258618.00       | $34595936.19       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5295   | 2048-04-01      | 3.5000%  | 0.0000% | $4000.00           | $1589.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9473   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $913.78            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8331   | 2054-04-01      | 5.5000%  | 0.0000% | $331000.00         | $276371.58         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3282   | 2050-05-01      | 3.5000%  | 0.0000% | $1001.00           | $365.51            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8756   | 2054-06-01      | 6.0000%  | 0.0000% | $61082176.00       | $50064225.58       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL7142   | 2045-08-01      | 3.5000%  | 0.0000% | $1001.00           | $186.81            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL6940   | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $166.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP2127   | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $155.68            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0145   | 2047-08-01      | 3.0000%  | 0.0000% | $73218719.00       | $17851790.48       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG5225   | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $748.42            | Agency Mortgage-Backed Securities         |
| GNII SF 004006 M       | 2037-07-20      | 6.0000%  | 0.0000% | $13393.00          | $130.56            | Agency Mortgage-Backed Securities         |
| GNII SF 005280 M       | 2042-01-20      | 4.0000%  | 0.0000% | $2000.00           | $100.94            | Agency Mortgage-Backed Securities         |
| GNII SF 004372 M       | 2039-02-20      | 6.5000%  | 0.0000% | $1006.00           | $14.64             | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC2039   | 2036-07-01      | 2.0000%  | 0.0000% | $1120.00           | $556.01            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAR6959   | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $212.54            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ1814   | 2054-08-01      | 7.0000%  | 0.0000% | $622550.00         | $651054.16         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5247   | 2051-05-01      | 2.0000%  | 0.0000% | $1016.00           | $546.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6407   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $907.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAQ4086   | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $153.74            | Agency Mortgage-Backed Securities         |
| GNRA 2025-060 YF       | 2055-03-20      | 4.8729%  | 0.0000% | $1900.00           | $1178.75           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $72700.00          | $72276.98          | U.S. Treasuries (including strips)        |
| GNRA 2025-062 FE       | 2055-04-20      | 4.7229%  | 0.0000% | $16885711.00       | $11148115.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.8729%  | 0.0000% | $297800.00         | $278957.20         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $30908700.00       | $30610718.62       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $99.04             | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRJ2201   | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $921.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA3311 M       | 2045-12-20      | 4.0000%  | 0.0000% | $1000.00           | $83.99             | Agency Mortgage-Backed Securities         |
| GNII SP 784131 M       | 2046-02-20      | 3.5000%  | 0.0000% | $890786.00         | $84977.81          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5971   | 2056-02-01      | 5.0000%  | 0.0000% | $5665296.00        | $5551449.47        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ8916   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1003.41           | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $1043.00           | $720.32            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG3902   | 2056-03-01      | 5.0000%  | 0.0000% | $2015.00           | $1998.14           | Agency Mortgage-Backed Securities         |
| GNII SP 785562 C       | 2051-07-20      | 3.0000%  | 0.0000% | $81886433.00       | $46652347.82       | Agency Mortgage-Backed Securities         |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $1075.00           | $651.65            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2843   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $951.03            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4421   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $738.05            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS4205   | 2053-03-01      | 2.5000%  | 0.0000% | $1024.00           | $732.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0608   | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2503.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106   | 2053-08-01      | 5.0000%  | 0.0000% | $1120.00           | $897.44            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4305   | 2051-04-01      | 2.0000%  | 0.0000% | $1023.00           | $578.95            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1269   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $772.42            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5076   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $978.16            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0328   | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $914.42            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4178   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $914.67            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5930   | 2055-10-01      | 6.0000%  | 0.0000% | $1020.00           | $937.95            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $10665830.00       | $7600681.54        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6222   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $615.57            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7671   | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $720.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL190445   | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $641.27            | Agency Mortgage-Backed Securities         |
| GNII SF MA9726 M       | 2054-06-20      | 6.0000%  | 0.0000% | $17083.00          | $10245.86          | Agency Mortgage-Backed Securities         |
| GNPL PN DJ6858         | 2060-10-15      | 5.6600%  | 0.0000% | $4916.00           | $5128.03           | Agency Mortgage-Backed Securities         |
| GNRA 2025-061 FE       | 2055-04-20      | 4.7229%  | 0.0000% | $617859.00         | $525202.02         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0427 M       | 2055-06-20      | 7.0000%  | 0.0000% | $27390031.00       | $17689769.45       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $6795700.00        | $6941299.90        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $2033300.00        | $1974238.11        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $5793500.00        | $5566761.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $101.16            | U.S. Treasuries (including strips)        |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $1008.00           | $416.04            | Agency Mortgage-Backed Securities         |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $6862371.00        | $4352438.13        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFA2933   | 2055-09-01      | 6.0000%  | 0.0000% | $5346556.00        | $5329840.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3162   | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $988.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3595   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $865.94            | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $342959028.00      | $247910749.77      | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $1244.00           | $881.45            | Agency Mortgage-Backed Securities         |
| GNII SF MA7139 M       | 2051-01-20      | 4.0000%  | 0.0000% | $3000.00           | $950.15            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA4589   | 2032-04-01      | 2.0000%  | 0.0000% | $1000.00           | $436.64            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ4736   | 2055-07-01      | 7.0000%  | 0.0000% | $10284424.00       | $4938457.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9563   | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $853.73            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9848   | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $854.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4505   | 2056-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1008.96           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5549   | 2050-04-01      | 3.0000%  | 0.0000% | $3011.00           | $849.17            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0710   | 2055-07-01      | 5.5000%  | 0.0000% | $3584880.00        | $3113514.38        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6008   | 2053-04-01      | 4.5000%  | 0.0000% | $2048.00           | $1656.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5955   | 2046-01-01      | 5.0000%  | 0.0000% | $1015.00           | $995.25            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7537   | 2051-03-01      | 2.0000%  | 0.0000% | $90716.00          | $49609.13          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $149600.00         | $149963.61         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $2251200.00        | $2219988.67        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $3253900.00        | $2932596.07        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.65             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $330300.00         | $318612.05         | U.S. Treasuries (including strips)        |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $1048.00           | $904.37            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $759900.00         | $939701.94         | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLQI2819   | 2054-04-01      | 5.0000%  | 0.0000% | $1008.00           | $828.44            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8010   | 2049-09-01      | 3.0000%  | 0.0000% | $2328.00           | $300.36            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI1314   | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $981.75            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $121700.00         | $121053.77         | U.S. Treasuries (including strips)        |
| GNII SF DB6851 C       | 2054-06-20      | 6.5000%  | 0.0000% | $1060.00           | $886.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9225   | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1010.85           | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $488010.00         | $214145.62         | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $1025.00           | $558.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1220   | 2055-04-01      | 6.0000%  | 0.0000% | $2953054.00        | $2673633.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3256   | 2055-11-01      | 5.0000%  | 0.0000% | $200537390.00      | $194491933.91      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1849   | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1030.48           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4131   | 2048-11-01      | 3.5000%  | 0.0000% | $10772864.00       | $9903770.98        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX5177   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $907.78            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4632   | 2053-05-01      | 5.5000%  | 0.0000% | $1040.00           | $768.86            | Agency Mortgage-Backed Securities         |
| GNPL PN CI8956         | 2058-04-15      | 4.3500%  | 0.0000% | $1000.00           | $942.98            | Agency Mortgage-Backed Securities         |
| GNRA 2025-117 FA       | 2055-07-20      | 4.8229%  | 0.0000% | $1001.00           | $908.14            | Agency Collateralized Mortgage Obligation |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $28813478.00       | $19983893.41       | Agency Mortgage-Backed Securities         |
| GNII SF MA9487 M       | 2054-02-20      | 5.0000%  | 0.0000% | $1024.00           | $842.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5996   | 2056-03-01      | 4.5000%  | 0.0000% | $1024.00           | $987.41            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH9531   | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $902.52            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2625   | 2050-05-01      | 2.5000%  | 0.0000% | $129135872.00      | $43408231.18       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6564   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $778.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP6326   | 2042-09-01      | 3.5000%  | 0.0000% | $1617.00           | $196.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7425   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $348.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6560   | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $838.97            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA5684   | 2050-05-01      | 2.5000%  | 0.0000% | $3071.00           | $1340.06           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3346   | 2052-01-01      | 2.5000%  | 0.0000% | $64607500.00       | $42146767.67       | Agency Mortgage-Backed Securities         |
| GNII SF DO5628 C       | 2055-12-20      | 6.5000%  | 0.0000% | $72022.00          | $76341.57          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $900.00            | $938.87            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $276900.00         | $283079.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2055-06-25      | 5.0619%  | 0.0000% | $5170989.00        | $4617561.51        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQF8924   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $843.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8546   | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $766.91            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8328   | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $797.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2161   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $941.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2874   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $897.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2716   | 2055-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1964.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2796   | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $961.28            | Agency Mortgage-Backed Securities         |
| GNRA 2025-131 AF       | 2055-08-20      | 4.9229%  | 0.0000% | $1000.00           | $958.78            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $6340600.00        | $6329120.01        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $1738700.00        | $1711763.96        | U.S. Treasuries (including strips)        |
| GNII SF MA8567 M       | 2053-01-20      | 4.0000%  | 0.0000% | $1884531.00        | $1401317.52        | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $1012.00           | $736.66            | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $1042.00           | $152.57            | Agency Mortgage-Backed Securities         |
| GNII SF MB0938 M       | 2056-01-20      | 6.0000%  | 0.0000% | $244161929.00      | $249999999.60      | Agency Mortgage-Backed Securities         |
| GNII SF MB0688 M       | 2055-09-20      | 6.5000%  | 0.0000% | $101917771.00      | $104569464.49      | Agency Mortgage-Backed Securities         |
| GNMI SP 784107 X       | 2038-12-15      | 6.0000%  | 0.0000% | $1000.00           | $173.48            | Agency Mortgage-Backed Securities         |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $6027.00           | $592.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5631   | 2055-02-01      | 6.5000%  | 0.0000% | $1025.00           | $666.70            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1505   | 2054-05-01      | 5.0000%  | 0.0000% | $1008.00           | $888.64            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ4675   | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $924.08            | Agency Mortgage-Backed Securities         |

### Security 262: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GDMT9, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GDMT9
- **C.18 - Value (incl. sponsor support):** $4427000000.00
- **C.18.a - Value (excl. sponsor support):** $4427000000.00
- **C.19 - Percentage of Net Assets:** 4.8300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLMA5852 | 2055-10-01      | 5.0000%  | 0.0000% | $2230644.00        | $2145395.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5898 | 2049-03-01      | 5.0000%  | 0.0000% | $1430727.00        | $478809.28         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  | 0.0000% | $300000.00         | $219329.83         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $21076568.00       | $3056118.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $5000.00           | $1530.71           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7910 | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $57834.37          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3381 | 2052-02-01      | 2.5000%  | 0.0000% | $65000.00          | $41539.87          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  | 0.0000% | $1900000.00        | $446821.14         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4746 | 2053-05-01      | 6.5000%  | 0.0000% | $7407000.00        | $4057056.02        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6858 | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $159512.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  | 0.0000% | $200000.00         | $138247.53         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6147 | 2036-02-01      | 2.0000%  | 0.0000% | $10000.00          | $3490.08           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  | 0.0000% | $17306.00          | $5093.33           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6990 | 2040-08-01      | 3.0000%  | 0.0000% | $81026.00          | $26770.11          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8004 | 2053-10-01      | 6.0000%  | 0.0000% | $40000.00          | $31226.50          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM8426 | 2044-05-01      | 5.5000%  | 0.0000% | $7000.00           | $2952.82           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9210 | 2051-10-01      | 3.0000%  | 0.0000% | $12862224.00       | $7854117.26        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8968 | 2048-04-01      | 3.0000%  | 0.0000% | $77668.00          | $40694.56          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4566 | 2037-03-01      | 1.5000%  | 0.0000% | $1200498.00        | $699816.99         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA6387 | 2039-06-01      | 4.5000%  | 0.0000% | $173000.00         | $5156.69           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL909107 | 2037-10-01      | 6.0000%  | 0.0000% | $3322535.00        | $81069.56          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL942040 | 2037-07-01      | 6.0000%  | 0.0000% | $1010000.00        | $17302.45          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB1808 | 2040-11-01      | 4.0000%  | 0.0000% | $8480000.00        | $818941.17         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL899946 | 2037-12-01      | 6.0000%  | 0.0000% | $156294.00         | $994.20            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1360 | 2055-10-01      | 5.5000%  | 0.0000% | $18467609.00       | $18516017.97       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  | 0.0000% | $6107285.00        | $44481.16          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  | 0.0000% | $155000.00         | $3408.53           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA4929 | 2053-02-01      | 7.0000%  | 0.0000% | $25000.00          | $9914.23           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4307 | 2042-01-01      | 4.0000%  | 0.0000% | $325000.00         | $29387.80          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1807 | 2056-01-01      | 4.5000%  | 0.0000% | $21500000.00       | $20814006.04       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2455 | 2035-11-01      | 4.0000%  | 0.0000% | $2000000.00        | $185961.54         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC1747 | 2045-12-01      | 5.5000%  | 0.0000% | $25394000.00       | $25254438.39       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3251 | 2028-01-01      | 3.5000%  | 0.0000% | $200000.00         | $5980.64           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4855 | 2056-02-01      | 5.5000%  | 0.0000% | $229473416.00      | $231213359.85      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3628 | 2052-06-01      | 4.0000%  | 0.0000% | $15002119.00       | $13750197.82       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3907 | 2050-01-01      | 4.0000%  | 0.0000% | $57405.00          | $6985.68           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1001 | 2048-11-01      | 3.5000%  | 0.0000% | $33000.00          | $4573.73           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $6904000.00        | $1171946.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3634 | 2052-11-01      | 6.0000%  | 0.0000% | $24199305.00       | $24744931.68       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2464 | 2055-03-01      | 6.5000%  | 0.0000% | $12937798.00       | $11244802.13       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1165 | 2045-10-01      | 3.5000%  | 0.0000% | $2628563.00        | $2238239.10        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1278 | 2052-08-01      | 3.0000%  | 0.0000% | $27077245.00       | $22118852.43       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0479 | 2055-01-01      | 5.5000%  | 0.0000% | $250000.00         | $230837.31         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7229 | 2053-10-01      | 5.5000%  | 0.0000% | $10000.00          | $7779.70           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNFA3055 | 2035-05-01      | 6.0000%  | 0.0000% | $53933437.00       | $43307069.45       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2057 | 2055-07-01      | 6.0000%  | 0.0000% | $75660671.00       | $70875207.63       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1582 | 2043-08-01      | 3.5000%  | 0.0000% | $150000.00         | $24172.39          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA3948 | 2055-10-01      | 7.0000%  | 0.0000% | $34859452.00       | $33301478.81       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFA2742 | 2039-04-01      | 3.5000%  | 0.0000% | $25868172.00       | $21752433.68       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB0810 | 2051-06-01      | 1.5000%  | 0.0000% | $160645.00         | $89656.15          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB0463 | 2041-05-01      | 2.0000%  | 0.0000% | $15000000.00       | $8346977.51        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  | 0.0000% | $100000.00         | $59031.28          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $255000.00         | $33228.74          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4496 | 2051-02-01      | 2.0000%  | 0.0000% | $16600000.00       | $9375187.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $802300.00         | $582774.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB4756 | 2037-09-01      | 5.0000%  | 0.0000% | $1354000.00        | $646759.54         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5368 | 2053-07-01      | 6.0000%  | 0.0000% | $20000.00          | $11344.22          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN5324 | 2049-03-01      | 4.0000%  | 0.0000% | $1790000.00        | $318210.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD6588 | 2040-06-01      | 6.0000%  | 0.0000% | $1098301.00        | $1107491.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7442 | 2040-04-01      | 5.0000%  | 0.0000% | $814561.00         | $724953.59         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1382 | 2055-06-01      | 6.0000%  | 0.0000% | $2716224.00        | $2642149.02        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3051 | 2047-11-01      | 4.5000%  | 0.0000% | $4689000.00        | $842883.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0763 | 2055-07-01      | 6.0000%  | 0.0000% | $3803115.00        | $3812300.32        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1047 | 2045-02-01      | 4.0000%  | 0.0000% | $230000.00         | $38972.02          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD8199 | 2040-04-01      | 6.0000%  | 0.0000% | $1906512.00        | $1385673.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1945 | 2055-07-01      | 5.0000%  | 0.0000% | $2527155.00        | $2449063.52        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ6658 | 2051-10-01      | 3.0000%  | 0.0000% | $10960263.00       | $6081373.29        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBJ6649 | 2032-11-01      | 2.5000%  | 0.0000% | $2230591.00        | $209584.83         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0679 | 2055-06-01      | 6.5000%  | 0.0000% | $10075334.00       | $9187728.47        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9252 | 2048-06-01      | 4.0000%  | 0.0000% | $949443.00         | $89762.46          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO2114 | 2042-05-01      | 4.0000%  | 0.0000% | $764746.00         | $45780.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7963 | 2054-12-01      | 5.5000%  | 0.0000% | $2507021.00        | $2485555.50        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $36521996.00       | $47362.28          | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL649331 | 2032-03-01      | 8.0000%  | 0.0000% | $1733873.00        | $5274.78           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL619118 | 2031-11-01      | 6.5000%  | 0.0000% | $1268140.00        | $12902.62          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX1649 | 2044-10-01      | 3.5000%  | 0.0000% | $11750000.00       | $2004004.61        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAK4524 | 2042-03-01      | 4.5000%  | 0.0000% | $19187139.00       | $1365657.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL190379 | 2037-05-01      | 5.5000%  | 0.0000% | $425000.00         | $2311.53           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1800 | 2055-02-01      | 6.0000%  | 0.0000% | $1421674.00        | $1450006.97        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS1746 | 2029-02-01      | 3.0000%  | 0.0000% | $15000.00          | $608.73            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS8954 | 2047-03-01      | 4.0000%  | 0.0000% | $29500000.00       | $6315868.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3029 | 2055-03-01      | 5.5000%  | 0.0000% | $584848.00         | $446872.69         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4796 | 2045-04-01      | 3.5000%  | 0.0000% | $2130588.00        | $279770.62         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT2612 | 2043-09-01      | 3.5000%  | 0.0000% | $347000.00         | $55510.60          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDC9057 | 2055-05-01      | 7.5000%  | 0.0000% | $3531184.00        | $3534702.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4181 | 2055-04-01      | 6.0000%  | 0.0000% | $1522433.00        | $1374214.22        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9521 | 2046-10-01      | 3.0000%  | 0.0000% | $1393000.00        | $516593.18         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL4904 | 2044-02-01      | 4.5000%  | 0.0000% | $4680000.00        | $539842.05         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9255 | 2039-12-01      | 5.0000%  | 0.0000% | $1532637.00        | $1456392.21        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $25000.00          | $4713.01           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAL1469 | 2039-02-01      | 7.0000%  | 0.0000% | $300000.00         | $5922.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL787217 | 2034-06-01      | 5.5000%  | 0.0000% | $3929620.00        | $14352.10          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0302 | 2043-08-01      | 3.0000%  | 0.0000% | $2026468.00        | $336759.99         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ8803 | 2043-01-01      | 3.5000%  | 0.0000% | $220000.00         | $35831.94          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8821 | 2054-12-01      | 5.0000%  | 0.0000% | $364383.00         | $313686.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU3353 | 2043-08-01      | 3.0000%  | 0.0000% | $1020116.00        | $134843.37         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4781 | 2055-03-01      | 6.0000%  | 0.0000% | $1851811.00        | $1903275.00        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  | 0.0000% | $24443.00          | $3660.84           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD6614 | 2040-06-01      | 6.0000%  | 0.0000% | $1281048.00        | $1286504.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE6893 | 2040-11-01      | 5.5000%  | 0.0000% | $1642012.00        | $1601197.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC5674 | 2039-10-01      | 6.0000%  | 0.0000% | $1149193.00        | $1048755.01        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $118000.00         | $21871.39          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3635 | 2054-06-01      | 6.0000%  | 0.0000% | $25236104.00       | $24793850.21       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3466 | 2048-11-01      | 3.5000%  | 0.0000% | $22229968.00       | $20150994.23       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFA5150 | 2045-04-01      | 5.5000%  | 0.0000% | $17072989.00       | $17509687.60       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1324 | 2031-11-01      | 3.0000%  | 0.0000% | $15000.00          | $642.07            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CNFA3059 | 2034-07-01      | 6.5000%  | 0.0000% | $5081028.00        | $4182774.84        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS3831 | 2037-12-01      | 4.0000%  | 0.0000% | $1100000.00        | $538732.22         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5351 | 2052-10-01      | 4.0000%  | 0.0000% | $779000.00         | $487597.69         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS5077 | 2042-08-01      | 3.0000%  | 0.0000% | $200000.00         | $119868.08         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4701 | 2053-04-01      | 4.5000%  | 0.0000% | $1775000.00        | $1415248.99        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1568 | 2046-05-01      | 4.5000%  | 0.0000% | $39000.00          | $10239.58          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888209 | 2036-05-01      | 5.5000%  | 0.0000% | $3905614.00        | $35683.91          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $109000.00         | $64122.58          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $5000.00           | $4046.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $8000.00           | $4742.91           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL934648 | 2038-11-01      | 7.0000%  | 0.0000% | $19850000.00       | $65738.63          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA5148 | 2040-02-01      | 5.0000%  | 0.0000% | $23649522.00       | $24114936.72       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1006 | 2048-01-01      | 4.0000%  | 0.0000% | $12590624.00       | $2930804.43        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM4272 | 2035-09-01      | 3.0000%  | 0.0000% | $172000.00         | $43868.69          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5229 | 2050-02-01      | 3.0000%  | 0.0000% | $18880750.00       | $9130049.40        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1877 | 2048-06-01      | 4.0000%  | 0.0000% | $75017920.00       | $19407974.30       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4993 | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $74764.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5121 | 2052-11-01      | 4.5000%  | 0.0000% | $155000.00         | $113823.68         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3941 | 2035-07-01      | 3.0000%  | 0.0000% | $1725000.00        | $518794.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6730 | 2050-08-01      | 3.0000%  | 0.0000% | $12242.00          | $6250.31           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8462 | 2051-08-01      | 3.0000%  | 0.0000% | $1807314.00        | $1087492.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA8636 | 2051-01-01      | 4.0000%  | 0.0000% | $151861.00         | $64297.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB4758 | 2037-09-01      | 5.0000%  | 0.0000% | $1556000.00        | $752260.76         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5471 | 2053-01-01      | 6.0000%  | 0.0000% | $42960945.00       | $31903376.50       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5766 | 2056-03-01      | 5.5000%  | 0.0000% | $3571471.00        | $3630797.89        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6161 | 2056-04-01      | 4.5000%  | 0.0000% | $1172500.00        | $1133564.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6348 | 2053-05-01      | 4.5000%  | 0.0000% | $65436932.00       | $52707454.84       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5700 | 2053-02-01      | 6.0000%  | 0.0000% | $40632765.00       | $27915636.52       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG6722 | 2056-04-01      | 6.5000%  | 0.0000% | $1327232.00        | $1391546.57        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2735 | 2037-04-01      | 2.5000%  | 0.0000% | $23671936.00       | $20646319.18       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  | 0.0000% | $1805000.00        | $123582.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3582 | 2055-11-01      | 6.0000%  | 0.0000% | $22652.00          | $23076.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3060 | 2039-07-01      | 6.0000%  | 0.0000% | $10030910.00       | $8450643.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3463 | 2049-08-01      | 3.5000%  | 0.0000% | $18246465.00       | $16629963.83       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4371 | 2054-10-01      | 5.5000%  | 0.0000% | $2440000.00        | $2208224.97        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9928 | 2040-01-01      | 5.0000%  | 0.0000% | $1175255.00        | $1035987.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5311 | 2055-04-01      | 6.0000%  | 0.0000% | $61331.00          | $31950.10          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1390 | 2054-04-01      | 6.0000%  | 0.0000% | $4550000.00        | $3021340.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC9062 | 2040-05-01      | 4.5000%  | 0.0000% | $70138.00          | $58000.57          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBN5968 | 2034-07-01      | 3.0000%  | 0.0000% | $340000.00         | $49364.26          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7165 | 2047-04-01      | 4.0000%  | 0.0000% | $511468.00         | $53320.75          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6154 | 2055-05-01      | 5.5000%  | 0.0000% | $3595146.00        | $3382107.61        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBM5613 | 2039-01-01      | 4.0000%  | 0.0000% | $4000.00           | $658.31            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3698 | 2047-06-01      | 4.5000%  | 0.0000% | $26807652.00       | $6897856.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6103 | 2055-04-01      | 6.0000%  | 0.0000% | $3513385.00        | $2936891.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7652 | 2055-08-01      | 6.0000%  | 0.0000% | $45178822.00       | $40376607.97       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7495 | 2055-09-01      | 6.0000%  | 0.0000% | $1907708.00        | $1843359.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6643 | 2055-07-01      | 6.0000%  | 0.0000% | $4285971.00        | $4181520.88        | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP2498 | 2050-03-01      | 2.5000%  | 0.0000% | $290000.00         | $86846.51          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBJ3807 | 2038-01-01      | 3.5000%  | 0.0000% | $46000.00          | $8534.31           | Agency Mortgage-Backed Securities |
| FNMS 03.500 REBM7883 | 2049-06-01      | 3.5000%  | 0.0000% | $1080681.00        | $745630.97         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6064 | 2049-05-01      | 5.0000%  | 0.0000% | $477137.00         | $47586.57          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN5342 | 2049-03-01      | 4.0000%  | 0.0000% | $253502.00         | $21387.63          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $69000.00          | $49200.78          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  | 0.0000% | $15000.00          | $10243.63          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5861 | 2047-05-01      | 4.5000%  | 0.0000% | $300000.00         | $53856.64          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0905 | 2048-11-01      | 4.0000%  | 0.0000% | $78000.00          | $9438.62           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4839 | 2048-10-01      | 4.0000%  | 0.0000% | $285000.00         | $55841.12          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5314 | 2049-03-01      | 3.5000%  | 0.0000% | $9515803.00        | $2951221.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3629 | 2052-05-01      | 4.0000%  | 0.0000% | $3932449.00        | $2928053.39        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9487 | 2047-05-01      | 4.0000%  | 0.0000% | $473837.00         | $35409.12          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH2683 | 2041-01-01      | 4.0000%  | 0.0000% | $580882.00         | $27420.05          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL555521 | 2033-05-01      | 6.0000%  | 0.0000% | $2436286.00        | $4532.43           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ3201 | 2042-11-01      | 3.5000%  | 0.0000% | $3025000.00        | $263304.14         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL255112 | 2034-02-01      | 6.0000%  | 0.0000% | $1943000.00        | $17633.60          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  | 0.0000% | $316000.00         | $173154.56         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $78000.00          | $45250.66          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5894 | 2035-11-01      | 5.0000%  | 0.0000% | $3240851.00        | $2849221.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5633 | 2040-02-01      | 6.5000%  | 0.0000% | $106803.00         | $39040.51          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3033 | 2047-01-01      | 3.5000%  | 0.0000% | $15937454.00       | $14298900.65       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2508 | 2055-07-01      | 6.0000%  | 0.0000% | $38269000.00       | $35716747.87       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3958 | 2054-09-01      | 6.0000%  | 0.0000% | $40042925.00       | $37266858.18       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3154 | 2052-07-01      | 4.5000%  | 0.0000% | $25000.00          | $17434.36          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3449 | 2053-07-01      | 2.5000%  | 0.0000% | $13999773.00       | $11466089.57       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3034 | 2052-02-01      | 3.0000%  | 0.0000% | $15124148.00       | $12865506.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0345 | 2055-02-01      | 5.5000%  | 0.0000% | $5000.00           | $4365.68           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3462 | 2051-02-01      | 3.5000%  | 0.0000% | $19792144.00       | $18076640.71       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2805 | 2055-09-01      | 6.5000%  | 0.0000% | $54535164.00       | $50577811.72       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2902 | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1888.72           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS3056 | 2052-10-01      | 2.0000%  | 0.0000% | $6000.00           | $4039.81           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6002 | 2041-03-01      | 4.0000%  | 0.0000% | $54870608.00       | $53437035.88       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  | 0.0000% | $22500.00          | $14745.73          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAD0310 | 2038-12-01      | 7.0000%  | 0.0000% | $585984.00         | $4979.50           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2459 | 2055-09-01      | 6.0000%  | 0.0000% | $5998807.00        | $5892868.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889575 | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $19550.57          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889691 | 2038-07-01      | 6.0000%  | 0.0000% | $210000.00         | $1426.58           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0284 | 2055-04-01      | 6.5000%  | 0.0000% | $125366457.00      | $109127476.11      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890556 | 2043-10-01      | 4.5000%  | 0.0000% | $6500000.00        | $997121.25         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3927 | 2049-01-01      | 4.5000%  | 0.0000% | $61000.00          | $12466.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2965 | 2027-04-01      | 2.5000%  | 0.0000% | $1175000.00        | $25269.00          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC9290 | 2041-04-01      | 5.0000%  | 0.0000% | $3709020.00        | $261665.72         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM1418 | 2034-09-01      | 4.0000%  | 0.0000% | $23980128.00       | $2019679.37        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3619 | 2052-05-01      | 2.5000%  | 0.0000% | $18000.00          | $12422.54          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4701 | 2053-11-01      | 5.0000%  | 0.0000% | $204554581.00      | $201694209.69      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3685 | 2054-12-01      | 5.5000%  | 0.0000% | $21591371.00       | $20800483.15       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890362 | 2041-08-01      | 4.5000%  | 0.0000% | $581000.00         | $50928.99          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889466 | 2038-05-01      | 6.0000%  | 0.0000% | $1743500.00        | $22263.30          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $14000.00          | $1525.02           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $5000.00           | $3651.36           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4951 | 2037-10-01      | 1.5000%  | 0.0000% | $1050624.00        | $529884.82         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3578 | 2052-05-01      | 3.0000%  | 0.0000% | $2380000.00        | $1655102.18        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1583 | 2043-08-01      | 4.0000%  | 0.0000% | $594128.00         | $98463.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3280 | 2049-05-01      | 3.5000%  | 0.0000% | $21995000.00       | $5648511.89        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9114 | 2053-04-01      | 5.0000%  | 0.0000% | $30090.00          | $22452.75          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3678 | 2052-05-01      | 4.0000%  | 0.0000% | $50000.00          | $37078.67          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4333 | 2052-08-01      | 4.0000%  | 0.0000% | $10000000.00       | $7242450.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL922585 | 2036-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $28661.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3419 | 2041-08-01      | 4.5000%  | 0.0000% | $397000.00         | $11246.94          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4316 | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1516.32           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG6019 | 2056-04-01      | 6.0000%  | 0.0000% | $4291510.00        | $4444030.27        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAB7344 | 2032-12-01      | 3.0000%  | 0.0000% | $4430746.00        | $380659.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT979552 | 2028-04-01      | 5.0000%  | 0.0000% | $2707474.00        | $17535.43          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6391 | 2056-04-01      | 4.5000%  | 0.0000% | $1826431.00        | $1771650.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7112 | 2053-09-01      | 5.5000%  | 0.0000% | $699000.00         | $618418.57         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4320 | 2052-08-01      | 3.5000%  | 0.0000% | $6489048.00        | $4604251.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL917946 | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $2798.31           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5694 | 2048-06-01      | 4.0000%  | 0.0000% | $4400000.00        | $554973.72         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1149 | 2051-07-01      | 3.0000%  | 0.0000% | $40000.00          | $19938.64          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7223 | 2048-10-01      | 4.5000%  | 0.0000% | $11420645.00       | $2774750.33        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKCA7991 | 2050-12-01      | 2.0000%  | 0.0000% | $50000000.00       | $27480640.56       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5273 | 2048-01-01      | 4.0000%  | 0.0000% | $3414260.00        | $472655.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 I4BF0271 | 2058-05-01      | 5.5000%  | 0.0000% | $5600000.00        | $2194372.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ8622 | 2048-05-01      | 3.5000%  | 0.0000% | $184430.00         | $6879.37           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH5764 | 2047-11-01      | 4.5000%  | 0.0000% | $890577.00         | $193221.91         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4359 | 2055-11-01      | 6.0000%  | 0.0000% | $1242000.00        | $1273049.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5884 | 2055-03-01      | 6.0000%  | 0.0000% | $1064276.00        | $1093113.53        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM4222 | 2044-01-01      | 3.0000%  | 0.0000% | $11000.00          | $2813.46           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1732 | 2047-07-01      | 4.5000%  | 0.0000% | $10000.00          | $1672.67           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5024 | 2048-11-01      | 3.0000%  | 0.0000% | $36011589.00       | $6021512.84        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7500 | 2056-01-01      | 4.5000%  | 0.0000% | $1655600.00        | $1596641.27        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD4890 | 2046-08-01      | 3.5000%  | 0.0000% | $175000.00         | $23299.33          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD4970 | 2040-04-01      | 5.0000%  | 0.0000% | $3400384.00        | $1778052.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL848839 | 2036-01-01      | 6.0000%  | 0.0000% | $16000000.00       | $43474.21          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8781 | 2055-11-01      | 6.0000%  | 0.0000% | $19550166.00       | $18072151.75       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ2751 | 2048-05-01      | 4.5000%  | 0.0000% | $7493698.00        | $757281.06         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL796185 | 2034-11-01      | 5.5000%  | 0.0000% | $470000.00         | $2930.85           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0237 | 2054-08-01      | 6.0000%  | 0.0000% | $390000.00         | $270256.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8221 | 2040-04-01      | 5.0000%  | 0.0000% | $2340502.00        | $2085765.10        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL634808 | 2032-03-01      | 7.0000%  | 0.0000% | $390000.00         | $1219.86           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB7469 | 2040-03-01      | 4.5000%  | 0.0000% | $1057628.00        | $875728.49         | Agency Mortgage-Backed Securities |
| FNMS 02.500 RIAL2440 | 2027-08-01      | 2.5000%  | 0.0000% | $2850000.00        | $40560.75          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL868936 | 2036-05-01      | 6.0000%  | 0.0000% | $3152344.00        | $17920.96          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3481 | 2055-02-01      | 4.5000%  | 0.0000% | $8987048.00        | $8583850.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | 0.0000% | $642303.00         | $396782.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFA1398 | 2045-05-01      | 6.0000%  | 0.0000% | $41920000.00       | $29659570.99       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0007 | 2050-08-01      | 3.0000%  | 0.0000% | $11096886.00       | $6643620.91        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0723 | 2035-12-01      | 6.5000%  | 0.0000% | $6332022.00        | $156566.11         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDG5144 | 2041-03-01      | 4.0000%  | 0.0000% | $2387936.00        | $2336125.75        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2596 | 2052-03-01      | 2.5000%  | 0.0000% | $125000.00         | $80794.90          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888637 | 2037-09-01      | 6.0000%  | 0.0000% | $1525000.00        | $9081.66           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9548 | 2056-02-01      | 5.0000%  | 0.0000% | $2452607.00        | $2420501.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0869 | 2053-05-01      | 6.0000%  | 0.0000% | $52000000.00       | $40354969.37       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1900 | 2050-11-25      | 4.0000%  | 0.0000% | $20000.00          | $17818.01          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1294 | 2052-04-01      | 3.0000%  | 0.0000% | $95000.00          | $77990.51          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1772 | 2052-09-01      | 3.5000%  | 0.0000% | $728998.00         | $630863.45         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0938 | 2055-03-01      | 6.0000%  | 0.0000% | $5533876.00        | $5092941.04        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA2102 | 2052-10-01      | 2.0000%  | 0.0000% | $1800000.00        | $1376784.08        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1934 | 2053-09-01      | 3.0000%  | 0.0000% | $1180000.00        | $984293.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0472 | 2047-02-01      | 3.5000%  | 0.0000% | $7879881.00        | $6448202.63        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0853 | 2052-08-01      | 3.5000%  | 0.0000% | $17209724.00       | $14394179.43       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2178 | 2051-11-01      | 3.5000%  | 0.0000% | $21755023.00       | $13083818.67       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3776 | 2052-06-01      | 4.0000%  | 0.0000% | $515000.00         | $374784.97         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $358000.00         | $253356.36         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4699 | 2051-07-01      | 3.0000%  | 0.0000% | $33909152.00       | $30015750.33       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9949 | 2055-02-01      | 4.5000%  | 0.0000% | $400000.00         | $373127.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | 0.0000% | $373500.00         | $290275.18         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5619 | 2056-04-01      | 6.0000%  | 0.0000% | $3038290.00        | $3142415.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3796 | 2055-04-01      | 6.0000%  | 0.0000% | $27954744.00       | $27604984.09       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3222 | 2040-06-01      | 6.0000%  | 0.0000% | $13532159.00       | $12237020.10       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2893 | 2044-07-01      | 4.0000%  | 0.0000% | $62000.00          | $18189.33          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1456 | 2028-09-01      | 2.5000%  | 0.0000% | $118000.00         | $8088.26           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2841 | 2050-03-01      | 3.5000%  | 0.0000% | $5982563.00        | $1238606.70        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3442 | 2050-06-01      | 3.0000%  | 0.0000% | $34660000.00       | $11003933.04       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM0008 | 2049-08-01      | 3.5000%  | 0.0000% | $329490.00         | $46137.85          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4847 | 2056-03-01      | 4.5000%  | 0.0000% | $34482052.00       | $33529795.65       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2696 | 2048-04-01      | 4.0000%  | 0.0000% | $19000000.00       | $3624786.68        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4566 | 2048-01-01      | 4.0000%  | 0.0000% | $755000.00         | $135700.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9755 | 2049-10-01      | 4.0000%  | 0.0000% | $2925928.00        | $818862.64         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3590 | 2055-11-01      | 6.0000%  | 0.0000% | $98890327.00       | $101166251.97      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3921 | 2055-10-01      | 6.5000%  | 0.0000% | $21765703.00       | $21271092.88       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3791 | 2055-11-01      | 6.0000%  | 0.0000% | $31229260.00       | $31395492.87       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4054 | 2055-12-01      | 5.5000%  | 0.0000% | $267700.00         | $254073.02         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1166 | 2052-07-01      | 4.0000%  | 0.0000% | $2581983.00        | $2402705.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4452 | 2051-07-01      | 4.5000%  | 0.0000% | $7942626.00        | $7695449.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0363 | 2054-11-01      | 6.0000%  | 0.0000% | $940000.00         | $847959.66         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3035 | 2052-02-01      | 2.0000%  | 0.0000% | $14674007.00       | $11518040.81       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0350 | 2052-10-01      | 5.0000%  | 0.0000% | $6357092.00        | $5122478.61        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2357 | 2051-12-01      | 2.0000%  | 0.0000% | $185185.00         | $109602.25         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1710 | 2048-05-01      | 4.5000%  | 0.0000% | $175000.00         | $19400.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3232 | 2052-01-01      | 2.5000%  | 0.0000% | $9889128.00        | $8187460.98        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7071 | 2047-12-01      | 4.5000%  | 0.0000% | $32000.00          | $4552.79           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1333 | 2052-11-01      | 5.0000%  | 0.0000% | $10282503.00       | $7388873.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2633 | 2048-11-01      | 4.5000%  | 0.0000% | $1500883.00        | $366818.21         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK0306 | 2049-01-01      | 4.0000%  | 0.0000% | $27648330.00       | $4255439.90        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH5829 | 2047-06-01      | 4.0000%  | 0.0000% | $395000.00         | $98570.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ9437 | 2048-03-01      | 4.5000%  | 0.0000% | $196000.00         | $57449.64          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6313 | 2042-03-01      | 3.5000%  | 0.0000% | $21297780.00       | $2255409.57        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZ257345 | 2048-07-01      | 5.0000%  | 0.0000% | $569797.00         | $6193.11           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ4895 | 2042-01-01      | 4.0000%  | 0.0000% | $450000.00         | $34794.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2159 | 2044-04-01      | 4.0000%  | 0.0000% | $282935.00         | $21693.92          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAI9920 | 2041-09-01      | 4.0000%  | 0.0000% | $32782.00          | $1846.41           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAJ7712 | 2026-12-01      | 3.0000%  | 0.0000% | $1424475.00        | $9429.47           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879796 | 2036-03-01      | 6.0000%  | 0.0000% | $550000.00         | $975.88            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6048 | 2055-12-01      | 6.0000%  | 0.0000% | $1476286.00        | $1534403.82        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY0002 | 2045-01-01      | 4.0000%  | 0.0000% | $625000.00         | $71285.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5719 | 2047-11-01      | 3.5000%  | 0.0000% | $3707364.00        | $434476.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL776587 | 2034-05-01      | 5.0000%  | 0.0000% | $255000.00         | $1612.92           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF6843 | 2055-12-01      | 6.5000%  | 0.0000% | $3838000.00        | $4007314.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $3330000.00        | $30014.74          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7428 | 2055-12-01      | 6.0000%  | 0.0000% | $2671855.00        | $2667477.52        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL615089 | 2032-01-01      | 7.0000%  | 0.0000% | $700000.00         | $1069.58           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI8800 | 2041-08-01      | 4.5000%  | 0.0000% | $28294999.00       | $1507814.79        | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL323377 | 2028-09-01      | 8.0000%  | 0.0000% | $99804662.00       | $888.39            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ5460 | 2041-11-01      | 4.0000%  | 0.0000% | $880000.00         | $102579.40         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745336 | 2036-03-01      | 5.0000%  | 0.0000% | $4500000.00        | $38199.93          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5093 | 2038-07-01      | 5.0000%  | 0.0000% | $5000.00           | $2775.91           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5167 | 2053-10-01      | 6.5000%  | 0.0000% | $199370000.00      | $96834802.82       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4664 | 2037-07-01      | 2.0000%  | 0.0000% | $182002.00         | $109284.25         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4260 | 2036-02-01      | 1.5000%  | 0.0000% | $10157875.00       | $4622453.40        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1490 | 2033-07-01      | 3.0000%  | 0.0000% | $7999.00           | $830.86            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8370 | 2052-09-01      | 4.5000%  | 0.0000% | $12306415.00       | $10208786.03       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA2750 | 2039-08-01      | 6.5000%  | 0.0000% | $30994846.00       | $28034703.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0710 | 2054-12-01      | 5.5000%  | 0.0000% | $16214000.00       | $13540592.74       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8569 | 2054-07-01      | 6.0000%  | 0.0000% | $58602641.00       | $50394515.09       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS4501 | 2037-06-01      | 1.5000%  | 0.0000% | $86026.00          | $56547.00          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS5836 | 2034-07-01      | 3.5000%  | 0.0000% | $125000.00         | $71538.44          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2491 | 2049-09-01      | 3.0000%  | 0.0000% | $30000.00          | $25829.90          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAD8033 | 2040-08-01      | 4.0000%  | 0.0000% | $22000.00          | $643.61            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0565 | 2054-06-01      | 6.0000%  | 0.0000% | $62100000.00       | $47012803.88       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8314 | 2054-07-01      | 6.5000%  | 0.0000% | $28429617.00       | $20829660.40       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS7805 | 2037-02-01      | 2.5000%  | 0.0000% | $325000.00         | $238916.36         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3082 | 2047-07-01      | 3.0000%  | 0.0000% | $4000.00           | $650.41            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7577 | 2054-01-01      | 2.5000%  | 0.0000% | $1366277.00        | $1002750.88        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0176 | 2051-04-01      | 2.5000%  | 0.0000% | $7728009.00        | $4747038.80        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2912 | 2056-04-01      | 5.0000%  | 0.0000% | $3069008.00        | $3039636.57        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4658 | 2052-09-01      | 3.5000%  | 0.0000% | $37000.00          | $26881.02          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0945 | 2056-01-01      | 6.0000%  | 0.0000% | $1659076.00        | $1728696.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG4002 | 2056-03-01      | 4.5000%  | 0.0000% | $1422367.00        | $1381112.67        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS8579 | 2042-08-01      | 2.0000%  | 0.0000% | $50000000.00       | $37361702.57       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9794 | 2055-01-01      | 5.5000%  | 0.0000% | $1909000.00        | $1784364.33        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9427 | 2054-11-01      | 4.5000%  | 0.0000% | $5101203.00        | $4701233.24        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1552 | 2051-09-01      | 2.5000%  | 0.0000% | $50000.00          | $31020.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0912 | 2051-07-01      | 3.0000%  | 0.0000% | $676086.00         | $445884.12         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5876 | 2052-05-01      | 2.5000%  | 0.0000% | $200000.00         | $141764.14         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1492 | 2036-08-01      | 3.5000%  | 0.0000% | $241396.00         | $108843.10         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9905 | 2052-10-01      | 4.5000%  | 0.0000% | $1100000.00        | $736083.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6376 | 2056-04-01      | 5.0000%  | 0.0000% | $5845045.00        | $5795582.28        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1301 | 2051-08-01      | 2.5000%  | 0.0000% | $200000.00         | $118660.59         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9933 | 2055-02-01      | 5.5000%  | 0.0000% | $149000000.00      | $141604539.29      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5631 | 2056-04-01      | 6.0000%  | 0.0000% | $1007827.00        | $1046751.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2519 | 2056-02-01      | 5.0000%  | 0.0000% | $4791376.00        | $4769130.22        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW5083 | 2053-01-01      | 6.5000%  | 0.0000% | $4595083.00        | $3240350.41        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBK0709 | 2035-02-01      | 2.5000%  | 0.0000% | $4000.00           | $692.54            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV5990 | 2055-07-01      | 5.5000%  | 0.0000% | $904630.00         | $807327.78         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV9188 | 2052-04-01      | 3.0000%  | 0.0000% | $869565.00         | $615109.63         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9640 | 2054-12-01      | 5.0000%  | 0.0000% | $31941157.00       | $27865099.88       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW6395 | 2052-08-01      | 4.5000%  | 0.0000% | $2823156.00        | $2162471.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $1399000.00        | $1236728.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5261 | 2053-02-01      | 5.0000%  | 0.0000% | $1508580.00        | $747615.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5908 | 2056-04-01      | 4.5000%  | 0.0000% | $1209630.00        | $1173948.33        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE0699 | 2046-10-01      | 3.0000%  | 0.0000% | $3665555.00        | $949468.26         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6769 | 2055-12-01      | 6.0000%  | 0.0000% | $1177020.00        | $799712.03         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9994 | 2047-04-01      | 4.5000%  | 0.0000% | $26825.00          | $3326.73           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE3881 | 2040-12-01      | 5.0000%  | 0.0000% | $99990.00          | $71671.60          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL863389 | 2035-11-01      | 5.0000%  | 0.0000% | $377633.00         | $11652.44          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC9003 | 2046-11-01      | 3.0000%  | 0.0000% | $14800000.00       | $2813608.53        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8647 | 2047-01-01      | 3.0000%  | 0.0000% | $90000.00          | $24481.97          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF7283 | 2041-03-01      | 4.5000%  | 0.0000% | $1020553.00        | $1022648.20        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL843321 | 2035-10-01      | 6.0000%  | 0.0000% | $1806134.00        | $13545.44          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8764 | 2054-08-01      | 6.5000%  | 0.0000% | $10051338.00       | $7993126.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6803 | 2056-01-01      | 6.0000%  | 0.0000% | $31202033.00       | $32032574.46       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8963 | 2055-09-01      | 7.0000%  | 0.0000% | $1174534.00        | $1244841.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL865810 | 2036-03-01      | 6.0000%  | 0.0000% | $872684.00         | $6783.60           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX9585 | 2045-03-01      | 3.5000%  | 0.0000% | $499433.00         | $75487.07          | Agency Mortgage-Backed Securities |
| FNMS 02.500 I6BF0716 | 2063-03-01      | 2.5000%  | 0.0000% | $13107320.00       | $8969799.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0165 | 2046-01-01      | 3.5000%  | 0.0000% | $29048349.00       | $7016896.44        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2974 | 2047-01-01      | 4.0000%  | 0.0000% | $37351020.00       | $6852533.36        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU3608 | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $53455.22          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2340 | 2046-06-01      | 3.5000%  | 0.0000% | $2597560.00        | $866668.12         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7702 | 2046-09-01      | 3.5000%  | 0.0000% | $400000.00         | $110173.97         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7715 | 2056-01-01      | 6.0000%  | 0.0000% | $2146121.00        | $2206730.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6421 | 2055-11-01      | 5.5000%  | 0.0000% | $2424736.00        | $2369540.09        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $4225000.00        | $771413.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0299 | 2058-08-01      | 3.5000%  | 0.0000% | $12410000.00       | $3621002.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAD5542 | 2030-05-01      | 5.0000%  | 0.0000% | $263125.00         | $5791.65           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3835 | 2049-11-01      | 3.5000%  | 0.0000% | $13006000.00       | $1557276.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $21000.00          | $17942.11          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3896 | 2035-01-01      | 2.5000%  | 0.0000% | $50000.00          | $8449.51           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3312 | 2033-03-01      | 3.0000%  | 0.0000% | $592000.00         | $62427.25          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $42614371.00       | $27448527.57       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $40036000.00       | $26355928.00       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0000 | 2054-09-01      | 6.0000%  | 0.0000% | $50000.00          | $42192.22          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $6000.00           | $5339.05           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3204 | 2056-02-01      | 5.0000%  | 0.0000% | $1280750.00        | $1270145.34        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0196 | 2052-01-01      | 2.5000%  | 0.0000% | $1148874.00        | $774612.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8685 | 2051-09-01      | 3.0000%  | 0.0000% | $240000.00         | $132297.34         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  | 0.0000% | $417379.00         | $163378.17         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  | 0.0000% | $16543794.00       | $15457889.48       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5818 | 2055-09-01      | 3.5000%  | 0.0000% | $1000.00           | $902.71            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG3930 | 2056-03-01      | 6.5000%  | 0.0000% | $1403837.00        | $1488410.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG5150 | 2041-03-01      | 4.5000%  | 0.0000% | $1003524.00        | $1002003.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1443 | 2052-04-01      | 3.5000%  | 0.0000% | $212000.00         | $143162.99         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5579 | 2056-04-01      | 4.5000%  | 0.0000% | $2000600.00        | $1934912.30        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0549 | 2052-02-01      | 2.5000%  | 0.0000% | $1100000.00        | $706957.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0855 | 2050-10-01      | 3.5000%  | 0.0000% | $1545000.00        | $1303337.97        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9856 | 2056-01-01      | 6.5000%  | 0.0000% | $1212250.00        | $1273343.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG1521 | 2041-02-01      | 4.5000%  | 0.0000% | $1142077.00        | $1132793.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3190 | 2056-03-01      | 5.0000%  | 0.0000% | $2359000.00        | $2337294.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3593 | 2052-05-01      | 3.5000%  | 0.0000% | $2299000.00        | $1569519.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8863 | 2054-07-01      | 6.0000%  | 0.0000% | $2071000.00        | $1536970.66        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM5580 | 2036-01-01      | 1.5000%  | 0.0000% | $500000.00         | $210511.91         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  | 0.0000% | $144000.00         | $74489.39          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  | 0.0000% | $50000.00          | $33369.03          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0977 | 2052-03-01      | 3.0000%  | 0.0000% | $3852000.00        | $2335855.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5477 | 2039-09-01      | 6.0000%  | 0.0000% | $7596856.00        | $4427479.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG5545 | 2041-03-01      | 4.5000%  | 0.0000% | $2496033.00        | $2484611.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0531 | 2055-06-01      | 5.0000%  | 0.0000% | $10368377.00       | $10119066.58       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0771 | 2050-07-01      | 4.0000%  | 0.0000% | $3190000.00        | $2687115.83        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | 0.0000% | $39000.00          | $31469.33          | Agency Mortgage-Backed Securities |
| FNMS 03.500 GLAB4409 | 2042-02-01      | 3.5000%  | 0.0000% | $4165144.00        | $577529.53         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6294 | 2053-11-01      | 6.5000%  | 0.0000% | $223000.00         | $162347.68         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4274 | 2037-05-01      | 3.0000%  | 0.0000% | $1889667.00        | $1179053.25        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6479 | 2051-03-01      | 2.5000%  | 0.0000% | $5000.00           | $2860.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  | 0.0000% | $50000000.00       | $43250916.70       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5016 | 2053-02-01      | 4.0000%  | 0.0000% | $5780000.00        | $4300764.36        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3083 | 2052-09-01      | 4.0000%  | 0.0000% | $2980000.00        | $2222892.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3906 | 2053-01-01      | 4.5000%  | 0.0000% | $400000.00         | $338525.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS2919 | 2035-03-01      | 3.5000%  | 0.0000% | $2000.00           | $953.22            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL995245 | 2039-01-01      | 5.0000%  | 0.0000% | $12005000.00       | $96372.76          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3218 | 2052-03-01      | 2.5000%  | 0.0000% | $80000.00          | $51226.45          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9234 | 2045-04-01      | 4.0000%  | 0.0000% | $8856121.00        | $7059715.52        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0008 | 2055-02-01      | 6.5000%  | 0.0000% | $69198538.00       | $54065299.07       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1069 | 2051-12-01      | 2.0000%  | 0.0000% | $1224295.00        | $779438.52         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5050 | 2052-06-01      | 3.0000%  | 0.0000% | $4148008.00        | $3027001.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3120 | 2052-09-01      | 5.0000%  | 0.0000% | $3940289.00        | $2785110.64        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $8000.00           | $3683.50           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $84000.00          | $37344.70          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $65000.00          | $10029.35          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5982 | 2046-02-01      | 5.0000%  | 0.0000% | $41431241.00       | $41103145.51       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2866 | 2037-01-01      | 3.0000%  | 0.0000% | $182000.00         | $30895.47          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA6018 | 2036-02-01      | 3.5000%  | 0.0000% | $140000.00         | $133320.45         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4156 | 2035-10-01      | 2.5000%  | 0.0000% | $790637.00         | $239794.27         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3517 | 2033-11-01      | 3.5000%  | 0.0000% | $16000.00          | $1045.00           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0689 | 2037-08-01      | 6.0000%  | 0.0000% | $561000.00         | $13693.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $22317992.00       | $17201087.20       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9797 | 2055-09-01      | 6.0000%  | 0.0000% | $6681771.00        | $6459140.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5569 | 2055-03-01      | 6.5000%  | 0.0000% | $1122683.00        | $796916.96         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9238 | 2041-10-01      | 3.0000%  | 0.0000% | $33000.00          | $4945.68           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6415 | 2055-04-01      | 6.5000%  | 0.0000% | $7835167.00        | $6164103.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB8915 | 2054-07-01      | 5.0000%  | 0.0000% | $9107706.00        | $8169949.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9224 | 2054-12-01      | 5.5000%  | 0.0000% | $2725000.00        | $1942575.45        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAV5036 | 2044-02-01      | 3.5000%  | 0.0000% | $9000.00           | $1130.03           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV2357 | 2044-01-01      | 4.0000%  | 0.0000% | $22624.00          | $3240.48           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8571 | 2055-05-01      | 6.0000%  | 0.0000% | $3486095.00        | $2905371.21        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7495 | 2045-10-01      | 3.5000%  | 0.0000% | $1404068.00        | $284709.85         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE6971 | 2056-01-01      | 4.5000%  | 0.0000% | $879372.00         | $833374.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP5720 | 2042-09-01      | 3.5000%  | 0.0000% | $3261969.00        | $563454.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5385 | 2045-07-01      | 4.0000%  | 0.0000% | $4238926.00        | $252722.87         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS0779 | 2043-10-01      | 4.0000%  | 0.0000% | $20000000.00       | $2882270.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6726 | 2042-03-01      | 3.5000%  | 0.0000% | $80293676.00       | $11216169.78       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL485289 | 2029-03-01      | 7.0000%  | 0.0000% | $213534.00         | $1178.87           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8287 | 2055-04-01      | 6.5000%  | 0.0000% | $6736988.00        | $5937006.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9113 | 2040-06-01      | 5.5000%  | 0.0000% | $1601826.00        | $1364851.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2918 | 2055-07-01      | 5.5000%  | 0.0000% | $2906485.00        | $2863313.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8195 | 2055-03-01      | 6.0000%  | 0.0000% | $1692164.00        | $1360522.36        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5764 | 2053-12-01      | 7.5000%  | 0.0000% | $448679.00         | $186283.58         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE1072 | 2040-05-01      | 6.5000%  | 0.0000% | $132058.00         | $116267.78         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745257 | 2036-01-01      | 6.0000%  | 0.0000% | $90000.00          | $1002.93           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4559 | 2055-05-01      | 7.0000%  | 0.0000% | $1294291.00        | $1386984.87        | Agency Mortgage-Backed Securities |
| FNMS 02.000 RIAY0547 | 2027-03-01      | 2.0000%  | 0.0000% | $1787580.00        | $11554.88          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745550 | 2036-05-01      | 6.0000%  | 0.0000% | $1666666.00        | $13714.12          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8314 | 2055-02-01      | 5.5000%  | 0.0000% | $803336.00         | $715844.36         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4561 | 2055-04-01      | 7.0000%  | 0.0000% | $5225459.00        | $5575331.59        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU5836 | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $595002.30         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8062 | 2055-05-01      | 6.0000%  | 0.0000% | $2339271.00        | $1406947.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6895 | 2040-11-01      | 5.0000%  | 0.0000% | $3273760.00        | $3252002.69        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9813 | 2049-10-01      | 4.0000%  | 0.0000% | $3068787.00        | $584067.02         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2272 | 2055-09-01      | 6.0000%  | 0.0000% | $1051628.00        | $1086537.59        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT2415 | 2051-07-01      | 2.5000%  | 0.0000% | $765048.00         | $448320.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDF7281 | 2041-03-01      | 3.5000%  | 0.0000% | $1524474.00        | $1469182.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8017 | 2054-02-01      | 6.5000%  | 0.0000% | $52458025.00       | $30248135.25       | Agency Mortgage-Backed Securities |
| FNMS 02.000 REBT1311 | 2051-07-01      | 2.0000%  | 0.0000% | $4394491.00        | $1659854.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4795 | 2054-06-01      | 6.0000%  | 0.0000% | $5126809.00        | $4851017.94        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT0101 | 2036-05-01      | 2.0000%  | 0.0000% | $65000.00          | $25990.56          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7926 | 2051-04-01      | 2.5000%  | 0.0000% | $365000.00         | $184596.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY9340 | 2053-08-01      | 5.5000%  | 0.0000% | $50533.00          | $38350.70          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2617 | 2052-07-01      | 4.5000%  | 0.0000% | $6319838.00        | $4255420.13        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR3321 | 2051-03-01      | 2.0000%  | 0.0000% | $25000.00          | $12664.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  | 0.0000% | $733000.00         | $100598.86         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAQ8633 | 2042-12-01      | 2.5000%  | 0.0000% | $643860.00         | $172300.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO9925 | 2042-07-01      | 3.5000%  | 0.0000% | $11000.00          | $836.64            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1197 | 2048-02-01      | 4.0000%  | 0.0000% | $746668.00         | $160946.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6854 | 2053-08-01      | 4.5000%  | 0.0000% | $2625000.00        | $2102653.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8527 | 2054-05-01      | 5.0000%  | 0.0000% | $14409922.00       | $10741971.93       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3627 | 2051-10-01      | 3.0000%  | 0.0000% | $18896623.00       | $16248960.98       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9165 | 2054-09-01      | 6.5000%  | 0.0000% | $95914231.00       | $82121705.43       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0068 | 2040-02-01      | 3.5000%  | 0.0000% | $700000.00         | $233037.71         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  | 0.0000% | $228000.00         | $125926.86         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3933 | 2055-08-01      | 6.5000%  | 0.0000% | $53252504.00       | $54922473.28       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3451 | 2052-02-01      | 2.5000%  | 0.0000% | $3574208.00        | $2960408.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA4771 | 2039-04-01      | 6.5000%  | 0.0000% | $39108447.00       | $38845508.67       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4845 | 2056-02-01      | 4.5000%  | 0.0000% | $92528888.00       | $89930769.35       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA5156 | 2056-03-01      | 4.5000%  | 0.0000% | $43594539.00       | $42114635.18       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5938 | 2036-02-01      | 2.0000%  | 0.0000% | $200000.00         | $97907.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6113 | 2051-01-01      | 2.5000%  | 0.0000% | $3000000.00        | $1105241.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7120 | 2047-07-01      | 3.5000%  | 0.0000% | $1587000.00        | $687768.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5820 | 2050-04-01      | 4.0000%  | 0.0000% | $7691727.00        | $1321010.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $9889242.00        | $7433240.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  | 0.0000% | $50000.00          | $5064.94           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  | 0.0000% | $1056000.00        | $627510.40         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3840 | 2052-06-01      | 3.5000%  | 0.0000% | $3581366.00        | $2438403.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6755 | 2053-07-01      | 6.0000%  | 0.0000% | $67000.00          | $46807.08          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT1254 | 2051-06-01      | 3.0000%  | 0.0000% | $5322749.00        | $2475748.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6918 | 2053-08-01      | 6.0000%  | 0.0000% | $28556353.00       | $19396159.28       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1073 | 2052-03-01      | 3.0000%  | 0.0000% | $30000.00          | $20194.85          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6468 | 2049-06-01      | 4.0000%  | 0.0000% | $1239407.00        | $327653.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1190 | 2055-10-01      | 4.5000%  | 0.0000% | $11868370.00       | $11377629.14       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNFM6614 | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $280736.64         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0735 | 2055-07-01      | 6.5000%  | 0.0000% | $5851887.00        | $5897516.99        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM8409 | 2049-12-01      | 4.0000%  | 0.0000% | $58897.00          | $24101.08          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8980 | 2051-09-01      | 2.5000%  | 0.0000% | $1178089.00        | $776757.01         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1448 | 2052-04-01      | 4.0000%  | 0.0000% | $155000.00         | $92735.70          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS6762 | 2038-04-01      | 4.5000%  | 0.0000% | $30000.00          | $18337.77          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8005 | 2054-05-01      | 6.0000%  | 0.0000% | $15290000.00       | $12624475.63       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9944 | 2043-07-01      | 3.0000%  | 0.0000% | $235000.00         | $45094.50          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888433 | 2035-12-01      | 6.0000%  | 0.0000% | $125000.00         | $1212.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3597 | 2049-02-01      | 3.5000%  | 0.0000% | $25000.00          | $1829.65           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC5400 | 2039-10-01      | 4.5000%  | 0.0000% | $28032.00          | $509.98            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  | 0.0000% | $37718.00          | $1071.09           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1592 | 2040-11-01      | 6.0000%  | 0.0000% | $397108.00         | $405244.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5418 | 2054-07-01      | 4.5000%  | 0.0000% | $1682002.00        | $1487264.01        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  | 0.0000% | $35000.00          | $2012.34           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2503 | 2031-03-01      | 4.5000%  | 0.0000% | $49380.00          | $1183.09           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5021 | 2043-05-01      | 4.5000%  | 0.0000% | $100000.00         | $70126.13          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL929962 | 2038-09-01      | 6.0000%  | 0.0000% | $61000.00          | $1351.92           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $2103000.00        | $1872890.18        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5845 | 2040-08-01      | 6.5000%  | 0.0000% | $1734277.00        | $1345005.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD3343 | 2040-04-01      | 6.0000%  | 0.0000% | $1100000.00        | $40662.83          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3789 | 2056-03-01      | 5.5000%  | 0.0000% | $3786555.00        | $3841148.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6887 | 2051-05-01      | 2.5000%  | 0.0000% | $2722000.00        | $1481115.48        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2776 | 2052-02-01      | 2.5000%  | 0.0000% | $2191016.00        | $1477667.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9972 | 2055-02-01      | 5.5000%  | 0.0000% | $161268440.00      | $152048395.48      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7952 | 2049-02-01      | 6.0000%  | 0.0000% | $325000.00         | $259866.48         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9072 | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $3197.67           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNCA7123 | 2030-09-01      | 2.0000%  | 0.0000% | $480000.00         | $112617.56         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  | 0.0000% | $7000.00           | $5506.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  | 0.0000% | $1300000.00        | $1032226.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9608 | 2054-12-01      | 4.5000%  | 0.0000% | $35000.00          | $32597.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8882 | 2056-01-01      | 5.5000%  | 0.0000% | $1459719.00        | $1466222.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7163 | 2050-09-01      | 4.5000%  | 0.0000% | $23000.00          | $6698.79           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2670 | 2056-01-01      | 5.0000%  | 0.0000% | $2189024.00        | $2170027.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0793 | 2056-02-01      | 5.0000%  | 0.0000% | $4073188.00        | $4020388.89        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I3BM7881 | 2049-02-01      | 3.0000%  | 0.0000% | $3342333.00        | $2945741.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF1812 | 2040-09-01      | 6.0000%  | 0.0000% | $953038.00         | $956230.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5696 | 2040-12-01      | 5.0000%  | 0.0000% | $1133180.00        | $1124968.90        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE8671 | 2047-08-01      | 3.5000%  | 0.0000% | $2400000.00        | $377059.23         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB8273 | 2039-11-01      | 4.5000%  | 0.0000% | $1977369.00        | $1685472.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1860 | 2055-10-01      | 5.0000%  | 0.0000% | $2910683.00        | $2525108.34        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL779185 | 2034-06-01      | 5.5000%  | 0.0000% | $1260774.00        | $1896.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6860 | 2055-12-01      | 5.0000%  | 0.0000% | $3998368.00        | $3943270.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4960 | 2055-11-01      | 6.0000%  | 0.0000% | $2371027.00        | $2420554.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4414 | 2055-11-01      | 6.0000%  | 0.0000% | $2016344.00        | $2060687.04        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE5974 | 2040-07-01      | 6.0000%  | 0.0000% | $1066722.00        | $1075012.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5827 | 2056-01-01      | 6.0000%  | 0.0000% | $1048106.00        | $1088828.31        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE4467 | 2046-11-01      | 3.5000%  | 0.0000% | $91563.00          | $21476.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD4944 | 2046-09-01      | 3.5000%  | 0.0000% | $146539.00         | $11235.43          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE8891 | 2040-10-01      | 5.0000%  | 0.0000% | $1595975.00        | $1558643.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6178 | 2053-08-01      | 6.0000%  | 0.0000% | $9033713.00        | $4553675.02        | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0201 | 2051-08-01      | 4.0000%  | 0.0000% | $425000.00         | $105646.14         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW2526 | 2056-02-01      | 6.5000%  | 0.0000% | $2565481.00        | $2723790.51        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5429 | 2039-10-01      | 5.5000%  | 0.0000% | $1033012.00        | $656632.88         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  | 0.0000% | $52400000.00       | $42252488.37       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBT8064 | 2053-03-01      | 6.5000%  | 0.0000% | $400000.00         | $265036.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1191 | 2047-11-01      | 3.5000%  | 0.0000% | $204564.00         | $26032.98          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1030 | 2051-11-01      | 2.0000%  | 0.0000% | $70000.00          | $39904.61          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5256 | 2054-12-01      | 4.5000%  | 0.0000% | $7604570.00        | $6935908.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4097 | 2053-08-01      | 6.5000%  | 0.0000% | $19105240.00       | $15908518.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6990 | 2053-06-01      | 6.0000%  | 0.0000% | $13718381.00       | $10864985.72       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $2354000.00        | $2110663.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8298 | 2054-04-01      | 6.0000%  | 0.0000% | $3590787.00        | $2920297.13        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3644 | 2055-11-01      | 4.5000%  | 0.0000% | $1752250.00        | $1686260.38        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDE3905 | 2040-12-01      | 4.0000%  | 0.0000% | $1283486.00        | $1246105.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0816 | 2054-04-01      | 5.5000%  | 0.0000% | $5888610.00        | $4807907.14        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  | 0.0000% | $1087000.00        | $166310.65         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  | 0.0000% | $1728425.00        | $19442.37          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU6735 | 2043-10-01      | 3.0000%  | 0.0000% | $100000.00         | $17655.94          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL3649 | 2042-12-01      | 4.0000%  | 0.0000% | $80000.00          | $7907.96           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725232 | 2034-03-01      | 5.0000%  | 0.0000% | $245000.00         | $1899.38           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL9679 | 2035-06-01      | 4.0000%  | 0.0000% | $3659696.00        | $823701.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ4178 | 2045-06-01      | 3.5000%  | 0.0000% | $466669.00         | $24218.52          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0111 | 2041-03-01      | 4.5000%  | 0.0000% | $525320.00         | $27951.93          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL6275 | 2044-03-01      | 5.0000%  | 0.0000% | $680468.00         | $60461.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4371 | 2045-02-01      | 3.5000%  | 0.0000% | $452000.00         | $67898.63          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5780 | 2053-08-01      | 5.5000%  | 0.0000% | $5000000.00        | $3156214.32        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1090 | 2036-07-01      | 2.5000%  | 0.0000% | $225714.00         | $110418.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3407 | 2052-12-01      | 5.5000%  | 0.0000% | $70000.00          | $53039.23          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8521 | 2054-05-01      | 5.0000%  | 0.0000% | $44121922.00       | $38079286.75       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  | 0.0000% | $16013000.00       | $11750676.11       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $523505.00         | $406996.63         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAP8879 | 2042-10-01      | 4.5000%  | 0.0000% | $809987.00         | $80696.39          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  | 0.0000% | $1991118.00        | $13204.81          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL826005 | 2035-07-01      | 5.0000%  | 0.0000% | $9660141.00        | $60695.04          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL8560 | 2041-05-01      | 3.0000%  | 0.0000% | $190000.00         | $24634.57          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP9733 | 2042-10-01      | 3.5000%  | 0.0000% | $51720725.00       | $7372441.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD8707 | 2040-09-01      | 5.5000%  | 0.0000% | $2763431.00        | $2748766.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1172 | 2055-09-01      | 6.0000%  | 0.0000% | $2331425.00        | $2096455.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | 0.0000% | $8421000.00        | $6008968.22        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1960.26           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT8277 | 2052-08-01      | 5.0000%  | 0.0000% | $6009448.00        | $3935298.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4707 | 2054-07-01      | 6.0000%  | 0.0000% | $29697532.00       | $16970965.98       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD8743 | 2055-10-01      | 7.5000%  | 0.0000% | $3523085.00        | $2733655.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE7885 | 2040-09-01      | 5.5000%  | 0.0000% | $1375286.00        | $1377174.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5268 | 2055-11-01      | 5.5000%  | 0.0000% | $1086725.00        | $1108649.09        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6307 | 2050-11-01      | 2.0000%  | 0.0000% | $3500000.00        | $1799908.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0032 | 2052-07-01      | 4.5000%  | 0.0000% | $2295000.00        | $1344594.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  | 0.0000% | $7496000.00        | $2289267.18        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6420 | 2055-07-01      | 7.0000%  | 0.0000% | $1304750.00        | $1375983.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9087 | 2055-09-01      | 6.0000%  | 0.0000% | $2694577.00        | $2787407.45        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3195 | 2055-07-01      | 6.5000%  | 0.0000% | $2862040.00        | $2964074.58        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE8068 | 2040-12-01      | 4.0000%  | 0.0000% | $1975639.00        | $164262.95         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5954 | 2046-01-01      | 4.5000%  | 0.0000% | $10621021.00       | $10270131.70       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $2500000.00        | $1374622.97        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4302 | 2036-04-01      | 1.5000%  | 0.0000% | $5000000.00        | $2472753.71        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $2058391.00        | $1180784.67        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $547.47            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  | 0.0000% | $14000.00          | $1278.50           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5747 | 2040-06-01      | 6.0000%  | 0.0000% | $201000.00         | $148830.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0104 | 2037-04-01      | 5.5000%  | 0.0000% | $555000.00         | $10381.31          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  | 0.0000% | $14540000.00       | $13509664.59       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0884 | 2056-01-01      | 4.5000%  | 0.0000% | $1698176.00        | $1636870.12        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5826 | 2049-05-01      | 4.0000%  | 0.0000% | $38539.00          | $9478.03           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $625092.00         | $469200.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9711 | 2039-10-01      | 5.0000%  | 0.0000% | $579554.00         | $319215.31         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9281 | 2054-10-01      | 4.5000%  | 0.0000% | $87839.00          | $79427.02          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3764 | 2055-10-01      | 6.0000%  | 0.0000% | $88964392.00       | $84799400.84       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4850 | 2056-03-01      | 5.0000%  | 0.0000% | $253076482.00      | $250000000.01      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9426 | 2054-11-01      | 4.5000%  | 0.0000% | $5306081.00        | $4900595.26        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3932 | 2055-06-01      | 6.5000%  | 0.0000% | $50016047.00       | $51705501.68       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $7000.00           | $4815.50           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  | 0.0000% | $7386841.00        | $5152226.96        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9768 | 2054-12-01      | 4.5000%  | 0.0000% | $281000.00         | $255994.96         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3936 | 2035-08-01      | 2.5000%  | 0.0000% | $200000.00         | $37002.25          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $30973000.00       | $13029460.37       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8558 | 2051-05-01      | 4.0000%  | 0.0000% | $24744455.00       | $20025860.18       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888129 | 2037-02-01      | 5.5000%  | 0.0000% | $128802.00         | $776.70            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1456 | 2055-11-01      | 6.0000%  | 0.0000% | $26819000.00       | $25702808.10       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9348 | 2054-10-01      | 5.5000%  | 0.0000% | $139000.00         | $120212.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2293 | 2052-07-01      | 4.5000%  | 0.0000% | $1500000.00        | $1091247.21        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889650 | 2038-02-01      | 6.5000%  | 0.0000% | $1551965.00        | $10427.54          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3392 | 2052-09-01      | 4.0000%  | 0.0000% | $2000000.00        | $1432520.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1861 | 2056-01-01      | 5.5000%  | 0.0000% | $67343002.00       | $68045840.01       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8815 | 2051-09-01      | 3.5000%  | 0.0000% | $162000.00         | $87175.30          | Agency Mortgage-Backed Securities |
| FNMS 06.000 GLAB0462 | 2037-02-01      | 6.0000%  | 0.0000% | $410000.00         | $16167.10          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $16000.00          | $2824.37           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4442 | 2036-10-01      | 2.0000%  | 0.0000% | $400000.00         | $213501.60         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $87627420.00       | $83162171.68       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $22000.00          | $5283.74           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4409 | 2031-08-01      | 1.5000%  | 0.0000% | $1500000.00        | $557740.12         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4496 | 2036-12-01      | 1.5000%  | 0.0000% | $755000.00         | $427717.02         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9834 | 2049-06-01      | 3.5000%  | 0.0000% | $200000.00         | $99503.18          | Agency Mortgage-Backed Securities |

### Security 263: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.650000%
- **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: ARP1GDPG4, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1GDPG4
- **C.18 - Value (incl. sponsor support):** $2654000000.00
- **C.18.a - Value (excl. sponsor support):** $2654000000.00
- **C.19 - Percentage of Net Assets:** 2.9000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 02.000 CLFM9387   | 2051-11-01      | 2.0000%  | 0.0000% | $100000.00         | $57596.01          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5273   | 2054-02-01      | 6.5000%  | 0.0000% | $500000.00         | $216755.55         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM7529   | 2051-05-01      | 3.0000%  | 0.0000% | $100000.00         | $57703.11          | Agency Mortgage-Backed Securities         |
| GNII SF DL0534 C       | 2055-09-20      | 6.0000%  | 0.0000% | $6452760.00        | $6678578.44        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL2735   | 2052-05-01      | 2.5000%  | 0.0000% | $15273232.00       | $12486838.35       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6530   | 2053-06-01      | 5.5000%  | 0.0000% | $10400000.00       | $7620517.21        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CKBU0267   | 2051-09-01      | 2.5000%  | 0.0000% | $4394660.00        | $2341961.63        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7107   | 2053-09-01      | 5.5000%  | 0.0000% | $7833280.00        | $5644515.72        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4927   | 2050-01-01      | 3.0000%  | 0.0000% | $1049490.00        | $276156.66         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4025   | 2052-07-01      | 4.5000%  | 0.0000% | $2749000.00        | $1995423.65        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLCB9234   | 2054-09-01      | 7.5000%  | 0.0000% | $3236840.00        | $1506070.86        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9810   | 2055-01-01      | 6.0000%  | 0.0000% | $64515968.00       | $57387905.87       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9826   | 2055-01-01      | 6.5000%  | 0.0000% | $22518816.00       | $20561353.55       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4782   | 2052-10-01      | 3.5000%  | 0.0000% | $513000.00         | $385063.14         | Agency Mortgage-Backed Securities         |
| GNII SF 005082 M       | 2041-06-20      | 4.5000%  | 0.0000% | $160359168.00      | $6156170.92        | Agency Mortgage-Backed Securities         |
| GNII SF DO7664 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1292206.00        | $1408024.39        | Agency Mortgage-Backed Securities         |
| GNPL PN CP7212         | 2057-10-15      | 3.8300%  | 0.0000% | $24840928.00       | $22580087.06       | Agency Mortgage-Backed Securities         |
| GNII SF AG2675 C       | 2043-10-20      | 4.0000%  | 0.0000% | $7437000.00        | $522915.12         | Agency Mortgage-Backed Securities         |
| GNII SF MB0146 M       | 2055-01-20      | 5.0000%  | 0.0000% | $20000000.00       | $18061791.26       | Agency Mortgage-Backed Securities         |
| GNMI SF 703625 X       | 2040-09-15      | 5.0000%  | 0.0000% | $500000.00         | $95654.45          | Agency Mortgage-Backed Securities         |
| GNII SF DM3570 C       | 2055-10-20      | 6.0000%  | 0.0000% | $7646672.00        | $7905491.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0572   | 2054-08-01      | 6.0000%  | 0.0000% | $1560172.00        | $1577939.58        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2167   | 2053-01-01      | 6.0000%  | 0.0000% | $6450000.00        | $4457805.39        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7341   | 2049-08-01      | 3.5000%  | 0.0000% | $12915424.00       | $10697025.93       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1177   | 2052-06-01      | 4.0000%  | 0.0000% | $500000.00         | $328114.00         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4729   | 2047-08-01      | 3.0000%  | 0.0000% | $1234000.00        | $204013.29         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8242   | 2038-07-01      | 4.5000%  | 0.0000% | $517000.00         | $309457.11         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8134   | 2051-03-01      | 2.0000%  | 0.0000% | $53506688.00       | $29356104.43       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2807   | 2048-12-01      | 5.0000%  | 0.0000% | $521283.00         | $110055.61         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2819   | 2048-12-01      | 5.0000%  | 0.0000% | $60196864.00       | $12906336.55       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL9621   | 2037-01-01      | 4.0000%  | 0.0000% | $20989000.00       | $3363251.69        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD9241   | 2055-05-01      | 6.5000%  | 0.0000% | $1047724.00        | $374295.51         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW9618   | 2053-06-01      | 3.0000%  | 0.0000% | $2481020.00        | $1914540.10        | Agency Mortgage-Backed Securities         |
| GNRA 2025-101 LF       | 2055-06-20      | 4.9229%  | 0.0000% | $55000000.00       | $48462907.43       | Agency Collateralized Mortgage Obligation |
| GNMI SF 762412 X       | 2041-11-15      | 4.0000%  | 0.0000% | $2800000.00        | $166110.18         | Agency Mortgage-Backed Securities         |
| GNII SF DR0734 C       | 2056-03-20      | 5.0000%  | 0.0000% | $3327012.00        | $3345542.35        | Agency Mortgage-Backed Securities         |
| GNII SF MA8493 M       | 2052-12-20      | 6.5000%  | 0.0000% | $77350000.00       | $25933000.39       | Agency Mortgage-Backed Securities         |
| GNRA 2024-105 FK       | 2054-06-20      | 4.8229%  | 0.0000% | $133333248.00      | $85331455.14       | Agency Collateralized Mortgage Obligation |
| GNII SF DP4393 C       | 2056-02-20      | 6.0000%  | 0.0000% | $6599656.00        | $6801146.16        | Agency Mortgage-Backed Securities         |
| GNMI SF CK2706 X       | 2052-02-15      | 4.0000%  | 0.0000% | $1131420.00        | $857797.64         | Agency Mortgage-Backed Securities         |
| GNII SF DQ2718 C       | 2056-02-20      | 6.0000%  | 0.0000% | $3173750.00        | $3277181.94        | Agency Mortgage-Backed Securities         |
| GNII SF DK7925 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1460952.00        | $1517925.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1233   | 2055-10-01      | 5.5000%  | 0.0000% | $87319040.00       | $84716265.13       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2733   | 2054-09-01      | 6.0000%  | 0.0000% | $19965056.00       | $19009121.76       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7437   | 2053-11-01      | 5.5000%  | 0.0000% | $84427392.00       | $74996122.25       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2983   | 2049-05-01      | 4.0000%  | 0.0000% | $148849152.00      | $38766907.43       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7550   | 2052-02-01      | 3.0000%  | 0.0000% | $213610496.00      | $129893091.66      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH5936   | 2053-12-01      | 6.0000%  | 0.0000% | $3948000.00        | $2897171.49        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8058   | 2035-08-01      | 2.5000%  | 0.0000% | $1838514.00        | $544011.79         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8455   | 2054-08-01      | 6.5000%  | 0.0000% | $37032000.00       | $19333790.65       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99139 G   | 2046-02-01      | 4.0000%  | 0.0000% | $29621344.00       | $8149479.14        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD8256   | 2055-04-01      | 5.5000%  | 0.0000% | $6524176.00        | $6212947.03        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 U4BM7428   | 2055-02-01      | 3.0000%  | 0.0000% | $23342080.00       | $17507232.80       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU1812   | 2043-08-01      | 3.5000%  | 0.0000% | $365000.00         | $84571.27          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS9517   | 2032-04-01      | 3.5000%  | 0.0000% | $42599840.00       | $5691131.88        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAL5853   | 2044-09-01      | 5.0000%  | 0.0000% | $706398.00         | $52269.67          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5427   | 2051-06-01      | 2.5000%  | 0.0000% | $8429424.00        | $5625797.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5186   | 2036-06-01      | 6.0000%  | 0.0000% | $2345000.00        | $28782.84          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL6198   | 2043-06-01      | 3.0000%  | 0.0000% | $502105.00         | $36021.91          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2879   | 2052-08-01      | 3.0000%  | 0.0000% | $9487000.00        | $6452607.68        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3075   | 2053-04-01      | 5.0000%  | 0.0000% | $5049250.00        | $4292610.35        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ1432   | 2041-03-01      | 4.5000%  | 0.0000% | $1330000.00        | $69457.66          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0803   | 2052-01-01      | 3.0000%  | 0.0000% | $24713.00          | $15073.90          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8634   | 2044-10-01      | 4.0000%  | 0.0000% | $590000.00         | $79666.40          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1853   | 2052-11-01      | 5.5000%  | 0.0000% | $255000.00         | $164529.24         | Agency Mortgage-Backed Securities         |
| GNMI SP 787257 X       | 2050-06-15      | 3.5000%  | 0.0000% | $25757728.00       | $19925643.43       | Agency Mortgage-Backed Securities         |
| GNII SF 678014 C       | 2048-04-20      | 4.0000%  | 0.0000% | $294730.00         | $32468.79          | Agency Mortgage-Backed Securities         |
| GNII SF DP7069 C       | 2056-01-20      | 6.0000%  | 0.0000% | $21981536.00       | $22640423.22       | Agency Mortgage-Backed Securities         |
| GNMI SF 470009 X       | 2041-09-15      | 4.0000%  | 0.0000% | $5905000.00        | $513931.65         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9986   | 2055-06-01      | 5.5000%  | 0.0000% | $5006328.00        | $4832335.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA8476   | 2056-03-01      | 5.5000%  | 0.0000% | $4721120.00        | $4755911.51        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL2885   | 2055-08-01      | 5.0000%  | 0.0000% | $46704384.00       | $45409069.80       | Agency Mortgage-Backed Securities         |
| GNRA 2024-205 AB       | 2064-03-16      | 3.0000%  | 0.0000% | $92993920.00       | $80416131.24       | Agency Collateralized Mortgage Obligation |
| GNPL PN DM0335         | 2060-09-15      | 5.5700%  | 0.0000% | $90026.00          | $93245.73          | Agency Mortgage-Backed Securities         |
| GNII SF DM7311 C       | 2055-09-20      | 6.0000%  | 0.0000% | $20429728.00       | $20659647.77       | Agency Mortgage-Backed Securities         |
| GNII SF DN7225 C       | 2055-10-20      | 6.5000%  | 0.0000% | $2105260.00        | $2209188.84        | Agency Mortgage-Backed Securities         |
| GNII SF DM9333 C       | 2055-09-20      | 6.5000%  | 0.0000% | $4101640.00        | $4306471.35        | Agency Mortgage-Backed Securities         |
| GNII SF DM8883 C       | 2056-02-20      | 5.0000%  | 0.0000% | $1097904.00        | $1093236.44        | Agency Mortgage-Backed Securities         |
| GNII ET DM7646 C       | 2065-08-20      | 2.0000%  | 0.0000% | $246976.00         | $190652.10         | Agency Mortgage-Backed Securities         |
| GNII BD 720540 C       | 2039-07-20      | 4.0000%  | 0.0000% | $8131040.00        | $267754.30         | Agency Mortgage-Backed Securities         |
| GNMI SF 723231 X       | 2039-10-15      | 4.0000%  | 0.0000% | $3670000.00        | $226528.78         | Agency Mortgage-Backed Securities         |
| GNMI SF AM1086 X       | 2041-09-15      | 4.0000%  | 0.0000% | $5208656.00        | $685573.82         | Agency Mortgage-Backed Securities         |
| GNMI SF 748382 X       | 2042-02-15      | 4.0000%  | 0.0000% | $1590292.00        | $113069.13         | Agency Mortgage-Backed Securities         |
| GNMI SF 738539 X       | 2041-07-15      | 4.0000%  | 0.0000% | $490000.00         | $18716.72          | Agency Mortgage-Backed Securities         |
| GNPL PN CL2716         | 2057-06-15      | 2.8000%  | 0.0000% | $14341968.00       | $12168780.68       | Agency Mortgage-Backed Securities         |
| GNII SF DI3563 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1724836.00        | $1119803.64        | Agency Mortgage-Backed Securities         |
| GNII SF MB0748 M       | 2054-05-20      | 6.5000%  | 0.0000% | $37865216.00       | $39094469.06       | Agency Mortgage-Backed Securities         |
| GNII SP 785431 C       | 2051-04-20      | 2.5000%  | 0.0000% | $50000000.00       | $26871922.71       | Agency Mortgage-Backed Securities         |
| GNII SF MB0208 M       | 2055-02-20      | 7.0000%  | 0.0000% | $65725000.00       | $29950170.37       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3250   | 2056-03-01      | 6.0000%  | 0.0000% | $1019408.00        | $1058098.10        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4644   | 2052-05-01      | 4.0000%  | 0.0000% | $47776448.00       | $32674031.50       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4330   | 2055-10-01      | 6.0000%  | 0.0000% | $1891000.00        | $1897887.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2732   | 2053-11-01      | 6.0000%  | 0.0000% | $48347840.00       | $46178910.51       | Agency Mortgage-Backed Securities         |
| GNII SF DM4753 C       | 2055-12-20      | 6.0000%  | 0.0000% | $32525248.00       | $33529719.05       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA8393   | 2056-03-01      | 6.0000%  | 0.0000% | $1522866.00        | $1573399.26        | Agency Mortgage-Backed Securities         |
| GNII SF MA6219 M       | 2049-10-20      | 3.5000%  | 0.0000% | $180120000.00      | $20600701.20       | Agency Mortgage-Backed Securities         |
| GNII SF DP1483 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1067120.00        | $1125703.02        | Agency Mortgage-Backed Securities         |
| GNRA 2023-156 GK       | 2064-01-16      | 3.5000%  | 0.0000% | $86507904.00       | $76578535.98       | Agency Collateralized Mortgage Obligation |
| GNII SF DP6930 C       | 2056-01-20      | 6.0000%  | 0.0000% | $3753976.00        | $3935715.22        | Agency Mortgage-Backed Securities         |
| GNII SF DG7461 C       | 2055-06-20      | 6.5000%  | 0.0000% | $774699.00         | $814794.92         | Agency Mortgage-Backed Securities         |
| GNII SF DL9867 C       | 2056-01-20      | 5.5000%  | 0.0000% | $2585736.00        | $2675081.86        | Agency Mortgage-Backed Securities         |
| GNII SF DM4808 C       | 2056-02-20      | 5.5000%  | 0.0000% | $23149952.00       | $23605967.46       | Agency Mortgage-Backed Securities         |
| GNPL PN CI4294         | 2057-08-15      | 3.3100%  | 0.0000% | $9115952.00        | $8007651.72        | Agency Mortgage-Backed Securities         |
| GNII SF MA9964 M       | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $44387385.23       | Agency Mortgage-Backed Securities         |
| GNII SF DI3588 C       | 2055-05-20      | 6.5000%  | 0.0000% | $763922.00         | $571254.88         | Agency Mortgage-Backed Securities         |
| GNII SF DI4391 C       | 2055-05-20      | 6.5000%  | 0.0000% | $713120.00         | $745063.22         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9656   | 2054-12-01      | 5.5000%  | 0.0000% | $11386128.00       | $10162801.28       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG5284   | 2056-03-01      | 6.0000%  | 0.0000% | $1404104.00        | $1460551.79        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9612   | 2054-12-01      | 5.5000%  | 0.0000% | $428000.00         | $395039.63         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1818   | 2051-10-01      | 2.5000%  | 0.0000% | $139078.00         | $88499.45          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL1949   | 2042-06-01      | 4.0000%  | 0.0000% | $3000000.00        | $216204.61         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO2975   | 2042-05-01      | 3.5000%  | 0.0000% | $1150000.00        | $140742.47         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB0559   | 2036-10-01      | 1.5000%  | 0.0000% | $25000000.00       | $13222143.79       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8037   | 2050-01-01      | 2.5000%  | 0.0000% | $690000.00         | $162316.67         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8178   | 2051-11-01      | 2.5000%  | 0.0000% | $48966144.00       | $29975145.96       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4775   | 2048-05-01      | 5.0000%  | 0.0000% | $984444.00         | $77076.92          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0662   | 2055-03-01      | 6.0000%  | 0.0000% | $41000000.00       | $31895160.45       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1559   | 2055-08-01      | 6.5000%  | 0.0000% | $2440892.00        | $2336927.06        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0063   | 2055-11-01      | 5.0000%  | 0.0000% | $2800000.00        | $2711167.65        | Agency Mortgage-Backed Securities         |
| GNMI SF 740978 X       | 2040-09-15      | 5.0000%  | 0.0000% | $1359520.00        | $73525.95          | Agency Mortgage-Backed Securities         |
| GNII SF DM6148 C       | 2055-09-20      | 6.0000%  | 0.0000% | $2089052.00        | $2168014.04        | Agency Mortgage-Backed Securities         |
| GNII SF DM8432 C       | 2055-10-20      | 6.0000%  | 0.0000% | $4839976.00        | $4911715.00        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7934   | 2056-02-01      | 5.5000%  | 0.0000% | $1442750.00        | $1470884.11        | Agency Mortgage-Backed Securities         |
| GNPL PN CN2458         | 2058-01-15      | 4.1000%  | 0.0000% | $3932140.00        | $3642238.30        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ2563         | 2057-07-15      | 3.5800%  | 0.0000% | $19681088.00       | $17580534.57       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6920   | 2056-01-01      | 5.5000%  | 0.0000% | $6598112.00        | $6672576.88        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3906   | 2055-04-01      | 6.0000%  | 0.0000% | $34270016.00       | $29933265.47       | Agency Mortgage-Backed Securities         |
| GNII SF DP7129 C       | 2056-02-20      | 5.5000%  | 0.0000% | $2965240.00        | $3020553.22        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4661   | 2052-04-01      | 2.5000%  | 0.0000% | $9590624.00        | $6949634.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4884   | 2054-02-01      | 6.0000%  | 0.0000% | $54796736.00       | $48717304.27       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH1187   | 2047-06-01      | 4.0000%  | 0.0000% | $3032852.00        | $723326.24         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA7086   | 2050-09-01      | 4.5000%  | 0.0000% | $1570892.00        | $226358.00         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2321   | 2055-08-01      | 5.0000%  | 0.0000% | $50000000.00       | $46947502.54       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA0726   | 2055-01-01      | 6.5000%  | 0.0000% | $17017152.00       | $14208464.53       | Agency Mortgage-Backed Securities         |
| GNII SF DJ2068 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1224274.00        | $1018682.51        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN7925   | 2036-10-01      | 2.0000%  | 0.0000% | $5614528.00        | $3195442.61        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH1719   | 2053-09-01      | 6.0000%  | 0.0000% | $662701.00         | $516182.61         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8164   | 2037-07-01      | 3.5000%  | 0.0000% | $15000.00          | $8353.37           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8413   | 2054-02-01      | 4.0000%  | 0.0000% | $28000.00          | $24489.58          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK9309   | 2033-03-01      | 3.5000%  | 0.0000% | $2006064.00        | $408318.84         | Agency Mortgage-Backed Securities         |
| GNMI SF 621798 X       | 2033-11-15      | 5.5000%  | 0.0000% | $2625970.00        | $96666.15          | Agency Mortgage-Backed Securities         |
| GNPL PN CP2703         | 2060-04-15      | 5.1700%  | 0.0000% | $950000.00         | $955445.73         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8046   | 2056-02-01      | 5.5000%  | 0.0000% | $2615000.00        | $2635344.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0499   | 2054-07-01      | 6.0000%  | 0.0000% | $2020596.00        | $2056617.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBN2005   | 2048-12-01      | 5.0000%  | 0.0000% | $3118484.00        | $510563.26         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1908   | 2051-10-01      | 2.5000%  | 0.0000% | $393170.00         | $242284.12         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX1070   | 2052-12-01      | 6.0000%  | 0.0000% | $886538.00         | $598074.11         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA9041   | 2056-04-01      | 5.5000%  | 0.0000% | $7290048.00        | $7418391.72        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0003   | 2055-02-01      | 6.5000%  | 0.0000% | $29000000.00       | $27089206.01       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4641   | 2053-05-01      | 6.0000%  | 0.0000% | $110713.00         | $84078.03          | Agency Mortgage-Backed Securities         |
| GNII SF DL5312 C       | 2055-11-20      | 6.0000%  | 0.0000% | $10130032.00       | $10400846.38       | Agency Mortgage-Backed Securities         |
| GNMI SF AE7711 X       | 2043-08-15      | 4.0000%  | 0.0000% | $10327312.00       | $546606.43         | Agency Mortgage-Backed Securities         |
| GNMI SF 724289 X       | 2039-08-15      | 5.0000%  | 0.0000% | $3020700.00        | $365318.92         | Agency Mortgage-Backed Securities         |
| GNRA 2024-036 A        | 2054-07-16      | 4.5000%  | 0.0000% | $4467984.00        | $4085054.79        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLZI4613   | 2035-09-01      | 5.0000%  | 0.0000% | $2846364.00        | $87311.65          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3391   | 2037-08-01      | 3.5000%  | 0.0000% | $18203072.00       | $814575.69         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3SZN0117   | 2042-12-01      | 3.5000%  | 0.0000% | $33363072.00       | $3978253.26        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0427   | 2054-10-01      | 6.5000%  | 0.0000% | $11164032.00       | $10309873.65       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0892   | 2055-04-01      | 5.5000%  | 0.0000% | $403000.00         | $362117.39         | Agency Mortgage-Backed Securities         |
| GNII SF DF4903 C       | 2054-11-20      | 6.5000%  | 0.0000% | $942473.00         | $715238.41         | Agency Mortgage-Backed Securities         |
| GNII SF DH7689 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1221362.00        | $1100705.22        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8028 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1695614.00        | $1757074.92        | Agency Mortgage-Backed Securities         |
| GNII SF MB0871 M       | 2056-01-20      | 5.0000%  | 0.0000% | $25300000.00       | $25036016.36       | Agency Mortgage-Backed Securities         |
| GNII SF DQ8018 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1585202.00        | $1594031.05        | Agency Mortgage-Backed Securities         |
| GNII SF DQ5964 C       | 2056-02-20      | 6.0000%  | 0.0000% | $7677344.00        | $7914781.98        | Agency Mortgage-Backed Securities         |
| GNII SF DQ5948 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1773686.00        | $1871310.51        | Agency Mortgage-Backed Securities         |
| GNII SF MA8098 M       | 2052-06-20      | 3.0000%  | 0.0000% | $50000000.00       | $32490389.26       | Agency Mortgage-Backed Securities         |
| GNII SF MA7257 M       | 2051-03-20      | 3.5000%  | 0.0000% | $51199000.00       | $19588125.01       | Agency Mortgage-Backed Securities         |
| GNRM 2022-115 AE       | 2048-09-16      | 2.0000%  | 0.0000% | $70162432.00       | $55636741.33       | Agency Collateralized Mortgage Obligation |
| GNII SF DJ7495 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2094844.00        | $2030167.65        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8037 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1138930.00        | $1238860.48        | Agency Mortgage-Backed Securities         |
| GNRA 2025-186 AB       | 2062-02-16      | 3.2500%  | 0.0000% | $89070592.00       | $80266226.07       | Agency Collateralized Mortgage Obligation |
| GNII SF DP4389 C       | 2056-02-20      | 6.0000%  | 0.0000% | $3573080.00        | $3706999.33        | Agency Mortgage-Backed Securities         |
| GNII SF DQ6391 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1186188.00        | $1230668.76        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0855   | 2054-08-01      | 6.0000%  | 0.0000% | $1126040.00        | $1016150.02        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA5213   | 2049-12-01      | 3.5000%  | 0.0000% | $2868736.00        | $1143887.90        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL995752   | 2039-05-01      | 4.5000%  | 0.0000% | $14692220.00       | $662844.99         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2079   | 2054-05-01      | 6.5000%  | 0.0000% | $31421600.00       | $29776444.50       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CZ943483   | 2047-08-01      | 6.5000%  | 0.0000% | $7129942.00        | $73315.87          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL935224   | 2039-05-01      | 5.0000%  | 0.0000% | $3200000.00        | $137922.25         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA1557   | 2053-10-01      | 6.0000%  | 0.0000% | $56957040.00       | $33649255.56       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAS0837   | 2043-10-01      | 5.0000%  | 0.0000% | $29453888.00       | $1351657.86        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0181   | 2054-07-01      | 6.0000%  | 0.0000% | $9028256.00        | $8122958.62        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 ZL310035   | 2035-01-01      | 7.0000%  | 0.0000% | $47700608.00       | $1138505.07        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9635   | 2053-08-01      | 6.0000%  | 0.0000% | $782709.00         | $680269.14         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE0327   | 2052-04-01      | 2.5000%  | 0.0000% | $176597.00         | $116239.27         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC5859   | 2051-08-01      | 3.0000%  | 0.0000% | $8973168.00        | $5415888.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4782   | 2053-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1240884.82        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4492   | 2053-09-01      | 6.0000%  | 0.0000% | $32777920.00       | $25961402.27       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3933   | 2047-08-01      | 3.5000%  | 0.0000% | $575000.00         | $131903.43         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4755   | 2048-02-01      | 3.5000%  | 0.0000% | $9795000.00        | $1105659.67        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZN0181   | 2046-05-01      | 3.0000%  | 0.0000% | $162347.00         | $59086.41          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4718   | 2046-10-01      | 3.0000%  | 0.0000% | $750000.00         | $160180.10         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4510   | 2044-11-01      | 4.0000%  | 0.0000% | $4999440.00        | $391848.62         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0668   | 2032-10-01      | 6.0000%  | 0.0000% | $73060601.00       | $85004.99          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7460   | 2051-03-01      | 4.0000%  | 0.0000% | $1627918.00        | $513579.51         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3234   | 2052-04-01      | 3.0000%  | 0.0000% | $518000.00         | $336396.54         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1177   | 2042-08-01      | 3.5000%  | 0.0000% | $60000.00          | $6895.46           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1059   | 2054-02-01      | 6.5000%  | 0.0000% | $62982144.00       | $49707472.63       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5719   | 2052-05-01      | 3.0000%  | 0.0000% | $3471000.00        | $2447802.76        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM6365   | 2036-03-01      | 2.5000%  | 0.0000% | $4000000.00        | $1527739.47        | Agency Mortgage-Backed Securities         |
| GNII SF DR3253 C       | 2056-03-20      | 5.5000%  | 0.0000% | $3420996.00        | $3488380.50        | Agency Mortgage-Backed Securities         |
| GNII SF DR0688 C       | 2056-03-20      | 6.0000%  | 0.0000% | $2835956.00        | $2955698.57        | Agency Mortgage-Backed Securities         |
| GNII SF DI6925 C       | 2055-03-20      | 6.5000%  | 0.0000% | $2725680.00        | $2681416.38        | Agency Mortgage-Backed Securities         |
| GNII SF DI0784 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1070692.00        | $584224.41         | Agency Mortgage-Backed Securities         |
| GNII SF DI8730 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1552214.00        | $1429327.47        | Agency Mortgage-Backed Securities         |
| GNII SF MB0426 M       | 2055-05-20      | 6.5000%  | 0.0000% | $317646848.00      | $231373583.17      | Agency Mortgage-Backed Securities         |
| GNII SF DQ8029 C       | 2056-03-20      | 6.0000%  | 0.0000% | $2329060.00        | $2411007.98        | Agency Mortgage-Backed Securities         |
| GNII SF DQ6387 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1048970.00        | $1080454.53        | Agency Mortgage-Backed Securities         |
| GNPL PN CO3173         | 2057-09-15      | 3.7900%  | 0.0000% | $21149280.00       | $19184569.81       | Agency Mortgage-Backed Securities         |
| GNMI SF AM4159 X       | 2045-04-15      | 4.0000%  | 0.0000% | $95000.00          | $6766.95           | Agency Mortgage-Backed Securities         |
| GNII RG CH9508 C       | 2050-09-20      | 2.5000%  | 0.0000% | $2198708.00        | $682134.41         | Agency Mortgage-Backed Securities         |
| GNRM 2021-024 AG       | 2051-02-20      | 1.5000%  | 0.0000% | $28500000.00       | $15157606.75       | Agency Collateralized Mortgage Obligation |
| GNII SF DP9102 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1316554.00        | $1393558.85        | Agency Mortgage-Backed Securities         |
| GNII SF DN6614 C       | 2056-03-20      | 5.5000%  | 0.0000% | $10898960.00       | $11113651.34       | Agency Mortgage-Backed Securities         |
| GNII ET DD5329 C       | 2064-06-20      | 3.5000%  | 0.0000% | $663763.00         | $593769.22         | Agency Mortgage-Backed Securities         |
| GNPL PN CF1035         | 2057-05-15      | 2.6400%  | 0.0000% | $7065696.00        | $5823388.17        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-10-31      | 3.8584%  | 0.0000% | $301800.00         | $303951.34         | U.S. Treasuries (including strips)        |
| GNRM 2019-91 HB        | 2058-09-16      | 3.2500%  | 0.0000% | $8084368.00        | $6615660.37        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-174 A        | 2063-01-16      | 1.2500%  | 0.0000% | $17000000.00       | $6838535.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-017 F        | 2041-02-20      | 4.2395%  | 0.0000% | $195000000.00      | $6701117.04        | Agency Collateralized Mortgage Obligation |
| GNRM 2015-178 CP       | 2044-12-20      | 3.0000%  | 0.0000% | $24561920.00       | $2568002.68        | Agency Collateralized Mortgage Obligation |
| GNPL PN CJ9348         | 2057-04-15      | 2.5400%  | 0.0000% | $1747028.00        | $1425545.30        | Agency Mortgage-Backed Securities         |
| GNRM 2017-35 AB        | 2049-05-16      | 2.2000%  | 0.0000% | $23300000.00       | $6338437.69        | Agency Collateralized Mortgage Obligation |
| GNPL PN CL4071         | 2057-03-15      | 2.6900%  | 0.0000% | $364598.00         | $307814.75         | Agency Mortgage-Backed Securities         |
| GNRA 2023-124 GE       | 2064-01-16      | 3.2500%  | 0.0000% | $97515392.00       | $83570911.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-073 A        | 2056-10-16      | 3.5000%  | 0.0000% | $89426048.00       | $80203549.34       | Agency Collateralized Mortgage Obligation |

### Security 264: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFWG1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFWG1
- **C.18 - Value (incl. sponsor support):** $1805000000.00
- **C.18.a - Value (excl. sponsor support):** $1805000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.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 | 2029-10-15      | 1.6250%  | 0.0000% | $322000000.00      | $340346468.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $748287200.00      | $744053959.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $425000000.00      | $513997078.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $214143800.00      | $242702593.21      | U.S. Treasuries (including strips) |

### Security 265: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFWK2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFWK2
- **C.18 - Value (incl. sponsor support):** $1477000000.00
- **C.18.a - Value (excl. sponsor support):** $1477000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.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      | 1.8750%  | 0.0000% | $198079000.00      | $187636794.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $133000000.00      | $132287755.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $919801700.00      | $929139674.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $272000000.00      | $257475803.84      | U.S. Treasuries (including strips) |

### Security 266: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFWS5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFWS5
- **C.18 - Value (incl. sponsor support):** $278000000.00
- **C.18.a - Value (excl. sponsor support):** $278000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $268450200.00      | $283560004.84      | U.S. Treasuries (including strips) |

### Security 267: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFXU9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFXU9
- **C.18 - Value (incl. sponsor support):** $93000000.00
- **C.18.a - Value (excl. sponsor support):** $93000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.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 | 2027-06-30      | 3.7500%  | 0.0000% | $94081700.00       | $94860057.14       | U.S. Treasuries (including strips) |

### Security 268: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFXV7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFXV7
- **C.18 - Value (incl. sponsor support):** $1967000000.00
- **C.18.a - Value (excl. sponsor support):** $1967000000.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.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 | 2028-07-15      | 3.8750%  | 0.0000% | $1953976400.00     | $1970425588.68     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $35415900.00       | $35914490.81       | U.S. Treasuries (including strips) |

### Security 269: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFXW5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFXW5
- **C.18 - Value (incl. sponsor support):** $468000000.00
- **C.18.a - Value (excl. sponsor support):** $468000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.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 | 2028-04-15      | 1.2500%  | 0.0000% | $436248700.00      | $477360072.54      | U.S. Treasuries (including strips) |

### Security 270: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFXX3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFXX3
- **C.18 - Value (incl. sponsor support):** $1416000000.00
- **C.18.a - Value (excl. sponsor support):** $1416000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLFS8792   | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1537.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1824   | 2056-01-01      | 5.0000%  | 0.0000% | $28210200.00       | $27976568.32       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0076   | 2055-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1958.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1718   | 2055-12-01      | 6.0000%  | 0.0000% | $11255184.00       | $11348010.28       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1845   | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1849   | 2056-01-01      | 5.5000%  | 0.0000% | $2048.00           | $2060.96           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6037   | 2053-07-01      | 2.5000%  | 0.0000% | $2494328.00        | $1823278.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6516   | 2052-09-01      | 4.5000%  | 0.0000% | $3168.00           | $2646.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3185   | 2055-10-01      | 5.5000%  | 0.0000% | $1565760.00        | $1550559.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4763   | 2051-11-01      | 3.0000%  | 0.0000% | $13966128.00       | $12404281.23       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2198   | 2055-07-01      | 5.0000%  | 0.0000% | $28154200.00       | $26364037.83       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3795   | 2055-12-01      | 6.0000%  | 0.0000% | $2048.00           | $2060.93           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2623   | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1933.85           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4395   | 2056-01-01      | 6.0000%  | 0.0000% | $4079814.00        | $4182835.87        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4393   | 2056-01-01      | 6.0000%  | 0.0000% | $3687810.00        | $3743481.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA4980   | 2056-02-01      | 5.5000%  | 0.0000% | $4004502.00        | $4057649.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807   | 2052-11-01      | 5.5000%  | 0.0000% | $44020607.00       | $31734697.67       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4841   | 2052-12-01      | 5.0000%  | 0.0000% | $3072.00           | $2324.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7858   | 2055-07-01      | 6.0000%  | 0.0000% | $2016.00           | $1710.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $56626756.00       | $44452368.46       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4678   | 2052-09-01      | 5.0000%  | 0.0000% | $54000.00          | $37569.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0035   | 2054-12-01      | 5.0000%  | 0.0000% | $8255.00           | $7522.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBJ2544   | 2037-12-01      | 3.0000%  | 0.0000% | $1000.00           | $159.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0755   | 2055-06-01      | 6.0000%  | 0.0000% | $1432536.00        | $1205896.78        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL4012   | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $95.89             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZM9957   | 2028-09-01      | 3.0000%  | 0.0000% | $4493336.00        | $83685.69          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0932   | 2052-04-01      | 2.5000%  | 0.0000% | $732000.00         | $466753.91         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9184   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1459.16           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0632   | 2052-09-01      | 5.0000%  | 0.0000% | $8125640.00        | $6580885.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8615   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.61           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI2472   | 2041-05-01      | 4.5000%  | 0.0000% | $250345.00         | $7709.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7237   | 2053-10-01      | 5.5000%  | 0.0000% | $1858004.00        | $1627464.52        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4325   | 2051-05-01      | 2.0000%  | 0.0000% | $23025640.00       | $13280136.17       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8990   | 2054-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1867.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7021   | 2053-09-01      | 5.5000%  | 0.0000% | $1289098.00        | $1273285.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2294   | 2055-07-01      | 5.5000%  | 0.0000% | $96655616.00       | $92952026.34       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8541   | 2054-05-01      | 6.0000%  | 0.0000% | $3456.00           | $2917.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6745   | 2053-07-01      | 5.5000%  | 0.0000% | $3072.00           | $2412.51           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6478   | 2050-07-01      | 2.5000%  | 0.0000% | $3328.00           | $1210.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7979   | 2050-12-01      | 2.0000%  | 0.0000% | $8093.00           | $4207.66           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9090   | 2051-02-01      | 2.5000%  | 0.0000% | $686779.00         | $383765.31         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3423   | 2055-06-01      | 7.0000%  | 0.0000% | $1082235.00        | $890037.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9750   | 2055-09-01      | 5.5000%  | 0.0000% | $3860896.00        | $3657947.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4909   | 2050-09-01      | 2.0000%  | 0.0000% | $96950.00          | $50123.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5580   | 2052-10-01      | 4.5000%  | 0.0000% | $67186.00          | $54123.15          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0690   | 2055-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1897.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995867   | 2039-06-01      | 5.5000%  | 0.0000% | $38613376.00       | $749832.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3802   | 2049-10-01      | 3.0000%  | 0.0000% | $443000.00         | $58222.57          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0501   | 2055-04-01      | 6.5000%  | 0.0000% | $1307434.00        | $981898.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY0098   | 2055-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1956.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9836   | 2054-02-01      | 6.5000%  | 0.0000% | $4096.00           | $3046.95           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6112   | 2052-06-01      | 3.0000%  | 0.0000% | $156000.00         | $113626.08         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5037   | 2052-02-01      | 2.5000%  | 0.0000% | $1447038.00        | $1016053.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7757   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $987.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4003   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $998.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6849   | 2053-08-01      | 5.5000%  | 0.0000% | $3072.00           | $2563.11           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7785   | 2054-01-01      | 6.0000%  | 0.0000% | $1088.00           | $878.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6348   | 2053-05-01      | 4.5000%  | 0.0000% | $51000.00          | $41078.95          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7856   | 2051-06-01      | 3.5000%  | 0.0000% | $7944659.00        | $4460783.94        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7016   | 2045-09-01      | 2.0000%  | 0.0000% | $3200.00           | $1557.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0316   | 2047-09-01      | 3.5000%  | 0.0000% | $42918080.00       | $4562318.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0833   | 2047-12-01      | 3.5000%  | 0.0000% | $497001.00         | $100956.36         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7696   | 2053-08-01      | 5.5000%  | 0.0000% | $1273202.00        | $663606.15         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1705   | 2053-04-01      | 5.5000%  | 0.0000% | $1443500.00        | $1377317.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7661   | 2052-09-01      | 5.0000%  | 0.0000% | $14431.00          | $9872.19           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BM7237   | 2059-01-01      | 4.5000%  | 0.0000% | $5310026.00        | $4040373.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY1373   | 2053-10-01      | 5.0000%  | 0.0000% | $567711.00         | $482906.12         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2995   | 2048-11-01      | 4.5000%  | 0.0000% | $2049508.00        | $459184.61         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I6BF0680   | 2062-09-01      | 2.5000%  | 0.0000% | $2048.00           | $1255.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1485   | 2054-08-01      | 5.5000%  | 0.0000% | $1495117.00        | $1235760.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA5782   | 2056-02-01      | 5.0000%  | 0.0000% | $4059508.00        | $4006699.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6223   | 2056-02-01      | 5.5000%  | 0.0000% | $4341742.00        | $4344774.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4394   | 2056-02-01      | 6.0000%  | 0.0000% | $3574161.00        | $3657775.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6259   | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $791.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8189   | 2054-06-01      | 5.5000%  | 0.0000% | $634000.00         | $577598.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0880   | 2055-08-01      | 6.0000%  | 0.0000% | $136254720.00      | $132296831.80      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0620   | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1813.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9682   | 2054-11-01      | 5.5000%  | 0.0000% | $5143272.00        | $4620512.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0847   | 2055-08-01      | 5.5000%  | 0.0000% | $3024.00           | $2979.65           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630   | 2052-02-01      | 3.0000%  | 0.0000% | $3146000.00        | $2025078.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5673   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $944.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646   | 2055-03-01      | 5.5000%  | 0.0000% | $2080.00           | $1738.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CKAE0978   | 2040-06-01      | 5.5000%  | 0.0000% | $94653514.00       | $2166677.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5759   | 2055-07-01      | 5.0000%  | 0.0000% | $16101440.00       | $15145931.88       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3643   | 2055-02-01      | 5.5000%  | 0.0000% | $2048.00           | $1539.71           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9124   | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $627.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2463   | 2053-04-01      | 5.5000%  | 0.0000% | $2202636.00        | $2170302.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7242   | 2054-01-01      | 6.5000%  | 0.0000% | $11647328.00       | $10277115.90       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5619   | 2042-06-01      | 3.5000%  | 0.0000% | $984000.00         | $114036.56         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAV5576   | 2044-02-01      | 4.5000%  | 0.0000% | $4000.00           | $346.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7580   | 2046-07-01      | 3.0000%  | 0.0000% | $1024.00           | $142.08            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0495   | 2042-10-01      | 4.0000%  | 0.0000% | $95786.00          | $10342.49          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3544   | 2042-04-01      | 3.5000%  | 0.0000% | $1800.00           | $265.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5855   | 2053-01-01      | 5.5000%  | 0.0000% | $3761098.00        | $2122201.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6732   | 2042-03-01      | 3.5000%  | 0.0000% | $102782463.00      | $7610964.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5639   | 2054-06-01      | 5.5000%  | 0.0000% | $14062.00          | $12038.99          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9358   | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2065.27           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2874   | 2052-11-01      | 5.5000%  | 0.0000% | $2290342.00        | $1865525.81        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7528   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $504.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2497   | 2055-09-01      | 5.5000%  | 0.0000% | $4329059.00        | $4183771.36        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA4112   | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1684.97           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1429   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $710.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8542   | 2054-05-01      | 6.0000%  | 0.0000% | $64923008.00       | $53174077.74       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4300   | 2052-08-01      | 4.5000%  | 0.0000% | $524325.00         | $347252.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFS1689   | 2039-04-01      | 4.5000%  | 0.0000% | $1645000.00        | $635793.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1028   | 2055-09-01      | 6.0000%  | 0.0000% | $1702208.00        | $1709372.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS7610   | 2054-04-01      | 4.5000%  | 0.0000% | $5073000.00        | $4458069.59        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL4768   | 2052-03-01      | 3.0000%  | 0.0000% | $6411456.00        | $5725314.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0082   | 2055-03-01      | 5.0000%  | 0.0000% | $6083752.00        | $5891499.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1014   | 2055-09-01      | 5.5000%  | 0.0000% | $30609255.00       | $29784717.87       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3088   | 2047-08-01      | 4.0000%  | 0.0000% | $2253840.00        | $227004.72         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0050   | 2055-09-01      | 6.0000%  | 0.0000% | $90669041.00       | $78822652.28       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY4736   | 2055-06-01      | 5.0000%  | 0.0000% | $29523648.00       | $27170151.01       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1060   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $900.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5867   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $944.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5049   | 2052-11-01      | 6.0000%  | 0.0000% | $2016.00           | $1546.95           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $21820608.00       | $14936333.93       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7926   | 2054-05-01      | 6.5000%  | 0.0000% | $57501632.00       | $41357938.51       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9486   | 2054-11-01      | 5.5000%  | 0.0000% | $7587464.00        | $6969391.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9434   | 2054-11-01      | 5.0000%  | 0.0000% | $664889.00         | $608914.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3927   | 2056-03-01      | 5.5000%  | 0.0000% | $1715078.00        | $1749943.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5245   | 2056-03-01      | 5.0000%  | 0.0000% | $4405834.00        | $4365840.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1952   | 2054-08-01      | 5.5000%  | 0.0000% | $1054356.00        | $902548.96         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3079   | 2049-10-01      | 3.5000%  | 0.0000% | $2651000.00        | $867120.54         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD2225   | 2052-06-01      | 3.0000%  | 0.0000% | $1024.00           | $679.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB1933   | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $966.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7160   | 2046-05-01      | 3.5000%  | 0.0000% | $18011122.00       | $4163070.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5553   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.97           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA7553   | 2056-01-01      | 4.5000%  | 0.0000% | $4393538.00        | $4253045.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5388   | 2054-06-01      | 5.5000%  | 0.0000% | $172249344.00      | $132941879.87      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9365   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $939.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5773   | 2053-02-01      | 5.5000%  | 0.0000% | $10269.00          | $8461.92           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6344   | 2050-07-01      | 2.5000%  | 0.0000% | $4128.00           | $1438.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7423   | 2053-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1732.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2614   | 2052-08-01      | 5.0000%  | 0.0000% | $16960896.00       | $11755083.02       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7302   | 2053-10-01      | 5.5000%  | 0.0000% | $3072.00           | $2572.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9987   | 2055-02-01      | 6.0000%  | 0.0000% | $38147200.00       | $35246840.15       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9777   | 2055-01-01      | 5.0000%  | 0.0000% | $2048.00           | $1868.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6746   | 2053-07-01      | 6.5000%  | 0.0000% | $1009590.00        | $336347.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ3023   | 2050-10-01      | 2.0000%  | 0.0000% | $298000.00         | $160688.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8835   | 2054-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1783.22           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5727   | 2055-11-01      | 5.5000%  | 0.0000% | $6826776.00        | $6846056.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8578   | 2052-10-01      | 5.0000%  | 0.0000% | $1016740.00        | $576978.29         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4516   | 2051-02-01      | 2.0000%  | 0.0000% | $4000.00           | $2251.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5067   | 2052-07-01      | 5.0000%  | 0.0000% | $1104414.00        | $1048361.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS2294   | 2050-04-01      | 5.5000%  | 0.0000% | $3989990.00        | $2252505.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3658   | 2053-01-01      | 5.0000%  | 0.0000% | $2980000.00        | $2319226.09        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $65000.00          | $62783.65          | U.S. Treasuries (including strips) |
| FNMS 05.500 CLCB8842   | 2054-07-01      | 5.5000%  | 0.0000% | $2595800.00        | $2336548.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0564   | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1938.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9325   | 2054-10-01      | 5.5000%  | 0.0000% | $5183744.00        | $4263701.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1878   | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1039.27           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0735   | 2063-06-01      | 3.5000%  | 0.0000% | $15084680.00       | $10890475.32       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7944   | 2052-08-01      | 5.0000%  | 0.0000% | $8863808.00        | $7454473.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8795   | 2052-09-01      | 5.0000%  | 0.0000% | $1020.00           | $968.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA9599   | 2056-04-01      | 5.0000%  | 0.0000% | $4247770.00        | $4208684.85        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA9893   | 2056-04-01      | 5.5000%  | 0.0000% | $3776400.00        | $3806978.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA7102   | 2056-03-01      | 6.0000%  | 0.0000% | $3594011.00        | $3689913.27        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3291   | 2056-01-01      | 5.0000%  | 0.0000% | $3664380.00        | $3571846.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3242   | 2055-01-01      | 5.5000%  | 0.0000% | $2016.00           | $2010.34           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7327   | 2055-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2833.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8280   | 2055-07-01      | 5.0000%  | 0.0000% | $3072.00           | $3003.11           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7575   | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1055.29           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9304   | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $756.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0425   | 2055-05-01      | 5.0000%  | 0.0000% | $6968094.00        | $6527421.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1692   | 2055-12-01      | 5.5000%  | 0.0000% | $2016.00           | $2045.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1008   | 2055-09-01      | 5.5000%  | 0.0000% | $128195988.00      | $126287088.47      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0594   | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1935.20           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3539   | 2055-11-01      | 5.0000%  | 0.0000% | $29174880.00       | $28289333.72       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5069   | 2053-07-01      | 6.0000%  | 0.0000% | $3889940.00        | $2695230.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $55517760.00       | $41364850.72       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $764.20            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9306   | 2053-06-01      | 6.0000%  | 0.0000% | $5000000.00        | $4181432.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7069   | 2045-02-01      | 3.5000%  | 0.0000% | $49239680.00       | $9196125.92        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3782   | 2052-10-01      | 4.5000%  | 0.0000% | $1252649.00        | $993319.18         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8892   | 2053-04-01      | 6.0000%  | 0.0000% | $15391480.00       | $10647871.90       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4845   | 2052-10-01      | 5.5000%  | 0.0000% | $95739200.00       | $80553494.57       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ1226   | 2050-09-01      | 2.0000%  | 0.0000% | $1775898.00        | $890880.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6539   | 2056-04-01      | 5.0000%  | 0.0000% | $4680488.00        | $4640880.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0552   | 2055-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1885.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7484   | 2054-07-01      | 6.5000%  | 0.0000% | $1112890.00        | $752200.15         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7306   | 2054-07-01      | 6.0000%  | 0.0000% | $3487264.00        | $3540522.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA7171   | 2056-02-01      | 6.0000%  | 0.0000% | $3559108.00        | $3673978.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA9213   | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.82           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1033   | 2055-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1999.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1672   | 2055-12-01      | 5.0000%  | 0.0000% | $2048.00           | $2009.86           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS7326   | 2038-11-01      | 3.0000%  | 0.0000% | $73000.00          | $51555.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2726   | 2056-02-01      | 5.5000%  | 0.0000% | $239548.00         | $243956.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5794   | 2055-08-01      | 6.5000%  | 0.0000% | $3072.00           | $2553.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1790   | 2055-06-01      | 5.5000%  | 0.0000% | $26202360.00       | $24615716.28       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2041   | 2051-08-01      | 2.0000%  | 0.0000% | $3549928.00        | $2274090.03        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 ZLFP0143   | 2054-12-25      | 6.5000%  | 0.0000% | $7375.00           | $6939.76           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2788   | 2056-01-01      | 5.5000%  | 0.0000% | $1862063.00        | $1766923.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5329   | 2053-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2204.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595   | 2051-11-01      | 3.0000%  | 0.0000% | $2048.00           | $1524.96           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA8931   | 2056-03-01      | 5.5000%  | 0.0000% | $4293625.00        | $4362255.73        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA8649   | 2056-03-01      | 6.5000%  | 0.0000% | $3502341.00        | $3669324.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7822   | 2056-03-01      | 5.5000%  | 0.0000% | $3685948.00        | $3732673.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7860   | 2056-03-01      | 5.0000%  | 0.0000% | $3919239.00        | $3886073.09        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA8743   | 2056-03-01      | 5.5000%  | 0.0000% | $3755679.00        | $3803659.05        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ7563   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.03           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA2718   | 2055-12-01      | 6.5000%  | 0.0000% | $3956022.00        | $4027536.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4504   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $886.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4159   | 2050-10-01      | 2.5000%  | 0.0000% | $23374.00          | $9873.61           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA2938   | 2047-03-01      | 4.5000%  | 0.0000% | $996999.00         | $101746.99         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3902   | 2050-01-01      | 2.5000%  | 0.0000% | $175000.00         | $38495.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3931   | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $142.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3275   | 2056-01-01      | 5.0000%  | 0.0000% | $1919236.00        | $1904956.04        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA1680   | 2055-12-01      | 4.5000%  | 0.0000% | $3946320.00        | $3805771.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4876   | 2052-12-01      | 6.0000%  | 0.0000% | $59543000.00       | $39819250.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3935   | 2056-03-01      | 5.0000%  | 0.0000% | $4364419.00        | $4351267.55        | Agency Mortgage-Backed Securities  |

### Security 271: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFYS3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1GFYS3
- **C.18 - Value (incl. sponsor support):** $142000000.00
- **C.18.a - Value (excl. sponsor support):** $142000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $46800.00          | $46083.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $446300.00         | $441595.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $2282600.00        | $2314878.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $105199100.00      | $142036476.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $900.00            | $915.21            | U.S. Treasuries (including strips) |

### Security 272: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFYT1, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1GFYT1
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLSD4688   | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $745.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3881   | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $988.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8151   | 2054-06-01      | 6.0000%  | 0.0000% | $109500.00         | $93252.93          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0039   | 2040-11-01      | 5.5000%  | 0.0000% | $743856.00         | $705452.81         | Agency Mortgage-Backed Securities  |
| GNII RG CI4173 C       | 2045-10-20      | 4.5000%  | 0.0000% | $6125.00           | $686.82            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $11400.00          | $11302.72          | U.S. Treasuries (including strips) |
| FNMS 04.000 CLBM3461   | 2048-01-01      | 4.0000%  | 0.0000% | $1073.00           | $94.76             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $591.79            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM8958   | 2030-06-01      | 2.9700%  | 0.0000% | $7512714.00        | $7091291.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $1254272.00        | $767689.22         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $33794700.00       | $34750583.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $9500.00           | $9519.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $58100.00          | $58221.23          | U.S. Treasuries (including strips) |
| FNMS 04.000 CLAS9587   | 2047-05-01      | 4.0000%  | 0.0000% | $2550112.00        | $384733.74         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8374   | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $480.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0566   | 2061-09-01      | 5.0000%  | 0.0000% | $75497.00          | $45772.72          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0054   | 2041-01-01      | 5.0000%  | 0.0000% | $1981542.00        | $1919734.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5917   | 2040-12-01      | 5.5000%  | 0.0000% | $1000.00           | $974.76            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5131   | 2030-11-01      | 3.9300%  | 0.0000% | $1000.00           | $988.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8972   | 2054-08-01      | 5.0000%  | 0.0000% | $4528.00           | $4087.28           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4156   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4805   | 2056-03-01      | 5.5000%  | 0.0000% | $1244.00           | $1262.93           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7658   | 2053-12-01      | 7.0000%  | 0.0000% | $2961.00           | $1900.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4940   | 2056-04-01      | 5.0000%  | 0.0000% | $2203.00           | $2180.23           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0704   | 2051-10-01      | 2.5000%  | 0.0000% | $2112.00           | $1202.10           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18575 G   | 2030-11-01      | 3.0000%  | 0.0000% | $5278.00           | $403.58            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3538   | 2031-10-01      | 1.7900%  | 0.0000% | $1087.00           | $950.75            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $28500.00          | $29974.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $2059500.00        | $1952730.85        | U.S. Treasuries (including strips) |
| FEPC 06.000 CLSL3337   | 2055-12-01      | 6.0000%  | 0.0000% | $1694.00           | $1722.58           | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M       | 2052-03-20      | 3.0000%  | 0.0000% | $145670.00         | $90767.27          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5741   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $663.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4663   | 2052-09-01      | 4.0000%  | 0.0000% | $162047.00         | $112900.44         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ6607   | 2033-03-01      | 4.1400%  | 0.0000% | $4307.00           | $4233.41           | Agency Mortgage-Backed Securities  |

### Security 273: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFYV6, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1GFYV6
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $12214000.00       | $12540534.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $200.00            | $204.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $400.00            | $402.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $4795500.00        | $4869260.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $29906400.00       | $29938153.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $999000.00         | $715756.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $300.00            | $264.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $552700.00         | $545885.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $10719400.00       | $10763488.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $13900.00          | $13426.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $98300.00          | $97782.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $1000.00           | $999.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $27200.00          | $26372.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $8923100.00        | $14716813.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-23      | 0.0000%  | 0.0000% | $400.00            | $395.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $158.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $200.00            | $434.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $41100.00          | $40471.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $12400.00          | $12205.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $11000.00          | $11102.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $559800.00         | $884964.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $29250000.00       | $29487714.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $552600.00         | $553810.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $10200.00          | $10364.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $6184200.00        | $6227112.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $200.00            | $201.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $97800.00          | $61021.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $95400.00          | $97364.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $19523100.00       | $21092710.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-28      | 0.0000%  | 0.0000% | $24000.00          | $23934.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-16      | 0.0000%  | 0.0000% | $133700.00         | $132288.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-10      | 0.0000%  | 0.0000% | $1403600.00        | $1380893.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $211700.00         | $210262.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $305600.00         | $303364.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $2500.00           | $2467.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $845400.00         | $404660.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $587900.00         | $597740.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $2100.00           | $2158.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $29624800.00       | $30378884.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $35408300.00       | $36060597.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-07      | 0.0000%  | 0.0000% | $200.00            | $198.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $800.00            | $804.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $7698800.00        | $8895955.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $2000.00           | $1961.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $44200.00          | $44765.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $500000.00         | $522674.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $500.00            | $665.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $21502500.00       | $21806109.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $1160000.00        | $1168256.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $284100.00         | $319181.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $768000.00         | $782621.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $209800.00         | $208290.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $1100.00           | $865.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $342100.00         | $195434.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.8134%  | 0.0000% | $532000.00         | $535815.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $400.00            | $495.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $6000.00           | $5789.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $13031700.00       | $13041330.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $141200.00         | $161848.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $400.00            | $360.16            | U.S. Treasuries (including strips) |

### Security 274: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFYW4, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1GFYW4
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2056-02-15      | 4.7500%  | 0.0000% | $8241500.00        | $8081454.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $8455700.00        | $8324330.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $58858400.00       | $59401034.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $59800.00          | $60764.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-07      | 0.0000%  | 0.0000% | $20030300.00       | $20018261.79       | U.S. Treasuries (including strips) |

### Security 275: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZ11, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1GFZ11
- **C.18 - Value (incl. sponsor support):** $574000000.00
- **C.18.a - Value (excl. sponsor support):** $574000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2029-06-30      | 4.2500%  | 0.0000% | $7303700.00        | $7462163.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $170167600.00      | $152551675.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $22548600.00       | $22879415.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $6306900.00        | $6313536.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $111070700.00      | $105200487.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $43776300.00       | $41767414.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $180700.00         | $178809.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $229000000.00      | $228585383.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $20118600.00       | $20600804.16       | U.S. Treasuries (including strips) |

### Security 276: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZ29, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1GFZ29
- **C.18 - Value (incl. sponsor support):** $633000000.00
- **C.18.a - Value (excl. sponsor support):** $633000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLSL4180 | 2055-09-01      | 6.0000%  | 0.0000% | $1946.00           | $1962.66           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5996 | 2056-03-01      | 4.5000%  | 0.0000% | $2566502.00        | $2474794.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  | 0.0000% | $1002.00           | $985.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3616 | 2056-01-01      | 5.0000%  | 0.0000% | $1676750.00        | $1631170.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4299 | 2055-06-01      | 5.0000%  | 0.0000% | $2842000.00        | $2755382.58        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $748.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378 | 2053-10-01      | 5.5000%  | 0.0000% | $3630566.00        | $2932923.18        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $3777914.00        | $2829153.18        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $123.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $718.41            | Agency Mortgage-Backed Securities         |
| GNII JM MB0984 M     | 2056-03-20      | 5.0000%  | 0.0000% | $290915.00         | $287935.06         | Agency Mortgage-Backed Securities         |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $2451242.00        | $1435839.89        | Agency Mortgage-Backed Securities         |
| GNII SF MB0625 M     | 2055-08-20      | 6.5000%  | 0.0000% | $9634770.00        | $9752341.93        | Agency Mortgage-Backed Securities         |
| GNII SF MB0688 M     | 2055-09-20      | 6.5000%  | 0.0000% | $3310211.00        | $3396335.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $6290000.00        | $2936058.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0877 | 2055-12-01      | 5.5000%  | 0.0000% | $4345916.00        | $4365398.77        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA6172 | 2056-02-01      | 5.0000%  | 0.0000% | $1720.00           | $1733.25           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9574 | 2055-12-01      | 5.5000%  | 0.0000% | $1001.00           | $1010.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA6031 | 2056-03-01      | 6.0000%  | 0.0000% | $1952838.00        | $1998628.15        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $1125.00           | $980.46            | Agency Mortgage-Backed Securities         |
| GNMI SF 760393 X     | 2041-10-15      | 5.0000%  | 0.0000% | $2232.00           | $34.95             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4951 | 2055-12-01      | 5.5000%  | 0.0000% | $28711150.00       | $28922846.87       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5641 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $767.25            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-04-25      | 4.5619%  | 0.0000% | $12699438.00       | $9080275.32        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $707.34            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-10-25      | 4.6119%  | 0.0000% | $581871.00         | $517914.81         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-03-25      | 4.8619%  | 0.0000% | $54652323.00       | $39663217.64       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $2423872.00        | $288786.39         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA4445 | 2053-02-01      | 4.5000%  | 0.0000% | $1037.00           | $993.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $17270853.00       | $13628216.09       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6740 | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $817.19            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $817.11            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5702 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $719.09            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY0945 | 2053-05-01      | 5.0000%  | 0.0000% | $1111.00           | $863.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO1311 | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $192.92            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR7021 | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $586.37            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $650.82            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $301948.00         | $234382.05         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $753.76            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0393 | 2052-04-01      | 3.0000%  | 0.0000% | $1278929.00        | $799297.82         | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-08-25      | 4.6119%  | 0.0000% | $64978775.00       | $59707861.24       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD3652 | 2053-08-01      | 6.0000%  | 0.0000% | $2960000.00        | $2166409.48        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2053-09-25      | 4.9619%  | 0.0000% | $5754117.00        | $3860721.79        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-08-25      | 4.6119%  | 0.0000% | $2377521.00        | $1929164.13        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDD4629 | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.63           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1631 | 2052-09-01      | 5.0000%  | 0.0000% | $1657600.00        | $1182721.25        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $757.42            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB4068 | 2050-10-01      | 2.5000%  | 0.0000% | $8336.00           | $3792.82           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $705.98            | Agency Mortgage-Backed Securities         |
| GNRA 2025-001 FP     | 2055-01-20      | 4.5729%  | 0.0000% | $5602182.00        | $2793327.70        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-044 GV     | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $9932752.79        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRJ5049 | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.94           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4143 | 2055-12-01      | 5.5000%  | 0.0000% | $1342.00           | $1341.72           | Agency Mortgage-Backed Securities         |
| GNII SF MB0937 M     | 2056-01-20      | 5.5000%  | 0.0000% | $910068.00         | $919078.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $1371.00           | $1064.22           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1275 | 2052-07-01      | 4.5000%  | 0.0000% | $8821.00           | $6090.96           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3831 | 2053-08-01      | 6.5000%  | 0.0000% | $2469976.00        | $1813652.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD3154 | 2049-02-01      | 3.5000%  | 0.0000% | $1567.00           | $1184.80           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-01-25      | 4.5119%  | 0.0000% | $50000000.00       | $37896690.79       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2053-11-25      | 5.2119%  | 0.0000% | $8164969.00        | $3580235.59        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLFS3353 | 2052-11-01      | 4.5000%  | 0.0000% | $600000.00         | $452601.33         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1386 | 2055-04-01      | 5.5000%  | 0.0000% | $231107.00         | $197007.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0347 | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.33           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-06-25      | 4.6619%  | 0.0000% | $20356966.00       | $16546643.57       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $4561387.00        | $3424522.23        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1835 | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $13922.00          | $1166.27           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTDG0510 | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $979.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $1189.00           | $875.07            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0093 | 2056-02-01      | 4.5000%  | 0.0000% | $845322.00         | $812440.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  | 0.0000% | $14950022.00       | $14723682.59       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2012 | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $998.49            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0668 | 2049-07-01      | 2.5000%  | 0.0000% | $1000.00           | $594.55            | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $28856332.00       | $12536618.90       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | 0.0000% | $1219.00           | $1117.14           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159 | 2054-12-01      | 6.0000%  | 0.0000% | $13652.00          | $11910.82          | Agency Mortgage-Backed Securities         |
| GNRA 2023-185 FA     | 2053-12-20      | 4.7729%  | 0.0000% | $8379662.00        | $2454587.45        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $604.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF6802 | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG5532 | 2056-03-01      | 6.5000%  | 0.0000% | $312415.00         | $326254.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5460 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $734.15            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2054-02-25      | 4.5619%  | 0.0000% | $462014.00         | $344266.93         | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQC3945 | 2051-07-01      | 2.0000%  | 0.0000% | $1024.00           | $615.39            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $680.95            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9748 | 2054-11-01      | 5.0000%  | 0.0000% | $798747.00         | $773837.48         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9928 | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $919.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0620 | 2055-02-01      | 5.0000%  | 0.0000% | $2241000.00        | $2055966.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5735 | 2056-04-01      | 5.5000%  | 0.0000% | $80100.00          | $81300.57          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  | 0.0000% | $1000.00           | $706.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0770 | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $897.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4870 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $956.06            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3508 | 2055-02-01      | 6.0000%  | 0.0000% | $1011.00           | $810.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  | 0.0000% | $1035.00           | $942.44            | Agency Mortgage-Backed Securities         |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $25677044.00       | $13994751.99       | Agency Mortgage-Backed Securities         |
| GNRM 2025-210 M      | 2054-10-20      | 4.5000%  | 0.0000% | $20977067.00       | $20621594.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 FN     | 2054-02-20      | 4.7229%  | 0.0000% | $23926062.00       | $19054564.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 MF     | 2065-03-20      | 4.4729%  | 0.0000% | $1507118.00        | $652185.29         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FA     | 2054-05-20      | 4.7729%  | 0.0000% | $13519254.00       | $11148724.38       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRQ0083 | 2056-01-01      | 4.5000%  | 0.0000% | $1271560.00        | $1218756.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6285 | 2056-02-01      | 5.5000%  | 0.0000% | $5011946.00        | $5079337.64        | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $63396.00          | $47213.84          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  | 0.0000% | $1506.00           | $1229.14           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $39189046.00       | $32359268.20       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7959 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $1072.00           | $811.14            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1622 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $971.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $663.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $2470.00           | $1840.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1555 | 2055-05-01      | 6.0000%  | 0.0000% | $10012201.00       | $9803478.65        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA6008 | 2046-03-01      | 5.0000%  | 0.0000% | $1147.00           | $1140.12           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM1134 | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $162.40            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $712.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG0318 | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.26           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0972 | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $504.91            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  | 0.0000% | $1000.00           | $567.96            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $22406983.00       | $17113237.78       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $752.77            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-01-25      | 4.7119%  | 0.0000% | $15000000.00       | $5494157.19        | Agency Collateralized Mortgage Obligation |
| FNRM CL001MA R25F001 | 2050-01-25      | 6.0000%  | 0.0000% | $289518.00         | $139843.52         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDF8097 | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.35           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9902 | 2055-11-01      | 5.5000%  | 0.0000% | $1011.00           | $971.82            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8011 | 2054-05-01      | 6.0000%  | 0.0000% | $17352883.00       | $12567433.27       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB3211 | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $526.73            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2054-08-25      | 4.9119%  | 0.0000% | $5205304.00        | $2258351.56        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  | 0.0000% | $1131.00           | $1104.91           | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-05-25      | 4.6619%  | 0.0000% | $57283318.00       | $44570068.10       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQI0847 | 2054-03-01      | 6.0000%  | 0.0000% | $1266688.00        | $913944.30         | Agency Mortgage-Backed Securities         |
| FNRM CL070GH R25F070 | 2055-07-25      | 8.0000%  | 0.0000% | $32400.00          | $33700.53          | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | 0.0000% | $115000.00         | $97824.05          | Agency Mortgage-Backed Securities         |
| GNRA 2025-105 F      | 2065-06-20      | 4.5729%  | 0.0000% | $2562032.00        | $2064499.58        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0873 M     | 2055-12-20      | 6.0000%  | 0.0000% | $3527893.00        | $3596981.85        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2328 | 2055-11-01      | 6.0000%  | 0.0000% | $1025.00           | $1048.68           | Agency Mortgage-Backed Securities         |
| GNII SF MB0741 M     | 2055-10-20      | 3.0000%  | 0.0000% | $3000000.00        | $2653552.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $947.68            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU2465 | 2051-10-01      | 2.0000%  | 0.0000% | $1024.00           | $621.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7305 | 2053-10-01      | 6.0000%  | 0.0000% | $1793.00           | $1331.51           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $657.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5349 | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.92           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1777 | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $595.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $4561113.00        | $3847981.30        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0110 | 2056-03-01      | 5.0000%  | 0.0000% | $77501130.00       | $76559000.46       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  | 0.0000% | $2926.00           | $2769.37           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKMA4136 | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $417.89            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2247 | 2055-05-01      | 6.0000%  | 0.0000% | $1012727.00        | $1013096.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5437 | 2055-08-01      | 6.0000%  | 0.0000% | $18309825.00       | $16908648.43       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $30595686.00       | $27662373.20       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5824 | 2055-09-01      | 6.5000%  | 0.0000% | $1028.00           | $872.56            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9387 | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $575.96            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $50000.00          | $44543.53          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL685335 | 2033-03-01      | 6.0000%  | 0.0000% | $1024.00           | $16.20             | Agency Mortgage-Backed Securities         |
| 05.000 FGPC C91308 G | 2030-06-01      | 5.0000%  | 0.0000% | $397153.00         | $6144.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2758 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $766.92            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT7046 | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $552.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3603 | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.77           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLZS4687 | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $241.55            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5391 | 2046-03-01      | 5.0000%  | 0.0000% | $1301.00           | $1280.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6928 | 2054-06-01      | 5.5000%  | 0.0000% | $15274245.00       | $10259770.74       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $1017.00           | $801.82            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $531583.00         | $425974.09         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $737.93            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5221 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $978.10            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4200 | 2055-06-01      | 5.5000%  | 0.0000% | $3022.00           | $3048.66           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  | 0.0000% | $1389.00           | $1267.71           | Agency Mortgage-Backed Securities         |
| GNRA 2025-190 FA     | 2055-11-20      | 4.5729%  | 0.0000% | $8565711.00        | $8451307.99        | Agency Collateralized Mortgage Obligation |

### Security 277: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZ78, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1GFZ78
- **C.18 - Value (incl. sponsor support):** $82000000.00
- **C.18.a - Value (excl. sponsor support):** $82000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2028-07-15      | 3.8750%  | 0.0000% | $20017800.00       | $20202350.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $153700.00         | $152575.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $1982200.00        | $1885330.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-01-15      | 1.8750%  | 0.0000% | $178800.00         | $177464.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $63261300.00       | $61222301.97       | U.S. Treasuries (including strips) |

### Security 278: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZ86, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GFZ86
- **C.18 - Value (incl. sponsor support):** $1468000000.00
- **C.18.a - Value (excl. sponsor support):** $1468000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0996 M         | 2056-02-20      | 5.0000%  | 0.0000% | $5000000.00        | $4967983.33        | Agency Mortgage-Backed Securities   |
| FMAR 8B0572 G            | 2056-02-01      | 4.7880%  | 0.0000% | $26148091.00       | $26249698.54       | Agency Mortgage-Backed Securities   |
| FKAR 05.030 WSWS3002     | 2038-05-01      | 5.0300%  | 0.0000% | $520000.00         | $523005.98         | Agency Mortgage-Backed Securities   |
| FMAR 2B0973 G            | 2042-11-01      | 6.1450%  | 0.0000% | $925000.00         | $11309.84          | Agency Mortgage-Backed Securities   |
| FMAR 1N1447 G            | 2037-02-01      | 5.6950%  | 0.0000% | $1340000.00        | $4667.88           | Agency Mortgage-Backed Securities   |
| FMAR 1L1312 G            | 2036-01-01      | 6.1800%  | 0.0000% | $3000000.00        | $5487.63           | Agency Mortgage-Backed Securities   |
| FMAR 1J1433 G            | 2036-10-01      | 6.3450%  | 0.0000% | $18000000.00       | $59468.01          | Agency Mortgage-Backed Securities   |
| FMAR 1J2876 G            | 2037-09-01      | 6.5750%  | 0.0000% | $9995224.00        | $265707.55         | Agency Mortgage-Backed Securities   |
| FMAR 2B1701 G            | 2043-09-01      | 6.3700%  | 0.0000% | $24912280.00       | $405609.23         | Agency Mortgage-Backed Securities   |
| FMAR 1Q1467 G            | 2039-11-01      | 6.4160%  | 0.0000% | $795000.00         | $9349.21           | Agency Mortgage-Backed Securities   |
| FMAR 1G1533 G            | 2037-02-01      | 5.8580%  | 0.0000% | $1260000.00        | $7074.53           | Agency Mortgage-Backed Securities   |
| FMAR 1G1471 G            | 2037-01-01      | 5.9140%  | 0.0000% | $500000.00         | $2519.13           | Agency Mortgage-Backed Securities   |
| FMAR 1H2617 G            | 2036-05-01      | 6.2500%  | 0.0000% | $22500000.00       | $50654.09          | Agency Mortgage-Backed Securities   |
| FKAR 03.950 WRWR2016     | 2030-10-01      | 3.9500%  | 0.0000% | $15742000.00       | $15513232.01       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ0305     | 2029-02-01      | 4.7900%  | 0.0000% | $30000.00          | $30586.07          | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ0037     | 2028-12-01      | 4.9200%  | 0.0000% | $950000.00         | $970469.65         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX XXBM7771     | 2032-08-01      | 4.7769%  | 0.0000% | $36006000.00       | $36786820.10       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX XXBM7575     | 2031-11-01      | 4.8119%  | 0.0000% | $7600000.00        | $7413183.54        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBL3537     | 2026-08-01      | 2.6050%  | 0.0000% | $1400000.00        | $1393626.97        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBL4960     | 2032-01-01      | 2.7100%  | 0.0000% | $10273400.00       | $9447542.67        | Agency Mortgage-Backed Securities   |
| FNAR XX.XXX S1893580     | 2036-09-01      | 6.3150%  | 0.0000% | $166854.00         | $922.10            | Agency Mortgage-Backed Securities   |
| FMAR 782870 G            | 2034-09-01      | 6.2370%  | 0.0000% | $447136.00         | $5107.02           | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2026-04-22      | 0.0000%  | 0.0000% | $348000.00         | $347269.55         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2026-05-05      | 0.0000%  | 0.0000% | $55000.00          | $54811.96          | Agency Debentures and Agency Strips |
| FMAR 410567 G            | 2027-10-01      | 6.5030%  | 0.0000% | $3262376.00        | $817.29            | Agency Mortgage-Backed Securities   |
| FKAR 04.750 WNWN5213     | 2030-01-01      | 4.7500%  | 0.0000% | $200000.00         | $201036.24         | Agency Mortgage-Backed Securities   |
| FMAR 1J1264 G            | 2036-02-01      | 5.9050%  | 0.0000% | $47302415.00       | $162606.14         | Agency Mortgage-Backed Securities   |
| FMAR 1N0333 G            | 2036-12-01      | 5.9900%  | 0.0000% | $75000.00          | $1979.62           | Agency Mortgage-Backed Securities   |
| FMAR 848645 G            | 2036-01-01      | 6.3000%  | 0.0000% | $336320.00         | $17527.93          | Agency Mortgage-Backed Securities   |
| FMAR 1J0358 G            | 2037-04-01      | 6.9250%  | 0.0000% | $1850000.00        | $5261.37           | Agency Mortgage-Backed Securities   |
| FMAR 842044 G            | 2055-10-01      | 5.1450%  | 0.0000% | $20255322.00       | $20308802.82       | Agency Mortgage-Backed Securities   |
| FMAR 1B7323 G            | 2037-01-01      | 6.6930%  | 0.0000% | $375000.00         | $2894.54           | Agency Mortgage-Backed Securities   |
| FMAR 1G1946 G            | 2037-05-01      | 6.1190%  | 0.0000% | $45971707.00       | $683585.96         | Agency Mortgage-Backed Securities   |
| FMAR 782836 G            | 2034-11-01      | 5.9970%  | 0.0000% | $2700000.00        | $13332.47          | Agency Mortgage-Backed Securities   |
| FMAR 781095 G            | 2033-11-01      | 5.9970%  | 0.0000% | $11250000.00       | $54273.46          | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2026-06-29      | 0.0000%  | 0.0000% | $588000.00         | $582716.23         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-04-09      | 0.0000%  | 0.0000% | $23500000.00       | $23481247.00       | Agency Debentures and Agency Strips |
| FKAR 04.450 WNWN4129     | 2035-05-01      | 4.4500%  | 0.0000% | $1000000.00        | $985558.33         | Agency Mortgage-Backed Securities   |
| FMAR 841163 G            | 2050-05-01      | 4.3510%  | 0.0000% | $3536525.00        | $654437.44         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS9270     | 2028-08-01      | 4.5400%  | 0.0000% | $7000000.00        | $7075763.33        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS9041     | 2028-08-01      | 4.6500%  | 0.0000% | $5975000.00        | $6055035.12        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS7361     | 2030-01-01      | 4.7600%  | 0.0000% | $378000.00         | $385067.34         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX XXBM7576     | 2031-11-01      | 4.5322%  | 0.0000% | $7700000.00        | $7766520.62        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS3801     | 2031-12-01      | 1.9000%  | 0.0000% | $225000.00         | $198672.60         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS8213     | 2033-05-01      | 4.2200%  | 0.0000% | $610000.00         | $579249.61         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS9065     | 2028-07-01      | 4.6200%  | 0.0000% | $1830000.00        | $1839766.71        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS7842     | 2033-02-01      | 4.2700%  | 0.0000% | $17630000.00       | $17474650.31       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX XYBM7145     | 2033-02-01      | 4.9887%  | 0.0000% | $9000000.00        | $9008754.22        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ0301     | 2029-01-01      | 4.7300%  | 0.0000% | $6016000.00        | $6110527.40        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5550     | 2032-12-01      | 4.3000%  | 0.0000% | $2500000.00        | $2481255.83        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6593     | 2033-03-01      | 4.1200%  | 0.0000% | $6002000.00        | $5892069.37        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4502     | 2032-08-01      | 4.9600%  | 0.0000% | $4897000.00        | $5047603.97        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBZ1573     | 2034-08-01      | 5.1900%  | 0.0000% | $5270000.00        | $5421222.65        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6527     | 2031-03-01      | 4.1000%  | 0.0000% | $3375000.00        | $3356031.38        | Agency Mortgage-Backed Securities   |
| GNMI SF 594850 X         | 2032-08-15      | 7.0000%  | 0.0000% | $65000.00          | $1177.70           | Agency Mortgage-Backed Securities   |
| FMAR 782758 G            | 2036-11-01      | 6.1970%  | 0.0000% | $6250000.00        | $30632.44          | Agency Mortgage-Backed Securities   |
| FNAR XX.XXX HYAN5171     | 2027-04-01      | 3.2900%  | 0.0000% | $500000.00         | $496943.83         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5122     | 2030-10-01      | 4.4600%  | 0.0000% | $12341000.00       | $12460012.49       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX H2BZ2664     | 2031-10-01      | 5.4400%  | 0.0000% | $500000.00         | $518941.99         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4901     | 2030-09-01      | 4.5100%  | 0.0000% | $17569000.00       | $17755202.11       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6500     | 2031-03-01      | 4.1600%  | 0.0000% | $1897000.00        | $1888745.52        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6468     | 2033-02-01      | 4.0100%  | 0.0000% | $52662000.00       | $51416052.21       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ1178     | 2031-06-01      | 5.8100%  | 0.0000% | $4300000.00        | $4387503.57        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ0281     | 2029-01-01      | 4.9100%  | 0.0000% | $950000.00         | $971176.13         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5820     | 2030-12-01      | 3.8900%  | 0.0000% | $63777000.00       | $62930785.53       | Agency Mortgage-Backed Securities   |
| FMAR 8C0269 G            | 2052-05-01      | 2.5040%  | 0.0000% | $265000.00         | $178591.77         | Agency Mortgage-Backed Securities   |
| FMAR 1G1999 G            | 2037-06-01      | 6.3680%  | 0.0000% | $260000.00         | $3085.88           | Agency Mortgage-Backed Securities   |
| FMAR 847376 G            | 2034-12-01      | 5.9330%  | 0.0000% | $513000.00         | $760.73            | Agency Mortgage-Backed Securities   |
| FMAR 1B3940 G            | 2035-11-01      | 6.3010%  | 0.0000% | $2915956.00        | $31625.08          | Agency Mortgage-Backed Securities   |
| FMAR 1L0132 G            | 2035-07-01      | 6.2500%  | 0.0000% | $42316866.00       | $301261.07         | Agency Mortgage-Backed Securities   |
| FMAR 1L2606 G            | 2036-11-01      | 6.2250%  | 0.0000% | $1680845.00        | $53148.26          | Agency Mortgage-Backed Securities   |
| FMAR 848595 G            | 2035-06-01      | 6.1860%  | 0.0000% | $5231621.00        | $333708.26         | Agency Mortgage-Backed Securities   |
| FMAR 1N0169 G            | 2036-07-01      | 5.7620%  | 0.0000% | $4800000.00        | $35601.21          | Agency Mortgage-Backed Securities   |
| FMAR 1Q0092 G            | 2036-03-01      | 6.1020%  | 0.0000% | $333657.00         | $3811.37           | Agency Mortgage-Backed Securities   |
| FMAR 1J1479 G            | 2037-02-01      | 6.4400%  | 0.0000% | $12107628.00       | $265716.64         | Agency Mortgage-Backed Securities   |
| FMAR 841648 G            | 2053-09-01      | 4.7800%  | 0.0000% | $131981042.00      | $105155913.04      | Agency Mortgage-Backed Securities   |
| FMAR 1N1582 G            | 2037-05-01      | 5.9800%  | 0.0000% | $3570000.00        | $24875.42          | Agency Mortgage-Backed Securities   |
| FMAR 840727 G            | 2047-12-01      | 6.1350%  | 0.0000% | $13307750.00       | $848497.43         | Agency Mortgage-Backed Securities   |
| FHDN 04/27/26            | 2026-04-27      | 0.0000%  | 0.0000% | $4855000.00        | $4842270.19        | Agency Debentures and Agency Strips |
| FKAR 04.100 WNWN1784     | 2030-10-01      | 4.1000%  | 0.0000% | $2180000.00        | $2157800.33        | Agency Mortgage-Backed Securities   |
| FMAR 1G1649 G            | 2037-03-01      | 6.7750%  | 0.0000% | $18320000.00       | $49642.88          | Agency Mortgage-Backed Securities   |
| FMAR 1Q1104 G            | 2037-04-01      | 6.2770%  | 0.0000% | $180000.00         | $7772.78           | Agency Mortgage-Backed Securities   |
| FMAR 848777 G            | 2037-06-01      | 5.9250%  | 0.0000% | $12088248.00       | $129560.20         | Agency Mortgage-Backed Securities   |
| FMAR 1N1417 G            | 2037-02-01      | 5.8400%  | 0.0000% | $12955902.00       | $31902.62          | Agency Mortgage-Backed Securities   |
| FMAR 1N1457 G            | 2037-01-01      | 5.9880%  | 0.0000% | $2742606.00        | $13878.23          | Agency Mortgage-Backed Securities   |
| FMAR 1Q0379 G            | 2037-11-01      | 6.5130%  | 0.0000% | $1385000.00        | $2646.03           | Agency Mortgage-Backed Securities   |
| FMAR 1B1980 G            | 2034-04-01      | 6.5250%  | 0.0000% | $95000.00          | $660.40            | Agency Mortgage-Backed Securities   |
| FMAR 1J0244 G            | 2037-01-01      | 6.1090%  | 0.0000% | $5172478.00        | $42248.75          | Agency Mortgage-Backed Securities   |
| FMAR 1Q1434 G            | 2040-09-01      | 6.5240%  | 0.0000% | $7900000.00        | $121987.71         | Agency Mortgage-Backed Securities   |
| FMAR 842074 G            | 2055-12-01      | 5.1390%  | 0.0000% | $136258824.00      | $130824289.75      | Agency Mortgage-Backed Securities   |
| FMAR 1B2321 G            | 2035-09-01      | 6.5160%  | 0.0000% | $4475000.00        | $181036.36         | Agency Mortgage-Backed Securities   |
| FMAR 1Q1915 G            | 2040-06-01      | 6.3450%  | 0.0000% | $1562523.00        | $1341130.60        | Agency Mortgage-Backed Securities   |
| FMAR 849192 G            | 2043-12-01      | 6.3650%  | 0.0000% | $10652481.00       | $622855.03         | Agency Mortgage-Backed Securities   |
| FKAR 04.200 WNWN2753     | 2032-11-01      | 4.2000%  | 0.0000% | $1593000.00        | $1568663.74        | Agency Mortgage-Backed Securities   |
| FKAR 03.650 WNWN1783     | 2030-10-01      | 3.6500%  | 0.0000% | $121300000.00      | $118186673.81      | Agency Mortgage-Backed Securities   |
| FNAR XX.XXX SOCC2280     | 2056-03-01      | 3.2350%  | 0.0000% | $8922675.00        | $8490039.77        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ3867     | 2030-07-01      | 4.6800%  | 0.0000% | $6796000.00        | $6832548.89        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBZ3960     | 2035-05-01      | 4.8400%  | 0.0000% | $3613000.00        | $3683241.54        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4980     | 2030-09-01      | 4.0800%  | 0.0000% | $26068000.00       | $25993628.00       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBZ0571     | 2034-02-01      | 5.3000%  | 0.0000% | $846000.00         | $868486.73         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5167     | 2032-11-01      | 4.3000%  | 0.0000% | $30600000.00       | $30439757.99       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6502     | 2033-03-01      | 4.0500%  | 0.0000% | $2325000.00        | $2275826.25        | Agency Mortgage-Backed Securities   |
| FNAR XX.XXX WS836464     | 2035-10-01      | 6.0120%  | 0.0000% | $5350000.00        | $36482.04          | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBZ1883     | 2034-09-01      | 4.2900%  | 0.0000% | $579000.00         | $569542.04         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS8601     | 2033-05-01      | 4.7800%  | 0.0000% | $50000.00          | $49302.63          | Agency Mortgage-Backed Securities   |
| FKAR 04.650 WSWS4019     | 2040-07-01      | 4.6500%  | 0.0000% | $918225.00         | $886218.88         | Agency Mortgage-Backed Securities   |
| FMAR 8C1373 G            | 2056-03-01      | 5.3490%  | 0.0000% | $1611000.00        | $1634061.66        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2026-04-20      | 0.0000%  | 0.0000% | $55000.00          | $54896.49          | Agency Debentures and Agency Strips |
| FNAR XX.XXX HYAN8305     | 2028-02-01      | 3.1300%  | 0.0000% | $5900000.00        | $5813673.16        | Agency Mortgage-Backed Securities   |
| FMAR 2B6506 G            | 2047-10-01      | 6.3800%  | 0.0000% | $70000.00          | $4788.84           | Agency Mortgage-Backed Securities   |
| FMAR 847320 G            | 2033-04-01      | 6.4030%  | 0.0000% | $1000000.00        | $4696.97           | Agency Mortgage-Backed Securities   |
| FMAR 2B6311 G            | 2047-07-01      | 6.2650%  | 0.0000% | $520000.00         | $10664.47          | Agency Mortgage-Backed Securities   |
| FMAR 1G0626 G            | 2036-01-01      | 5.9780%  | 0.0000% | $13375620.00       | $32237.69          | Agency Mortgage-Backed Securities   |
| FMAR 841938 G            | 2050-07-01      | 3.1760%  | 0.0000% | $5994124.00        | $5167215.75        | Agency Mortgage-Backed Securities   |
| FMAR 841879 G            | 2054-09-01      | 6.1140%  | 0.0000% | $11095295.00       | $7504372.84        | Agency Mortgage-Backed Securities   |
| FMAR 1J0453 G            | 2037-06-01      | 6.4950%  | 0.0000% | $360000.00         | $4712.17           | Agency Mortgage-Backed Securities   |
| FMAR 841598 G            | 2051-11-01      | 1.9450%  | 0.0000% | $3045000.00        | $2228213.09        | Agency Mortgage-Backed Securities   |
| FMAR 1H1343 G            | 2036-08-01      | 6.6010%  | 0.0000% | $755000.00         | $2489.11           | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5633     | 2032-11-01      | 4.4250%  | 0.0000% | $5250000.00        | $5251934.62        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2026-04-22      | 0.0000%  | 0.0000% | $20000000.00       | $19958500.00       | Agency Debentures and Agency Strips |
| MNAR XX.XXX HXBZ4924     | 2032-09-01      | 4.5600%  | 0.0000% | $11632000.00       | $11738828.29       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4881     | 2032-09-01      | 4.5400%  | 0.0000% | $16896000.00       | $17030937.08       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS7320     | 2032-12-01      | 4.8800%  | 0.0000% | $600000.00         | $615878.80         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS8639     | 2033-06-01      | 4.5500%  | 0.0000% | $1000000.00        | $1007111.67        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4739     | 2030-08-01      | 4.6100%  | 0.0000% | $75000.00          | $76128.43          | Agency Mortgage-Backed Securities   |
| FMAR 8B0495 G            | 2055-10-01      | 4.6610%  | 0.0000% | $6335770.00        | $6302123.04        | Agency Mortgage-Backed Securities   |
| FMAR 848404 G            | 2036-06-01      | 6.0150%  | 0.0000% | $500000.00         | $16527.33          | Agency Mortgage-Backed Securities   |
| FMAR 1Q0789 G            | 2038-05-01      | 6.7390%  | 0.0000% | $254700.00         | $541.71            | Agency Mortgage-Backed Securities   |
| FMAR 1Q1148 G            | 2037-05-01      | 5.9010%  | 0.0000% | $835000.00         | $12558.38          | Agency Mortgage-Backed Securities   |
| FMAR 2B5130 G            | 2046-02-01      | 5.8060%  | 0.0000% | $610000.00         | $11419.93          | Agency Mortgage-Backed Securities   |
| FMAR 972164 G            | 2035-01-01      | 6.2340%  | 0.0000% | $4675000.00        | $35462.76          | Agency Mortgage-Backed Securities   |
| FKAR 04.400 WNWN1675     | 2035-08-01      | 4.4000%  | 0.0000% | $58575000.00       | $57497493.37       | Agency Mortgage-Backed Securities   |
| FKAR 03.050 WAWA3428     | 2041-11-01      | 3.0500%  | 0.0000% | $3393302.00        | $2715230.83        | Agency Mortgage-Backed Securities   |
| FMAR 840698 G            | 2047-03-01      | 3.7110%  | 0.0000% | $9500000.00        | $1197217.54        | Agency Mortgage-Backed Securities   |
| FMAR 781995 G            | 2034-10-01      | 6.3260%  | 0.0000% | $1500000.00        | $11062.78          | Agency Mortgage-Backed Securities   |
| FMAR 840291 G            | 2041-11-01      | 6.5250%  | 0.0000% | $3000000.00        | $175627.86         | Agency Mortgage-Backed Securities   |
| FMAR 783015 G            | 2035-02-01      | 5.8580%  | 0.0000% | $4780000.00        | $46038.42          | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2026-05-08      | 0.0000%  | 0.0000% | $400000.00         | $398515.20         | Agency Debentures and Agency Strips |
| FHDN 04/17/26            | 2026-04-17      | 0.0000%  | 0.0000% | $73920000.00       | $73801506.24       | Agency Debentures and Agency Strips |
| MNAR XX.XXX HXBZ6112     | 2031-01-01      | 4.5300%  | 0.0000% | $5277000.00        | $5329955.34        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS1688     | 2028-04-01      | 1.4900%  | 0.0000% | $4000000.00        | $3665736.89        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS7833     | 2033-02-01      | 4.3000%  | 0.0000% | $19630000.00       | $19508928.70       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5452     | 2030-11-01      | 3.9800%  | 0.0000% | $125000.00         | $123921.83         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS9946     | 2033-11-01      | 6.0700%  | 0.0000% | $4329000.00        | $4638715.42        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX H2BS8528     | 2032-10-01      | 4.3100%  | 0.0000% | $3380000.00        | $3350153.83        | Agency Mortgage-Backed Securities   |
| FMAR 8C1053 G            | 2055-06-01      | 5.7370%  | 0.0000% | $6974865.00        | $5438295.82        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ0122     | 2029-01-01      | 4.6850%  | 0.0000% | $1100000.00        | $1118086.38        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6264     | 2033-01-01      | 4.5350%  | 0.0000% | $2317000.00        | $2332336.61        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4153     | 2030-06-01      | 4.8000%  | 0.0000% | $7425000.00        | $7597334.25        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6560     | 2031-03-01      | 3.7800%  | 0.0000% | $9515000.00        | $9319181.30        | Agency Mortgage-Backed Securities   |
| FMAR 8B0490 G            | 2055-10-01      | 4.9500%  | 0.0000% | $1445062.00        | $1448016.23        | Agency Mortgage-Backed Securities   |
| FMAR 1G1834 G            | 2036-02-01      | 6.5700%  | 0.0000% | $24354966.00       | $99197.93          | Agency Mortgage-Backed Securities   |
| FMAR 786668 G            | 2028-12-01      | 6.9190%  | 0.0000% | $78860802.00       | $79361.71          | Agency Mortgage-Backed Securities   |
| FMAR 1Q0317 G            | 2037-09-01      | 6.4660%  | 0.0000% | $18290445.00       | $170930.42         | Agency Mortgage-Backed Securities   |
| FMAR 1G1114 G            | 2035-09-01      | 6.4770%  | 0.0000% | $1675819.00        | $7077.16           | Agency Mortgage-Backed Securities   |
| FMAR 1B1150 G            | 2033-09-01      | 6.5210%  | 0.0000% | $4185000.00        | $11650.08          | Agency Mortgage-Backed Securities   |
| FMAR 1G2127 G            | 2037-08-01      | 6.4560%  | 0.0000% | $20408134.00       | $120519.30         | Agency Mortgage-Backed Securities   |
| FMAR 1J0405 G            | 2037-05-01      | 6.5110%  | 0.0000% | $2120000.00        | $13736.12          | Agency Mortgage-Backed Securities   |
| FMAR 1G1850 G            | 2036-04-01      | 5.7080%  | 0.0000% | $70334541.00       | $149333.63         | Agency Mortgage-Backed Securities   |
| FMAR 840955 G            | 2049-04-01      | 5.5390%  | 0.0000% | $5500000.00        | $555017.81         | Agency Mortgage-Backed Securities   |
| FMAR 847986 G            | 2031-06-01      | 6.1190%  | 0.0000% | $10647613.00       | $323303.53         | Agency Mortgage-Backed Securities   |
| FMAR 1B4406 G            | 2039-08-01      | 6.6540%  | 0.0000% | $1045000.00        | $9163.94           | Agency Mortgage-Backed Securities   |
| FMAR 1G2604 G            | 2036-10-01      | 6.5670%  | 0.0000% | $4947327.00        | $37740.25          | Agency Mortgage-Backed Securities   |
| FMAR 1N1433 G            | 2037-02-01      | 5.6770%  | 0.0000% | $124000.00         | $1142.37           | Agency Mortgage-Backed Securities   |
| FMAR 841022 G            | 2049-05-01      | 6.3210%  | 0.0000% | $15800000.00       | $881028.03         | Agency Mortgage-Backed Securities   |
| FMAR 1N1440 G            | 2037-03-01      | 6.0600%  | 0.0000% | $125000.00         | $3439.20           | Agency Mortgage-Backed Securities   |
| FMAR 841880 G            | 2045-03-01      | 6.1590%  | 0.0000% | $1184360.00        | $1069986.39        | Agency Mortgage-Backed Securities   |
| FMAR 1N1463 G            | 2037-05-01      | 6.4810%  | 0.0000% | $3000000.00        | $13426.25          | Agency Mortgage-Backed Securities   |
| FMAR 841881 G            | 2051-01-01      | 4.1620%  | 0.0000% | $2077185.00        | $1400131.87        | Agency Mortgage-Backed Securities   |
| GNMI SF 613825 X         | 2033-07-15      | 6.0000%  | 0.0000% | $37990.00          | $1326.97           | Agency Mortgage-Backed Securities   |
| FKAR 04.750 WSWS1001     | 2043-01-01      | 4.7500%  | 0.0000% | $1752100.00        | $1686198.71        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS6767     | 2032-10-01      | 4.2700%  | 0.0000% | $400000.00         | $377606.13         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6579     | 2031-03-01      | 4.2500%  | 0.0000% | $3380000.00        | $3381868.01        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4283     | 2032-07-01      | 4.6100%  | 0.0000% | $4601000.00        | $4659228.72        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6033     | 2031-01-01      | 3.8400%  | 0.0000% | $40846000.00       | $40197488.06       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5761     | 2030-12-01      | 3.9300%  | 0.0000% | $18622000.00       | $18407400.07       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ0254     | 2029-01-01      | 4.6600%  | 0.0000% | $1800000.00        | $1824885.60        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4305     | 2032-07-01      | 4.4800%  | 0.0000% | $9200000.00        | $9165895.22        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5878     | 2032-12-01      | 3.9900%  | 0.0000% | $46500000.00       | $45404506.50       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4190     | 2032-06-01      | 4.8000%  | 0.0000% | $7474000.00        | $7644257.72        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5236     | 2032-11-01      | 4.1000%  | 0.0000% | $4000000.00        | $3934414.67        | Agency Mortgage-Backed Securities   |
| FMAR 848568 G            | 2038-09-01      | 6.0740%  | 0.0000% | $1590000.00        | $48068.36          | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS9584     | 2028-09-01      | 4.8150%  | 0.0000% | $30000.00          | $30562.12          | Agency Mortgage-Backed Securities   |
| FMAR 1G2603 G            | 2036-10-01      | 6.3580%  | 0.0000% | $2475000.00        | $5648.67           | Agency Mortgage-Backed Securities   |
| FMAR 1J1378 G            | 2036-11-01      | 6.0150%  | 0.0000% | $2454700.00        | $23540.67          | Agency Mortgage-Backed Securities   |
| FMAR 1J1732 G            | 2037-06-01      | 6.6280%  | 0.0000% | $5190000.00        | $31770.00          | Agency Mortgage-Backed Securities   |
| FMAR 1G0608 G            | 2035-12-01      | 5.9780%  | 0.0000% | $13676523.00       | $96286.74          | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX H2BS8335     | 2033-02-01      | 4.6200%  | 0.0000% | $515000.00         | $520089.74         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS8096     | 2033-04-01      | 4.7000%  | 0.0000% | $943000.00         | $955705.67         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS8672     | 2030-07-01      | 4.6700%  | 0.0000% | $220000.00         | $223562.83         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS9377     | 2028-09-01      | 4.6400%  | 0.0000% | $229304.00         | $232286.48         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS8256     | 2033-04-01      | 4.5300%  | 0.0000% | $600000.00         | $600985.80         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX H2BS9452     | 2032-12-01      | 5.3100%  | 0.0000% | $1070000.00        | $1119980.77        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX H2BZ2890     | 2032-03-01      | 4.9500%  | 0.0000% | $500000.00         | $507816.68         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5204     | 2030-11-01      | 3.7800%  | 0.0000% | $88100000.00       | $86556576.10       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS9244     | 2028-08-01      | 4.4300%  | 0.0000% | $3000000.00        | $3025445.00        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ0814     | 2031-04-01      | 4.6200%  | 0.0000% | $4194000.00        | $4260936.24        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS6118     | 2032-07-01      | 3.8800%  | 0.0000% | $5962000.00        | $5811467.45        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS2975     | 2031-09-01      | 1.5800%  | 0.0000% | $8000000.00        | $6940677.34        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5605     | 2030-12-01      | 3.7600%  | 0.0000% | $79849000.00       | $78336606.68       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS9550     | 2030-09-01      | 5.2200%  | 0.0000% | $9383000.00        | $9708199.50        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5608     | 2030-12-01      | 3.8350%  | 0.0000% | $38228000.00       | $37629037.31       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ0820     | 2029-04-01      | 4.6600%  | 0.0000% | $575000.00         | $576930.72         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS6926     | 2032-10-01      | 4.5100%  | 0.0000% | $295000.00         | $296393.18         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ0082     | 2029-01-01      | 5.2800%  | 0.0000% | $925000.00         | $953246.72         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX H2BS8334     | 2033-03-01      | 4.7100%  | 0.0000% | $490752.00         | $497941.52         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS6939     | 2029-11-01      | 4.7900%  | 0.0000% | $240000.00         | $244725.28         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS8987     | 2040-07-01      | 5.1500%  | 0.0000% | $8619900.00        | $8538231.52        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4198     | 2032-06-01      | 4.6900%  | 0.0000% | $20000000.00       | $20297946.66       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS4030     | 2032-01-01      | 1.9600%  | 0.0000% | $400000.00         | $346333.94         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS8352     | 2030-04-01      | 4.5300%  | 0.0000% | $140000.00         | $141648.08         | Agency Mortgage-Backed Securities   |
| FMAR 2B5468 G            | 2046-07-01      | 6.3590%  | 0.0000% | $806000.00         | $96555.88          | Agency Mortgage-Backed Securities   |
| FMAR 1J0506 G            | 2037-07-01      | 6.5190%  | 0.0000% | $43516047.00       | $282727.01         | Agency Mortgage-Backed Securities   |

### Security 279: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG199, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GG199
- **C.18 - Value (incl. sponsor support):** $1001000000.00
- **C.18.a - Value (excl. sponsor support):** $1001000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.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 CLFS5749 | 2053-09-01      | 6.5000%  | 0.0000% | $394305276.00      | $219992987.39      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | 0.0000% | $8260688.00        | $5367416.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $3324304.00        | $2556775.11        | Agency Mortgage-Backed Securities |
| 04.500 FGPC G67719 G | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $196.60            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL4548 | 2052-06-01      | 3.5000%  | 0.0000% | $1024.00           | $939.61            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1677 | 2055-12-01      | 5.0000%  | 0.0000% | $14149619.00       | $13925614.12       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2537 | 2054-05-01      | 5.0000%  | 0.0000% | $4431488.00        | $4141652.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9439 | 2055-09-01      | 6.0000%  | 0.0000% | $3787.00           | $3407.09           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $720.11            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4166 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $866.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2228 | 2056-03-01      | 5.5000%  | 0.0000% | $46610486.00       | $47597721.97       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5779 | 2056-01-01      | 6.5000%  | 0.0000% | $2182980.00        | $2247915.05        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4151 | 2055-06-01      | 5.0000%  | 0.0000% | $72030630.00       | $71155700.52       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5827 | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $987.87            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3521 | 2054-05-01      | 5.5000%  | 0.0000% | $1008.00           | $961.24            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL4480 | 2050-07-01      | 3.0000%  | 0.0000% | $1493632.00        | $1336055.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3429 | 2055-09-01      | 6.0000%  | 0.0000% | $13515640.00       | $11615944.48       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $58683133.00       | $51143702.16       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $726.26            | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZLFP0144 | 2055-01-25      | 6.5000%  | 0.0000% | $131114318.00      | $124240188.38      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC2170 | 2056-03-01      | 4.5000%  | 0.0000% | $5194823.00        | $5070323.14        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $14626304.00       | $10297784.83       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $618948552.00      | $451074255.85      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4327 | 2056-01-01      | 5.5000%  | 0.0000% | $9556224.00        | $9256415.53        | Agency Mortgage-Backed Securities |

### Security 280: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG1A6, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1GG1A6
- **C.18 - Value (incl. sponsor support):** $566000000.00
- **C.18.a - Value (excl. sponsor support):** $566000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $106353100.00      | $106415976.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $181004200.00      | $181925904.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $93594900.00       | $98165338.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $218803300.00      | $190812832.24      | U.S. Treasuries (including strips) |

### Security 281: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG1O6, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1GG1O6
- **C.18 - Value (incl. sponsor support):** $779000000.00
- **C.18.a - Value (excl. sponsor support):** $779000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2026-06-25      | 0.0000%  | 0.0000% | $49021200.00       | $48605549.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $14126700.00       | $14308847.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $19091500.00       | $19314177.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $25000.00          | $24029.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $22464300.00       | $22010981.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $564900.00         | $559057.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $400.00            | $286.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1695000.00        | $1644654.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $500600.00         | $655760.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $531900.00         | $516275.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $16078500.00       | $16338300.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $361900.00         | $363193.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $53798700.00       | $52976305.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-01-15      | 1.8750%  | 0.0000% | $43180000.00       | $42857514.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $10367700.00       | $10389759.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $30000.00          | $44298.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $70000.00          | $68679.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | 0.0000% | $3000000.00        | $2979366.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $98336000.00       | $99848532.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $1288800.00        | $1272910.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $28100.00          | $18228.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $50000.00          | $79042.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $10301400.00       | $10288166.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $15371600.00       | $15267205.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $40000.00          | $36653.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $796700.00         | $810034.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $2845900.00        | $2855134.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $28858800.00       | $29593386.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $1900.00           | $1942.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $109600.00         | $109716.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $1436100.00        | $1462645.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $3664200.00        | $3694354.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | 0.0000% | $3917000.00        | $3795136.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $200800.00         | $201861.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $78600.00          | $79784.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $40253000.00       | $39872941.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-10      | 0.0000%  | 0.0000% | $20000000.00       | $19676460.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $66.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $99000.00          | $62755.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $37980100.00       | $38298841.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $43889400.00       | $44549753.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $12589000.00       | $12552202.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $5567300.00        | $7205591.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $87200.00          | $87145.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $158500.00         | $155478.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $182000.00         | $184936.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $21317000.00       | $20266478.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $133.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $30210000.00       | $29947665.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $17500.00          | $18069.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $7304000.00        | $7309397.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $2270000.00        | $2269941.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $150000000.00      | $151645700.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $462600.00         | $298547.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $1000000.00        | $1155498.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $99.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $70000.00          | $77655.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $321000.00         | $323608.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $9962000.00        | $10086895.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $183100.00         | $215217.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $4000700.00        | $4804818.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $121500.00         | $119582.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $400000.00         | $322883.09         | U.S. Treasuries (including strips) |

### Security 282: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG1P3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GG1P3
- **C.18 - Value (incl. sponsor support):** $566000000.00
- **C.18.a - Value (excl. sponsor support):** $566000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CLSD8203 | 2052-01-01      | 4.0000%  | 0.0000% | $51041.00          | $20210.53          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2387 | 2050-04-01      | 3.0000%  | 0.0000% | $174000.00         | $55293.18          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3149 | 2053-03-01      | 5.5000%  | 0.0000% | $71855036.00       | $68410906.11       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3097 | 2055-09-01      | 6.0000%  | 0.0000% | $61260592.00       | $54643197.77       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3961 | 2053-02-01      | 3.0000%  | 0.0000% | $6000.00           | $5242.68           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9991 | 2055-06-01      | 7.0000%  | 0.0000% | $1513366.00        | $1520958.56        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2930 | 2055-09-01      | 6.0000%  | 0.0000% | $1620219.00        | $1672050.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2740 | 2055-09-01      | 6.0000%  | 0.0000% | $9207060.00        | $7609529.13        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI2644 | 2034-07-01      | 5.0000%  | 0.0000% | $200000.00         | $3158.72           | Agency Mortgage-Backed Securities |
| FEPC 03.000 3LZL0805 | 2042-08-01      | 3.0000%  | 0.0000% | $20318628.00       | $1005694.85        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3983 | 2042-10-01      | 3.5000%  | 0.0000% | $67416149.00       | $10790237.22       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8234 | 2038-06-01      | 5.0000%  | 0.0000% | $3816000.00        | $1995941.64        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQI3547 | 2054-04-01      | 4.5000%  | 0.0000% | $3959700.00        | $3508172.59        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4649 | 2040-12-01      | 5.5000%  | 0.0000% | $1005374.00        | $1018335.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3349 | 2040-03-01      | 5.5000%  | 0.0000% | $2495600.00        | $1887347.06        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3874 | 2040-07-01      | 5.0000%  | 0.0000% | $2813362.00        | $2658687.53        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1991 | 2052-05-01      | 4.0000%  | 0.0000% | $780000.00         | $452477.49         | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLSI2061 | 2050-09-01      | 3.5000%  | 0.0000% | $260000.00         | $192098.83         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $9500000.00        | $6107831.62        | Agency Mortgage-Backed Securities |
| FEPC 02.000 ZLSI2076 | 2050-09-01      | 2.0000%  | 0.0000% | $800000.00         | $518107.98         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4244 | 2050-12-01      | 1.5000%  | 0.0000% | $750000.00         | $409526.50         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4536 | 2053-11-01      | 6.0000%  | 0.0000% | $2898000.00        | $1843952.23        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  | 0.0000% | $47000.00          | $3857.51           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8711 | 2033-08-01      | 3.5000%  | 0.0000% | $5000000.00        | $388493.43         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3955 | 2042-10-01      | 3.5000%  | 0.0000% | $330588.00         | $17678.86          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3663 | 2042-12-01      | 3.5000%  | 0.0000% | $2764103.00        | $303835.16         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6342 | 2049-03-01      | 4.5000%  | 0.0000% | $120000.00         | $17395.26          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7972 | 2052-08-01      | 4.5000%  | 0.0000% | $1500000.00        | $1053522.05        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2788 | 2050-06-01      | 2.5000%  | 0.0000% | $1260000.00        | $514040.37         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7406 | 2052-08-01      | 4.5000%  | 0.0000% | $40431989.00       | $29593926.69       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6254 | 2051-11-01      | 2.5000%  | 0.0000% | $650000.00         | $365396.00         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3857 | 2040-07-01      | 5.0000%  | 0.0000% | $1049618.00        | $1000260.18        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4188 | 2055-09-01      | 5.0000%  | 0.0000% | $1032115.00        | $1016166.52        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ5899 | 2055-10-01      | 5.0000%  | 0.0000% | $2620062.00        | $2560636.14        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3230 | 2052-04-01      | 2.5000%  | 0.0000% | $5934708.00        | $4936308.26        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9918 | 2056-04-01      | 6.5000%  | 0.0000% | $2088400.00        | $2180136.45        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6318 | 2055-10-01      | 5.5000%  | 0.0000% | $3051384.00        | $3082391.34        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2239 | 2054-12-01      | 5.5000%  | 0.0000% | $1691165.00        | $1593784.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2744 | 2054-11-01      | 5.5000%  | 0.0000% | $359000.00         | $314671.40         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $21000.00          | $14165.37          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0016 | 2047-05-01      | 4.5000%  | 0.0000% | $720080.00         | $131348.28         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4703 | 2047-02-01      | 3.0000%  | 0.0000% | $1429000.00        | $285275.83         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8148 | 2037-04-01      | 2.0000%  | 0.0000% | $1542814.00        | $908912.57         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2511 | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $73411.76          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $9000.00           | $904.48            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI4020 | 2035-12-01      | 5.5000%  | 0.0000% | $464504.00         | $13341.08          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2665 | 2053-04-01      | 6.0000%  | 0.0000% | $100000.00         | $67642.67          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8831 | 2055-11-01      | 6.0000%  | 0.0000% | $2919777.00        | $2711486.08        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $27000.00          | $18573.08          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE4044 | 2052-06-01      | 2.5000%  | 0.0000% | $1464037.00        | $1062413.00        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD8377 | 2053-10-01      | 7.0000%  | 0.0000% | $266000.00         | $121021.11         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8030 | 2052-08-01      | 5.0000%  | 0.0000% | $23102332.00       | $16117460.21       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0066 | 2041-03-01      | 4.5000%  | 0.0000% | $7586322.00        | $7490484.55        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL4756 | 2053-10-01      | 3.0000%  | 0.0000% | $167050271.00      | $146946773.19      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9774 | 2056-04-01      | 5.5000%  | 0.0000% | $4030330.00        | $4108858.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1969 | 2055-12-01      | 6.0000%  | 0.0000% | $1855000.00        | $1908887.32        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6418 | 2052-07-01      | 4.0000%  | 0.0000% | $5002000.00        | $3518764.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6560 | 2054-10-01      | 5.5000%  | 0.0000% | $6372945.00        | $5101125.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8419 | 2054-04-01      | 5.0000%  | 0.0000% | $47902214.00       | $39175406.20       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8085 | 2035-12-01      | 2.5000%  | 0.0000% | $1613000.00        | $486986.88         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2136 | 2052-10-01      | 4.5000%  | 0.0000% | $1956369.00        | $1407107.10        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  | 0.0000% | $75000.00          | $52811.85          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7224 | 2052-08-01      | 4.5000%  | 0.0000% | $26162.00          | $15399.76          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD7458 | 2052-02-01      | 2.0000%  | 0.0000% | $346803.00         | $153437.56         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3621 | 2040-05-01      | 5.5000%  | 0.0000% | $1986012.00        | $1764348.50        | Agency Mortgage-Backed Securities |
| FEPC 03.000 ZLSI2043 | 2052-01-01      | 3.0000%  | 0.0000% | $500000.00         | $352327.73         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5110 | 2041-05-01      | 1.5000%  | 0.0000% | $100000.00         | $57139.17          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI2967 | 2054-04-01      | 5.5000%  | 0.0000% | $3622875.00        | $3419857.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4165 | 2055-05-01      | 6.0000%  | 0.0000% | $1135000.00        | $986763.06         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  | 0.0000% | $24002755.00       | $18577556.09       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9080 | 2055-12-01      | 5.0000%  | 0.0000% | $4489958.00        | $4419502.77        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0007 | 2056-04-01      | 5.5000%  | 0.0000% | $2683249.00        | $2753618.10        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9089 | 2056-03-01      | 5.5000%  | 0.0000% | $1066950.00        | $1083809.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0019 | 2055-01-01      | 5.5000%  | 0.0000% | $13811255.00       | $11946404.12       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS1663 | 2035-04-01      | 5.0000%  | 0.0000% | $474728.00         | $4376.22           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4751 | 2048-01-01      | 3.5000%  | 0.0000% | $3024827.00        | $368467.54         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $114000.00         | $57002.18          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  | 0.0000% | $814000.00         | $466009.18         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4540 | 2043-11-01      | 4.0000%  | 0.0000% | $11000.00          | $627.74            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZS4692 | 2046-12-01      | 2.5000%  | 0.0000% | $802305.00         | $194849.83         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0792 | 2051-12-01      | 2.0000%  | 0.0000% | $60870000.00       | $36855403.69       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  | 0.0000% | $310000.00         | $200172.89         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2675 | 2039-05-01      | 4.5000%  | 0.0000% | $197528.00         | $1837.27           | Agency Mortgage-Backed Securities |
| FEPC 05.500 4LZT0558 | 2037-05-01      | 5.5000%  | 0.0000% | $4400000.00        | $3328.32           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5044 | 2030-11-01      | 1.5000%  | 0.0000% | $28522798.00       | $7427903.70        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC3242 | 2051-06-01      | 3.0000%  | 0.0000% | $40000.00          | $21244.92          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB1325 | 2050-07-01      | 3.0000%  | 0.0000% | $260000.00         | $126149.30         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN5409 | 2036-03-01      | 2.0000%  | 0.0000% | $618899.00         | $245243.96         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9765 | 2055-03-01      | 6.5000%  | 0.0000% | $100000.00         | $66700.24          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2535 | 2055-03-01      | 5.5000%  | 0.0000% | $10002262.00       | $9739149.72        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $825678.00         | $809026.23         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7976 | 2055-02-01      | 6.5000%  | 0.0000% | $2287746.00        | $2168153.59        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0013 | 2040-07-01      | 3.5000%  | 0.0000% | $25948771.00       | $23152875.06       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $30000.00          | $21757.52          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8352 | 2039-12-01      | 5.5000%  | 0.0000% | $602096.00         | $400849.76         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  | 0.0000% | $25000.00          | $13932.47          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1314 | 2052-07-01      | 3.5000%  | 0.0000% | $939992.00         | $637551.77         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $1030000.00        | $842480.09         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  | 0.0000% | $6604000.00        | $5892200.64        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8318 | 2039-08-01      | 5.0000%  | 0.0000% | $25000.00          | $15113.07          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0313 | 2042-01-01      | 2.0000%  | 0.0000% | $1600000.00        | $1063308.23        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6679 | 2052-08-01      | 4.5000%  | 0.0000% | $40000.00          | $27251.85          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3056 | 2050-07-01      | 3.0000%  | 0.0000% | $140000.00         | $40085.89          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1860 | 2036-04-01      | 2.0000%  | 0.0000% | $371449.00         | $170819.02         | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  | 0.0000% | $300000.00         | $211308.87         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD5491 | 2052-01-01      | 3.0000%  | 0.0000% | $255000.00         | $132718.05         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4848 | 2041-02-01      | 5.0000%  | 0.0000% | $4718306.00        | $4737319.20        | Agency Mortgage-Backed Securities |

### Security 283: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG1W8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GG1W8
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $2100.00           | $1712.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $7900.00           | $4404.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $12749700.00       | $6727646.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $2978300.00        | $1427103.47        | U.S. Treasuries (including strips) |

### Security 284: FICC - WELLS FARGO BANK N.A.

- **C.1 - Title:** FICC - WELLS FARGO BANK N.A. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG1Y4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GG1Y4
- **C.18 - Value (incl. sponsor support):** $572000000.00
- **C.18.a - Value (excl. sponsor support):** $572000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.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 | 2030-06-30      | 3.8750%  | 0.0000% | $416673400.00      | $420059695.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $157515400.00      | $163380340.59      | U.S. Treasuries (including strips) |

### Security 285: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG1Z1, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1GG1Z1
- **C.18 - Value (incl. sponsor support):** $330000000.00
- **C.18.a - Value (excl. sponsor support):** $330000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $3186700.00        | $3119532.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $50600.00          | $51385.73          | U.S. Treasuries (including strips) |
| FEPC 06.000 CLQH3301   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $672.30            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1114.00           | $160.39            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8447   | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $646.66            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $793.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5882   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $853.85            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $391400.00         | $389338.34         | U.S. Treasuries (including strips) |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $200.13            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $1952.00           | $1241.18           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0902   | 2052-02-01      | 2.5000%  | 0.0000% | $3457734.00        | $2327497.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1003.00           | $918.94            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $12763700.00       | $12620271.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.7524%  | 0.0000% | $1500.00           | $1508.93           | U.S. Treasuries (including strips) |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $4626967.00        | $3632198.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4395   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $991.23            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7146   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3076   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $974.34            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0852   | 2054-02-01      | 6.5000%  | 0.0000% | $10357560.00       | $8430817.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4632   | 2055-10-01      | 5.5000%  | 0.0000% | $18000.00          | $16682.26          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9677   | 2055-03-01      | 6.5000%  | 0.0000% | $122078.00         | $49230.88          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2323   | 2052-07-01      | 4.0000%  | 0.0000% | $369000.00         | $249391.13         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX4264   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $922.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8093   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $193.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4484   | 2047-05-01      | 4.0000%  | 0.0000% | $1023.00           | $190.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9284   | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $249.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $2037.00           | $570.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1825   | 2055-02-01      | 5.5000%  | 0.0000% | $11305856.00       | $9227841.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9345   | 2055-06-01      | 6.5000%  | 0.0000% | $1384.00           | $1426.85           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM5598   | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $140.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6970   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $860.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8367   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $743.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2638   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $648.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 ZLFP0132   | 2055-02-25      | 6.5000%  | 0.0000% | $1024.00           | $770.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386   | 2052-08-01      | 4.5000%  | 0.0000% | $4003.00           | $2793.26           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631   | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $788.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9900   | 2055-12-01      | 5.5000%  | 0.0000% | $2232521.00        | $2265002.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0237   | 2055-01-01      | 5.5000%  | 0.0000% | $8628752.00        | $7804499.85        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5703   | 2055-05-01      | 7.0000%  | 0.0000% | $1024.00           | $669.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4394   | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2027.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4273   | 2056-03-01      | 5.5000%  | 0.0000% | $4183872.00        | $4155737.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5910   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1000.23           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ6074   | 2055-10-01      | 5.0000%  | 0.0000% | $1719681.00        | $1700461.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4498   | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.69           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4272   | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.78           | Agency Mortgage-Backed Securities  |
| GNII SF DM4772 C       | 2056-01-20      | 5.0000%  | 0.0000% | $11902820.00       | $11837648.17       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2141   | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $549.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7687   | 2046-08-01      | 3.5000%  | 0.0000% | $1120.00           | $263.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0837   | 2055-01-01      | 6.0000%  | 0.0000% | $1007.00           | $858.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $321.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $1674.18           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE5780   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1053.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5183   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $898.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $848.01            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4547   | 2052-02-01      | 2.0000%  | 0.0000% | $1024.00           | $657.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0690   | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $971.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0537   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $976.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600   | 2052-05-01      | 3.5000%  | 0.0000% | $60000.00          | $41460.29          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1646   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1886   | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1056.97           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5171   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $724.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5200   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $761.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS6135   | 2037-01-01      | 2.5000%  | 0.0000% | $1000.00           | $676.04            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX0569   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $971.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3880   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $688.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6578   | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $405.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5892   | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $816.02            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6638   | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $783.84            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6717   | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $475.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4632   | 2053-05-01      | 5.5000%  | 0.0000% | $1040.00           | $768.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $756.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA5071   | 2052-02-01      | 2.0000%  | 0.0000% | $1008.00           | $814.67            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY4110   | 2055-05-01      | 7.0000%  | 0.0000% | $1064534.00        | $1128709.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $43178998.00       | $32245837.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA0884   | 2053-09-01      | 5.5000%  | 0.0000% | $3290465.00        | $3223024.55        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7333   | 2054-01-01      | 7.0000%  | 0.0000% | $1001.00           | $141.96            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB8934   | 2051-02-01      | 2.5000%  | 0.0000% | $657845.00         | $356632.20         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $829.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8431   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $782.51            | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G   | 2038-12-20      | 5.8750%  | 0.0000% | $1000.00           | $97.28             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7558   | 2053-02-01      | 5.0000%  | 0.0000% | $6590817.00        | $4822979.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5457   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $879.95            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G   | 2048-07-01      | 3.5000%  | 0.0000% | $1002.00           | $197.72            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8140   | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $574.76            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1002.00           | $177.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6522   | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $394.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3234   | 2052-04-01      | 3.0000%  | 0.0000% | $2993.00           | $1943.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6320   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $764.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1943   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $487.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $705.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $806.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $214.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB0470   | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $594.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8869   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $827.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5462   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $662.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3315   | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $744.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2772   | 2052-04-01      | 2.0000%  | 0.0000% | $1000930.00        | $786650.16         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7502   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $768.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7673   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $601.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000   | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $131.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $721.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $804.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $4278.00           | $1465.60           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2994   | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $302.98            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $200.00            | $211.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $193000.00         | $194270.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $300.00            | $317.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $200.00            | $218.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $300.00            | $308.49            | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQX3516   | 2055-01-01      | 5.5000%  | 0.0000% | $3363488.00        | $2852388.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1468   | 2055-11-01      | 6.5000%  | 0.0000% | $1024.00           | $1036.44           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366   | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $158.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ8098   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.29           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9338   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $989.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7305   | 2053-12-01      | 5.0000%  | 0.0000% | $1024.00           | $837.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0030   | 2051-04-01      | 2.5000%  | 0.0000% | $1255000.00        | $839959.89         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $3059600.00        | $3057689.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $63900.00          | $64914.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $632500.00         | $628004.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $1381500.00        | $1029560.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.0000%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-19      | 0.0000%  | 0.0000% | $200.00            | $199.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $2700.00           | $3536.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $2800.00           | $2944.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $1300.00           | $1305.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $96.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $100.00            | $124.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $200.00            | $200.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $144.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $400.00            | $480.40            | U.S. Treasuries (including strips) |
| FEPC 04.500 CLRA7923   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $719.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6564   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $778.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV7153   | 2044-03-01      | 4.0000%  | 0.0000% | $1093409.00        | $179414.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3028   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA1488   | 2049-09-01      | 5.0000%  | 0.0000% | $1347490.00        | $137666.53         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $3554.00           | $2711.99           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $842.21            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206   | 2052-04-01      | 3.0000%  | 0.0000% | $3338531.00        | $2255938.72        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0121   | 2047-08-01      | 4.0000%  | 0.0000% | $1120.00           | $246.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH5337   | 2047-07-01      | 3.5000%  | 0.0000% | $2989.00           | $958.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505   | 2052-07-01      | 4.5000%  | 0.0000% | $1028.00           | $773.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $782.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $154.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4428   | 2049-10-01      | 3.0000%  | 0.0000% | $1024.00           | $181.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211   | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $223.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4819   | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $276.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014   | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $284.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ0633   | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $250.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1338   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $948.81            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2375   | 2055-07-01      | 6.0000%  | 0.0000% | $6221010.00        | $5427266.23        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFA5106   | 2038-03-01      | 2.0000%  | 0.0000% | $1024.00           | $940.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4155   | 2052-12-01      | 6.0000%  | 0.0000% | $1100.00           | $575.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9273   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $569.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9343   | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $782.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0318   | 2056-02-01      | 5.5000%  | 0.0000% | $1377552.00        | $1388924.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0831   | 2055-08-01      | 5.0000%  | 0.0000% | $1008.00           | $963.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202   | 2053-05-01      | 5.0000%  | 0.0000% | $1006.00           | $830.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5889   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA6008   | 2046-03-01      | 5.0000%  | 0.0000% | $5219536.00        | $5188230.95        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1675   | 2052-04-01      | 4.0000%  | 0.0000% | $1024.00           | $677.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1897   | 2055-06-01      | 6.0000%  | 0.0000% | $20396163.00       | $18418722.17       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2616   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $736.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6610   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $591.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1007   | 2055-09-01      | 5.5000%  | 0.0000% | $1040.00           | $1032.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4409   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $860.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8955   | 2055-10-01      | 6.0000%  | 0.0000% | $3613276.00        | $3680795.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6665   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.42           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7931   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $681.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5421   | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $639.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1828   | 2055-05-01      | 6.0000%  | 0.0000% | $5512913.00        | $4567233.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1085   | 2054-03-01      | 6.5000%  | 0.0000% | $6301.00           | $5342.29           | Agency Mortgage-Backed Securities  |
| GNII SF MA8270 M       | 2052-09-20      | 5.5000%  | 0.0000% | $12326965.00       | $7729628.57        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS7354   | 2053-02-01      | 7.0000%  | 0.0000% | $1000.00           | $833.29            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS7411   | 2054-02-01      | 7.0000%  | 0.0000% | $1024.00           | $783.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7652   | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $581.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6852   | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $804.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7206   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $821.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0393   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $987.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0432   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $930.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2420   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $803.35            | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $9776454.00        | $5983772.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701   | 2052-08-01      | 4.5000%  | 0.0000% | $936000.00         | $685707.25         | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $144058.00         | $123602.21         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3882   | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $535.87            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2157   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $789.73            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $638.81            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7032   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $851.31            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3SZT0936   | 2043-09-01      | 3.0000%  | 0.0000% | $1000.00           | $107.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $1999.00           | $357.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1633   | 2055-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1008.40           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAZ1101   | 2035-05-01      | 3.0000%  | 0.0000% | $1177052.00        | $110605.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6540   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1789   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $596.71            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6799   | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $446.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I6BF0682   | 2062-09-01      | 3.5000%  | 0.0000% | $1008.00           | $661.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0247   | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $277.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4764   | 2046-10-01      | 3.0000%  | 0.0000% | $700000.00         | $134430.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1020   | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1152.37           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8364   | 2054-04-01      | 6.5000%  | 0.0000% | $1129895.00        | $744660.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3121   | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $643.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $695.68            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL4769   | 2052-05-01      | 3.0000%  | 0.0000% | $1045.00           | $936.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4499   | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.81           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8572   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $740.68            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8824   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $681.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5105   | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $820.78            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX0353   | 2054-12-01      | 6.5000%  | 0.0000% | $2504456.00        | $2183931.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1207   | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $982.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0212   | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $973.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4643   | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $666.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0558   | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $938.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5626   | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $862.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2110   | 2034-12-01      | 3.5000%  | 0.0000% | $1000.00           | $86.19             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0249   | 2055-04-01      | 5.5000%  | 0.0000% | $1060.00           | $924.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1885   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $681.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $2024.00           | $1506.71           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6923   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $784.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0391   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $981.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6187   | 2053-05-01      | 5.5000%  | 0.0000% | $5000.00           | $3921.54           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0214   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $976.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1347.06           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4226   | 2056-04-01      | 5.0000%  | 0.0000% | $2603260.00        | $2583193.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5918   | 2056-04-01      | 5.5000%  | 0.0000% | $2215308.00        | $2257151.48        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0328   | 2055-02-01      | 6.0000%  | 0.0000% | $5688.00           | $5159.96           | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M       | 2054-10-20      | 5.0000%  | 0.0000% | $37142711.00       | $32973356.43       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8816   | 2055-10-01      | 6.0000%  | 0.0000% | $1205186.00        | $1235888.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2010   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $974.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0098   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $868.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX5231   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $733.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294   | 2054-03-01      | 5.0000%  | 0.0000% | $12000.00          | $10164.69          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY3640   | 2055-05-01      | 5.0000%  | 0.0000% | $788824.00         | $722450.19         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4551   | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1030.76           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL4369   | 2050-08-01      | 3.0000%  | 0.0000% | $5397051.00        | $4826556.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5280   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $904.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4573   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $722.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1092   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $666.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX0824   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $976.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6029   | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.55           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4536   | 2037-02-01      | 2.0000%  | 0.0000% | $1000.00           | $561.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9440   | 2054-11-01      | 5.5000%  | 0.0000% | $14962464.00       | $13965968.05       | Agency Mortgage-Backed Securities  |
| GNPL PN DM8127         | 2061-03-15      | 5.4300%  | 0.0000% | $1985270.00        | $2031806.71        | Agency Mortgage-Backed Securities  |
| GNPL PN DL4323         | 2059-03-15      | 5.3500%  | 0.0000% | $2178196.00        | $2216726.83        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $27000.00          | $27623.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $4000.00           | $3950.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $258500.00         | $258774.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $200.00            | $203.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $10823500.00       | $10744323.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $3300.00           | $2886.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $2700.00           | $2745.19           | U.S. Treasuries (including strips) |
| FEPC 05.500 CLRA9300   | 2053-06-01      | 5.5000%  | 0.0000% | $1990.00           | $1812.74           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI0286   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $912.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8872   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $905.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7160   | 2046-05-01      | 3.5000%  | 0.0000% | $1024.00           | $236.69            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $725.25            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0298   | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $245.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5359   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $935.38            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $1001.00           | $652.39            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5633   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $813.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4507   | 2053-12-01      | 5.5000%  | 0.0000% | $1076.00           | $854.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $504.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0922   | 2052-06-01      | 4.0000%  | 0.0000% | $2620556.00        | $1971819.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF7473   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4843   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3106.42           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB5931   | 2054-06-01      | 7.0000%  | 0.0000% | $1230778.00        | $577578.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8251   | 2031-11-01      | 2.0000%  | 0.0000% | $1001.00           | $148.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8064   | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $197.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0822   | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $863.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5356   | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $846.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0084   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $547.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6516   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.92           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA4701   | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $281.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6444   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.28           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6919   | 2050-09-01      | 2.5000%  | 0.0000% | $1279.00           | $588.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5065   | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $289.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5315   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $885.19            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7816   | 2054-01-01      | 7.0000%  | 0.0000% | $1045.00           | $588.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7626   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $601.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1045.00           | $478.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6634   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $842.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $1907.00           | $932.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $821.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9374   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $927.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9476   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $944.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1686   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.61           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305   | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $579.51            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9928   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $770.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6053   | 2051-02-01      | 2.0000%  | 0.0000% | $1008.00           | $584.75            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0610   | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $982.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7603   | 2049-01-01      | 3.0000%  | 0.0000% | $1024.00           | $460.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2740   | 2049-06-01      | 3.5000%  | 0.0000% | $1024.00           | $676.51            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ2229   | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $805.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC1426   | 2055-11-01      | 4.5000%  | 0.0000% | $19827520.00       | $19011164.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3283   | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $809.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8356   | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $823.25            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4388   | 2041-07-01      | 2.5000%  | 0.0000% | $1000.00           | $542.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5824   | 2055-09-01      | 6.5000%  | 0.0000% | $1090.00           | $925.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB3269   | 2041-07-01      | 4.0000%  | 0.0000% | $988851.00         | $42430.18          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398   | 2051-08-01      | 2.0000%  | 0.0000% | $1005.00           | $599.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5663   | 2045-03-01      | 6.0000%  | 0.0000% | $1000.00           | $664.77            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5795   | 2055-08-01      | 7.0000%  | 0.0000% | $2048.00           | $1687.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6702   | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $703.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ8482   | 2050-12-01      | 2.5000%  | 0.0000% | $1072.00           | $392.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1030   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $570.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1378   | 2048-03-01      | 4.0000%  | 0.0000% | $1120.00           | $154.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6347   | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDE3906   | 2041-01-01      | 4.5000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM4905   | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $184.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6768   | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6403   | 2054-01-01      | 6.5000%  | 0.0000% | $10274697.00       | $5851763.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR3391   | 2043-01-01      | 3.0000%  | 0.0000% | $2998.00           | $516.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7007   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $774.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2079   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $592.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $2981.00           | $2244.86           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7812   | 2054-01-01      | 7.0000%  | 0.0000% | $1024.00           | $734.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3258   | 2052-04-01      | 3.5000%  | 0.0000% | $1120.00           | $735.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9439   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $921.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1104   | 2049-05-01      | 3.5000%  | 0.0000% | $33998.00          | $7745.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4791   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9741   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $897.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4941   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $705.38            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4366   | 2055-06-01      | 6.0000%  | 0.0000% | $1012.00           | $1042.85           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-05-05      | 0.0000%  | 0.0000% | $199800.00         | $199115.68         | U.S. Treasuries (including strips) |
| FEPC 04.500 CLQE6087   | 2052-07-01      | 4.5000%  | 0.0000% | $1002.00           | $762.10            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $748.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8526   | 2055-04-01      | 6.5000%  | 0.0000% | $15827614.00       | $9863083.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $876.49            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8135   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $475.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8532   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $952.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT7951   | 2052-11-01      | 6.0000%  | 0.0000% | $5248536.00        | $2940212.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6619   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $755.93            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578   | 2051-03-01      | 2.5000%  | 0.0000% | $1015.00           | $546.23            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $113.02            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $1001.00           | $741.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270   | 2053-06-01      | 5.5000%  | 0.0000% | $4338.00           | $3301.81           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5267   | 2051-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $507204.84         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $752.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3030.23           | Agency Mortgage-Backed Securities  |
| FNMS 02.775 CAAO0385   | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $255.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4903   | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1927.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5282   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $877.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7461   | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1745.25           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL4926   | 2044-02-01      | 4.0000%  | 0.0000% | $12258.00          | $1518.42           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBJ1391   | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $826.83            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF0272   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $964.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0624   | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $811.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1440   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $943.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2609   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $686.20            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0614   | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $817.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $512.88            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1598   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $642.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1565.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7620   | 2053-12-01      | 6.0000%  | 0.0000% | $5459.00           | $4554.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0840   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1004.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0215   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $981.35            | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0407         | 2061-04-15      | 4.1900%  | 0.0000% | $14997000.00       | $14059652.51       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $1785.00           | $1291.63           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8283   | 2052-11-01      | 2.5000%  | 0.0000% | $1000.00           | $731.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $821.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8360   | 2046-11-01      | 3.5000%  | 0.0000% | $1024.00           | $294.07            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7446   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61431 G   | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $312.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $860.41            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC Z40125 G   | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $246.50            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1386   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $549.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $872.43            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2106   | 2051-05-25      | 2.5000%  | 0.0000% | $14000.00          | $10397.67          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5393   | 2046-03-01      | 4.5000%  | 0.0000% | $1070.00           | $1050.47           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $153.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9994   | 2053-10-01      | 6.0000%  | 0.0000% | $28287472.00       | $21935551.16       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5374   | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $96200.00          | $95311.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $8746300.00        | $8907425.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $200.00            | $200.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $953800.00         | $968177.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $319600.00         | $327735.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $200.00            | $195.84            | U.S. Treasuries (including strips) |

### Security 286: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG215, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GG215
- **C.18 - Value (incl. sponsor support):** $1163000000.00
- **C.18.a - Value (excl. sponsor support):** $1163000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-28      | 0.0000%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $263600.00         | $247766.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $8527700.00        | $6318054.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $256953200.00      | $256928018.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $266811200.00      | $228846121.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $700.00            | $644.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $100.00            | $104.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $24392300.00       | $17164449.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $400.00            | $391.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $19134900.00       | $18194955.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $28783900.00       | $29785834.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $46334600.00       | $40783084.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $99565700.00       | $55459389.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-14      | 0.0000%  | 0.0000% | $100.00            | $98.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $39200.00          | $37467.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $12748500.00       | $7282949.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $1500.00           | $936.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $13812000.00       | $14181256.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $200.00            | $199.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $2904100.00        | $2799700.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $96.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | 0.0000% | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $632200.00         | $666939.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $10200.00          | $9511.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $58400.00          | $57466.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $298700.00         | $291950.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $8869700.00        | $8569466.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $1100.00           | $765.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $146027000.00      | $108826399.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $16032300.00       | $16531859.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $98.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $10748800.00       | $10655460.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $189.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $202543800.00      | $118313517.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $71900.00          | $62497.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $85.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $13500.00          | $13348.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $6011300.00        | $6011146.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $278600.00         | $280582.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $111009200.00      | $105126420.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $147500200.00      | $132809880.09      | U.S. Treasuries (including strips) |

### Security 287: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG223, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1GG223
- **C.18 - Value (incl. sponsor support):** $735000000.00
- **C.18.a - Value (excl. sponsor support):** $735000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET DP8745 C       | 2066-01-20      | 6.0000%  | 0.0000% | $4797160.00        | $4919877.98        | Agency Mortgage-Backed Securities         |
| GNII ET DO9524 C       | 2065-12-20      | 6.0000%  | 0.0000% | $1421140.00        | $1457523.13        | Agency Mortgage-Backed Securities         |
| GNRM 2024-084 BL       | 2054-05-20      | 5.7500%  | 0.0000% | $82000000.00       | $84023240.69       | Agency Collateralized Mortgage Obligation |
| GNII ET DP6958 C       | 2065-12-20      | 6.0000%  | 0.0000% | $910679.00         | $939126.73         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $191103300.00      | $199858687.13      | U.S. Treasuries (including strips)        |
| GNRM 2024-184 GC       | 2051-10-20      | 3.5000%  | 0.0000% | $72395000.00       | $58710207.02       | Agency Collateralized Mortgage Obligation |
| GNII ET DQ0482 C       | 2066-01-20      | 6.0000%  | 0.0000% | $886187.00         | $908384.06         | Agency Mortgage-Backed Securities         |
| GNRM 2024-076 KB       | 2054-05-20      | 6.0000%  | 0.0000% | $50000000.00       | $51535750.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-041 BL       | 2054-03-20      | 5.5000%  | 0.0000% | $60000000.00       | $60518899.98       | Agency Collateralized Mortgage Obligation |
| GNII ET DO7718 C       | 2066-01-20      | 6.0000%  | 0.0000% | $1317209.00        | $1348205.51        | Agency Mortgage-Backed Securities         |
| GNII ET DQ0051 C       | 2065-10-20      | 6.0000%  | 0.0000% | $179077.00         | $183650.50         | Agency Mortgage-Backed Securities         |
| GNII ET DP3007 C       | 2066-01-20      | 6.0000%  | 0.0000% | $145789.00         | $149584.62         | Agency Mortgage-Backed Securities         |
| GNII ET DP4187 C       | 2065-12-20      | 6.0000%  | 0.0000% | $11557199.00       | $11826782.05       | Agency Mortgage-Backed Securities         |
| GNII ET DP5899 C       | 2066-01-20      | 6.0000%  | 0.0000% | $378350.00         | $389396.98         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $68929000.00       | $69152674.61       | U.S. Treasuries (including strips)        |
| GNRM 2024-083 AY       | 2054-05-20      | 5.7500%  | 0.0000% | $10176906.00       | $10342704.76       | Agency Collateralized Mortgage Obligation |
| GNII ET DN6224 C       | 2065-12-20      | 6.0000%  | 0.0000% | $2493885.00        | $2557563.35        | Agency Mortgage-Backed Securities         |
| GNII JM MA8259 M       | 2051-09-20      | 3.5000%  | 0.0000% | $12000000.00       | $9027517.93        | Agency Mortgage-Backed Securities         |
| GNII ET DP4136 C       | 2066-01-20      | 6.0000%  | 0.0000% | $4240215.00        | $4347508.19        | Agency Mortgage-Backed Securities         |
| GNII ET DP0193 C       | 2066-01-20      | 6.0000%  | 0.0000% | $1219413.00        | $1250502.00        | Agency Mortgage-Backed Securities         |
| GNRM 2024-025 CL       | 2054-02-20      | 5.5000%  | 0.0000% | $75000000.00       | $58040114.24       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 AL       | 2054-05-20      | 5.5000%  | 0.0000% | $50000000.00       | $51018516.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-023 HB       | 2054-01-20      | 5.5000%  | 0.0000% | $75000000.00       | $75304599.98       | Agency Collateralized Mortgage Obligation |
| GNII ET DO5397 C       | 2065-12-20      | 6.0000%  | 0.0000% | $4546801.00        | $4654553.94        | Agency Mortgage-Backed Securities         |
| GNII JM MA6645 M       | 2050-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $940638.70         | Agency Mortgage-Backed Securities         |

### Security 288: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG249, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GG249
- **C.18 - Value (incl. sponsor support):** $1369000000.00
- **C.18.a - Value (excl. sponsor support):** $1369000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2023-123 FB | 2053-08-20      | 4.7229%  | 0.0000% | $50000000.00       | $18944486.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-110 FC | 2054-07-20      | 4.6729%  | 0.0000% | $30000000.00       | $24900318.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 YF  | 2049-10-20      | 3.5000%  | 0.0000% | $19050000.00       | $6962624.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-97 FG  | 2049-08-20      | 3.5000%  | 0.0000% | $16950000.00       | $4410781.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-159 FD | 2055-09-20      | 5.0729%  | 0.0000% | $20000000.00       | $18929210.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-177 FG | 2055-10-20      | 4.9329%  | 0.0000% | $50000000.00       | $49359599.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2018-108 D  | 2060-08-16      | 3.0000%  | 0.0000% | $12100000.00       | $9522905.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-033 AC | 2057-12-16      | 3.2500%  | 0.0000% | $25000000.00       | $20337425.41       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-050 FG | 2055-03-20      | 4.8229%  | 0.0000% | $70000000.00       | $46334155.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FD | 2055-05-20      | 5.3929%  | 0.0000% | $300000000.00      | $202918274.99      | Agency Collateralized Mortgage Obligation |
| GNRA 2013-107 AD | 2047-11-16      | 2.7750%  | 0.0000% | $5433400.00        | $716340.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-074 AM | 2066-02-16      | 5.0022%  | 0.0000% | $5000000.00        | $4931715.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FE | 2055-05-20      | 5.0729%  | 0.0000% | $225000000.00      | $167467646.39      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-051 UF | 2054-03-20      | 4.7429%  | 0.0000% | $20000000.00       | $14383840.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-034 FG | 2052-02-20      | 3.0000%  | 0.0000% | $42650000.00       | $24930357.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-059 F  | 2051-04-20      | 3.0000%  | 0.0000% | $106950000.00      | $52672331.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 FA | 2065-11-20      | 4.4729%  | 0.0000% | $31538461.00       | $31076997.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 FH | 2055-10-20      | 5.2129%  | 0.0000% | $250000000.00      | $245757827.18      | Agency Collateralized Mortgage Obligation |
| GNRA 2013-154 ML | 2053-09-16      | 2.9000%  | 0.0000% | $6245000.00        | $5424180.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-116 FL | 2055-07-20      | 5.3229%  | 0.0000% | $50000000.00       | $47443460.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-161 F  | 2052-09-20      | 4.2729%  | 0.0000% | $42705725.00       | $20956547.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 FD | 2053-01-20      | 5.0729%  | 0.0000% | $178000000.00      | $133655078.23      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-159 AL | 2064-12-16      | 4.0000%  | 0.0000% | $15000000.00       | $13859613.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-052 AB | 2065-04-16      | 4.0000%  | 0.0000% | $320000.00         | $295651.66         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-083 CF | 2053-06-20      | 4.6729%  | 0.0000% | $60000000.00       | $32091117.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-97 MF  | 2049-08-20      | 3.7500%  | 0.0000% | $49950000.00       | $14979091.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-118 FD | 2055-07-20      | 4.7229%  | 0.0000% | $122062302.00      | $97099449.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-096 GF | 2051-06-20      | 3.0000%  | 0.0000% | $99992976.00       | $61768960.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-154 FB | 2055-09-20      | 5.0729%  | 0.0000% | $30000000.00       | $29393652.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-194 BA | 2065-10-16      | 3.8608%  | 0.0000% | $2060000.00        | $1697957.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-034 BA | 2056-03-16      | 2.5000%  | 0.0000% | $7000000.00        | $5609417.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-172 AJ | 2064-03-16      | 4.0000%  | 0.0000% | $10000000.00       | $9072917.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 BF | 2055-09-20      | 5.0729%  | 0.0000% | $20000000.00       | $19546067.37       | Agency Collateralized Mortgage Obligation |

### Security 289: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG2H0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1GG2H0
- **C.18 - Value (incl. sponsor support):** $1020000000.00
- **C.18.a - Value (excl. sponsor support):** $1020000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2029-07-15      | 0.2500%  | 0.0000% | $200.00            | $247.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $134087600.00      | $135041977.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $12975900.00       | $12702400.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $57138000.00       | $53472687.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $12200.00          | $12336.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $223168900.00      | $228093172.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $200690400.00      | $198279305.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $34565900.00       | $32233328.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $6440500.00        | $6943920.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $653600.00         | $631313.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $8231800.00        | $8231306.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $255429600.00      | $249999918.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $112883600.00      | $114356512.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $393400.00         | $401502.89         | U.S. Treasuries (including strips) |

### Security 290: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG2K3, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1GG2K3
- **C.18 - Value (incl. sponsor support):** $246000000.00
- **C.18.a - Value (excl. sponsor support):** $246000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2031-07-31      | 4.1250%  | 0.0000% | $197354900.00      | $199929999.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $41854900.00       | $41629062.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $200.00            | $197.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $9879800.00        | $9360816.18        | U.S. Treasuries (including strips) |

### Security 291: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG2W7, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1GG2W7
- **C.18 - Value (incl. sponsor support):** $122000000.00
- **C.18.a - Value (excl. sponsor support):** $122000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $34150800.00       | $21308180.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $113401200.00      | $94846489.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $11777700.00       | $8285337.22        | U.S. Treasuries (including strips) |

### Security 292: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG314, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GG314
- **C.18 - Value (incl. sponsor support):** $2358593.00
- **C.18.a - Value (excl. sponsor support):** $2358593.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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% | $3069100.00        | $1710998.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $708200.00         | $695029.95         | U.S. Treasuries (including strips) |

### Security 293: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG371, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1GG371
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLSL2065 | 2055-08-01      | 6.0000%  | 0.0000% | $1450000.00        | $1392093.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $822000.00         | $602819.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $16621792.00       | $12138421.54       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | 0.0000% | $187000.00         | $139399.68         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6250 | 2053-05-01      | 5.0000%  | 0.0000% | $5287200.00        | $4032903.98        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0314 | 2033-06-01      | 3.0000%  | 0.0000% | $7000.00           | $2953.99           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | 0.0000% | $99120.00          | $61231.36          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  | 0.0000% | $1096610.00        | $807520.81         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC2817 | 2046-09-01      | 3.0000%  | 0.0000% | $27000.00          | $5788.08           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBC9040 | 2031-11-01      | 2.0000%  | 0.0000% | $117000.00         | $15001.86          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8123 | 2050-12-01      | 3.0000%  | 0.0000% | $285000.00         | $108156.82         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $3255224.00        | $1940123.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1087 | 2054-05-01      | 6.0000%  | 0.0000% | $158155.00         | $128215.91         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS8251 | 2031-11-01      | 2.0000%  | 0.0000% | $323000.00         | $47813.56          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4745 | 2046-10-01      | 3.0000%  | 0.0000% | $5000.00           | $1367.65           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930678 | 2039-03-01      | 5.0000%  | 0.0000% | $1130000.00        | $31337.57          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5360 | 2039-05-01      | 5.5000%  | 0.0000% | $32000.00          | $16933.04          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0115 | 2035-12-01      | 5.5000%  | 0.0000% | $259948.00         | $5284.61           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | 0.0000% | $118000.00         | $91517.27          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS5534 | 2053-09-01      | 7.0000%  | 0.0000% | $35080000.00       | $23172238.71       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2923 | 2037-03-01      | 3.5000%  | 0.0000% | $43000.00          | $6238.42           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $757.62            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $23000.00          | $13347.53          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7248 | 2050-10-01      | 2.5000%  | 0.0000% | $836310.00         | $424900.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8858 | 2054-07-01      | 6.0000%  | 0.0000% | $244084.00         | $202245.94         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5413 | 2053-07-01      | 5.0000%  | 0.0000% | $155000.00         | $118085.82         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ7382 | 2028-05-01      | 2.5000%  | 0.0000% | $2011650.00        | $69054.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5899 | 2043-06-01      | 3.0000%  | 0.0000% | $22000.00          | $3026.96           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2796 | 2038-08-01      | 5.5000%  | 0.0000% | $15090496.00       | $123552.78         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2715 | 2050-09-01      | 4.5000%  | 0.0000% | $100000.00         | $66524.50          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  | 0.0000% | $5954832.00        | $3158851.21        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8624 | 2031-10-01      | 2.5000%  | 0.0000% | $1352000.00        | $159249.89         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3897 | 2053-09-01      | 5.5000%  | 0.0000% | $800000.00         | $642941.52         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6215 | 2051-11-01      | 2.5000%  | 0.0000% | $240000.00         | $139307.11         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8817 | 2053-03-01      | 6.0000%  | 0.0000% | $75000.00          | $57528.80          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $3840008.00        | $2830029.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $720000.00         | $555695.32         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4245 | 2050-09-01      | 2.5000%  | 0.0000% | $3625000.00        | $1564992.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6302 | 2053-05-01      | 4.5000%  | 0.0000% | $10300000.00       | $7413731.80        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  | 0.0000% | $5000000.00        | $132165.60         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | 0.0000% | $72000.00          | $39913.52          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2834 | 2046-12-01      | 3.5000%  | 0.0000% | $45000.00          | $5932.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2778.02           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5418 | 2054-07-01      | 4.5000%  | 0.0000% | $10000.00          | $8842.22           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3029 | 2032-06-01      | 3.0000%  | 0.0000% | $1225000.00        | $119645.93         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAL6851 | 2043-10-01      | 2.5000%  | 0.0000% | $277241.00         | $61340.65          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO4136 | 2042-06-01      | 3.5000%  | 0.0000% | $6000.00           | $467.80            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725423 | 2034-05-01      | 5.5000%  | 0.0000% | $6848328.00        | $45708.25          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8172 | 2037-07-01      | 4.0000%  | 0.0000% | $325000.00         | $174423.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM4854 | 2044-05-01      | 5.5000%  | 0.0000% | $330000.00         | $120771.23         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9326 | 2054-10-01      | 5.5000%  | 0.0000% | $620000.00         | $562733.83         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1225 | 2052-10-01      | 5.5000%  | 0.0000% | $210000.00         | $136483.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6875 | 2053-08-01      | 6.0000%  | 0.0000% | $4000000.00        | $2856112.41        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  | 0.0000% | $71000.00          | $6950.68           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2377 | 2051-12-01      | 2.5000%  | 0.0000% | $10652336.00       | $6954311.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL780213 | 2034-05-01      | 5.5000%  | 0.0000% | $595000.00         | $4145.05           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $51000.00          | $4357.03           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR0013 | 2043-02-01      | 3.0000%  | 0.0000% | $203372.00         | $40633.41          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4017 | 2050-08-01      | 3.5000%  | 0.0000% | $1175000.00        | $226462.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  | 0.0000% | $170000.00         | $145040.83         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9043 | 2049-02-01      | 4.0000%  | 0.0000% | $109000.00         | $48003.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5991 | 2053-01-01      | 5.5000%  | 0.0000% | $369802.00         | $258338.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAY4707 | 2031-08-01      | 4.0000%  | 0.0000% | $43000.00          | $5723.29           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV8463 | 2052-04-01      | 2.5000%  | 0.0000% | $395000.00         | $255834.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4192 | 2053-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3084.15           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6317 | 2053-05-01      | 5.0000%  | 0.0000% | $450000.00         | $364742.28         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9900 | 2052-05-01      | 4.0000%  | 0.0000% | $200000.00         | $128290.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  | 0.0000% | $25000.00          | $2050.29           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1734 | 2052-05-01      | 3.5000%  | 0.0000% | $4076136.00        | $2647318.98        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2660 | 2052-02-01      | 2.5000%  | 0.0000% | $2688000.00        | $1807271.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $5860000.00        | $3474181.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5120 | 2053-07-01      | 6.0000%  | 0.0000% | $375000.00         | $271333.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6616 | 2053-06-01      | 6.0000%  | 0.0000% | $115000.00         | $88928.93          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2995 | 2027-01-01      | 4.5000%  | 0.0000% | $39916.00          | $1.03              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM9940 | 2040-03-01      | 3.0000%  | 0.0000% | $13000.00          | $6534.55           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  | 0.0000% | $150000.00         | $73129.89          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7846 | 2043-02-01      | 3.0000%  | 0.0000% | $478992.00         | $87778.65          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7997 | 2054-02-01      | 6.0000%  | 0.0000% | $48000000.00       | $39272464.20       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  | 0.0000% | $100000.00         | $71867.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA2803 | 2031-11-01      | 2.5000%  | 0.0000% | $63000.00          | $7836.12           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1120 | 2047-08-01      | 3.0000%  | 0.0000% | $525000.00         | $429299.13         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5010 | 2050-09-01      | 4.5000%  | 0.0000% | $2000.00           | $393.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0191 | 2053-05-01      | 5.0000%  | 0.0000% | $1999800.00        | $1638473.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0730 | 2055-07-01      | 6.0000%  | 0.0000% | $700790.00         | $688909.08         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0404 | 2055-05-01      | 6.0000%  | 0.0000% | $348437.00         | $335963.28         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1628 | 2048-11-01      | 4.5000%  | 0.0000% | $2108000.00        | $172076.28         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI4871 | 2026-06-01      | 4.0000%  | 0.0000% | $32768.00          | $9.54              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR6840 | 2043-02-01      | 3.0000%  | 0.0000% | $72487.00          | $11467.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP7229 | 2050-07-01      | 2.0000%  | 0.0000% | $1555700.00        | $778446.78         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $765.51            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5592 | 2053-02-01      | 5.5000%  | 0.0000% | $3270850.00        | $2321388.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $7327000.00        | $5339734.72        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4193 | 2043-04-01      | 3.0000%  | 0.0000% | $1650000.00        | $327420.92         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1057 | 2038-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1289.84           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3353 | 2027-06-01      | 4.0000%  | 0.0000% | $33998.00          | $251.04            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3657 | 2052-12-01      | 5.0000%  | 0.0000% | $340000.00         | $248667.86         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1876 | 2052-11-01      | 5.5000%  | 0.0000% | $975000.00         | $661452.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $161000.00         | $63270.68          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  | 0.0000% | $179136.00         | $39123.60          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6046 | 2056-04-01      | 5.0000%  | 0.0000% | $19718624.00       | $19581356.09       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $1400000.00        | $703407.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7762 | 2053-03-01      | 5.0000%  | 0.0000% | $200000.00         | $132415.24         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL882022 | 2036-05-01      | 5.5000%  | 0.0000% | $1022126.00        | $4024.32           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1942 | 2048-07-01      | 4.5000%  | 0.0000% | $2300000.00        | $334773.44         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3593 | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $184.55            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1441 | 2055-11-01      | 5.5000%  | 0.0000% | $14086304.00       | $13669894.54       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ0860 | 2054-02-01      | 7.0000%  | 0.0000% | $9378900.00        | $6500422.72        | Agency Mortgage-Backed Securities |

### Security 294: MUFG SECURITIES (CANADA) LTD

- **C.1 - Title:** MUFG SECURITIES (CANADA) LTD 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG3C0, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: ARP1GG3C0
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2029-11-30      | 3.8750%  | 0.0000% | $1000.00           | $1012.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.60             | U.S. Treasuries (including strips) |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $1001.00           | $675.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6181   | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $912.84            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $4405000.00        | $4624276.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.50             | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCB5701   | 2053-02-01      | 6.0000%  | 0.0000% | $4850756.00        | $3473786.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0402   | 2055-03-01      | 6.5000%  | 0.0000% | $11213648.00       | $8233987.50        | Agency Mortgage-Backed Securities  |
| GNII SF MA7367 M       | 2051-05-20      | 2.5000%  | 0.0000% | $70000000.00       | $35399719.55       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $1973600.00        | $1960395.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $9679500.00        | $8897383.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $22878400.00       | $14502381.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $76.33             | U.S. Treasuries (including strips) |
| FNMS 05.500 CLCC0109   | 2055-03-01      | 5.5000%  | 0.0000% | $1321024.00        | $1193811.20        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $69.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $28494100.00       | $29175665.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $102.06            | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCC0585   | 2055-06-01      | 6.0000%  | 0.0000% | $16290400.00       | $14040126.94       | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M       | 2054-01-20      | 4.5000%  | 0.0000% | $1099650.00        | $964251.35         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.01             | U.S. Treasuries (including strips) |
| GNII SF DN6541 C       | 2056-03-20      | 5.5000%  | 0.0000% | $35540348.00       | $36847676.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $7575000.00        | $7280826.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $196.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $1500.00           | $735.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $1400.00           | $779.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| GNMI SP 786677 X       | 2053-04-15      | 6.0000%  | 0.0000% | $57269.00          | $54329.01          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $13027500.00       | $12819291.26       | U.S. Treasuries (including strips) |

### Security 295: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG3S5, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1GG3S5
- **C.18 - Value (incl. sponsor support):** $187000000.00
- **C.18.a - Value (excl. sponsor support):** $187000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 2020-151 AC | 2050-10-20      | 1.2500%  | 0.0000% | $2428265.00        | $1068884.67        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 JA | 2050-10-20      | 1.0000%  | 0.0000% | $168839821.00      | $73747834.55       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 DA | 2050-09-20      | 1.0000%  | 0.0000% | $293176.00         | $121388.46         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 HA | 2050-10-20      | 1.0000%  | 0.0000% | $56274433.00       | $24643241.55       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-146 QC | 2050-10-20      | 1.2500%  | 0.0000% | $210561321.00      | $94898650.87       | Agency Collateralized Mortgage Obligation |

### Security 296: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG3T3, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1GG3T3
- **C.18 - Value (incl. sponsor support):** $289000000.00
- **C.18.a - Value (excl. sponsor support):** $289000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $30910400.00       | $26867989.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $93.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $57900.00          | $57085.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $6224500.00        | $6288705.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $58167100.00       | $65349799.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $2000000.00        | $2017933.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $109.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $607800.00         | $611677.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $400.00            | $371.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $2600.00           | $2545.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $881500.00         | $887774.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $2782000.00        | $3188829.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $6303800.00        | $5602975.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $2147700.00        | $2017055.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $1243000.00        | $1253673.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $208400.00         | $258006.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $5472600.00        | $5484019.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $928300.00         | $882700.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $1016000.00        | $954973.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $132.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $200.00            | $196.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $193.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $102519100.00      | $103379474.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $62700.00          | $134713.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $1503600.00        | $1480580.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $400.00            | $381.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $11205500.00       | $11336197.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $96.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $1200.00           | $1141.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $2992500.00        | $2837362.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $41499700.00       | $50235911.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $803900.00         | $761298.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1200.00           | $1127.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $3426800.00        | $2884592.39        | U.S. Treasuries (including strips) |

### Security 297: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG3X4, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1GG3X4
- **C.18 - Value (incl. sponsor support):** $79000000.00
- **C.18.a - Value (excl. sponsor support):** $79000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2027-06-30      | 3.7500%  | 0.0000% | $11693000.00       | $11789738.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $3569900.00        | $3274940.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $35000000.00       | $34981884.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $30685600.00       | $30541684.54       | U.S. Treasuries (including strips) |

### Security 298: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG454, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1GG454
- **C.18 - Value (incl. sponsor support):** $772000000.00
- **C.18.a - Value (excl. sponsor support):** $772000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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% | $30000000.00       | $27840016.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $2000000.00        | $2056570.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $16094000.00       | $16693245.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $4832000.00        | $4866392.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $3500000.00        | $3599012.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $1050300.00        | $1061133.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $1249600.00        | $1662612.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $1800000.00        | $1774672.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $5400000.00        | $5668806.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $5198000.00        | $4518214.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $50100000.00       | $53030039.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $5000100.00        | $6471481.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $800.00            | $531.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $18124000.00       | $18396587.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $1523000.00        | $1559847.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $30667000.00       | $30525584.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $899800.00         | $925318.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $4816700.00        | $4966786.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $835000.00         | $824968.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $76553800.00       | $80292084.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $5000100.00        | $5451185.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $348900.00         | $334033.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $3000000.00        | $3006259.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $3000000.00        | $3068397.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $400000.00         | $391497.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $81584900.00       | $83092933.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51394453.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $59758500.00       | $60924495.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $30000.00          | $31347.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $4842000.00        | $4782013.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $33435200.00       | $33949475.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $92497100.00       | $92503636.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $382300.00         | $273907.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $93.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $17000000.00       | $16800093.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $864900.00         | $812300.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $18206200.00       | $15825235.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $29198700.00       | $30709663.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $50500.00          | $50133.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $5800000.00        | $5823855.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $980600.00         | $860839.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $9098000.00        | $10693881.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $11462800.00       | $16926092.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $6483800.00        | $5654358.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $78558600.00       | $77345183.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $124.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $400.00            | $523.98            | U.S. Treasuries (including strips) |

### Security 299: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG462, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1GG462
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 762838 X       | 2041-03-15      | 4.0000%  | 0.0000% | $1000.00           | $37.42             | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M       | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $709.97            | Agency Mortgage-Backed Securities  |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $640.48            | Agency Mortgage-Backed Securities  |
| GNII SF MA8154 M       | 2052-07-20      | 6.0000%  | 0.0000% | $1000.00           | $571.31            | Agency Mortgage-Backed Securities  |
| GNII SF MA6541 M       | 2050-02-20      | 3.0000%  | 0.0000% | $1000.00           | $151.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0436   | 2049-02-01      | 3.5000%  | 0.0000% | $32771994.00       | $12997648.87       | Agency Mortgage-Backed Securities  |
| GNII SF DL5203 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.21           | Agency Mortgage-Backed Securities  |
| GNII SF MA7283 M       | 2036-04-20      | 2.0000%  | 0.0000% | $1000.00           | $403.79            | Agency Mortgage-Backed Securities  |
| GNII SF MA6219 M       | 2049-10-20      | 3.5000%  | 0.0000% | $1000.00           | $114.37            | Agency Mortgage-Backed Securities  |
| GNII SF MA4837 M       | 2047-11-20      | 3.5000%  | 0.0000% | $1000.00           | $120.82            | Agency Mortgage-Backed Securities  |
| GNMI SF AN6683 X       | 2045-07-15      | 3.0000%  | 0.0000% | $1000.00           | $489.06            | Agency Mortgage-Backed Securities  |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $562.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1532   | 2055-10-01      | 6.5000%  | 0.0000% | $1032900.00        | $1065288.31        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0697   | 2062-12-01      | 2.5000%  | 0.0000% | $14750527.00       | $9772782.40        | Agency Mortgage-Backed Securities  |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $605.41            | Agency Mortgage-Backed Securities  |
| GNII SF MA4777 M       | 2047-10-20      | 3.0000%  | 0.0000% | $1024.00           | $131.32            | Agency Mortgage-Backed Securities  |
| GNMI SF AA6091 X       | 2043-02-15      | 3.0000%  | 0.0000% | $1000.00           | $137.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8303   | 2046-11-01      | 3.0000%  | 0.0000% | $69608591.00       | $16598974.28       | Agency Mortgage-Backed Securities  |
| GNMI SF AA5821 X       | 2042-11-15      | 3.0000%  | 0.0000% | $1000.00           | $125.35            | Agency Mortgage-Backed Securities  |
| GNII JM MA6566 M       | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $86.11             | Agency Mortgage-Backed Securities  |
| GNII SF MA5467 M       | 2048-09-20      | 4.5000%  | 0.0000% | $1000.00           | $73.61             | Agency Mortgage-Backed Securities  |
| GNII SF MA6410 M       | 2050-01-20      | 3.5000%  | 0.0000% | $1000.00           | $125.55            | Agency Mortgage-Backed Securities  |
| GNII SF DH4732 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $827.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE0224   | 2055-06-01      | 5.0000%  | 0.0000% | $1002.00           | $977.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $672.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1096   | 2055-10-01      | 5.0000%  | 0.0000% | $1366019.00        | $1347268.73        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $27900.00          | $28366.98          | U.S. Treasuries (including strips) |
| FNMS 05.000 CLBX2211   | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $663.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9953   | 2047-07-01      | 3.5000%  | 0.0000% | $128969129.00      | $18491834.03       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2766   | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.94           | Agency Mortgage-Backed Securities  |
| GNII SF DJ3638 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $521.96            | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $690.63            | Agency Mortgage-Backed Securities  |
| GNII SF MA6995 M       | 2050-11-20      | 2.5000%  | 0.0000% | $1000.00           | $383.79            | Agency Mortgage-Backed Securities  |
| GNII SF MA5470 M       | 2039-02-20      | 6.0000%  | 0.0000% | $1000.00           | $163.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6768   | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5527   | 2055-12-01      | 6.5000%  | 0.0000% | $1079350.00        | $1156195.67        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6070   | 2050-06-01      | 2.0000%  | 0.0000% | $1024.00           | $419.41            | Agency Mortgage-Backed Securities  |
| GNII SF DN4344 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.12           | Agency Mortgage-Backed Securities  |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1008.00           | $654.38            | Agency Mortgage-Backed Securities  |
| GNII SF CK9592 C       | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $671.18            | Agency Mortgage-Backed Securities  |
| GNMI SF AB1295 X       | 2042-08-15      | 3.5000%  | 0.0000% | $1000.00           | $81.88             | Agency Mortgage-Backed Securities  |
| GNMI SF 773931 X       | 2041-11-15      | 4.0000%  | 0.0000% | $1000.00           | $116.34            | Agency Mortgage-Backed Securities  |
| GNII SF DH4936 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.55           | Agency Mortgage-Backed Securities  |
| GNII SF DK1883 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $868.34            | Agency Mortgage-Backed Securities  |
| GNII SF MA3174 M       | 2045-10-20      | 4.0000%  | 0.0000% | $1000.00           | $72.34             | Agency Mortgage-Backed Securities  |
| GNII SF MB0024 M       | 2054-11-20      | 4.5000%  | 0.0000% | $1000.00           | $898.98            | Agency Mortgage-Backed Securities  |
| GNII SF MA7591 M       | 2051-09-20      | 3.5000%  | 0.0000% | $1024.00           | $588.57            | Agency Mortgage-Backed Securities  |
| GNII SF MA7316 M       | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $345.38            | Agency Mortgage-Backed Securities  |
| GNII SF MA7314 M       | 2051-03-20      | 3.5000%  | 0.0000% | $1024.00           | $412.15            | Agency Mortgage-Backed Securities  |
| GNII SF MA2756 M       | 2045-04-20      | 4.5000%  | 0.0000% | $1.00              | $0.06              | Agency Mortgage-Backed Securities  |
| GNII SF MA7369 M       | 2051-05-20      | 3.5000%  | 0.0000% | $1024.00           | $462.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX4945   | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $672.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7861   | 2046-09-01      | 3.0000%  | 0.0000% | $823076.00         | $197585.28         | Agency Mortgage-Backed Securities  |
| GNMI SF 775151 X       | 2041-10-15      | 4.5000%  | 0.0000% | $1000.00           | $91.57             | Agency Mortgage-Backed Securities  |
| GNMI SF 779402 X       | 2027-06-15      | 2.5000%  | 0.0000% | $1000.00           | $9.33              | Agency Mortgage-Backed Securities  |
| GNII SF MA7056 M       | 2050-11-20      | 4.5000%  | 0.0000% | $1000.00           | $245.88            | Agency Mortgage-Backed Securities  |
| GNII BD 769101 C       | 2041-07-20      | 4.0000%  | 0.0000% | $1000.00           | $46.53             | Agency Mortgage-Backed Securities  |
| GNII SF MA8570 M       | 2053-01-20      | 5.5000%  | 0.0000% | $1008.00           | $630.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3243   | 2054-09-01      | 5.5000%  | 0.0000% | $18413522.00       | $13546732.13       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC1122   | 2054-08-01      | 7.0000%  | 0.0000% | $2659870.00        | $2023661.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6204   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $944.80            | Agency Mortgage-Backed Securities  |

### Security 300: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG488, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1GG488
- **C.18 - Value (incl. sponsor support):** $473000000.00
- **C.18.a - Value (excl. sponsor support):** $473000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLBM5332   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $257.37            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC1122   | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $760.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK6141   | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $353.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6584   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $867.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3685   | 2049-06-01      | 4.5000%  | 0.0000% | $1040.00           | $336.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6092   | 2053-04-01      | 6.0000%  | 0.0000% | $2024.00           | $1350.57           | Agency Mortgage-Backed Securities         |
| GNII SF MA8570 M       | 2053-01-20      | 5.5000%  | 0.0000% | $1008.00           | $630.13            | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $640.48            | Agency Mortgage-Backed Securities         |
| GNII BD 769101 C       | 2041-07-20      | 4.0000%  | 0.0000% | $1000.00           | $46.53             | Agency Mortgage-Backed Securities         |
| GNII SF BD7935 C       | 2047-12-20      | 4.0000%  | 0.0000% | $1000.00           | $195.81            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3784   | 2053-04-01      | 5.0000%  | 0.0000% | $50000.00          | $38095.47          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447   | 2054-07-01      | 6.0000%  | 0.0000% | $34122624.00       | $21548487.55       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5127   | 2045-06-01      | 3.5000%  | 0.0000% | $32486880.00       | $6770510.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9848   | 2053-09-01      | 5.5000%  | 0.0000% | $107903705.00      | $90049052.83       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI5489   | 2054-05-01      | 6.0000%  | 0.0000% | $1047210.00        | $740621.94         | Agency Mortgage-Backed Securities         |
| GNII SF MA9107 M       | 2053-08-20      | 6.0000%  | 0.0000% | $1000.00           | $539.88            | Agency Mortgage-Backed Securities         |
| GNII SF MA0023 M       | 2042-04-20      | 4.0000%  | 0.0000% | $1000.00           | $50.61             | Agency Mortgage-Backed Securities         |
| GNII SF MA0699 M       | 2042-12-20      | 3.5000%  | 0.0000% | $1000.00           | $92.43             | Agency Mortgage-Backed Securities         |
| GNII SF DQ2439 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $1005.57           | Agency Mortgage-Backed Securities         |
| GNII SF MA0221 M       | 2042-07-20      | 4.0000%  | 0.0000% | $1000.00           | $56.29             | Agency Mortgage-Backed Securities         |
| GNII JM MA7043 M       | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $370.82            | Agency Mortgage-Backed Securities         |
| GNII SF DJ1054 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $623.27            | Agency Mortgage-Backed Securities         |
| GNII SF DJ2769 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $629.79            | Agency Mortgage-Backed Securities         |
| GNMI SF AB9108 X       | 2042-10-15      | 3.0000%  | 0.0000% | $1000.00           | $99.24             | Agency Mortgage-Backed Securities         |
| GNII SF DJ8954 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $993.81            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q49500 G   | 2047-07-01      | 4.0000%  | 0.0000% | $25128288.00       | $6598483.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD2907   | 2053-05-01      | 6.5000%  | 0.0000% | $4110000.00        | $2644386.57        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-08-25      | 4.8119%  | 0.0000% | $2522692.00        | $2463719.64        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAS9789   | 2047-06-01      | 4.5000%  | 0.0000% | $1024.00           | $258.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAK8200   | 2042-04-01      | 4.0000%  | 0.0000% | $45745472.00       | $6888979.01        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9472   | 2047-04-01      | 4.5000%  | 0.0000% | $1024.00           | $201.98            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE7181   | 2052-06-01      | 3.5000%  | 0.0000% | $193921.00         | $136605.75         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8199   | 2052-03-01      | 2.0000%  | 0.0000% | $24967148.00       | $15950771.17       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8432   | 2054-05-01      | 6.0000%  | 0.0000% | $1008.00           | $640.65            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4218   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $715.80            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8383   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $777.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6254   | 2053-05-01      | 5.5000%  | 0.0000% | $7000.00           | $5396.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7502   | 2053-11-01      | 6.0000%  | 0.0000% | $3598423.00        | $2766777.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3057   | 2055-09-01      | 6.5000%  | 0.0000% | $1101904.00        | $1103550.12        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5135   | 2048-07-01      | 4.0000%  | 0.0000% | $9096720.00        | $2513130.05        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0182   | 2057-01-01      | 4.0000%  | 0.0000% | $21887104.00       | $7326641.16        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP5575   | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $482.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX4945   | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $672.20            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS7687   | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $234.86            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6281   | 2045-12-01      | 3.5000%  | 0.0000% | $24597640.00       | $4334875.03        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8032   | 2046-10-01      | 3.0000%  | 0.0000% | $47472696.00       | $10301116.74       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8002   | 2046-09-01      | 3.0000%  | 0.0000% | $104761204.00      | $24137302.85       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-12-25      | 4.8619%  | 0.0000% | $74498.00          | $72079.53          | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQD7436   | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $747.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7797   | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $743.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6085   | 2053-04-01      | 6.0000%  | 0.0000% | $6399000.00        | $4668717.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA3239   | 2049-03-01      | 5.0000%  | 0.0000% | $1040.00           | $294.45            | Agency Mortgage-Backed Securities         |
| GNII SF 779602 C       | 2041-11-20      | 4.0000%  | 0.0000% | $1000.00           | $154.23            | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M       | 2051-05-20      | 3.5000%  | 0.0000% | $1024.00           | $462.78            | Agency Mortgage-Backed Securities         |
| GNII SF MA2305 M       | 2044-10-20      | 4.5000%  | 0.0000% | $1000.00           | $62.26             | Agency Mortgage-Backed Securities         |
| GNII SF DQ2474 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| GNII SF MA8047 M       | 2052-05-20      | 5.0000%  | 0.0000% | $1000.00           | $626.46            | Agency Mortgage-Backed Securities         |
| GNII SF MA3596 M       | 2046-04-20      | 3.0000%  | 0.0000% | $1000.00           | $97.65             | Agency Mortgage-Backed Securities         |
| GNII SF DM4772 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $994.52            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4630 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $594.98            | Agency Mortgage-Backed Securities         |
| GNII SF MA2679 M       | 2045-03-20      | 4.0000%  | 0.0000% | $1000.00           | $93.53             | Agency Mortgage-Backed Securities         |
| GNII SF DJ6981 C       | 2055-07-20      | 5.0000%  | 0.0000% | $1000.00           | $898.19            | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M       | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $94.56             | Agency Mortgage-Backed Securities         |
| GNII SF MA0601 M       | 2027-12-20      | 2.5000%  | 0.0000% | $1000.00           | $17.13             | Agency Mortgage-Backed Securities         |
| GNII SF MA0220 M       | 2042-07-20      | 3.5000%  | 0.0000% | $1000.00           | $72.84             | Agency Mortgage-Backed Securities         |
| GNII SF MA9105 M       | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $810.63            | Agency Mortgage-Backed Securities         |
| GNII SF DK1883 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $868.34            | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M       | 2054-11-20      | 4.5000%  | 0.0000% | $1000.00           | $898.98            | Agency Mortgage-Backed Securities         |
| GNII SF MA3174 M       | 2045-10-20      | 4.0000%  | 0.0000% | $1000.00           | $72.34             | Agency Mortgage-Backed Securities         |
| GNII SF MA3522 M       | 2046-03-20      | 4.0000%  | 0.0000% | $1000.00           | $81.69             | Agency Mortgage-Backed Securities         |
| GNII SF DP9028 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.54           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2686 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1031.75           | Agency Mortgage-Backed Securities         |
| GNMI SF 773931 X       | 2041-11-15      | 4.0000%  | 0.0000% | $1000.00           | $116.34            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0944   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $742.19            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2717   | 2055-08-01      | 6.5000%  | 0.0000% | $1332169.00        | $1398653.63        | Agency Mortgage-Backed Securities         |
| GNII SF MA2825 M       | 2045-05-20      | 3.0000%  | 0.0000% | $1000.00           | $89.34             | Agency Mortgage-Backed Securities         |
| GNII SF MA0393 M       | 2042-09-20      | 4.0000%  | 0.0000% | $1000.00           | $65.02             | Agency Mortgage-Backed Securities         |
| GNII SF MA0535 M       | 2042-11-20      | 4.0000%  | 0.0000% | $1000.00           | $76.74             | Agency Mortgage-Backed Securities         |
| GNII SF MA4322 M       | 2047-03-20      | 4.0000%  | 0.0000% | $1000.00           | $84.30             | Agency Mortgage-Backed Securities         |
| GNII SF MA7591 M       | 2051-09-20      | 3.5000%  | 0.0000% | $1024.00           | $588.57            | Agency Mortgage-Backed Securities         |
| GNII SF MA9909 M       | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $429.50            | Agency Mortgage-Backed Securities         |
| GNII SF MA2960 M       | 2045-07-20      | 3.0000%  | 0.0000% | $1000.00           | $104.33            | Agency Mortgage-Backed Securities         |
| GNII SF MA5331 M       | 2048-06-20      | 4.5000%  | 0.0000% | $1024.00           | $71.05             | Agency Mortgage-Backed Securities         |
| GNII SF CL0390 C       | 2052-01-20      | 2.0000%  | 0.0000% | $1000.00           | $608.50            | Agency Mortgage-Backed Securities         |
| GNII SF DN3336 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.55           | Agency Mortgage-Backed Securities         |
| GNII SF DN5083 C       | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $993.87            | Agency Mortgage-Backed Securities         |
| GNII SF MA9904 M       | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $903.43            | Agency Mortgage-Backed Securities         |
| GNII SF DN6619 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1008.00           | $1027.86           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $12500.00          | $12442.36          | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLCB8754   | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $951.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV8740   | 2044-02-01      | 4.5000%  | 0.0000% | $16980880.00       | $3262651.34        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5004   | 2045-05-01      | 3.5000%  | 0.0000% | $31804040.00       | $8456737.18        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9953   | 2047-07-01      | 3.5000%  | 0.0000% | $21235702.00       | $3044814.52        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4200   | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $580.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW2635   | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $1007.54           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3666   | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $241.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6432   | 2053-06-01      | 5.5000%  | 0.0000% | $24338760.00       | $21231727.24       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5672   | 2055-04-01      | 5.0000%  | 0.0000% | $54270505.00       | $50117252.28       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6030   | 2056-03-01      | 5.5000%  | 0.0000% | $45494210.00       | $46141016.33       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0103   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.02           | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $690.63            | Agency Mortgage-Backed Securities         |
| GNII SF MA2755 M       | 2045-04-20      | 4.0000%  | 0.0000% | $1000.00           | $83.28             | Agency Mortgage-Backed Securities         |
| GNII SF MA3454 M       | 2046-02-20      | 3.5000%  | 0.0000% | $1000.00           | $94.68             | Agency Mortgage-Backed Securities         |
| GNMI SF AA6698 X       | 2043-01-15      | 3.5000%  | 0.0000% | $1000.00           | $192.72            | Agency Mortgage-Backed Securities         |
| GNII SF MA6410 M       | 2050-01-20      | 3.5000%  | 0.0000% | $1000.00           | $125.55            | Agency Mortgage-Backed Securities         |
| GNII SF MA6936 M       | 2050-10-20      | 5.0000%  | 0.0000% | $1000.00           | $259.97            | Agency Mortgage-Backed Securities         |
| GNMI SF AP0116 X       | 2045-10-15      | 3.0000%  | 0.0000% | $1000.00           | $482.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2766   | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.94           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF1096   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $986.27            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6528   | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $388.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV9704   | 2052-06-01      | 4.5000%  | 0.0000% | $8223.00           | $6062.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8956   | 2056-02-01      | 5.5000%  | 0.0000% | $1081000.00        | $1094304.79        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW4863   | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $798.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6535   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $518.24            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 R3BF0613   | 2050-05-01      | 4.0000%  | 0.0000% | $1024.00           | $610.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8946   | 2055-09-01      | 6.0000%  | 0.0000% | $2506840.00        | $1734430.50        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-12-25      | 4.8619%  | 0.0000% | $22570816.00       | $21505098.21       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAS4996   | 2045-05-01      | 3.5000%  | 0.0000% | $20037056.00       | $1671270.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH5171   | 2053-11-01      | 5.5000%  | 0.0000% | $1152511.00        | $841909.81         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3013   | 2054-09-01      | 5.5000%  | 0.0000% | $6581823.00        | $6154256.43        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6976   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $992.45            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5709   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $744.54            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT6607   | 2052-02-01      | 2.5000%  | 0.0000% | $99000.00          | $64693.94          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6521   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $731.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5783   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $904.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB9934   | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $842.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7823   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $672.24            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3404   | 2050-08-01      | 2.0000%  | 0.0000% | $115000.00         | $54610.90          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8924   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $843.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7882   | 2052-09-01      | 5.0000%  | 0.0000% | $2048.00           | $1505.97           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5355   | 2045-07-01      | 5.5000%  | 0.0000% | $5055090.00        | $4154046.41        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-12-25      | 4.8619%  | 0.0000% | $5379488.00        | $5237744.40        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CTRB5393   | 2046-03-01      | 4.5000%  | 0.0000% | $137248.00         | $134742.95         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE2605   | 2052-05-01      | 4.0000%  | 0.0000% | $4079096.00        | $2086306.28        | Agency Mortgage-Backed Securities         |
| GNII SF BZ6343 C       | 2050-11-20      | 2.0000%  | 0.0000% | $1000.00           | $504.90            | Agency Mortgage-Backed Securities         |
| GNII SF DQ0992 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $997.90            | Agency Mortgage-Backed Securities         |
| GNII SF DQ6914 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1036.63           | Agency Mortgage-Backed Securities         |
| GNII SF DP6179 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.22           | Agency Mortgage-Backed Securities         |
| GNII SF MA5600 M       | 2048-11-20      | 6.5000%  | 0.0000% | $1000.00           | $155.78            | Agency Mortgage-Backed Securities         |
| GNII SF DL5372 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.96           | Agency Mortgage-Backed Securities         |
| GNII SF AA6042 C       | 2043-01-20      | 3.0000%  | 0.0000% | $1000.00           | $85.38             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5741   | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1015.14           | Agency Mortgage-Backed Securities         |
| GNII SF MA1678 M       | 2044-02-20      | 4.0000%  | 0.0000% | $1000.00           | $55.01             | Agency Mortgage-Backed Securities         |
| GNII SF MA1423 M       | 2028-11-20      | 2.5000%  | 0.0000% | $1000.00           | $28.58             | Agency Mortgage-Backed Securities         |
| GNII JM MA0774 M       | 2043-02-20      | 2.5000%  | 0.0000% | $1000.00           | $127.89            | Agency Mortgage-Backed Securities         |
| GNII SF MA5467 M       | 2048-09-20      | 4.5000%  | 0.0000% | $1000.00           | $73.61             | Agency Mortgage-Backed Securities         |
| GNMI SF AA5821 X       | 2042-11-15      | 3.0000%  | 0.0000% | $1000.00           | $125.35            | Agency Mortgage-Backed Securities         |
| GNII SF MA0138 M       | 2027-06-20      | 2.5000%  | 0.0000% | $1000.00           | $11.07             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1266   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $961.72            | Agency Mortgage-Backed Securities         |
| GNII SF BO3324 C       | 2049-06-20      | 3.5000%  | 0.0000% | $1000.00           | $211.58            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61416 G   | 2042-05-01      | 3.5000%  | 0.0000% | $1024.00           | $243.43            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ9470   | 2054-11-01      | 5.5000%  | 0.0000% | $1022370.00        | $875344.49         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8303   | 2046-11-01      | 3.0000%  | 0.0000% | $1024.00           | $244.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4725   | 2045-04-01      | 3.5000%  | 0.0000% | $21986464.00       | $5156805.48        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8182   | 2051-12-01      | 2.0000%  | 0.0000% | $41986170.00       | $26147605.94       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $782.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $3744008.00        | $2759278.58        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U95024 G   | 2042-06-01      | 4.5000%  | 0.0000% | $20989480.00       | $2557912.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2212   | 2053-01-01      | 5.5000%  | 0.0000% | $1034.00           | $856.71            | Agency Mortgage-Backed Securities         |
| GNII SF DK4602 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1008.00           | $629.63            | Agency Mortgage-Backed Securities         |
| GNII SF MA5652 M       | 2048-12-20      | 4.5000%  | 0.0000% | $1024.00           | $66.13             | Agency Mortgage-Backed Securities         |
| GNRA 2025-127 FG       | 2055-07-20      | 4.9929%  | 0.0000% | $40893179.00       | $37916471.13       | Agency Collateralized Mortgage Obligation |
| GNII SF MA5596 M       | 2048-11-20      | 4.5000%  | 0.0000% | $1000.00           | $71.16             | Agency Mortgage-Backed Securities         |
| GNII SF MA5020 M       | 2048-02-20      | 4.0000%  | 0.0000% | $1040.00           | $98.66             | Agency Mortgage-Backed Securities         |
| GNII SF DN4663 C       | 2056-02-20      | 5.0000%  | 0.0000% | $1000.00           | $994.15            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4842   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $840.61            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0218   | 2057-09-01      | 3.5000%  | 0.0000% | $1000.00           | $337.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBJ4625   | 2048-02-01      | 4.5000%  | 0.0000% | $2000.00           | $277.61            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I4BF0697   | 2062-12-01      | 2.5000%  | 0.0000% | $25321508.00       | $16776457.40       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1716   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $980.75            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4220   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $687.09            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q17095 G   | 2043-04-01      | 3.0000%  | 0.0000% | $196000.00         | $34771.87          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2052-02-25      | 2.5000%  | 0.0000% | $324592.00         | $195763.78         | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLQE0770   | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $690.59            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQD1098   | 2051-11-01      | 4.0000%  | 0.0000% | $518737.00         | $209125.18         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4228   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $665.46            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1684   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $705.37            | Agency Mortgage-Backed Securities         |
| GNII SF MA4777 M       | 2047-10-20      | 3.0000%  | 0.0000% | $2256718.00        | $289415.70         | Agency Mortgage-Backed Securities         |
| GNII SF MA7283 M       | 2036-04-20      | 2.0000%  | 0.0000% | $1000.00           | $403.79            | Agency Mortgage-Backed Securities         |
| GNII SF MA6997 M       | 2050-11-20      | 3.5000%  | 0.0000% | $1000.00           | $304.86            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6124   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $939.83            | Agency Mortgage-Backed Securities         |
| GNMI SF AN6683 X       | 2045-07-15      | 3.0000%  | 0.0000% | $1000.00           | $489.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8599   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $971.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA6219 M       | 2049-10-20      | 3.5000%  | 0.0000% | $1000.00           | $114.37            | Agency Mortgage-Backed Securities         |
| GNII SF DL5203 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.21           | Agency Mortgage-Backed Securities         |
| GNII SF MA4514 M       | 2047-06-20      | 5.5000%  | 0.0000% | $1000.00           | $84.13             | Agency Mortgage-Backed Securities         |
| GNII SF DN6214 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.56           | Agency Mortgage-Backed Securities         |
| GNII SF DN6704 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1008.00           | $1040.16           | Agency Mortgage-Backed Securities         |
| GNII SF MA3311 M       | 2045-12-20      | 4.0000%  | 0.0000% | $1000.00           | $83.99             | Agency Mortgage-Backed Securities         |
| GNII SF MA3876 M       | 2041-09-20      | 4.5000%  | 0.0000% | $1000.00           | $90.15             | Agency Mortgage-Backed Securities         |
| GNII SF DN9417 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.05           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I6BF0740   | 2063-06-01      | 2.5000%  | 0.0000% | $1024.00           | $639.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ4492   | 2047-11-01      | 4.0000%  | 0.0000% | $5959648.00        | $1090949.80        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I3BF0436   | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $406.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 U4BF0286   | 2052-07-01      | 3.5000%  | 0.0000% | $1024.00           | $349.87            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV6432   | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $966.42            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4428   | 2049-10-01      | 3.0000%  | 0.0000% | $1280.00           | $227.07            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9277   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $145.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1505   | 2052-07-01      | 4.5000%  | 0.0000% | $1008.00           | $758.69            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U4BF0288   | 2052-03-01      | 4.0000%  | 0.0000% | $2024.00           | $620.91            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO3631   | 2040-05-01      | 4.5000%  | 0.0000% | $761405.00         | $723896.26         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI7841   | 2054-06-01      | 7.0000%  | 0.0000% | $1153960.00        | $1180141.87        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1532   | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO2551   | 2039-09-01      | 4.5000%  | 0.0000% | $1915065.00        | $1694516.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5359   | 2045-08-01      | 5.5000%  | 0.0000% | $1509688.00        | $1312063.87        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PQU8070   | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $829.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA8154 M       | 2052-07-20      | 6.0000%  | 0.0000% | $1000.00           | $571.31            | Agency Mortgage-Backed Securities         |
| GNII SF 763040 C       | 2041-04-20      | 4.5000%  | 0.0000% | $1000.00           | $64.95             | Agency Mortgage-Backed Securities         |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $605.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7553   | 2055-07-01      | 6.5000%  | 0.0000% | $1008.00           | $1016.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4784   | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $750.96            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $830.75            | Agency Mortgage-Backed Securities         |
| GNII SF DQ8147 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| GNII SF DH4936 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.55           | Agency Mortgage-Backed Securities         |
| GNII SF MA9729 M       | 2054-06-20      | 7.5000%  | 0.0000% | $1000.00           | $219.32            | Agency Mortgage-Backed Securities         |
| GNII SF MA9485 M       | 2052-10-20      | 4.0000%  | 0.0000% | $1000.00           | $821.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA6541 M       | 2050-02-20      | 3.0000%  | 0.0000% | $1000.00           | $151.97            | Agency Mortgage-Backed Securities         |
| GNMI SF 775151 X       | 2041-10-15      | 4.5000%  | 0.0000% | $1000.00           | $91.57             | Agency Mortgage-Backed Securities         |
| GNII SF DP9925 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.28           | Agency Mortgage-Backed Securities         |
| GNII SF DH4735 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.56           | Agency Mortgage-Backed Securities         |

### Security 301: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG4G0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1GG4G0
- **C.18 - Value (incl. sponsor support):** $378000000.00
- **C.18.a - Value (excl. sponsor support):** $378000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 DJ4772 C                                   | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1057.49           | Agency Mortgage-Backed Securities         |
| GNII SF MA9362 M                                   | 2053-12-20      | 5.5000%  | 0.0000% | $1216.00           | $934.94            | Agency Mortgage-Backed Securities         |
| GNII SF MA9490 M                                   | 2054-02-20      | 6.5000%  | 0.0000% | $1034.00           | $422.51            | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M                                   | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $762.62            | Agency Mortgage-Backed Securities         |
| GNII SF DG1265 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $3292618.00        | $3486494.00        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5908                               | 2053-09-01      | 6.0000%  | 0.0000% | $8989000.00        | $6763805.96        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8481                               | 2053-10-01      | 6.0000%  | 0.0000% | $573861.00         | $491659.82         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4510                               | 2055-01-01      | 6.0000%  | 0.0000% | $7600742.00        | $6478813.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5140                               | 2055-05-01      | 6.5000%  | 0.0000% | $2074760.00        | $1805422.96        | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M                                   | 2053-04-20      | 5.5000%  | 0.0000% | $1024.00           | $685.81            | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M                                   | 2053-06-20      | 5.5000%  | 0.0000% | $1067.00           | $757.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1535                               | 2052-04-01      | 3.0000%  | 0.0000% | $11994.00          | $7733.99           | Agency Mortgage-Backed Securities         |
| GNII SF MA8696 M                                   | 2038-03-20      | 5.5000%  | 0.0000% | $1012.00           | $559.68            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3972                               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.38           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9675                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.39           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3022                               | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.51           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1686                               | 2055-08-01      | 6.5000%  | 0.0000% | $1372.00           | $1349.75           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7587                               | 2052-06-01      | 3.5000%  | 0.0000% | $28447.00          | $19186.54          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC2323                               | 2036-11-01      | 2.0000%  | 0.0000% | $1255456.00        | $665887.45         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8468                               | 2054-10-01      | 5.0000%  | 0.0000% | $429960.00         | $375933.48         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1955                               | 2049-05-01      | 3.0000%  | 0.0000% | $215802.00         | $18965.43          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD0291                               | 2050-03-01      | 5.0000%  | 0.0000% | $46400.00          | $6327.38           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8183                               | 2051-12-01      | 2.5000%  | 0.0000% | $9007273.00        | $5554849.46        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0507                               | 2045-09-01      | 4.0000%  | 0.0000% | $116248.00         | $47605.58          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0076                               | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $182.11            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8259                               | 2052-10-01      | 5.5000%  | 0.0000% | $750058.00         | $534277.57         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS1780                               | 2037-12-01      | 6.5000%  | 0.0000% | $13479202.00       | $56755.47          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF1157                               | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $658.84            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF2532                               | 2052-10-01      | 4.5000%  | 0.0000% | $1039018.00        | $709535.90         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQG3847                               | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1053.42           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2772                               | 2056-03-01      | 5.0000%  | 0.0000% | $1040.00           | $1027.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ1699                               | 2047-12-01      | 4.0000%  | 0.0000% | $467825.00         | $90908.60          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0290                               | 2051-04-01      | 2.0000%  | 0.0000% | $3729296.00        | $2163121.68        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1788                               | 2051-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $600636.16         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1322                               | 2054-09-01      | 6.0000%  | 0.0000% | $9161376.00        | $8836760.04        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ6633                               | 2036-03-01      | 4.2400%  | 0.0000% | $9452700.00        | $9186732.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA1922                               | 2048-06-01      | 5.0000%  | 0.0000% | $164941.00         | $7738.08           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCA2822                               | 2048-12-01      | 5.5000%  | 0.0000% | $21666936.00       | $3815156.44        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3615                               | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $731.96            | Agency Mortgage-Backed Securities         |
| GNII SF CX5121 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $9281320.00        | $8743865.67        | Agency Mortgage-Backed Securities         |
| GNII SF MB0748 M                                   | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1032.46           | Agency Mortgage-Backed Securities         |
| GNAR FT 082566 M                                   | 2040-06-20      | 5.6250%  | 0.0000% | $483114.00         | $5697.32           | Agency Mortgage-Backed Securities         |
| GNII SF MA7533 M                                   | 2051-08-20      | 2.0000%  | 0.0000% | $1000.00           | $545.03            | Agency Mortgage-Backed Securities         |
| GNII JM MA7468 M                                   | 2051-06-20      | 4.5000%  | 0.0000% | $1000.00           | $267.51            | Agency Mortgage-Backed Securities         |
| GNII SF DA6326 C                                   | 2054-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1044.45           | Agency Mortgage-Backed Securities         |
| GNII SF MA7938 M                                   | 2052-03-20      | 3.5000%  | 0.0000% | $9813950.00        | $6543206.55        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1388                               | 2052-06-01      | 3.0000%  | 0.0000% | $845647.00         | $695762.03         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ6952                               | 2055-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1826.18           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4622                               | 2052-06-01      | 2.0000%  | 0.0000% | $1159810.00        | $776827.57         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4261                               | 2036-02-01      | 2.0000%  | 0.0000% | $1009.00           | $441.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3686                               | 2049-06-01      | 3.5000%  | 0.0000% | $104999.00         | $8668.62           | Agency Mortgage-Backed Securities         |
| GNII SF MA5651 M                                   | 2048-12-20      | 4.0000%  | 0.0000% | $1208.00           | $106.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM7574                               | 2050-09-01      | 5.0000%  | 0.0000% | $1055.00           | $322.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942595                               | 2037-08-01      | 6.0000%  | 0.0000% | $1000.00           | $11.51             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2032-12-31      | 3.8750%  | 0.0000% | $200.00            | $198.66            | U.S. Treasuries (including strips)        |
| GNMI SF CX5730 X                                   | 2053-12-15      | 7.0000%  | 0.0000% | $1008.00           | $1024.82           | Agency Mortgage-Backed Securities         |
| GNII SF DP7747 C                                   | 2056-01-20      | 6.0000%  | 0.0000% | $365225.00         | $379670.63         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8234                               | 2052-08-01      | 2.5000%  | 0.0000% | $1031588.00        | $714696.92         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8304                               | 2053-03-01      | 3.5000%  | 0.0000% | $6998.00           | $5484.67           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7554                               | 2052-04-01      | 2.5000%  | 0.0000% | $217565.00         | $135710.93         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8500                               | 2035-07-01      | 2.5000%  | 0.0000% | $31000.00          | $10536.50          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8151                               | 2051-06-01      | 2.5000%  | 0.0000% | $1003.00           | $562.32            | Agency Mortgage-Backed Securities         |
| FMAR 841739 G                                      | 2054-01-01      | 4.2690%  | 0.0000% | $179616.00         | $155539.79         | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C69107 G                               | 2032-07-01      | 6.5000%  | 0.0000% | $18064851.00       | $230759.55         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4197                               | 2050-12-01      | 2.5000%  | 0.0000% | $605000.00         | $284641.59         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA2389                               | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $213.62            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2650                               | 2050-05-01      | 3.0000%  | 0.0000% | $1678070.00        | $669127.43         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3162                               | 2051-12-01      | 2.0000%  | 0.0000% | $728188.00         | $457786.07         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4139                               | 2053-03-01      | 3.5000%  | 0.0000% | $14000.00          | $10653.23          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3513                               | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $451.21            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD5498                               | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $556.14            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE4358                               | 2052-06-01      | 3.5000%  | 0.0000% | $30621632.00       | $20990731.21       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS303744                               | 2031-02-01      | 5.0000%  | 0.0000% | $8613526.00        | $5792.13           | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-108       A-2    20300325 1.5 | 2030-03-25      | 1.5170%  | 0.0000% | $1000.00           | $907.80            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2027-11-25      | 2.7852%  | 0.0000% | $1340.00           | $885.44            | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CICB0693                               | 2036-06-01      | 2.0000%  | 0.0000% | $1024.00           | $527.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG1984                               | 2056-02-01      | 6.0000%  | 0.0000% | $6882744.00        | $7122412.11        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8984                               | 2054-08-01      | 5.5000%  | 0.0000% | $196325.00         | $175896.17         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5084                               | 2054-09-01      | 5.5000%  | 0.0000% | $1033427.00        | $910345.06         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8647                               | 2047-01-01      | 3.0000%  | 0.0000% | $413848.00         | $112575.70         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2054-11-25      | 4.9119%  | 0.0000% | $2073.00           | $1643.85           | Agency Collateralized Mortgage Obligation |
| GNII SF MA5531 M                                   | 2048-10-20      | 5.5000%  | 0.0000% | $1084.00           | $81.95             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3982                               | 2055-04-01      | 6.0000%  | 0.0000% | $33253163.00       | $30000087.63       | Agency Mortgage-Backed Securities         |
| GNII SF BZ7364 C                                   | 2050-11-20      | 4.0000%  | 0.0000% | $1000.00           | $522.60            | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M                                   | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $81.76             | Agency Mortgage-Backed Securities         |
| GNRA 2022-170 FA                                   | 2052-09-20      | 4.6729%  | 0.0000% | $1404.00           | $850.10            | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CIMA4075                               | 2035-07-01      | 2.5000%  | 0.0000% | $61554.00          | $17710.22          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4033                               | 2055-01-01      | 5.5000%  | 0.0000% | $2342.00           | $2325.86           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4978                               | 2053-04-01      | 5.0000%  | 0.0000% | $1620332.00        | $1248834.22        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE5119                               | 2040-10-01      | 4.5000%  | 0.0000% | $1001.00           | $43.92             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0954                               | 2054-02-01      | 6.5000%  | 0.0000% | $9000.00           | $5593.41           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6178                               | 2055-01-01      | 5.5000%  | 0.0000% | $434749.00         | $419044.02         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ2373                               | 2055-09-01      | 7.0000%  | 0.0000% | $3616656.00        | $3688326.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1879                               | 2054-03-01      | 6.5000%  | 0.0000% | $905521.00         | $651476.84         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4644                               | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $683.89            | Agency Mortgage-Backed Securities         |
| GNII SF CR9733 C                                   | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1066.49           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5304                               | 2053-07-01      | 5.5000%  | 0.0000% | $3955008.00        | $3075113.72        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5644                               | 2055-03-01      | 4.5000%  | 0.0000% | $1056.00           | $959.17            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD3019                               | 2052-07-01      | 3.0000%  | 0.0000% | $1162.00           | $864.51            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C03504 G                               | 2040-06-01      | 4.5000%  | 0.0000% | $49919922.00       | $2798313.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5331                               | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $790.18            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8775                               | 2048-10-01      | 4.0000%  | 0.0000% | $1998.00           | $319.86            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8285                               | 2053-01-01      | 3.5000%  | 0.0000% | $603254.00         | $450678.67         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ4764                               | 2054-09-01      | 5.0000%  | 0.0000% | $1224963.00        | $1194557.64        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG6225                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $743.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6306                               | 2055-04-01      | 5.5000%  | 0.0000% | $12000.00          | $11486.15          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8165                               | 2053-08-01      | 5.0000%  | 0.0000% | $1786280.00        | $1470579.33        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7186                               | 2052-04-01      | 4.0000%  | 0.0000% | $1292000.00        | $864935.69         | Agency Mortgage-Backed Securities         |
| GNRA 2022-075 FA                                   | 2052-04-20      | 4.0000%  | 0.0000% | $1000.00           | $664.06            | Agency Collateralized Mortgage Obligation |
| GNII SF MA8101 M                                   | 2052-06-20      | 4.5000%  | 0.0000% | $2049.00           | $1450.88           | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M                                   | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $819.75            | Agency Mortgage-Backed Securities         |
| GNII SF MA4586 M                                   | 2047-07-20      | 3.5000%  | 0.0000% | $1000.00           | $117.93            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465                               | 2051-11-01      | 2.0000%  | 0.0000% | $4263144.00        | $2642646.96        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0984                               | 2052-04-01      | 3.0000%  | 0.0000% | $626074.00         | $402218.15         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ8335                               | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8535                               | 2054-06-01      | 6.0000%  | 0.0000% | $1118.00           | $872.44            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1386                               | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $598.03            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL1248                               | 2054-01-01      | 2.5000%  | 0.0000% | $18376072.00       | $14538790.39       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0898                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $626.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT952581                               | 2027-08-01      | 6.0000%  | 0.0000% | $2969064.00        | $5401.45           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2863                               | 2047-01-01      | 3.0000%  | 0.0000% | $105371.00         | $19738.07          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2652                               | 2048-11-01      | 5.0000%  | 0.0000% | $2984000.00        | $332025.00         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2479                               | 2048-10-01      | 4.5000%  | 0.0000% | $1024.00           | $205.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2364                               | 2048-09-01      | 4.5000%  | 0.0000% | $81000.00          | $16412.44          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1873                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $661.11            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2166                               | 2048-08-01      | 4.5000%  | 0.0000% | $383000.00         | $60542.69          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9008                               | 2054-08-01      | 6.0000%  | 0.0000% | $1652065.00        | $1403120.74        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4322                               | 2055-10-01      | 3.0000%  | 0.0000% | $1135.00           | $993.08            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0031                               | 2040-10-01      | 4.5000%  | 0.0000% | $61335.00          | $56180.96          | Agency Mortgage-Backed Securities         |
| GNMI SF AA5451 X                                   | 2042-07-15      | 3.5000%  | 0.0000% | $1002.00           | $98.67             | Agency Mortgage-Backed Securities         |
| GNII SF MA5990 M                                   | 2049-06-20      | 6.0000%  | 0.0000% | $1000.00           | $100.22            | Agency Mortgage-Backed Securities         |
| GNII SF MA6159 M                                   | 2049-09-20      | 6.0000%  | 0.0000% | $1000.00           | $119.26            | Agency Mortgage-Backed Securities         |
| GNII SF DQ7230 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.98           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188                               | 2052-01-01      | 2.0000%  | 0.0000% | $8748280.00        | $5489050.65        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8182                               | 2051-12-01      | 2.0000%  | 0.0000% | $126000.00         | $78468.66          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504                               | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $177.28            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD4717                               | 2052-08-01      | 2.0000%  | 0.0000% | $10861680.00       | $7644576.66        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6543                               | 2052-02-01      | 2.5000%  | 0.0000% | $642372.00         | $412905.10         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562                               | 2053-04-01      | 5.5000%  | 0.0000% | $45378400.00       | $34234551.45       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQA1948                               | 2049-08-01      | 5.5000%  | 0.0000% | $1000.00           | $67.53             | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD7365                               | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $637.94            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6497                               | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $566.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1882                               | 2052-11-01      | 5.0000%  | 0.0000% | $16000.00          | $11683.41          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0809                               | 2052-01-01      | 3.0000%  | 0.0000% | $596000.00         | $371680.57         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA2572                               | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $241.06            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1505                               | 2052-08-01      | 4.5000%  | 0.0000% | $1148000.00        | $802724.99         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08779 G                               | 2047-09-01      | 3.5000%  | 0.0000% | $49469.00          | $5576.68           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0619                               | 2050-07-01      | 4.0000%  | 0.0000% | $454000.00         | $186982.90         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4347                               | 2055-09-01      | 5.5000%  | 0.0000% | $1819812.00        | $1843167.81        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LA780840                               | 2034-06-01      | 6.5000%  | 0.0000% | $954000.00         | $6634.59           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT7347                               | 2051-09-01      | 2.0000%  | 0.0000% | $1001.00           | $572.93            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5508                               | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $997.87            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8134                               | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $548.64            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1015                               | 2048-05-01      | 4.5000%  | 0.0000% | $73000.00          | $43593.68          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8214                               | 2052-05-01      | 3.5000%  | 0.0000% | $51000.00          | $35562.40          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8157                               | 2051-07-01      | 3.0000%  | 0.0000% | $47000.00          | $23500.90          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8150                               | 2051-06-01      | 2.0000%  | 0.0000% | $111300.00         | $65067.43          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7521                               | 2050-07-01      | 2.5000%  | 0.0000% | $192986.00         | $87059.38          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8451                               | 2053-01-01      | 5.5000%  | 0.0000% | $7931.00           | $5439.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH2330                               | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $909.78            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6856                               | 2054-09-01      | 5.5000%  | 0.0000% | $4650024.00        | $4607196.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1596                               | 2049-01-01      | 5.0000%  | 0.0000% | $1557976.00        | $129588.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1579                               | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $705.34            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1807                               | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $705.82            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0142                               | 2047-09-01      | 3.5000%  | 0.0000% | $33211785.00       | $6259045.78        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN1381                               | 2048-11-01      | 5.0000%  | 0.0000% | $2998000.00        | $468294.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977                               | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $839.43            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6225                               | 2048-04-01      | 4.0000%  | 0.0000% | $6062591.00        | $1966665.38        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0534                               | 2047-12-01      | 3.5000%  | 0.0000% | $181000.00         | $42266.11          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI3007                               | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $846.07            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5064                               | 2054-05-01      | 5.5000%  | 0.0000% | $135255.00         | $126616.32         | Agency Mortgage-Backed Securities         |
| FNRM RC003CE R26F003                               | 2048-04-25      | 4.5000%  | 0.0000% | $1070.00           | $1045.47           | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLDE1348                               | 2055-06-01      | 5.0000%  | 0.0000% | $2035097.00        | $2002188.33        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS9389                               | 2029-04-01      | 5.3100%  | 0.0000% | $78000.00          | $79299.55          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1182                               | 2048-02-01      | 3.5000%  | 0.0000% | $42721970.00       | $9562671.42        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA7057                               | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $471.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6738                               | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $366.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3898                               | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $696.58            | Agency Mortgage-Backed Securities         |
| GNRA 2023-070 FA                                   | 2053-05-20      | 4.6729%  | 0.0000% | $757116.00         | $525884.50         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 KF                                   | 2053-06-20      | 4.8229%  | 0.0000% | $192001.00         | $125924.06         | Agency Collateralized Mortgage Obligation |
| GNMI SF CR3806 X                                   | 2053-02-15      | 7.0000%  | 0.0000% | $1040.00           | $1050.55           | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M                                   | 2047-06-20      | 4.0000%  | 0.0000% | $1000.00           | $93.08             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2025                               | 2055-06-01      | 6.0000%  | 0.0000% | $1096.00           | $868.84            | Agency Mortgage-Backed Securities         |
| GNII SF CN2825 C                                   | 2052-10-20      | 6.0000%  | 0.0000% | $1000.00           | $832.02            | Agency Mortgage-Backed Securities         |
| GNII SF CU7817 C                                   | 2053-11-20      | 8.0000%  | 0.0000% | $1008.00           | $890.37            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1108                               | 2051-09-01      | 2.5000%  | 0.0000% | $102000.00         | $60115.22          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1885                               | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $681.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2692                               | 2052-08-01      | 5.0000%  | 0.0000% | $211644.00         | $146243.42         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4020                               | 2050-05-01      | 3.0000%  | 0.0000% | $42881.00          | $10298.72          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1859                               | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.67           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6358                               | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7278                               | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $860.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3243                               | 2055-10-01      | 5.5000%  | 0.0000% | $2194216.00        | $2114838.11        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM4868                               | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $521.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA5117                               | 2055-10-01      | 6.0000%  | 0.0000% | $80640.00          | $83264.03          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2347                               | 2055-09-01      | 6.5000%  | 0.0000% | $5958.00           | $5564.15           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1290                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.06           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA2246                               | 2055-12-01      | 6.5000%  | 0.0000% | $1024.00           | $1069.54           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ8037                               | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $990.67            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2383                               | 2055-10-01      | 5.0000%  | 0.0000% | $3098040.00        | $3061225.79        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6238                               | 2055-10-01      | 5.5000%  | 0.0000% | $1238360.00        | $1250984.86        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4714                               | 2046-10-01      | 3.0000%  | 0.0000% | $448000.00         | $99323.05          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0713                               | 2055-09-01      | 6.0000%  | 0.0000% | $858451.00         | $876995.86         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2043                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $644.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3045                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $756.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5787                               | 2055-04-01      | 5.5000%  | 0.0000% | $806831.00         | $811173.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT1809                               | 2051-06-01      | 3.0000%  | 0.0000% | $31762.00          | $15509.63          | Agency Mortgage-Backed Securities         |
| GNII SF MA8491 M                                   | 2052-12-20      | 5.5000%  | 0.0000% | $1472.00           | $933.78            | Agency Mortgage-Backed Securities         |
| GNII SF MA2967 M                                   | 2038-12-20      | 6.5000%  | 0.0000% | $1011.00           | $95.41             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6282                               | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5761                               | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.39           | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M                                   | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $85.36             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3870                               | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $226.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564                               | 2052-03-01      | 3.0000%  | 0.0000% | $107908.00         | $69381.64          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB970844                               | 2038-11-01      | 6.3300%  | 0.0000% | $2362639.00        | $31564.00          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601                               | 2053-12-01      | 3.5000%  | 0.0000% | $18000.00          | $14418.32          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3889                               | 2050-07-01      | 3.0000%  | 0.0000% | $101997.00         | $34513.40          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6251                               | 2053-11-01      | 6.5000%  | 0.0000% | $1821700.00        | $1370582.15        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879                               | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $748.87            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9923                               | 2051-12-01      | 3.0000%  | 0.0000% | $5191006.00        | $3203283.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6160                               | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.40            | Agency Mortgage-Backed Securities         |
| GNII SF 766711 C                                   | 2042-05-20      | 4.0000%  | 0.0000% | $1000.00           | $106.24            | Agency Mortgage-Backed Securities         |
| GNRA 2025-117 FA                                   | 2055-07-20      | 4.8229%  | 0.0000% | $1000.00           | $907.23            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ4374                               | 2055-06-01      | 5.5000%  | 0.0000% | $2990253.00        | $2777395.91        | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M                                   | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $853.10            | Agency Mortgage-Backed Securities         |
| GNII SF MB0685 M                                   | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $1006.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1460                               | 2055-11-01      | 6.0000%  | 0.0000% | $3788806.00        | $3885635.59        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255                               | 2051-02-01      | 2.0000%  | 0.0000% | $360000.00         | $194354.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL902745                               | 2036-11-01      | 6.0000%  | 0.0000% | $8767984.00        | $22109.50          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3331                               | 2052-11-01      | 5.0000%  | 0.0000% | $909364.00         | $684200.47         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3868                               | 2055-09-01      | 6.5000%  | 0.0000% | $15843571.00       | $15507459.81       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS3532                               | 2052-03-01      | 2.0000%  | 0.0000% | $616949.00         | $389580.96         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8495                               | 2051-01-01      | 2.0000%  | 0.0000% | $43217.00          | $22087.09          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9441                               | 2051-04-01      | 2.0000%  | 0.0000% | $1001.00           | $591.48            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3588                               | 2034-02-01      | 3.5000%  | 0.0000% | $1000.00           | $63.07             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQF3340                               | 2052-11-01      | 3.0000%  | 0.0000% | $382271.00         | $264743.95         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2387                               | 2050-04-01      | 3.0000%  | 0.0000% | $25000.00          | $7944.42           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB1718                               | 2036-09-01      | 1.5000%  | 0.0000% | $33385267.00       | $18950118.68       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW1392                               | 2052-12-01      | 3.0000%  | 0.0000% | $1086388.00        | $857690.08         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF6120                               | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.28           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1200                               | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $677.39            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1983                               | 2048-08-01      | 3.0000%  | 0.0000% | $13136380.00       | $11096157.65       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3585                               | 2055-11-01      | 6.0000%  | 0.0000% | $9156840.00        | $9404587.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1143                               | 2040-06-01      | 4.5000%  | 0.0000% | $12136000.00       | $959523.77         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4493                               | 2051-12-01      | 2.5000%  | 0.0000% | $1072.00           | $663.03            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA3861                               | 2052-04-01      | 2.5000%  | 0.0000% | $2676616.00        | $2252299.44        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM9817                               | 2046-03-01      | 3.5000%  | 0.0000% | $9086.00           | $4884.69           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9225                               | 2051-02-01      | 2.0000%  | 0.0000% | $406964.00         | $222943.06         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK1167                               | 2048-08-01      | 5.0000%  | 0.0000% | $148207.00         | $17262.84          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2693                               | 2055-07-01      | 6.0000%  | 0.0000% | $65625.00          | $60341.81          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2099                               | 2055-06-01      | 6.0000%  | 0.0000% | $1002.00           | $877.65            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6985                               | 2032-11-01      | 4.9200%  | 0.0000% | $48108.00          | $49527.81          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8113                               | 2050-12-01      | 2.0000%  | 0.0000% | $33000.00          | $17280.18          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2237                               | 2046-07-01      | 3.0000%  | 0.0000% | $151676.00         | $27588.85          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB2616                               | 2050-08-01      | 2.0000%  | 0.0000% | $122927.00         | $57285.26          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4078                               | 2045-01-01      | 3.5000%  | 0.0000% | $910000.00         | $123355.44         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1026                               | 2036-03-01      | 5.5000%  | 0.0000% | $561442.00         | $4634.31           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4602                               | 2045-02-01      | 3.0000%  | 0.0000% | $5017000.00        | $565652.68         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD2437                               | 2051-12-01      | 2.0000%  | 0.0000% | $76197.00          | $48917.17          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3149                               | 2040-08-01      | 5.5000%  | 0.0000% | $101929.00         | $1658.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4010                               | 2041-06-01      | 5.0000%  | 0.0000% | $71002.00          | $5548.93           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4576                               | 2045-10-01      | 3.5000%  | 0.0000% | $48290.00          | $6517.82           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2678                               | 2035-12-01      | 5.0000%  | 0.0000% | $167016.00         | $5619.33           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4339                               | 2038-05-01      | 5.5000%  | 0.0000% | $1001.00           | $8.22              | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS2367                               | 2038-08-01      | 7.0000%  | 0.0000% | $1715000.00        | $10755.10          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB754671                               | 2033-10-01      | 6.1200%  | 0.0000% | $5000000.00        | $71359.69          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAT5830                               | 2043-06-01      | 4.5000%  | 0.0000% | $29028.00          | $5181.51           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7189                               | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2047.84           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQG3846                               | 2053-05-01      | 7.0000%  | 0.0000% | $1247475.00        | $1151654.41        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA8432                               | 2053-01-01      | 6.5000%  | 0.0000% | $137101.00         | $77821.80          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2050-08-25      | 4.1264%  | 0.0000% | $2046769.00        | $999018.61         | Agency Collateralized Mortgage Obligation |
| GNII SF DO4863 C                                   | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.64           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2033-11-15      | 4.5000%  | 0.0000% | $1600.00           | $1657.37           | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLSD8100                               | 2050-10-01      | 3.0000%  | 0.0000% | $2428.00           | $755.51            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254                               | 2052-07-01      | 3.5000%  | 0.0000% | $182778.00         | $135865.52         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089                               | 2050-07-01      | 2.5000%  | 0.0000% | $5864216.00        | $2017633.32        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0778                               | 2051-12-01      | 2.5000%  | 0.0000% | $2001.00           | $1252.63           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7544                               | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $558.18            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7508                               | 2049-10-01      | 3.5000%  | 0.0000% | $84000.00          | $23985.43          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4908                               | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $146.15            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5943                               | 2048-03-01      | 4.0000%  | 0.0000% | $1008.00           | $235.20            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI5486                               | 2036-09-01      | 6.5000%  | 0.0000% | $284048.00         | $15183.78          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08842 G                               | 2048-10-01      | 4.0000%  | 0.0000% | $520798.00         | $35595.84          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373                               | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $638.79            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8266                               | 2052-11-01      | 4.5000%  | 0.0000% | $86122.00          | $66278.79          | Agency Mortgage-Backed Securities         |
| FMAR 849505 G                                      | 2044-10-01      | 6.2890%  | 0.0000% | $927000.00         | $36403.67          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7954                               | 2044-04-01      | 4.5000%  | 0.0000% | $400000.00         | $43841.16          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6204                               | 2043-06-01      | 4.0000%  | 0.0000% | $69692.00          | $11081.48          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3985                               | 2042-10-01      | 3.5000%  | 0.0000% | $107419.00         | $15018.49          | Agency Mortgage-Backed Securities         |
| GNII SF BJ1865 C                                   | 2048-09-20      | 4.5000%  | 0.0000% | $1002.00           | $34.45             | Agency Mortgage-Backed Securities         |
| GNII ET DI7412 C                                   | 2065-03-20      | 6.5000%  | 0.0000% | $1000.00           | $562.02            | Agency Mortgage-Backed Securities         |
| GNRA 2024-021 FA                                   | 2054-02-20      | 4.8729%  | 0.0000% | $2071.00           | $757.19            | Agency Collateralized Mortgage Obligation |
| GNII SF MB0143 M                                   | 2055-01-20      | 3.5000%  | 0.0000% | $1024.00           | $910.99            | Agency Mortgage-Backed Securities         |
| GNII ET DQ4518 C                                   | 2065-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.87           | Agency Mortgage-Backed Securities         |
| GNII SF MA8044 M                                   | 2052-05-20      | 3.5000%  | 0.0000% | $11504394.00       | $7751389.98        | Agency Mortgage-Backed Securities         |
| GNII ET DQ1480 C                                   | 2066-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.17           | Agency Mortgage-Backed Securities         |
| GNII SF 794944 C                                   | 2035-10-20      | 5.5000%  | 0.0000% | $1000.00           | $80.54             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS783251                               | 2044-04-01      | 5.1140%  | 0.0000% | $3998830.00        | $33850.95          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS545974                               | 2032-10-01      | 6.4290%  | 0.0000% | $22529833.00       | $30700.45          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9128                               | 2046-02-01      | 4.5000%  | 0.0000% | $1022.00           | $135.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2614                               | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $794.21            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7677                               | 2052-07-01      | 5.0000%  | 0.0000% | $454000.00         | $327651.36         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8056                               | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $191.09            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG2510                               | 2053-04-01      | 6.0000%  | 0.0000% | $1063330.00        | $863276.23         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1011                               | 2052-04-01      | 2.5000%  | 0.0000% | $3238526.00        | $2109670.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2168                               | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $760.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8452                               | 2054-08-01      | 5.0000%  | 0.0000% | $2327000.00        | $2036413.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1189                               | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $687.98            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0764                               | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $58.03             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J26033 G                               | 2028-10-01      | 3.5000%  | 0.0000% | $1004.00           | $61.25             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G06964 G                               | 2038-11-01      | 5.5000%  | 0.0000% | $1002.00           | $57.21             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL3929                               | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $295.49            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL1981                               | 2051-09-01      | 2.5000%  | 0.0000% | $2359757.00        | $1900412.15        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470                               | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $791.29            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ2289                               | 2055-08-01      | 7.0000%  | 0.0000% | $1282690.00        | $1131999.49        | Agency Mortgage-Backed Securities         |
| GNII SF DA9885 C                                   | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $780.46            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1813                               | 2055-09-01      | 6.0000%  | 0.0000% | $3880139.00        | $3881172.74        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2239                               | 2056-03-01      | 5.5000%  | 0.0000% | $36734960.00       | $37283419.23       | Agency Mortgage-Backed Securities         |
| GNII SF MA8570 M                                   | 2053-01-20      | 5.5000%  | 0.0000% | $1024.00           | $640.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3410                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $946.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA2697                               | 2054-04-01      | 4.5000%  | 0.0000% | $1073999.00        | $989833.62         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3884                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $680.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL995018                               | 2038-06-01      | 5.5000%  | 0.0000% | $1000.00           | $6.22              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM3041                               | 2049-08-01      | 5.5000%  | 0.0000% | $4098000.00        | $962617.23         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6359                               | 2050-07-01      | 2.5000%  | 0.0000% | $43823.00          | $20695.42          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD781570                               | 2034-11-01      | 5.7760%  | 0.0000% | $5000000.00        | $30220.13          | Agency Mortgage-Backed Securities         |

### Security 302: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG4O3, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1GG4O3
- **C.18 - Value (incl. sponsor support):** $473000000.00
- **C.18.a - Value (excl. sponsor support):** $473000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLBK1193   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $66.25             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5878   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2933   | 2055-09-01      | 6.0000%  | 0.0000% | $650075.00         | $648042.59         | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $4000.00           | $2178.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5472   | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $625.97            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0852   | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $813.98            | Agency Mortgage-Backed Securities         |
| GNII SF DE9929 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1000.00           | $300.32            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5454   | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $697.64            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $1021.00           | $784.66            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2884   | 2053-05-01      | 5.5000%  | 0.0000% | $997000.00         | $669254.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7419   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $444.27            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CNRD5085   | 2032-04-01      | 2.0000%  | 0.0000% | $1000.00           | $449.37            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7367   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $773.90            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8182   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $761.06            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0429   | 2053-09-01      | 6.5000%  | 0.0000% | $1008.00           | $862.59            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 ZLSI2061   | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $738.84            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP7497   | 2042-09-01      | 3.5000%  | 0.0000% | $1024.00           | $111.82            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $5324900.00        | $5438987.57        | U.S. Treasuries (including strips)        |
| GNII SF MB0307 M       | 2055-04-20      | 5.0000%  | 0.0000% | $4006.00           | $3732.96           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $100.85            | U.S. Treasuries (including strips)        |
| GNII SF DQ2439 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1001.00           | $1006.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA9638 M       | 2039-05-20      | 5.5000%  | 0.0000% | $4000.00           | $2773.62           | Agency Mortgage-Backed Securities         |
| GNII SF MA9424 M       | 2053-12-20      | 6.0000%  | 0.0000% | $4000.00           | $1994.39           | Agency Mortgage-Backed Securities         |
| GNRA 2024-026 FB       | 2054-02-20      | 4.7329%  | 0.0000% | $34085054.00       | $13342235.22       | Agency Collateralized Mortgage Obligation |
| GNII SP 785244 C       | 2050-12-20      | 3.5000%  | 0.0000% | $1000.00           | $365.84            | Agency Mortgage-Backed Securities         |
| GNPL PN DH1775         | 2060-05-15      | 5.7600%  | 0.0000% | $485000.00         | $506649.68         | Agency Mortgage-Backed Securities         |
| GNII SF DH4514 C       | 2055-03-20      | 6.5000%  | 0.0000% | $629604.00         | $658578.84         | Agency Mortgage-Backed Securities         |
| GNII SP 785535 C       | 2051-06-20      | 3.0000%  | 0.0000% | $1024.00           | $562.75            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $2100200.00        | $2190912.83        | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLZT0343   | 2048-06-01      | 4.5000%  | 0.0000% | $1008.00           | $222.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8431   | 2054-05-01      | 5.5000%  | 0.0000% | $1001.00           | $764.94            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $100.00            | $99.63             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.94            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $2960200.00        | $2281594.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $506200.00         | $326800.52         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $13719200.00       | $14006720.02       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $18292000.00       | $17887572.53       | U.S. Treasuries (including strips)        |
| FEPC 02.500 CLRA5190   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $597.50            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH1710   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $944.30            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7618   | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $639.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL2373   | 2041-08-01      | 4.5000%  | 0.0000% | $1024.00           | $119.90            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8396   | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $597.49            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8611   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.91           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBO1766   | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $137.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO7480   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $251.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBO9325   | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $118.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY5269   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $588.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP6345   | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $440.78            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521   | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $74.87             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5277   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.32           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4379   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $564.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $297000.00         | $226754.53         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1596   | 2055-05-01      | 5.5000%  | 0.0000% | $15930556.00       | $13947596.24       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3243   | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $753.35            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9351   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $658.19            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF4931   | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $549.21            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-06-25      | 5.0619%  | 0.0000% | $715242.00         | $638692.89         | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAR2427   | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $222.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR9284   | 2043-04-01      | 3.0000%  | 0.0000% | $1120.00           | $220.23            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4238   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $456.33            | Agency Mortgage-Backed Securities         |
| GNPL PN CN7019         | 2057-11-15      | 4.5000%  | 0.0000% | $1000.00           | $949.10            | Agency Mortgage-Backed Securities         |
| GNII SF MA7591 M       | 2051-09-20      | 3.5000%  | 0.0000% | $4000.00           | $2299.09           | Agency Mortgage-Backed Securities         |
| GNII SF CC3153 C       | 2051-02-20      | 2.0000%  | 0.0000% | $547066.00         | $391367.93         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1213   | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $940.06            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ7061   | 2055-11-01      | 4.5000%  | 0.0000% | $1095880.00        | $1051317.51        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2864   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $956.43            | Agency Mortgage-Backed Securities         |
| GNII SF DO0162 C       | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.39           | Agency Mortgage-Backed Securities         |
| GNII SP 785240 C       | 2050-12-20      | 3.0000%  | 0.0000% | $32945560.00       | $14872047.48       | Agency Mortgage-Backed Securities         |
| GNII SF DO1123 C       | 2056-03-20      | 6.0000%  | 0.0000% | $4001.00           | $4203.93           | Agency Mortgage-Backed Securities         |
| GNRA 2025-025 XF       | 2065-02-20      | 4.8729%  | 0.0000% | $1000.00           | $611.87            | Agency Collateralized Mortgage Obligation |
| GNII SF DP7121 C       | 2056-02-20      | 5.5000%  | 0.0000% | $4000.00           | $4091.35           | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $1074.00           | $76.03             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4356   | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.54           | Agency Mortgage-Backed Securities         |
| GNPL PN CP1214         | 2058-03-15      | 4.7400%  | 0.0000% | $1065.00           | $1027.24           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3723   | 2055-03-01      | 5.5000%  | 0.0000% | $6000.00           | $5758.42           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3312   | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $359.48            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210   | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $123.64            | Agency Mortgage-Backed Securities         |
| GNII SF DI3417 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $945.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA8197 M       | 2052-07-20      | 2.5000%  | 0.0000% | $1000.00           | $593.85            | Agency Mortgage-Backed Securities         |
| GNII SF BY2947 C       | 2036-04-20      | 5.5000%  | 0.0000% | $4000.00           | $1620.32           | Agency Mortgage-Backed Securities         |
| GNII SP 785283 C       | 2051-01-20      | 2.5000%  | 0.0000% | $4005.00           | $1813.24           | Agency Mortgage-Backed Securities         |
| GNII SP 788427 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1034.02           | Agency Mortgage-Backed Securities         |
| GNII SF DN6349 C       | 2056-01-20      | 5.5000%  | 0.0000% | $4000.00           | $4137.95           | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $1327641.00        | $1036778.25        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $49659000.00       | $49569089.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $141.98            | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLBU4397   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $773.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3631   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $967.85            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA4446   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $528.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL7481   | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $190.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CJMA3367   | 2033-03-01      | 3.5000%  | 0.0000% | $1000.00           | $343.59            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1536   | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $603.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1881   | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $982.97            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1760   | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $967.65            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4282   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $479.46            | Agency Mortgage-Backed Securities         |
| GNII RG CS7632 C       | 2048-04-20      | 4.5000%  | 0.0000% | $1000.00           | $486.82            | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $2686122.00        | $2679729.51        | Agency Mortgage-Backed Securities         |
| GNMI SF 759411 X       | 2040-10-15      | 4.5000%  | 0.0000% | $534000.00         | $152721.95         | Agency Mortgage-Backed Securities         |
| GNII SP 785249 C       | 2050-11-20      | 4.0000%  | 0.0000% | $1024.00           | $378.43            | Agency Mortgage-Backed Securities         |
| GNRA 2025-051 FK       | 2055-03-20      | 4.7229%  | 0.0000% | $6833.00           | $5579.85           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips)        |
| FNMS 04.500 CLCB3789   | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $671.38            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3530   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $622.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG3902   | 2056-03-01      | 5.0000%  | 0.0000% | $224328.00         | $222451.20         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG2246   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $987.95            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG2328   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $989.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9324   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $909.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW0022   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $586.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF5036   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.04           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA4647   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $620.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF4139   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $986.86            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5614   | 2042-05-01      | 4.5000%  | 0.0000% | $1024.00           | $116.82            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4451   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $971.93            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAT9656   | 2043-07-01      | 3.5000%  | 0.0000% | $1120.00           | $193.66            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG8072   | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1003.35           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8464   | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $570.98            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q45819 G   | 2047-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $312427.68         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $787.03            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH4770   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $864.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8509   | 2046-12-01      | 3.0000%  | 0.0000% | $1006.00           | $300.98            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR7802   | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $577.99            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0818   | 2051-12-01      | 3.0000%  | 0.0000% | $675431.00         | $401199.45         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9861   | 2053-09-01      | 6.5000%  | 0.0000% | $1008.00           | $739.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL6995   | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $203.37            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $177.28            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463   | 2054-09-01      | 6.0000%  | 0.0000% | $2344.00           | $1552.52           | Agency Mortgage-Backed Securities         |
| GNII SF DP6103 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| GNII SF DQ2438 C       | 2056-03-20      | 5.0000%  | 0.0000% | $4001.00           | $3989.82           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX1642   | 2054-12-01      | 6.5000%  | 0.0000% | $14566217.00       | $9961169.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5296   | 2054-03-01      | 5.5000%  | 0.0000% | $511356.00         | $384360.29         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7738   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $435.66            | Agency Mortgage-Backed Securities         |
| GNII SF MA5399 M       | 2048-08-20      | 4.5000%  | 0.0000% | $9185620.00        | $701689.34         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ5973   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.24           | Agency Mortgage-Backed Securities         |
| GNII SF DO9086 C       | 2056-02-20      | 5.0000%  | 0.0000% | $4000.00           | $3987.14           | Agency Mortgage-Backed Securities         |
| GNII SF 005083 M       | 2041-06-20      | 5.0000%  | 0.0000% | $4035.00           | $137.49            | Agency Mortgage-Backed Securities         |
| GNRA 2025-098 TF       | 2055-06-20      | 4.8729%  | 0.0000% | $28846768.00       | $24281836.45       | Agency Collateralized Mortgage Obligation |
| GNII SF DN6579 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1001.00           | $1030.34           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8290   | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $871.50            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562   | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $772.53            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF7286   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $892.15            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH1940   | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $925.26            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8145   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $660.44            | Agency Mortgage-Backed Securities         |
| GNPL PN CR9629         | 2053-01-15      | 5.6700%  | 0.0000% | $3000.00           | $2883.63           | Agency Mortgage-Backed Securities         |
| GNII SF DM4735 C       | 2055-12-20      | 5.5000%  | 0.0000% | $4024.00           | $4093.66           | Agency Mortgage-Backed Securities         |
| GNII SF BM1354 C       | 2049-07-20      | 3.5000%  | 0.0000% | $1230.00           | $500.81            | Agency Mortgage-Backed Securities         |
| GNII SF MA8151 M       | 2052-07-20      | 4.5000%  | 0.0000% | $4000.00           | $2852.76           | Agency Mortgage-Backed Securities         |
| GNII SP 785165 C       | 2050-10-20      | 4.0000%  | 0.0000% | $34442680.00       | $10884108.40       | Agency Mortgage-Backed Securities         |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $637036.00         | $546578.85         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBP9612   | 2035-08-01      | 3.0000%  | 0.0000% | $1000.00           | $148.93            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBH5775   | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $146.02            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0176   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $614.26            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7215   | 2050-10-01      | 2.0000%  | 0.0000% | $64260480.00       | $33488479.68       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CVAL8047   | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $89.21             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQA9258   | 2050-04-01      | 5.0000%  | 0.0000% | $305000.00         | $70194.22          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7500   | 2052-07-01      | 4.5000%  | 0.0000% | $18287236.00       | $12452652.41       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG9460   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $747.17            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6116   | 2049-01-01      | 4.5000%  | 0.0000% | $8092000.00        | $1853844.71        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3695   | 2044-11-01      | 4.0000%  | 0.0000% | $1024.00           | $660.97            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ7710   | 2055-11-01      | 7.0000%  | 0.0000% | $1342538.00        | $1417585.90        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA6028   | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $966.05            | Agency Mortgage-Backed Securities         |
| GNPL PN CS6535         | 2058-05-15      | 4.7600%  | 0.0000% | $3000.00           | $2901.08           | Agency Mortgage-Backed Securities         |
| GNII SF MA7736 M       | 2036-12-20      | 1.5000%  | 0.0000% | $28580.00          | $14051.24          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0091   | 2054-03-01      | 5.0000%  | 0.0000% | $4679600.00        | $4321544.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4883   | 2055-11-01      | 6.0000%  | 0.0000% | $67895881.00       | $70677982.62       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9242   | 2051-10-01      | 3.0000%  | 0.0000% | $973235.00         | $574127.27         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1486   | 2055-05-01      | 6.0000%  | 0.0000% | $693085.00         | $609402.14         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9646   | 2054-12-01      | 5.0000%  | 0.0000% | $142161.00         | $131564.93         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE9647   | 2055-09-01      | 6.5000%  | 0.0000% | $1179740.00        | $1235791.90        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5372   | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $115.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4247   | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $158.32            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2056-02-25      | 4.6119%  | 0.0000% | $34602504.00       | $33271987.88       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLRA6397   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $595.17            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q52823 G   | 2047-12-01      | 3.5000%  | 0.0000% | $1024.00           | $249.23            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG5833   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $754.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG2331   | 2053-05-01      | 5.5000%  | 0.0000% | $2625544.00        | $1680631.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9265   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8534   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $829.28            | Agency Mortgage-Backed Securities         |
| GNII SF DB7645 C       | 2054-07-20      | 6.0000%  | 0.0000% | $1000.00           | $776.70            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7228   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $942.51            | Agency Mortgage-Backed Securities         |
| GNII SF MA9107 M       | 2053-08-20      | 6.0000%  | 0.0000% | $1022990.00        | $552292.17         | Agency Mortgage-Backed Securities         |
| GNII SF DP0596 C       | 2055-12-20      | 5.5000%  | 0.0000% | $4000.00           | $4064.08           | Agency Mortgage-Backed Securities         |
| GNII ET DN3663 C       | 2065-10-20      | 6.5000%  | 0.0000% | $1085444.00        | $1136827.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3539   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $969.65            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5056   | 2055-10-01      | 4.5000%  | 0.0000% | $1547884.00        | $1378695.30        | Agency Mortgage-Backed Securities         |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $75666466.00       | $47991228.05       | Agency Collateralized Mortgage Obligation |
| GNII SF DP6507 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1178856.00        | $1281168.50        | Agency Mortgage-Backed Securities         |
| GNII SF MA9728 M       | 2054-05-20      | 7.0000%  | 0.0000% | $3999.00           | $1317.32           | Agency Mortgage-Backed Securities         |
| GNRA 2025-061 FE       | 2055-04-20      | 4.7229%  | 0.0000% | $112414.00         | $95555.88          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $115000.00         | $65750.78          | U.S. Treasuries (including strips)        |
| GNII SF DG5226 C       | 2054-12-20      | 4.5000%  | 0.0000% | $1000.00           | $923.78            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $87.96             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $80890800.00       | $80110956.38       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $200.00            | $201.95            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $21300.00          | $20886.43          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $2200.00           | $2084.46           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $796100.00         | $753539.20         | U.S. Treasuries (including strips)        |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $1116.00           | $43.49             | Agency Mortgage-Backed Securities         |

### Security 303: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG4S4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1GG4S4
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2028-08-15      | 2.8750%  | 0.0000% | $1400.00           | $1374.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $275200.00         | $270719.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $1267300.00        | $706509.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $92900.00          | $87990.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $14400.00          | $10324.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $546500.00         | $456526.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $363000.00         | $360379.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $162408000.00      | $164255404.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $105700.00         | $127543.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.69            | U.S. Treasuries (including strips) |

### Security 304: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG7Q5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GG7Q5
- **C.18 - Value (incl. sponsor support):** $565000000.00
- **C.18.a - Value (excl. sponsor support):** $565000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.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 | 2026-06-16      | 0.0000%  | 0.0000% | $9970100.00        | $9894476.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $132237800.00      | $131801787.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $258545600.00      | $261076520.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-30      | 0.0000%  | 0.0000% | $988800.00         | $976943.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-10      | 0.0000%  | 0.0000% | $1826700.00        | $1797149.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-24      | 0.0000%  | 0.0000% | $339700.00         | $333756.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $101975600.00      | $102325883.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $1510400.00        | $1500703.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $18752300.00       | $18657814.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $48387400.00       | $47935009.09       | U.S. Treasuries (including strips) |

### Security 305: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG7U6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG7U6
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 652203 X         | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1493.12           | Agency Mortgage-Backed Securities   |
| GNMI SP 782085 X         | 2033-11-15      | 7.0000%  | 0.0000% | $62005.00          | $853.84            | Agency Mortgage-Backed Securities   |
| GNMI SP 782072 X         | 2033-07-15      | 7.0000%  | 0.0000% | $229821.00         | $1848.98           | Agency Mortgage-Backed Securities   |
| GNMI SF 658258 X         | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $2654.60           | Agency Mortgage-Backed Securities   |
| GNMI SP 782067 X         | 2032-11-15      | 7.0000%  | 0.0000% | $37972.00          | $803.03            | Agency Mortgage-Backed Securities   |
| GNMI SF 757366 X         | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $4060.60           | Agency Mortgage-Backed Securities   |
| GNMI SF 564116 X         | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1215.07           | Agency Mortgage-Backed Securities   |
| GNMI SF 662537 X         | 2037-08-15      | 6.5000%  | 0.0000% | $253128.00         | $1487.62           | Agency Mortgage-Backed Securities   |
| GNMI SF BC1180 X         | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $2191.05           | Agency Mortgage-Backed Securities   |
| GNMI SF 618961 X         | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.70              | Agency Mortgage-Backed Securities   |
| GNMI SF 669010 X         | 2037-05-15      | 5.5000%  | 0.0000% | $200000.00         | $3170.86           | Agency Mortgage-Backed Securities   |
| GNMI SP 781299 X         | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $911.65            | Agency Mortgage-Backed Securities   |
| GNMI SP 783807 X         | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2392.58           | Agency Mortgage-Backed Securities   |
| GNMI SF 564821 X         | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $508.88            | Agency Mortgage-Backed Securities   |
| GNMI SF 532558 X         | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $4366.63           | Agency Mortgage-Backed Securities   |
| GNII SF 003530 M         | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $912.44            | Agency Mortgage-Backed Securities   |
| GNII SF 003376 M         | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3180.60           | Agency Mortgage-Backed Securities   |
| GNAR AR 008947 M         | 2026-08-20      | 5.3750%  | 0.0000% | $23858049.00       | $1495.82           | Agency Mortgage-Backed Securities   |
| GNII SF MA0300 M         | 2027-08-20      | 3.0000%  | 0.0000% | $30000.00          | $364.76            | Agency Mortgage-Backed Securities   |
| GNMI SF 731680 X         | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1140.33           | Agency Mortgage-Backed Securities   |
| GNII SF 002644 M         | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $1601.77           | Agency Mortgage-Backed Securities   |
| GNII SF MA6576 M         | 2033-07-20      | 5.0000%  | 0.0000% | $33409.00          | $4083.82           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2152 X         | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2347.59           | Agency Mortgage-Backed Securities   |
| GNMI SP 781811 X         | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $3014.05           | Agency Mortgage-Backed Securities   |
| GNII SF MA0375 M         | 2027-09-20      | 3.0000%  | 0.0000% | $400000.00         | $4536.55           | Agency Mortgage-Backed Securities   |
| GNII SF 003237 M         | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $104.95            | Agency Mortgage-Backed Securities   |
| GNII SF 002495 M         | 2027-10-20      | 6.5000%  | 0.0000% | $4565384.00        | $379.55            | Agency Mortgage-Backed Securities   |
| GNII SF 003652 M         | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $714.31            | Agency Mortgage-Backed Securities   |
| GNMI SF 599357 X         | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1705.97           | Agency Mortgage-Backed Securities   |
| GNII SF 002741 M         | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $1553.61           | Agency Mortgage-Backed Securities   |
| GNII SF 002689 M         | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $3326.70           | Agency Mortgage-Backed Securities   |
| GNMI SF AD7352 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1739.65           | Agency Mortgage-Backed Securities   |
| GNMI SF AM8641 X         | 2045-05-15      | 3.0000%  | 0.0000% | $55243.00          | $4942.97           | Agency Mortgage-Backed Securities   |
| GNII SF AM4929 C         | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $822.58            | Agency Mortgage-Backed Securities   |
| GNMI SF 648970 X         | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4480.89           | Agency Mortgage-Backed Securities   |
| GNII SF MA6541 M         | 2050-02-20      | 3.0000%  | 0.0000% | $31000.00          | $4710.92           | Agency Mortgage-Backed Securities   |
| GNII SF MA8150 M         | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $706.09            | Agency Mortgage-Backed Securities   |
| GNAR AR 080115 M         | 2027-09-20      | 5.3750%  | 0.0000% | $11890721.00       | $2305.79           | Agency Mortgage-Backed Securities   |
| GNMI SP 781001 X         | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $244.46            | Agency Mortgage-Backed Securities   |
| GNMI SF 469991 X         | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $510.01            | Agency Mortgage-Backed Securities   |
| GNMI SF 477023 X         | 2030-01-15      | 6.5000%  | 0.0000% | $505184.00         | $4776.96           | Agency Mortgage-Backed Securities   |
| GNII JM 004163 M         | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $45.48             | Agency Mortgage-Backed Securities   |
| GNMI JP 783676 X         | 2026-05-15      | 4.0000%  | 0.0000% | $1193150.00        | $25.48             | Agency Mortgage-Backed Securities   |
| GNAR AR 080393 M         | 2030-04-20      | 5.6250%  | 0.0000% | $1916904.00        | $1799.48           | Agency Mortgage-Backed Securities   |
| GNAR AR 080123 M         | 2027-10-20      | 5.1250%  | 0.0000% | $17717110.00       | $4182.42           | Agency Mortgage-Backed Securities   |
| GNAR AR 080011 M         | 2026-11-20      | 5.1250%  | 0.0000% | $3000000.00        | $243.24            | Agency Mortgage-Backed Securities   |
| GNAR AR 008849 M         | 2026-04-20      | 5.6250%  | 0.0000% | $20991201.00       | $39.74             | Agency Mortgage-Backed Securities   |
| GNMI SF 737555 X         | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1325.56           | Agency Mortgage-Backed Securities   |
| GNMI SF 448335 X         | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $33.72             | Agency Mortgage-Backed Securities   |
| GNMI SF 460993 X         | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $657.33            | Agency Mortgage-Backed Securities   |
| GNII SF 003172 M         | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $409.43            | Agency Mortgage-Backed Securities   |
| GNMI SF 434141 X         | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $146.54            | Agency Mortgage-Backed Securities   |
| GNII SF 004060 M         | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1265.56           | Agency Mortgage-Backed Securities   |
| GNMI SF 471690 X         | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $585.52            | Agency Mortgage-Backed Securities   |
| GNMI SF 412407 X         | 2031-03-15      | 6.5000%  | 0.0000% | $936870.00         | $4687.60           | Agency Mortgage-Backed Securities   |
| GNMI SF 723939 X         | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $1677.90           | Agency Mortgage-Backed Securities   |
| GNMI SF 457100 X         | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $1504.98           | Agency Mortgage-Backed Securities   |
| GNMI SF 736057 X         | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $2652.75           | Agency Mortgage-Backed Securities   |
| GNMI SF 511460 X         | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4416.25           | Agency Mortgage-Backed Securities   |
| GNAR AR 008911 M         | 2026-07-20      | 5.3750%  | 0.0000% | $5835382.00        | $187.54            | Agency Mortgage-Backed Securities   |
| GNII SF 003678 M         | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1151.61           | Agency Mortgage-Backed Securities   |
| GNAR AR 008876 M         | 2026-05-20      | 5.6250%  | 0.0000% | $37691793.00       | $288.08            | Agency Mortgage-Backed Securities   |
| GNII SF 005239 M         | 2041-11-20      | 3.0000%  | 0.0000% | $70000.00          | $4091.84           | Agency Mortgage-Backed Securities   |
| GNMI SF 465529 X         | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $1852.05           | Agency Mortgage-Backed Securities   |
| GNII SF 003132 M         | 2031-09-20      | 6.0000%  | 0.0000% | $50000.00          | $87.56             | Agency Mortgage-Backed Securities   |
| GNII SF MA3105 M         | 2045-09-20      | 3.5000%  | 0.0000% | $27710.00          | $2468.39           | Agency Mortgage-Backed Securities   |
| GNAR AT MA3334 M         | 2045-12-20      | 5.1250%  | 0.0000% | $58000.00          | $1160.44           | Agency Mortgage-Backed Securities   |
| GNII SF MA4837 M         | 2047-11-20      | 3.5000%  | 0.0000% | $9000.00           | $1087.40           | Agency Mortgage-Backed Securities   |
| GNMI SF 745045 X         | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2061.78           | Agency Mortgage-Backed Securities   |
| GNMI SF 490279 X         | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1065.10           | Agency Mortgage-Backed Securities   |
| GNMI SF 772109 X         | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $2827.19           | Agency Mortgage-Backed Securities   |
| GNMI SF 778855 X         | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $1021.81           | Agency Mortgage-Backed Securities   |
| GNII SF 002603 M         | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $2444.05           | Agency Mortgage-Backed Securities   |
| GNII SF 003345 M         | 2033-02-20      | 5.0000%  | 0.0000% | $90000.00          | $605.01            | Agency Mortgage-Backed Securities   |
| GNMI SF 736667 X         | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1574.32           | Agency Mortgage-Backed Securities   |
| GNMI SF 584308 X         | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $506.79            | Agency Mortgage-Backed Securities   |
| GNII JM 004308 M         | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $492.64            | Agency Mortgage-Backed Securities   |
| GNII SF MA3308 M         | 2045-11-20      | 2.5000%  | 0.0000% | $25000.00          | $4556.91           | Agency Mortgage-Backed Securities   |
| GNMI SP 783632 X         | 2027-07-15      | 4.0000%  | 0.0000% | $2000000.00        | $4258.24           | Agency Mortgage-Backed Securities   |
| GNMI SF 716813 X         | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2192.22           | Agency Mortgage-Backed Securities   |
| GNMI SF AD1012 X         | 2043-06-15      | 2.5000%  | 0.0000% | $31456.00          | $4708.24           | Agency Mortgage-Backed Securities   |
| GNMI SF AF0384 X         | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3799.88           | Agency Mortgage-Backed Securities   |
| GNII SF MA5296 M         | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $2610.12           | Agency Mortgage-Backed Securities   |
| GNII SF MA7235 M         | 2032-09-20      | 6.5000%  | 0.0000% | $87599.00          | $2605.76           | Agency Mortgage-Backed Securities   |
| GNII SF MA7458 M         | 2030-02-20      | 8.0000%  | 0.0000% | $53407.00          | $3510.48           | Agency Mortgage-Backed Securities   |
| GNII SF MA6152 M         | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $4039.22           | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2030-06-03      | 1.7400%  | 0.0000% | $4000.00           | $3658.89           | Agency Debentures and Agency Strips |
| GNMI SF 557521 X         | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $97.38             | Agency Mortgage-Backed Securities   |
| GNMI SF 545051 X         | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $2064.33           | Agency Mortgage-Backed Securities   |
| GNMI SF 728323 X         | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $1748.63           | Agency Mortgage-Backed Securities   |
| GNAR AR 080012 M         | 2026-11-20      | 5.1250%  | 0.0000% | $48658897.00       | $3645.20           | Agency Mortgage-Backed Securities   |
| GNII SF MA7519 M         | 2029-04-20      | 8.0000%  | 0.0000% | $40172.00          | $1646.88           | Agency Mortgage-Backed Securities   |
| GNII SF MA5799 M         | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $1665.78           | Agency Mortgage-Backed Securities   |
| GNMI SF 587282 X         | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $2854.04           | Agency Mortgage-Backed Securities   |
| GNMI SF 587980 X         | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3703.12           | Agency Mortgage-Backed Securities   |
| GNMI SF 486516 X         | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $540.32            | Agency Mortgage-Backed Securities   |
| GNII SF 004115 M         | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $3882.72           | Agency Mortgage-Backed Securities   |
| GNII SF 003840 M         | 2036-04-20      | 5.0000%  | 0.0000% | $25000.00          | $301.36            | Agency Mortgage-Backed Securities   |
| GNMI SF 723541 X         | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1238.18           | Agency Mortgage-Backed Securities   |
| GNAR AR 008971 M         | 2026-09-20      | 5.3750%  | 0.0000% | $1456148.00        | $35.75             | Agency Mortgage-Backed Securities   |
| GNMI SF 723249 X         | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1677.69           | Agency Mortgage-Backed Securities   |
| GNMI SF 603333 X         | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1110.58           | Agency Mortgage-Backed Securities   |
| GNII SF 003610 M         | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $542.04            | Agency Mortgage-Backed Securities   |
| GNMI SF 578272 X         | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $569.56            | Agency Mortgage-Backed Securities   |
| GNII SF 003704 M         | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $465.39            | Agency Mortgage-Backed Securities   |
| GNII SF 003150 M         | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $689.32            | Agency Mortgage-Backed Securities   |
| GNII SF 003284 M         | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $252.96            | Agency Mortgage-Backed Securities   |
| GNMI SF 697946 X         | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3462.43           | Agency Mortgage-Backed Securities   |
| GNMI SF 585479 X         | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $653.06            | Agency Mortgage-Backed Securities   |
| GNII SF 003248 M         | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $365.04            | Agency Mortgage-Backed Securities   |
| GNMI SF 651823 X         | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $3912.68           | Agency Mortgage-Backed Securities   |
| GNMI SF 693508 X         | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4243.19           | Agency Mortgage-Backed Securities   |
| GNMI SF 693631 X         | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3584.84           | Agency Mortgage-Backed Securities   |
| GNMI SP 782958 X         | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3149.86           | Agency Mortgage-Backed Securities   |
| GNII SF MA5334 M         | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4454.21           | Agency Mortgage-Backed Securities   |
| GNII SF MA6824 M         | 2050-04-20      | 5.0000%  | 0.0000% | $25000.00          | $4745.82           | Agency Mortgage-Backed Securities   |
| GNII SF MA1762 M         | 2044-02-20      | 4.5000%  | 0.0000% | $26500.00          | $1753.71           | Agency Mortgage-Backed Securities   |
| GNII SF MA6314 M         | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $2416.76           | Agency Mortgage-Backed Securities   |
| GNII JM MA0002 M         | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $1429.07           | Agency Mortgage-Backed Securities   |
| GNMI SF AD7471 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2692.59           | Agency Mortgage-Backed Securities   |
| GNMI SF AD3518 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4019.25           | Agency Mortgage-Backed Securities   |
| GNMI SF AD0815 X         | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1817.51           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2412 X         | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1730.72           | Agency Mortgage-Backed Securities   |
| GNII SF MA5168 M         | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4401.62           | Agency Mortgage-Backed Securities   |
| GNMI SF 570033 X         | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $1888.54           | Agency Mortgage-Backed Securities   |
| GNII SF 002767 M         | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $708.36            | Agency Mortgage-Backed Securities   |
| GNAR AR 080312 M         | 2029-08-20      | 5.3750%  | 0.0000% | $5476665.00        | $4235.06           | Agency Mortgage-Backed Securities   |
| GNII SF 004222 M         | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4171.90           | Agency Mortgage-Backed Securities   |
| GNMI SF 732938 X         | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3390.78           | Agency Mortgage-Backed Securities   |
| GNMI SF 468156 X         | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $905.94            | Agency Mortgage-Backed Securities   |
| GNMI SF 552766 X         | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3356.26           | Agency Mortgage-Backed Securities   |
| GNMI SF 521330 X         | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $775.55            | Agency Mortgage-Backed Securities   |
| GNMI SF 567628 X         | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $119.18            | Agency Mortgage-Backed Securities   |
| GNAR AR 008991 M         | 2026-10-20      | 5.1250%  | 0.0000% | $30763233.00       | $2300.28           | Agency Mortgage-Backed Securities   |
| GNAR AR 008913 M         | 2026-07-20      | 5.3750%  | 0.0000% | $100143892.00      | $1899.17           | Agency Mortgage-Backed Securities   |
| GNII SF 004961 M         | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3350.40           | Agency Mortgage-Backed Securities   |
| GNMI SF 723599 X         | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1908.10           | Agency Mortgage-Backed Securities   |
| GNMI SF 421379 X         | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $362.02            | Agency Mortgage-Backed Securities   |
| GNMI SF 563338 X         | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $504.29            | Agency Mortgage-Backed Securities   |
| GNMI SF AD2435 X         | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1666.27           | Agency Mortgage-Backed Securities   |
| GNMI SF 545134 X         | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $129.79            | Agency Mortgage-Backed Securities   |
| GNMI SF 554033 X         | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $954.48            | Agency Mortgage-Backed Securities   |
| GNMI SF 447986 X         | 2028-06-15      | 7.0000%  | 0.0000% | $316237.00         | $155.98            | Agency Mortgage-Backed Securities   |
| GNMI SF 746166 X         | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1471.75           | Agency Mortgage-Backed Securities   |
| GNMI SF 486599 X         | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $24.95             | Agency Mortgage-Backed Securities   |
| GNII SF 003798 M         | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $947.88            | Agency Mortgage-Backed Securities   |
| GNAR AR 008949 M         | 2026-08-20      | 5.3750%  | 0.0000% | $25100000.00       | $1095.70           | Agency Mortgage-Backed Securities   |
| GNII SP 784793 C         | 2047-12-20      | 3.5000%  | 0.0000% | $12604.00          | $3075.91           | Agency Mortgage-Backed Securities   |
| GNAR AR 008848 M         | 2026-04-20      | 5.6250%  | 0.0000% | $50500000.00       | $116.39            | Agency Mortgage-Backed Securities   |
| GNAR AR 080023 M         | 2026-12-20      | 5.1250%  | 0.0000% | $19035907.00       | $2227.10           | Agency Mortgage-Backed Securities   |
| GNMI SF 564648 X         | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $68.00             | Agency Mortgage-Backed Securities   |
| GNMI SF 662442 X         | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2386.99           | Agency Mortgage-Backed Securities   |
| GNII SF 002550 M         | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $5.05              | Agency Mortgage-Backed Securities   |
| GNMI SF 569899 X         | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2193.70           | Agency Mortgage-Backed Securities   |
| GNMI SF 697944 X         | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3311.06           | Agency Mortgage-Backed Securities   |
| GNII FS 004483 M         | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $1988.41           | Agency Mortgage-Backed Securities   |
| GNII SF 002658 M         | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $1324.89           | Agency Mortgage-Backed Securities   |
| GNII SF 003377 M         | 2033-04-20      | 6.5000%  | 0.0000% | $992353.00         | $4775.04           | Agency Mortgage-Backed Securities   |
| GNII SF 004928 M         | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $1856.44           | Agency Mortgage-Backed Securities   |
| GNMI SF 721470 X         | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $301.13            | Agency Mortgage-Backed Securities   |
| GNMI SF 568466 X         | 2032-08-15      | 6.5000%  | 0.0000% | $2765753.00        | $4528.65           | Agency Mortgage-Backed Securities   |
| GNAR AR 080143 M         | 2027-12-20      | 5.1250%  | 0.0000% | $14749822.00       | $4794.30           | Agency Mortgage-Backed Securities   |
| GNMI SF 722796 X         | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $509.92            | Agency Mortgage-Backed Securities   |
| GNMI SF 723438 X         | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1848.91           | Agency Mortgage-Backed Securities   |
| GNMI SF 587228 X         | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2445.54           | Agency Mortgage-Backed Securities   |
| GNII SF 003039 M         | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $844.06            | Agency Mortgage-Backed Securities   |
| GNMI SF 606285 X         | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $1856.43           | Agency Mortgage-Backed Securities   |
| GNMI SF 663852 X         | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1129.86           | Agency Mortgage-Backed Securities   |
| GNII SF 003320 M         | 2032-12-20      | 5.5000%  | 0.0000% | $55000.00          | $324.81            | Agency Mortgage-Backed Securities   |
| GNII SF 003388 M         | 2033-05-20      | 4.5000%  | 0.0000% | $25000.00          | $280.71            | Agency Mortgage-Backed Securities   |
| GNII SF MA4265 M         | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2581.68           | Agency Mortgage-Backed Securities   |
| GNII SF 002975 M         | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $51.93             | Agency Mortgage-Backed Securities   |
| GNMI SF 593723 X         | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3544.60           | Agency Mortgage-Backed Securities   |
| GNII SF 002426 M         | 2027-05-20      | 6.5000%  | 0.0000% | $400000.00         | $102.74            | Agency Mortgage-Backed Securities   |
| GNMI SF BB6967 X         | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4441.34           | Agency Mortgage-Backed Securities   |
| GNII SF 002548 M         | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $972.76            | Agency Mortgage-Backed Securities   |
| GNMI SF 584464 X         | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $3644.65           | Agency Mortgage-Backed Securities   |
| GNII SF MA3523 M         | 2046-03-20      | 4.5000%  | 0.0000% | $31785.00          | $2234.99           | Agency Mortgage-Backed Securities   |
| GNII SF MA2752 M         | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $154.01            | Agency Mortgage-Backed Securities   |
| GNII SF 002657 M         | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $358.41            | Agency Mortgage-Backed Securities   |
| GNMI SF 573796 X         | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $1859.53           | Agency Mortgage-Backed Securities   |
| GNII SF MA1285 M         | 2043-09-20      | 3.5000%  | 0.0000% | $26665.00          | $2464.61           | Agency Mortgage-Backed Securities   |
| GNII SF MA0602 M         | 2027-12-20      | 3.0000%  | 0.0000% | $237868.00         | $3605.94           | Agency Mortgage-Backed Securities   |
| GNII SF 003214 M         | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $1615.29           | Agency Mortgage-Backed Securities   |
| GNII SF 002671 M         | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $30.53             | Agency Mortgage-Backed Securities   |
| GNII SF 003296 M         | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $429.30            | Agency Mortgage-Backed Securities   |
| GNII SF 003009 M         | 2030-12-20      | 6.5000%  | 0.0000% | $50000.00          | $85.06             | Agency Mortgage-Backed Securities   |
| GNMI SF 604290 X         | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1621.84           | Agency Mortgage-Backed Securities   |
| GNII SF 004073 M         | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $1834.59           | Agency Mortgage-Backed Securities   |
| GNII JM MA6081 M         | 2049-08-20      | 3.5000%  | 0.0000% | $6000.00           | $274.68            | Agency Mortgage-Backed Securities   |
| GNII JM MA6030 M         | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $3855.39           | Agency Mortgage-Backed Securities   |
| GNMI SF 623958 X         | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1792.71           | Agency Mortgage-Backed Securities   |
| GNMI SF 704865 X         | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $3921.82           | Agency Mortgage-Backed Securities   |
| GNII SF 005144 M         | 2041-08-20      | 3.5000%  | 0.0000% | $75000.00          | $3626.45           | Agency Mortgage-Backed Securities   |
| GNII SF 004371 M         | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $2013.16           | Agency Mortgage-Backed Securities   |
| GNII SF 003228 M         | 2032-04-20      | 6.5000%  | 0.0000% | $100000.00         | $170.44            | Agency Mortgage-Backed Securities   |
| GNAR AR 008927 M         | 2026-07-20      | 5.3750%  | 0.0000% | $8906461.00        | $372.24            | Agency Mortgage-Backed Securities   |
| GNMI SF 400595 X         | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1098.67           | Agency Mortgage-Backed Securities   |
| GNMI SF 422963 X         | 2029-03-15      | 6.5000%  | 0.0000% | $503405.00         | $3511.79           | Agency Mortgage-Backed Securities   |
| GNII SF 003295 M         | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $929.88            | Agency Mortgage-Backed Securities   |
| GNII SF 003702 M         | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $668.40            | Agency Mortgage-Backed Securities   |
| GNII SF 003737 M         | 2035-07-20      | 6.0000%  | 0.0000% | $295000.00         | $4550.58           | Agency Mortgage-Backed Securities   |
| GNII SF 003931 M         | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $4464.20           | Agency Mortgage-Backed Securities   |
| GNAR FB MA1113 M         | 2043-06-20      | 6.2500%  | 0.0000% | $182000.00         | $1040.90           | Agency Mortgage-Backed Securities   |
| GNII JP 783930 M         | 2027-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $725.31            | Agency Mortgage-Backed Securities   |
| GNAR AR 080095 M         | 2027-07-20      | 5.3750%  | 0.0000% | $25010315.00       | $4893.61           | Agency Mortgage-Backed Securities   |
| GNAR AR 080061 M         | 2027-04-20      | 5.6250%  | 0.0000% | $5020000.00        | $776.05            | Agency Mortgage-Backed Securities   |
| GNMI SF 532749 X         | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $127.04            | Agency Mortgage-Backed Securities   |
| GNII JP 783785 M         | 2028-04-20      | 3.0000%  | 0.0000% | $150000.00         | $3139.67           | Agency Mortgage-Backed Securities   |
| GNMI SF 555704 X         | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $39.61             | Agency Mortgage-Backed Securities   |
| GNMI SP 781215 X         | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $283.39            | Agency Mortgage-Backed Securities   |
| GNMI SF 554687 X         | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $303.92            | Agency Mortgage-Backed Securities   |
| GNAR AR 080076 M         | 2027-05-20      | 5.6250%  | 0.0000% | $24796998.00       | $3746.84           | Agency Mortgage-Backed Securities   |
| GNMI SF 619189 X         | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $40.14             | Agency Mortgage-Backed Securities   |
| GNMI SF 703495 X         | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $289.58            | 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 AA6407 X         | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3018.62           | Agency Mortgage-Backed Securities   |
| GNMI SF AB9205 X         | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $968.92            | Agency Mortgage-Backed Securities   |
| GNII SF MA0021 M         | 2042-04-20      | 3.0000%  | 0.0000% | $64000.00          | $4980.78           | Agency Mortgage-Backed Securities   |
| GNMI SF 796410 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4104.86           | Agency Mortgage-Backed Securities   |
| GNMI SF AA6418 X         | 2043-05-15      | 3.5000%  | 0.0000% | $50000.00          | $4984.75           | Agency Mortgage-Backed Securities   |
| GNMI SF AA6307 X         | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1868.64           | Agency Mortgage-Backed Securities   |
| GNMI SF 797250 X         | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $96.50             | Agency Mortgage-Backed Securities   |
| GNII SF MA9239 M         | 2053-10-20      | 4.5000%  | 0.0000% | $2000.00           | $1724.33           | Agency Mortgage-Backed Securities   |
| GNMI SF 689414 X         | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $757.49            | Agency Mortgage-Backed Securities   |
| GNMI SF 710719 X         | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1256.81           | Agency Mortgage-Backed Securities   |
| GNMI SF 655338 X         | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1821.27           | Agency Mortgage-Backed Securities   |
| GNII SF 003941 M         | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $2063.01           | Agency Mortgage-Backed Securities   |
| GNMI SF 506607 X         | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $41.83             | Agency Mortgage-Backed Securities   |
| GNSN 530824 001-100      | 2033-01-15      | 6.5000%  | 0.0000% | $2511811.00        | $88688.52          | Agency Mortgage-Backed Securities   |
| GNMI SF 548496 X         | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $282.95            | Agency Mortgage-Backed Securities   |
| GNMI SF 486470 X         | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $502.84            | Agency Mortgage-Backed Securities   |
| GNMI SF 738603 X         | 2026-08-15      | 4.0000%  | 0.0000% | $3490000.00        | $4201.64           | Agency Mortgage-Backed Securities   |
| GNMI SF 755071 X         | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4803.76           | Agency Mortgage-Backed Securities   |
| GNMI SF 755948 X         | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3476.05           | Agency Mortgage-Backed Securities   |
| GNII JM MA1828 M         | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $107.20            | Agency Mortgage-Backed Securities   |
| GNII SF MA1089 M         | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1048.37           | Agency Mortgage-Backed Securities   |
| GNII SF MB0486 M         | 2055-06-20      | 6.0000%  | 0.0000% | $51598211.00       | $47809119.05       | Agency Mortgage-Backed Securities   |
| GNAR AR 008892 M         | 2026-06-20      | 5.6250%  | 0.0000% | $41087422.00       | $525.81            | Agency Mortgage-Backed Securities   |
| GNII SF 003612 M         | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $412.14            | Agency Mortgage-Backed Securities   |
| GNII SF 003416 M         | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $3580.60           | Agency Mortgage-Backed Securities   |
| GNMI SF 587719 X         | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $294.87            | Agency Mortgage-Backed Securities   |
| GNII SF 002643 M         | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $214.72            | Agency Mortgage-Backed Securities   |
| GNII SF 002699 M         | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $737.03            | Agency Mortgage-Backed Securities   |
| GNII SF 003429 M         | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $271.85            | Agency Mortgage-Backed Securities   |
| GNII SF 004006 M         | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1754.77           | Agency Mortgage-Backed Securities   |
| GNII SF 004852 M         | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2064.55           | Agency Mortgage-Backed Securities   |
| GNII SF 003080 M         | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2309.33           | Agency Mortgage-Backed Securities   |
| GNII SF 005300 M         | 2027-02-20      | 3.0000%  | 0.0000% | $650000.00         | $2744.82           | Agency Mortgage-Backed Securities   |
| GNAR AR 080107 M         | 2027-08-20      | 5.3750%  | 0.0000% | $17856106.00       | $4519.40           | Agency Mortgage-Backed Securities   |
| GNMI SF 646746 X         | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $720.76            | Agency Mortgage-Backed Securities   |
| GNMI SF 636501 X         | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $113.28            | Agency Mortgage-Backed Securities   |
| GNII SF 003133 M         | 2031-09-20      | 6.5000%  | 0.0000% | $125344.00         | $152.91            | Agency Mortgage-Backed Securities   |
| GNII SF 003025 M         | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2213.49           | Agency Mortgage-Backed Securities   |
| GNII SF BX4963 C         | 2050-09-20      | 3.0000%  | 0.0000% | $13254.00          | $4774.91           | Agency Mortgage-Backed Securities   |
| GNII SF MA7369 M         | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4519.37           | Agency Mortgage-Backed Securities   |
| GNMI SF AF0383 X         | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1473.98           | Agency Mortgage-Backed Securities   |
| GNMI SF AD2224 X         | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $1384.09           | Agency Mortgage-Backed Securities   |
| GNII SF AA1000 C         | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $1130.03           | Agency Mortgage-Backed Securities   |
| GNII SF MA0465 M         | 2042-09-20      | 5.0000%  | 0.0000% | $150929.00         | $4978.91           | Agency Mortgage-Backed Securities   |
| GNII SF MA3803 M         | 2046-07-20      | 3.5000%  | 0.0000% | $16000.00          | $1674.04           | Agency Mortgage-Backed Securities   |
| GNMI SF AB2392 X         | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2453.45           | Agency Mortgage-Backed Securities   |
| GNII SF MA2340 M         | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $4281.36           | Agency Mortgage-Backed Securities   |
| GNII SF MA3524 M         | 2046-03-20      | 5.0000%  | 0.0000% | $35000.00          | $2939.89           | Agency Mortgage-Backed Securities   |
| GNMI SF 774290 X         | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2387.28           | Agency Mortgage-Backed Securities   |
| GNII JM MA6209 M         | 2049-10-20      | 3.0000%  | 0.0000% | $25000.00          | $1685.48           | Agency Mortgage-Backed Securities   |
| GNII JM MA5701 M         | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $1917.67           | Agency Mortgage-Backed Securities   |
| GNII SF 778108 C         | 2026-12-20      | 3.5000%  | 0.0000% | $905000.00         | $3610.03           | Agency Mortgage-Backed Securities   |
| GNII SF MA2072 M         | 2044-07-20      | 3.0000%  | 0.0000% | $39999.00          | $3596.29           | Agency Mortgage-Backed Securities   |

### Security 306: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG7Y8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG7Y8
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $740800.00         | $1019594.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $300.00            | $372.45            | U.S. Treasuries (including strips) |

### Security 307: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG819, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GG819
- **C.18 - Value (incl. sponsor support):** $1039000000.00
- **C.18.a - Value (excl. sponsor support):** $1039000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.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 JM MA8194 M     | 2052-08-20      | 5.0000%  | 0.0000% | $1660050.00        | $986440.27         | Agency Mortgage-Backed Securities |
| GNII SF CV9047 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1289250.00        | $1011634.82        | Agency Mortgage-Backed Securities |
| GNII SF DL5037 C     | 2055-10-20      | 6.5000%  | 0.0000% | $5449368.00        | $5704003.41        | Agency Mortgage-Backed Securities |
| GNII SF DQ1818 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1425110.00        | $1424300.06        | Agency Mortgage-Backed Securities |
| GNMI SF 705951 X     | 2027-08-15      | 2.5000%  | 0.0000% | $1329354.00        | $108564.77         | Agency Mortgage-Backed Securities |
| GNAR AF 082373 M     | 2039-08-20      | 5.3750%  | 0.0000% | $45000000.00       | $692604.26         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU5917 | 2051-12-01      | 2.5000%  | 0.0000% | $39095000.00       | $22789645.29       | Agency Mortgage-Backed Securities |
| GNII JM MA6398 M     | 2050-01-20      | 2.5000%  | 0.0000% | $1945000.00        | $156136.95         | Agency Mortgage-Backed Securities |
| GNMI SF 470770 X     | 2029-08-15      | 7.5000%  | 0.0000% | $4000000.00        | $20659.10          | Agency Mortgage-Backed Securities |
| GNII ET CV5115 C     | 2063-06-20      | 6.5000%  | 0.0000% | $3772924.00        | $1151697.64        | Agency Mortgage-Backed Securities |
| GNII SF CX9987 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1263932.00        | $805311.37         | Agency Mortgage-Backed Securities |
| GNPL PN DI7401       | 2060-05-15      | 5.7800%  | 0.0000% | $250163.00         | $261683.36         | Agency Mortgage-Backed Securities |
| GNII SF DA2773 C     | 2050-02-20      | 7.0000%  | 0.0000% | $1139144.00        | $315578.51         | Agency Mortgage-Backed Securities |
| GNII JM MA8479 M     | 2052-11-20      | 4.0000%  | 0.0000% | $6000000.00        | $4336491.50        | Agency Mortgage-Backed Securities |
| GNII SF DN6550 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1816826.00        | $1918674.84        | Agency Mortgage-Backed Securities |
| GNII SF CH0582 C     | 2051-08-20      | 2.5000%  | 0.0000% | $2187892.00        | $1574762.76        | Agency Mortgage-Backed Securities |
| GNII SP 787169 C     | 2052-09-20      | 5.0000%  | 0.0000% | $6550984.00        | $6306108.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAA1007 | 2036-04-01      | 5.0000%  | 0.0000% | $9680000.00        | $194333.58         | Agency Mortgage-Backed Securities |
| GNII ET CT5341 C     | 2063-02-20      | 5.5000%  | 0.0000% | $906738.00         | $786282.48         | Agency Mortgage-Backed Securities |
| GNII SF MA7001 M     | 2049-02-20      | 5.5000%  | 0.0000% | $301142.00         | $84916.62          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $36020560.00       | $27762031.34       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  | 0.0000% | $37428544.00       | $32068193.21       | Agency Mortgage-Backed Securities |
| GNII SF MA7195 M     | 2051-02-20      | 3.5000%  | 0.0000% | $405863.00         | $150931.67         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA6029 | 2056-03-01      | 5.0000%  | 0.0000% | $114843648.00      | $113447570.37      | Agency Mortgage-Backed Securities |
| GNII SF DL7883 C     | 2055-08-20      | 6.0000%  | 0.0000% | $25007648.00       | $24268558.29       | Agency Mortgage-Backed Securities |
| GNII ET DM5787 C     | 2065-10-20      | 6.5000%  | 0.0000% | $7000000.00        | $7295294.70        | Agency Mortgage-Backed Securities |
| GNII RG CQ5549 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1976362.00        | $914130.65         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | 0.0000% | $60384080.00       | $59170636.24       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8314 | 2056-03-01      | 5.0000%  | 0.0000% | $999900.00         | $987867.87         | Agency Mortgage-Backed Securities |
| GNII SF DN3234 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1298380.00        | $1351774.35        | Agency Mortgage-Backed Securities |
| GNII SF DP0524 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1342414.00        | $1372676.00        | Agency Mortgage-Backed Securities |
| GNII ET DM3067 C     | 2065-09-20      | 4.0000%  | 0.0000% | $865422.00         | $804325.01         | Agency Mortgage-Backed Securities |
| GNII SF MA4263 M     | 2047-01-20      | 4.0000%  | 0.0000% | $1355010.00        | $119674.77         | Agency Mortgage-Backed Securities |
| GNMI SF 767026 X     | 2028-02-15      | 2.5000%  | 0.0000% | $1201152.00        | $75917.72          | Agency Mortgage-Backed Securities |
| GNII SF MA8871 M     | 2053-04-20      | 1.5000%  | 0.0000% | $212718.00         | $155687.54         | Agency Mortgage-Backed Securities |
| GNII SF DN3233 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1313774.00        | $1382456.44        | Agency Mortgage-Backed Securities |
| GNII ET DM6160 C     | 2065-08-20      | 4.0000%  | 0.0000% | $289827.00         | $269513.33         | Agency Mortgage-Backed Securities |
| GNII SF MA7232 M     | 2034-04-20      | 5.0000%  | 0.0000% | $149774.00         | $44132.71          | Agency Mortgage-Backed Securities |
| GNII SF DM4647 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2074856.00        | $2173691.53        | Agency Mortgage-Backed Securities |
| GNMI SF BF1113 X     | 2048-01-15      | 5.0000%  | 0.0000% | $199721.00         | $24913.07          | Agency Mortgage-Backed Securities |
| GNII SF MA7986 M     | 2052-03-20      | 2.0000%  | 0.0000% | $303051776.00      | $184437728.95      | Agency Mortgage-Backed Securities |
| GNII SP 785220 C     | 2050-12-20      | 2.0000%  | 0.0000% | $30000.00          | $15366.11          | Agency Mortgage-Backed Securities |
| GNII SF MA9698 M     | 2038-03-20      | 7.0000%  | 0.0000% | $164370.00         | $98020.31          | Agency Mortgage-Backed Securities |
| GNII SF MA9276 M     | 2030-12-20      | 8.0000%  | 0.0000% | $296713.00         | $108743.56         | Agency Mortgage-Backed Securities |
| GNII SP 785532 C     | 2051-06-20      | 3.0000%  | 0.0000% | $200000.00         | $107837.02         | Agency Mortgage-Backed Securities |
| GNMI SF AY0520 X     | 2047-08-15      | 4.0000%  | 0.0000% | $678180.00         | $90358.10          | Agency Mortgage-Backed Securities |
| GNII SF MA7858 M     | 2033-11-20      | 5.0000%  | 0.0000% | $425078.00         | $94474.32          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS2421 | 2038-10-01      | 7.0000%  | 0.0000% | $1600000.00        | $6342.41           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZK9936 | 2033-06-01      | 3.5000%  | 0.0000% | $1625450.00        | $209251.93         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  | 0.0000% | $757000.00         | $505436.99         | Agency Mortgage-Backed Securities |
| GNII SF AU1995 C     | 2046-08-20      | 3.0000%  | 0.0000% | $2172648.00        | $305987.91         | Agency Mortgage-Backed Securities |
| GNII SF AM1139 C     | 2045-03-20      | 3.5000%  | 0.0000% | $9866464.00        | $1832526.25        | Agency Mortgage-Backed Securities |
| GNII ET CV3980 C     | 2063-06-20      | 6.0000%  | 0.0000% | $621921.00         | $248932.69         | Agency Mortgage-Backed Securities |
| GNII SF MA9019 M     | 2053-07-20      | 6.5000%  | 0.0000% | $672372.00         | $265841.08         | Agency Mortgage-Backed Securities |
| GNII SF BY0361 C     | 2050-09-20      | 3.0000%  | 0.0000% | $690000.00         | $110496.96         | Agency Mortgage-Backed Securities |
| GNII SF DQ0422 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1280154.00        | $1304459.95        | Agency Mortgage-Backed Securities |
| GNMI SF AD6349 X     | 2047-12-15      | 3.0000%  | 0.0000% | $671353.00         | $311644.25         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3630 | 2035-06-01      | 3.0000%  | 0.0000% | $40000.00          | $14128.21          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3818 | 2050-08-01      | 2.5000%  | 0.0000% | $550000.00         | $241334.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBY4098 | 2038-06-01      | 4.5000%  | 0.0000% | $71005.00          | $37973.40          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2152 | 2038-07-01      | 5.5000%  | 0.0000% | $2317652.00        | $18090.66          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5917 | 2051-09-01      | 3.0000%  | 0.0000% | $310000.00         | $189308.83         | Agency Mortgage-Backed Securities |
| GNII SF AL5896 C     | 2045-03-20      | 3.5000%  | 0.0000% | $3487392.00        | $410049.54         | Agency Mortgage-Backed Securities |
| GNII RG CL6778 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1308496.00        | $905390.71         | Agency Mortgage-Backed Securities |
| GNII SF MA1155 M     | 2043-07-20      | 2.5000%  | 0.0000% | $3637248.00        | $515351.93         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2371 | 2051-12-01      | 2.5000%  | 0.0000% | $37123000.00       | $22412419.75       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3402 | 2052-11-01      | 5.0000%  | 0.0000% | $1316388.00        | $960372.47         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4619 | 2056-02-01      | 5.5000%  | 0.0000% | $155281152.00      | $154145590.30      | Agency Mortgage-Backed Securities |
| GNII SF MA6655 M     | 2050-05-20      | 2.5000%  | 0.0000% | $830000.00         | $219461.44         | Agency Mortgage-Backed Securities |
| GNII SF 003106 M     | 2031-07-20      | 6.0000%  | 0.0000% | $4689484.00        | $7736.48           | Agency Mortgage-Backed Securities |
| GNII SF CX2638 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1204938.00        | $668357.83         | Agency Mortgage-Backed Securities |
| GNII RG CO2147 C     | 2050-06-20      | 3.5000%  | 0.0000% | $275000.00         | $155128.82         | Agency Mortgage-Backed Securities |
| GNII SF DK1977 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1231654.00        | $1021745.36        | Agency Mortgage-Backed Securities |
| GNII SP 786723 C     | 2052-11-20      | 3.5000%  | 0.0000% | $8921040.00        | $5477794.54        | Agency Mortgage-Backed Securities |
| GNII SF DL8796 C     | 2055-08-20      | 6.0000%  | 0.0000% | $73227.00          | $75971.09          | Agency Mortgage-Backed Securities |
| GNII ET DJ9043 C     | 2065-06-20      | 6.5000%  | 0.0000% | $23614720.00       | $21337989.85       | Agency Mortgage-Backed Securities |
| GNII SF DI4713 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5959608.00        | $6268215.97        | Agency Mortgage-Backed Securities |
| GNII ET CV5458 C     | 2063-05-20      | 6.5000%  | 0.0000% | $7144368.00        | $2646032.23        | Agency Mortgage-Backed Securities |
| GNII SF CT9106 C     | 2053-05-20      | 7.0000%  | 0.0000% | $1040326.00        | $827463.30         | Agency Mortgage-Backed Securities |
| GNII SF CR9715 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1254987.00        | $1290183.91        | Agency Mortgage-Backed Securities |
| GNII ET CW6777 C     | 2063-07-20      | 6.0000%  | 0.0000% | $1510412.00        | $704613.24         | Agency Mortgage-Backed Securities |
| GNII JM 004709 M     | 2040-06-20      | 4.5000%  | 0.0000% | $6878104.00        | $226137.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2452 | 2056-02-01      | 4.5000%  | 0.0000% | $7162016.00        | $6934712.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2035 | 2056-02-01      | 5.0000%  | 0.0000% | $3207644.00        | $3176020.82        | Agency Mortgage-Backed Securities |
| GNII SF BS8546 C     | 2050-12-20      | 2.5000%  | 0.0000% | $100000.00         | $48771.53          | Agency Mortgage-Backed Securities |
| GNII SF BS7617 C     | 2050-06-20      | 2.5000%  | 0.0000% | $1133158.00        | $646385.54         | Agency Mortgage-Backed Securities |
| GNII SP 786335 C     | 2052-09-20      | 4.5000%  | 0.0000% | $800000.00         | $550494.05         | Agency Mortgage-Backed Securities |
| GNII SF DP1269 C     | 2056-02-20      | 7.0000%  | 0.0000% | $4206936.00        | $4485936.97        | Agency Mortgage-Backed Securities |
| GNII SF DO3647 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1515996.00        | $1615714.84        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3000 | 2055-08-01      | 6.5000%  | 0.0000% | $87264768.00       | $82611111.06       | Agency Mortgage-Backed Securities |
| GNII SF DB9969 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1235684.00        | $1024520.41        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4443 | 2036-10-01      | 2.5000%  | 0.0000% | $1362570.00        | $664671.69         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1729 | 2055-04-01      | 6.0000%  | 0.0000% | $28390000.00       | $21618103.83       | Agency Mortgage-Backed Securities |
| GNII ET DI1788 C     | 2065-03-20      | 6.0000%  | 0.0000% | $2880664.00        | $2742030.05        | Agency Mortgage-Backed Securities |
| GNII SF DK0297 C     | 2055-05-20      | 6.5000%  | 0.0000% | $6629824.00        | $6303076.93        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0076 | 2047-07-01      | 4.5000%  | 0.0000% | $337735.00         | $61503.28          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN1979 | 2035-04-01      | 2.0000%  | 0.0000% | $1775818.00        | $393026.24         | Agency Mortgage-Backed Securities |
| GNPL PN BQ4198       | 2061-08-15      | 3.2300%  | 0.0000% | $49051.00          | $43191.31          | Agency Mortgage-Backed Securities |
| GNII SF DI4714 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5276152.00        | $5560675.63        | Agency Mortgage-Backed Securities |
| GNII SF DQ7961 C     | 2056-03-20      | 4.5000%  | 0.0000% | $1127972.00        | $1090916.99        | Agency Mortgage-Backed Securities |
| GNPL PN DM9061       | 2060-12-15      | 5.2500%  | 0.0000% | $290020.00         | $295977.65         | Agency Mortgage-Backed Securities |
| GNII ET DE2901 C     | 2065-01-20      | 6.5000%  | 0.0000% | $1555044.00        | $1272220.15        | Agency Mortgage-Backed Securities |
| GNII SF DA4618 C     | 2054-03-20      | 7.0000%  | 0.0000% | $1174286.00        | $1220142.65        | Agency Mortgage-Backed Securities |
| GNII SF MA9514 M     | 2031-06-20      | 7.0000%  | 0.0000% | $90881.00          | $53153.72          | Agency Mortgage-Backed Securities |
| GNII SP 783736 M     | 2042-10-20      | 3.5000%  | 0.0000% | $113703.00         | $9790.29           | Agency Mortgage-Backed Securities |
| GNII SF MB0998 M     | 2056-03-20      | 6.0000%  | 0.0000% | $113321344.00      | $116214437.91      | Agency Mortgage-Backed Securities |
| GNII SF DQ1835 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1493788.00        | $1492939.03        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA1533 | 2052-01-01      | 2.0000%  | 0.0000% | $29788000.00       | $22495272.97       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4122 | 2049-09-01      | 3.5000%  | 0.0000% | $550000.00         | $105598.07         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBY1381 | 2038-09-01      | 3.0000%  | 0.0000% | $1079932.00        | $786819.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8151 | 2054-03-01      | 5.5000%  | 0.0000% | $3470000.00        | $2623201.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4495 | 2054-04-01      | 4.5000%  | 0.0000% | $41749520.00       | $39890516.59       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9448 | 2036-03-01      | 2.5000%  | 0.0000% | $1503890.00        | $810528.10         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  | 0.0000% | $150000.00         | $95089.87          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9810 | 2046-03-01      | 4.5000%  | 0.0000% | $778366.00         | $119087.32         | Agency Mortgage-Backed Securities |
| GNAR AF MA1853 M     | 2044-04-20      | 5.6250%  | 0.0000% | $142846240.00      | $2694527.02        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | 0.0000% | $527221.00         | $262286.22         | Agency Mortgage-Backed Securities |
| GNII SF MA7710 M     | 2051-11-20      | 5.0000%  | 0.0000% | $25000.00          | $10681.70          | Agency Mortgage-Backed Securities |
| GNII RG CK9490 C     | 2050-01-20      | 4.0000%  | 0.0000% | $1677000.00        | $971802.59         | Agency Mortgage-Backed Securities |
| GNII SF MB0993 M     | 2056-03-20      | 3.5000%  | 0.0000% | $86654.00          | $79460.56          | Agency Mortgage-Backed Securities |
| GNII SF DI7988 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1338652.00        | $1109108.99        | Agency Mortgage-Backed Securities |
| GNII ET DL0349 C     | 2065-08-20      | 3.5000%  | 0.0000% | $118038.00         | $107073.45         | Agency Mortgage-Backed Securities |
| GNII SF DK7328 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1030868.00        | $829431.12         | Agency Mortgage-Backed Securities |
| GNII SF DM0771 C     | 2055-08-20      | 6.5000%  | 0.0000% | $401375.00         | $424914.11         | Agency Mortgage-Backed Securities |
| GNMI SF 698370 X     | 2039-07-15      | 4.5000%  | 0.0000% | $8692592.00        | $453721.06         | Agency Mortgage-Backed Securities |
| GNII SF BZ4587 C     | 2033-05-20      | 6.0000%  | 0.0000% | $1514488.00        | $452286.86         | Agency Mortgage-Backed Securities |
| GNII SF BT3116 C     | 2050-03-20      | 3.0000%  | 0.0000% | $302721.00         | $87332.67          | Agency Mortgage-Backed Securities |
| GNII ET DM7095 C     | 2065-09-20      | 3.5000%  | 0.0000% | $365391.00         | $331637.52         | Agency Mortgage-Backed Securities |

### Security 308: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG827, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GG827
- **C.18 - Value (incl. sponsor support):** $2054000000.00
- **C.18.a - Value (excl. sponsor support):** $2054000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.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 | 2026-06-11      | 0.0000%  | 0.0000% | $1511286400.00     | $1500545687.56     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $19373500.00       | $19501032.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $87232000.00       | $87099843.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-28      | 0.0000%  | 0.0000% | $489267200.00      | $487933457.61      | U.S. Treasuries (including strips) |

### Security 309: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG876, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG876
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $91.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $300.00            | $286.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $740800.00         | $1019594.62        | U.S. Treasuries (including strips) |

### Security 310: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG8A9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG8A9
- **C.18 - Value (incl. sponsor support):** $1822000000.00
- **C.18.a - Value (excl. sponsor support):** $1822000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $14351700.00       | $14172547.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $75211200.00       | $75964089.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $412972000.00      | $249999953.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $314441600.00      | $249999799.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $218130400.00      | $215791270.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $116447600.00      | $249999886.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $246800.00         | $265124.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $255651600.00      | $249999773.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $61903200.00       | $63193045.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $239489600.00      | $239055991.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $244870400.00      | $249998531.08      | U.S. Treasuries (including strips) |

### Security 311: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG8P6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG8P6
- **C.18 - Value (incl. sponsor support):** $1888000000.00
- **C.18.a - Value (excl. sponsor support):** $1888000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CLAS2700 | 2044-06-01      | 4.0000%  | 0.0000% | $250000.00         | $26871.14          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTRB5169 | 2042-06-01      | 3.5000%  | 0.0000% | $126000.00         | $84162.84          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8274 | 2046-11-01      | 3.0000%  | 0.0000% | $69000000.00       | $11445459.64       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5157 | 2042-05-01      | 2.5000%  | 0.0000% | $50000.00          | $33199.87          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0780 | 2054-08-01      | 6.0000%  | 0.0000% | $25084.00          | $5472.25           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ8689 | 2054-11-01      | 4.5000%  | 0.0000% | $24447.00          | $21053.15          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2107 | 2054-08-01      | 7.0000%  | 0.0000% | $1112536.00        | $660324.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAZ0186 | 2045-07-01      | 3.0000%  | 0.0000% | $4494936.00        | $500808.11         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1809 | 2052-09-01      | 4.5000%  | 0.0000% | $381000.00         | $276474.94         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1118 | 2052-06-01      | 3.5000%  | 0.0000% | $25900.00          | $17731.41          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2874 | 2039-01-01      | 5.5000%  | 0.0000% | $9850000.00        | $192858.47         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2092 | 2046-11-01      | 3.5000%  | 0.0000% | $165000.00         | $37370.73          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $35000.00          | $26732.94          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0418 | 2053-09-01      | 6.5000%  | 0.0000% | $773000.00         | $783239.61         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2246 | 2053-01-01      | 6.0000%  | 0.0000% | $550000.00         | $397032.25         | Agency Mortgage-Backed Securities |
| FEPC 04.500 3VZN0798 | 2043-12-01      | 4.5000%  | 0.0000% | $90000.00          | $17635.73          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL6850 | 2044-07-01      | 5.0000%  | 0.0000% | $1145000.00        | $117373.09         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4185 | 2053-06-01      | 6.0000%  | 0.0000% | $1442452.00        | $935565.86         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI7056 | 2054-06-01      | 6.5000%  | 0.0000% | $1117736.00        | $763599.59         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3808 | 2050-10-01      | 2.0000%  | 0.0000% | $38439.00          | $22258.47          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0957 | 2054-07-01      | 6.0000%  | 0.0000% | $281030.00         | $211009.24         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5232 | 2054-05-01      | 6.0000%  | 0.0000% | $5333592.00        | $3549920.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3828 | 2055-11-01      | 5.5000%  | 0.0000% | $3990740.00        | $3543048.39        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5121 | 2041-08-01      | 2.0000%  | 0.0000% | $900000.00         | $527152.92         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA9046 | 2053-08-01      | 4.5000%  | 0.0000% | $205704.00         | $175608.97         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8145 | 2037-03-01      | 2.0000%  | 0.0000% | $1585984.00        | $908038.55         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA7011 | 2049-06-01      | 3.5000%  | 0.0000% | $1671936.00        | $405654.45         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4370 | 2039-03-01      | 5.0000%  | 0.0000% | $1850000.00        | $27070.42          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4208 | 2035-10-01      | 6.5000%  | 0.0000% | $315000.00         | $6718.92           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8299 | 2039-04-01      | 3.5000%  | 0.0000% | $645498.00         | $426493.94         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  | 0.0000% | $1096318.00        | $589611.29         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8070 | 2035-10-01      | 2.5000%  | 0.0000% | $50000.00          | $14725.94          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1639 | 2037-09-01      | 6.0000%  | 0.0000% | $14650700.00       | $98955.93          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8063 | 2035-09-01      | 3.0000%  | 0.0000% | $149565.00         | $36014.10          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI8125 | 2038-09-01      | 6.5000%  | 0.0000% | $2900000.00        | $12104.24          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI8794 | 2039-05-01      | 5.0000%  | 0.0000% | $500000.00         | $33961.28          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3209 | 2053-06-01      | 6.0000%  | 0.0000% | $1074496.00        | $814234.32         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4516 | 2051-02-01      | 2.0000%  | 0.0000% | $150000.00         | $84423.47          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2595 | 2055-11-01      | 5.5000%  | 0.0000% | $22860200.00       | $22573297.61       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1935 | 2038-02-01      | 6.0000%  | 0.0000% | $3550999.00        | $22431.90          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTSC0002 | 2039-05-01      | 5.0000%  | 0.0000% | $400000.00         | $37458.84          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  | 0.0000% | $600000.00         | $284812.63         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQD6641 | 2052-01-01      | 5.0000%  | 0.0000% | $143582.00         | $79723.01          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8385 | 2053-12-01      | 6.5000%  | 0.0000% | $46727680.00       | $20930764.40       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS7938 | 2033-01-01      | 2.5000%  | 0.0000% | $79424.00          | $12373.44          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3857 | 2041-06-01      | 5.5000%  | 0.0000% | $500000.00         | $29809.16          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4773 | 2048-06-01      | 4.5000%  | 0.0000% | $828000.00         | $66597.22          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4188 | 2035-04-01      | 6.5000%  | 0.0000% | $7995576.00        | $71092.22          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9639 | 2036-11-01      | 2.0000%  | 0.0000% | $500000.00         | $264924.03         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3783 | 2052-06-01      | 4.0000%  | 0.0000% | $27500000.00       | $18408785.99       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0008 | 2036-12-01      | 2.0000%  | 0.0000% | $38228352.00       | $22546457.31       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6346 | 2055-06-01      | 5.0000%  | 0.0000% | $48826.00          | $42836.96          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9693 | 2055-07-01      | 6.0000%  | 0.0000% | $2479848.00        | $1472838.69        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY3142 | 2055-05-01      | 4.5000%  | 0.0000% | $12573.00          | $12013.29          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX7754 | 2055-01-01      | 4.5000%  | 0.0000% | $32947.00          | $19244.92          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS1192 | 2028-02-01      | 1.0900%  | 0.0000% | $21183000.00       | $20068553.10       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3943 | 2055-12-01      | 5.0000%  | 0.0000% | $430464.00         | $424016.44         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR9197 | 2043-03-01      | 3.0000%  | 0.0000% | $2475000.00        | $331708.79         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5826 | 2056-02-01      | 4.5000%  | 0.0000% | $1096324.00        | $1064425.25        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5783 | 2056-04-01      | 5.0000%  | 0.0000% | $10257376.00       | $10166153.74       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2419 | 2048-10-01      | 4.5000%  | 0.0000% | $9405040.00        | $559346.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG4463 | 2041-03-01      | 6.0000%  | 0.0000% | $2160888.00        | $2243989.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0490 | 2056-02-01      | 5.0000%  | 0.0000% | $18756480.00       | $18511888.65       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9857 | 2052-05-01      | 4.0000%  | 0.0000% | $18222976.00       | $10606070.67       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9174 | 2056-02-01      | 4.5000%  | 0.0000% | $1010278.00        | $979668.40         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1412 | 2056-02-01      | 5.0000%  | 0.0000% | $18057728.00       | $17807273.11       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9399 | 2056-01-01      | 6.0000%  | 0.0000% | $21443200.00       | $21830111.76       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6725 | 2053-11-01      | 5.5000%  | 0.0000% | $38730000.00       | $33025087.02       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6689 | 2053-07-01      | 5.5000%  | 0.0000% | $450000.00         | $355289.83         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7217 | 2053-09-01      | 4.5000%  | 0.0000% | $1868536.00        | $1551960.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9369 | 2056-01-01      | 6.0000%  | 0.0000% | $21560799.00       | $22069325.74       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3495 | 2053-07-01      | 5.0000%  | 0.0000% | $19000.00          | $15211.80          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4515 | 2043-04-01      | 3.0000%  | 0.0000% | $760000.00         | $108449.55         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6265 | 2049-01-01      | 4.5000%  | 0.0000% | $1350000.00        | $90827.65          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0895 | 2035-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $7192.58           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQC2450 | 2051-06-01      | 1.5000%  | 0.0000% | $130990.00         | $77210.61          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2455 | 2037-04-01      | 3.5000%  | 0.0000% | $216000.00         | $30898.97          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4710 | 2053-01-01      | 4.5000%  | 0.0000% | $52797.00          | $45384.01          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZT2094 | 2034-06-01      | 2.5000%  | 0.0000% | $121504.00         | $11008.96          | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VZN0571 | 2042-12-01      | 3.0000%  | 0.0000% | $88000.00          | $22016.40          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB8343 | 2039-09-01      | 6.5000%  | 0.0000% | $58378.00          | $27464.08          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0842 | 2032-08-01      | 6.5000%  | 0.0000% | $52297440.00       | $101440.91         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN2806 | 2049-01-01      | 4.5000%  | 0.0000% | $819335.00         | $62558.89          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ6769 | 2032-12-01      | 5.5000%  | 0.0000% | $2930000.00        | $67488.64          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1586 | 2048-11-01      | 4.5000%  | 0.0000% | $425000.00         | $96293.58          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8383 | 2048-09-01      | 4.0000%  | 0.0000% | $652018.00         | $160155.93         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3VZT1164 | 2045-03-01      | 3.5000%  | 0.0000% | $90000.00          | $13447.45          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8078 | 2035-12-01      | 1.5000%  | 0.0000% | $121000.00         | $51920.21          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6531 | 2052-01-01      | 3.5000%  | 0.0000% | $9000.00           | $5371.93           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3039 | 2040-01-01      | 6.0000%  | 0.0000% | $1704740.00        | $939379.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7566 | 2045-01-01      | 3.5000%  | 0.0000% | $485714.00         | $70438.70          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8750 | 2053-03-01      | 6.0000%  | 0.0000% | $2872644.00        | $2011623.21        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1276 | 2038-04-01      | 3.0000%  | 0.0000% | $322973.00         | $221083.79         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3040 | 2054-09-01      | 5.5000%  | 0.0000% | $80183.00          | $65708.76          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2797 | 2050-06-01      | 3.0000%  | 0.0000% | $300000.00         | $124835.92         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CNRD5071 | 2031-10-01      | 2.0000%  | 0.0000% | $49000.00          | $18192.51          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7104 | 2051-02-01      | 4.5000%  | 0.0000% | $50000.00          | $28475.11          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745748 | 2036-07-01      | 5.5000%  | 0.0000% | $1900000.00        | $15540.72          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9393 | 2055-09-01      | 6.5000%  | 0.0000% | $20285920.00       | $19685505.91       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3197 | 2055-09-01      | 6.0000%  | 0.0000% | $90930560.00       | $87095764.65       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3799 | 2032-05-01      | 4.3900%  | 0.0000% | $5328300.00        | $5332591.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3052 | 2052-10-01      | 5.5000%  | 0.0000% | $25147200.00       | $18041911.78       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0427 | 2037-02-01      | 2.0000%  | 0.0000% | $4000000.00        | $2242334.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $11797792.00       | $8541256.11        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF5208 | 2040-12-01      | 4.0000%  | 0.0000% | $628527.00         | $603083.90         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN8635 | 2049-06-01      | 3.0000%  | 0.0000% | $362173.00         | $100599.76         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF5672 | 2040-12-01      | 4.0000%  | 0.0000% | $1555150.00        | $1476954.93        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8644 | 2055-03-01      | 7.0000%  | 0.0000% | $1217466.00        | $1079705.94        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA2365 | 2055-12-01      | 7.0000%  | 0.0000% | $3393872.00        | $2784796.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1250 | 2055-08-01      | 6.0000%  | 0.0000% | $1210354.00        | $647609.51         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRR0012 | 2040-06-01      | 6.5000%  | 0.0000% | $13510.00          | $10439.10          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS1123 | 2037-04-01      | 2.0000%  | 0.0000% | $3069650.00        | $1718056.72        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $1702000.00        | $715983.00         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  | 0.0000% | $4040000.00        | $835851.47         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4516 | 2056-02-01      | 4.5000%  | 0.0000% | $100664320.00      | $96435743.15       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8715 | 2054-06-01      | 6.0000%  | 0.0000% | $3780000.00        | $2684156.15        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9408 | 2056-01-01      | 6.5000%  | 0.0000% | $1005656.00        | $1047154.29        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $58763.81          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL4704 | 2055-07-01      | 6.5000%  | 0.0000% | $31483488.00       | $32814410.49       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4553 | 2056-03-01      | 4.5000%  | 0.0000% | $101460736.00      | $98204556.60       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6765 | 2053-12-01      | 6.5000%  | 0.0000% | $6500000.00        | $4923111.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1963 | 2054-07-01      | 5.5000%  | 0.0000% | $105000.00         | $97832.72          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0338 | 2055-02-01      | 5.5000%  | 0.0000% | $62241920.00       | $51935092.42       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0317 | 2039-01-01      | 5.5000%  | 0.0000% | $471700000.00      | $3260070.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA6039 | 2041-03-01      | 5.5000%  | 0.0000% | $162915584.00      | $166734868.29      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA6052 | 2056-02-01      | 5.5000%  | 0.0000% | $2280660.00        | $2326661.51        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7966 | 2056-03-01      | 4.5000%  | 0.0000% | $1260260.00        | $1220202.64        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ0902 | 2055-08-01      | 4.5000%  | 0.0000% | $10139.00          | $9682.23           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2913 | 2032-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $132385.50         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3758 | 2056-03-01      | 5.0000%  | 0.0000% | $7202232.00        | $7108246.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3229 | 2056-03-01      | 5.0000%  | 0.0000% | $10122848.00       | $10009016.00       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3461 | 2056-03-01      | 4.5000%  | 0.0000% | $1236328.00        | $1197795.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $77416960.00       | $56976729.82       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3216 | 2056-03-01      | 5.0000%  | 0.0000% | $10002760.00       | $9829385.90        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5222 | 2043-01-01      | 6.5000%  | 0.0000% | $29230.00          | $11605.64          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4723 | 2041-01-01      | 6.0000%  | 0.0000% | $25000.00          | $24761.44          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $20000.00          | $13490.83          | Agency Mortgage-Backed Securities |
| FNMS 06.500 KL252477 | 2029-04-01      | 6.5000%  | 0.0000% | $4066240.00        | $9371.35           | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU7377 | 2050-03-01      | 2.5000%  | 0.0000% | $175000.00         | $95318.69          | Agency Mortgage-Backed Securities |
| FEPC 02.000 3RQU9529 | 2036-07-01      | 2.0000%  | 0.0000% | $1981556.00        | $1304500.87        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7332 | 2053-07-01      | 6.5000%  | 0.0000% | $100000.00         | $58289.28          | Agency Mortgage-Backed Securities |
| FEPC 02.500 3LQU5004 | 2049-11-01      | 2.5000%  | 0.0000% | $1570000.00        | $368947.84         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA6370 | 2050-01-01      | 3.0000%  | 0.0000% | $840000.00         | $261603.20         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN9461 | 2037-01-01      | 2.0000%  | 0.0000% | $403033.00         | $256207.62         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF9595 | 2053-03-01      | 5.5000%  | 0.0000% | $102000.00         | $62524.94          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH9444 | 2054-02-01      | 6.0000%  | 0.0000% | $40130.00          | $19247.58          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN1767 | 2035-04-01      | 2.5000%  | 0.0000% | $35000.00          | $7681.87           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA2396 | 2050-04-01      | 4.0000%  | 0.0000% | $105000.00         | $29096.32          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4369 | 2039-03-01      | 4.5000%  | 0.0000% | $4078616.00        | $57482.27          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8147 | 2037-04-01      | 1.5000%  | 0.0000% | $1950966.00        | $1173952.66        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  | 0.0000% | $59000.00          | $6089.02           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  | 0.0000% | $10000.00          | $5988.70           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0686 | 2051-08-01      | 3.5000%  | 0.0000% | $115000.00         | $62514.75          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS1050 | 2034-07-01      | 7.5000%  | 0.0000% | $1862000.00        | $16816.16          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5693 | 2048-09-01      | 4.5000%  | 0.0000% | $1175000.00        | $158400.45         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0526 | 2036-05-01      | 2.5000%  | 0.0000% | $1104974.00        | $486077.41         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZT2013 | 2032-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $187476.86         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2322 | 2052-09-01      | 4.5000%  | 0.0000% | $260000.00         | $200591.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0194 | 2052-05-01      | 3.0000%  | 0.0000% | $25175000.00       | $20070342.16       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3146 | 2056-03-01      | 5.0000%  | 0.0000% | $2336672.00        | $2326107.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2629 | 2056-03-01      | 5.0000%  | 0.0000% | $4559856.00        | $4505127.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2985 | 2056-03-01      | 5.0000%  | 0.0000% | $5878250.00        | $5808657.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9648 | 2054-12-01      | 5.0000%  | 0.0000% | $675000.00         | $623430.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0104 | 2055-03-01      | 5.5000%  | 0.0000% | $49519168.00       | $45913853.14       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3046 | 2056-03-01      | 5.0000%  | 0.0000% | $20421760.00       | $20156464.39       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5082 | 2056-03-01      | 5.0000%  | 0.0000% | $7889040.00        | $7821309.96        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBU2421 | 2036-10-01      | 1.5000%  | 0.0000% | $52897.00          | $28570.86          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6081 | 2031-01-01      | 3.9350%  | 0.0000% | $17533600.00       | $17306735.68       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ0131 | 2047-10-01      | 3.5000%  | 0.0000% | $4000000.00        | $1041491.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ1672 | 2047-12-01      | 3.5000%  | 0.0000% | $635018.00         | $122262.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC0395 | 2054-09-01      | 5.0000%  | 0.0000% | $7069880.00        | $6525506.68        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3628 | 2047-05-01      | 4.5000%  | 0.0000% | $42454080.00       | $9322398.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7033 | 2054-06-01      | 5.5000%  | 0.0000% | $72323.00          | $70207.74          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735997 | 2035-11-01      | 5.5000%  | 0.0000% | $3270000.00        | $24839.46          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9405 | 2055-04-01      | 5.5000%  | 0.0000% | $50971.00          | $49951.34          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5501 | 2055-02-01      | 5.5000%  | 0.0000% | $40112.00          | $33309.15          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4954 | 2038-02-01      | 2.0000%  | 0.0000% | $1140568.00        | $745838.20         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6697 | 2055-02-01      | 6.5000%  | 0.0000% | $574168.00         | $451749.03         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4788 | 2037-07-01      | 1.5000%  | 0.0000% | $2015024.00        | $1388303.82        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3852 | 2055-09-01      | 7.0000%  | 0.0000% | $5323296.00        | $4932905.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0026 | 2040-09-01      | 5.5000%  | 0.0000% | $95944.00          | $80802.10          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG5241 | 2056-03-01      | 6.5000%  | 0.0000% | $1590586.00        | $1667541.20        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3429 | 2056-03-01      | 4.5000%  | 0.0000% | $2526224.00        | $2449830.99        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5136 | 2053-09-01      | 4.5000%  | 0.0000% | $1666896.00        | $1387370.25        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK2016 | 2048-04-01      | 4.5000%  | 0.0000% | $108097.00         | $6349.20           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW8874 | 2052-09-01      | 4.0000%  | 0.0000% | $1203102.00        | $1076048.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBW2582 | 2041-03-01      | 6.0000%  | 0.0000% | $1306806.00        | $1351980.93        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5575 | 2056-04-01      | 4.5000%  | 0.0000% | $3589592.00        | $3471727.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1337 | 2040-10-01      | 6.0000%  | 0.0000% | $3186080.00        | $3253062.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0081 | 2056-01-01      | 5.5000%  | 0.0000% | $1062804.00        | $1085910.60        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC2180 | 2056-03-01      | 4.5000%  | 0.0000% | $50753024.00       | $49081619.35       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6945 | 2052-03-01      | 3.5000%  | 0.0000% | $13000.00          | $8976.30           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $25000.00          | $19171.78          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8413 | 2054-02-01      | 4.0000%  | 0.0000% | $16000.00          | $13994.04          | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VZT1166 | 2043-11-01      | 3.0000%  | 0.0000% | $612000.00         | $108912.52         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5057 | 2051-04-01      | 3.0000%  | 0.0000% | $3000000.00        | $1809815.57        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5764 | 2051-09-01      | 2.0000%  | 0.0000% | $375000.00         | $221454.86         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4321 | 2053-11-01      | 6.5000%  | 0.0000% | $33000.00          | $22992.34          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  | 0.0000% | $10000.00          | $5679.60           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8163 | 2037-07-01      | 3.0000%  | 0.0000% | $1723738.00        | $1039847.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $84434.92          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0479 | 2035-10-01      | 2.5000%  | 0.0000% | $275000.00         | $114265.94         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | 0.0000% | $875000.00         | $656582.53         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7146 | 2052-04-01      | 3.5000%  | 0.0000% | $539315.00         | $395880.85         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8533 | 2052-07-01      | 4.0000%  | 0.0000% | $19000.00          | $12035.10          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5301 | 2044-07-01      | 5.5000%  | 0.0000% | $25000.00          | $15335.79          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF5403 | 2053-01-01      | 6.5000%  | 0.0000% | $827863.00         | $606999.16         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1571 | 2052-08-01      | 5.0000%  | 0.0000% | $1035000.00        | $776054.75         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZS4680 | 2046-09-01      | 2.5000%  | 0.0000% | $95000.00          | $17245.72          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2334 | 2038-09-01      | 5.5000%  | 0.0000% | $750000.00         | $28023.03          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1022 | 2052-05-01      | 4.0000%  | 0.0000% | $100000.00         | $66173.18          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  | 0.0000% | $22000.00          | $6118.50           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $95040.00          | $71085.67          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8099 | 2036-04-01      | 2.5000%  | 0.0000% | $258000.00         | $88917.44          | Agency Mortgage-Backed Securities |
| FEPC 04.500 3VZT1145 | 2044-05-01      | 4.5000%  | 0.0000% | $440610.00         | $48045.83          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0686 | 2037-03-01      | 2.5000%  | 0.0000% | $1611252.00        | $981521.63         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5134 | 2041-11-01      | 1.5000%  | 0.0000% | $20000.00          | $12020.78          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6947 | 2054-07-01      | 6.5000%  | 0.0000% | $442138.00         | $451285.10         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI8986 | 2054-06-01      | 5.5000%  | 0.0000% | $687542.00         | $680591.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0784 | 2063-12-01      | 3.5000%  | 0.0000% | $605000.00         | $478065.61         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3853 | 2053-12-01      | 6.5000%  | 0.0000% | $435932.00         | $103720.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3846 | 2054-11-01      | 5.0000%  | 0.0000% | $5750000.00        | $4917031.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0048 | 2055-09-01      | 5.0000%  | 0.0000% | $27053840.00       | $25897196.07       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2160 | 2055-08-01      | 6.5000%  | 0.0000% | $3096700.00        | $3112141.26        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRR0042 | 2040-09-01      | 3.0000%  | 0.0000% | $1440176.00        | $1342178.73        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7811 | 2056-03-01      | 4.5000%  | 0.0000% | $1302700.00        | $1263426.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5980 | 2041-02-01      | 6.0000%  | 0.0000% | $91340928.00       | $92303870.93       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1192 | 2055-10-01      | 4.5000%  | 0.0000% | $591957.00         | $561443.92         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2349 | 2034-08-01      | 3.5000%  | 0.0000% | $92000.00          | $7072.49           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8190 | 2037-11-01      | 4.5000%  | 0.0000% | $116848.00         | $62868.50          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS2990 | 2039-04-01      | 6.5000%  | 0.0000% | $3000000.00        | $38314.07          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0117 | 2034-11-01      | 2.5000%  | 0.0000% | $162000.00         | $42333.75          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0495 | 2048-08-01      | 4.5000%  | 0.0000% | $1000000.00        | $70563.61          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4771 | 2048-06-01      | 3.5000%  | 0.0000% | $96000.00          | $8086.52           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8124 | 2036-10-01      | 2.5000%  | 0.0000% | $1815258.00        | $882337.82         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1057 | 2038-09-01      | 5.0000%  | 0.0000% | $225000.00         | $145107.29         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI5591 | 2036-11-01      | 6.5000%  | 0.0000% | $108000.00         | $5858.69           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4010 | 2041-06-01      | 5.0000%  | 0.0000% | $620000.00         | $48454.11          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  | 0.0000% | $54000.00          | $6593.22           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0894 | 2035-06-01      | 5.5000%  | 0.0000% | $4374128.00        | $32832.51          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0781 | 2031-11-01      | 6.5000%  | 0.0000% | $20959232.00       | $16628.93          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8490 | 2050-04-01      | 3.0000%  | 0.0000% | $475000.00         | $188622.45         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6808 | 2052-02-01      | 3.0000%  | 0.0000% | $23000.00          | $13993.71          | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PQU7397 | 2050-02-01      | 4.0000%  | 0.0000% | $244174.00         | $130718.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAS9236 | 2044-02-01      | 3.0000%  | 0.0000% | $78000.00          | $7753.26           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5383 | 2053-12-01      | 6.0000%  | 0.0000% | $3897688.00        | $2584882.24        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545556 | 2032-04-01      | 7.0000%  | 0.0000% | $16998400.00       | $16979.30          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR7270 | 2036-04-01      | 2.0000%  | 0.0000% | $2710000.00        | $1350041.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5581 | 2052-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $749171.45         | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0811 | 2064-04-01      | 4.5000%  | 0.0000% | $2173000.00        | $1841451.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6002 | 2055-05-01      | 6.0000%  | 0.0000% | $2320340.00        | $2373161.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8610 | 2055-05-01      | 6.0000%  | 0.0000% | $10278112.00       | $10467040.15       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA6746 | 2050-08-01      | 3.5000%  | 0.0000% | $824903.00         | $378204.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5406 | 2053-07-01      | 5.5000%  | 0.0000% | $1930000.00        | $1433839.85        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3197 | 2054-07-01      | 6.5000%  | 0.0000% | $14071480.00       | $13179665.75       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1962 | 2055-02-01      | 5.5000%  | 0.0000% | $15762288.00       | $15429215.69       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4307 | 2056-02-01      | 5.5000%  | 0.0000% | $119438080.00      | $120481429.56      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7956 | 2054-01-01      | 4.5000%  | 0.0000% | $1042518.00        | $982697.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $50326080.00       | $29153116.51       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB0548 | 2051-05-01      | 3.5000%  | 0.0000% | $5449520.00        | $2514012.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4137 | 2054-08-01      | 6.0000%  | 0.0000% | $516753.00         | $526451.18         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  | 0.0000% | $231380.00         | $104865.90         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE4304 | 2055-07-01      | 7.0000%  | 0.0000% | $1388470.00        | $1470553.25        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ7860 | 2027-12-01      | 2.5000%  | 0.0000% | $12818240.00       | $275564.65         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4576 | 2040-12-01      | 6.0000%  | 0.0000% | $1602992.00        | $1638084.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH7872 | 2054-01-01      | 6.0000%  | 0.0000% | $762207.00         | $276181.48         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2773 | 2053-09-01      | 5.0000%  | 0.0000% | $58227.00          | $39982.38          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4898 | 2041-02-01      | 5.0000%  | 0.0000% | $1078182.00        | $1085999.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3722 | 2056-03-01      | 5.0000%  | 0.0000% | $11015008.00       | $10911778.08       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3823 | 2056-03-01      | 5.0000%  | 0.0000% | $2116450.00        | $2101361.68        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB5114 | 2037-11-01      | 2.5000%  | 0.0000% | $164984.00         | $106770.23         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0144 | 2033-12-01      | 5.5300%  | 0.0000% | $50138400.00       | $53376204.15       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL905013 | 2037-05-01      | 6.0000%  | 0.0000% | $4212970.00        | $291221.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5049 | 2056-03-01      | 5.0000%  | 0.0000% | $32756352.00       | $32479156.84       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY8953 | 2055-07-01      | 7.0000%  | 0.0000% | $1050920.00        | $1108067.97        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS6031 | 2052-06-01      | 2.0000%  | 0.0000% | $1044546.00        | $740681.68         | Agency Mortgage-Backed Securities |
| GNMI SP 780813 X     | 2028-06-15      | 6.5000%  | 0.0000% | $25497595.00       | $19946.53          | Agency Mortgage-Backed Securities |
| GNII SF MB0785 M     | 2040-11-20      | 5.0000%  | 0.0000% | $486555.00         | $480413.80         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $343000.00         | $283023.48         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3LQU5003 | 2049-11-01      | 2.5000%  | 0.0000% | $350000.00         | $82612.96          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2760 | 2053-04-01      | 6.0000%  | 0.0000% | $119704.00         | $74979.50          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD0970 | 2051-10-01      | 3.5000%  | 0.0000% | $43700.00          | $32227.42          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD3236 | 2051-12-01      | 3.5000%  | 0.0000% | $110000.00         | $72921.43          | Agency Mortgage-Backed Securities |
| FEPC 04.000 3SZN0084 | 2040-10-01      | 4.0000%  | 0.0000% | $351000.00         | $14582.44          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1385 | 2034-01-01      | 5.5000%  | 0.0000% | $12328840.00       | $75293.56          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL5719 | 2043-05-01      | 3.5000%  | 0.0000% | $600000.00         | $84749.58          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI1891 | 2034-05-01      | 5.0000%  | 0.0000% | $1571160.00        | $12661.53          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI3100 | 2035-02-01      | 5.5000%  | 0.0000% | $3005892.00        | $49796.06          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1190 | 2041-04-01      | 4.5000%  | 0.0000% | $807332.00         | $60453.14          | Agency Mortgage-Backed Securities |
| FEPC 04.500 3SZN0099 | 2041-03-01      | 4.5000%  | 0.0000% | $1750000.00        | $83651.65          | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZA5869 | 2048-11-01      | 4.0000%  | 0.0000% | $494362.00         | $19222.90          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2262 | 2046-12-01      | 3.5000%  | 0.0000% | $650000.00         | $198792.87         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6792 | 2037-11-01      | 6.0000%  | 0.0000% | $1068258.00        | $73398.71          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0036 | 2040-11-01      | 4.0000%  | 0.0000% | $92000.00          | $87269.60          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA2175 | 2049-08-01      | 3.5000%  | 0.0000% | $1062532.00        | $45835.77          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI2489 | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $78861.93          | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6046 | 2050-05-01      | 3.5000%  | 0.0000% | $3712440.00        | $334577.68         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1999 | 2036-05-01      | 2.0000%  | 0.0000% | $2392928.00        | $1077481.77        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG2913 | 2053-04-01      | 4.5000%  | 0.0000% | $869090.00         | $801642.88         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7475 | 2053-07-01      | 6.5000%  | 0.0000% | $61455.00          | $43719.02          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO1051 | 2037-11-01      | 2.5000%  | 0.0000% | $1230972.00        | $753787.62         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0806 | 2037-09-01      | 4.0000%  | 0.0000% | $38691.00          | $24343.28          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD3226 | 2051-12-01      | 2.5000%  | 0.0000% | $19000.00          | $12738.34          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL6671 | 2044-12-01      | 5.0000%  | 0.0000% | $1499878.00        | $177935.02         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAO4984 | 2027-06-01      | 3.0000%  | 0.0000% | $1940606.00        | $16716.69          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $26207.00          | $22409.68          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8047 | 2050-02-01      | 4.5000%  | 0.0000% | $539300.00         | $75901.65          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6283 | 2053-10-01      | 5.0000%  | 0.0000% | $200000.00         | $174016.67         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1932 | 2052-02-01      | 3.5000%  | 0.0000% | $14140528.00       | $9225672.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8231 | 2038-05-01      | 5.5000%  | 0.0000% | $13000.00          | $6503.12           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8034 | 2049-11-01      | 5.0000%  | 0.0000% | $205000.00         | $19391.77          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8529 | 2055-03-01      | 3.5000%  | 0.0000% | $7000.00           | $5896.40           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1025 | 2046-04-01      | 3.5000%  | 0.0000% | $1625000.00        | $361325.42         | Agency Mortgage-Backed Securities |
| FEPC 04.500 3SZN0169 | 2045-10-01      | 4.5000%  | 0.0000% | $1129200.00        | $264051.92         | Agency Mortgage-Backed Securities |
| FEPC 04.500 3JZJ2789 | 2039-06-01      | 4.5000%  | 0.0000% | $103000.00         | $26434.86          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI8329 | 2038-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $10755.97          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7103 | 2048-07-01      | 4.0000%  | 0.0000% | $467192.00         | $61589.90          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG2581 | 2056-02-01      | 6.0000%  | 0.0000% | $20932096.00       | $21412149.93       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1059 | 2056-02-01      | 4.5000%  | 0.0000% | $3660860.00        | $3549006.32        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4943 | 2052-10-01      | 4.5000%  | 0.0000% | $360000.00         | $268438.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9197 | 2056-02-01      | 5.5000%  | 0.0000% | $8137904.00        | $8271823.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2048 | 2056-02-01      | 4.5000%  | 0.0000% | $10691120.00       | $10316045.66       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6418 | 2053-05-01      | 5.0000%  | 0.0000% | $1018672.00        | $862285.02         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY0053 | 2053-05-01      | 4.5000%  | 0.0000% | $897959.00         | $757363.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM3579 | 2030-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $277616.55         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL3386 | 2029-07-01      | 2.7400%  | 0.0000% | $4000000.00        | $3847997.33        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4611 | 2048-01-01      | 3.5000%  | 0.0000% | $1484182.00        | $388955.18         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8409 | 2053-05-01      | 4.5000%  | 0.0000% | $409522.00         | $350145.33         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3205 | 2055-04-01      | 6.0000%  | 0.0000% | $31798304.00       | $30853953.76       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA4731 | 2037-07-01      | 2.5000%  | 0.0000% | $22134112.00       | $20697451.49       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA4086 | 2055-08-01      | 6.0000%  | 0.0000% | $70070600.00       | $63844247.75       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2857 | 2054-10-01      | 6.0000%  | 0.0000% | $22516032.00       | $19403601.40       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7721 | 2056-03-01      | 4.5000%  | 0.0000% | $40040.00          | $38671.57          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ1621 | 2055-09-01      | 7.0000%  | 0.0000% | $10233568.00       | $9722482.46        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $90484640.00       | $69648770.76       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4601 | 2037-05-01      | 1.5000%  | 0.0000% | $5177040.00        | $3206106.38        | Agency Mortgage-Backed Securities |
| GNMI SF 586602 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999612.00         | $9664.58           | Agency Mortgage-Backed Securities |
| GNII JM MA3001 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2380680.00        | $58091.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5006 | 2053-04-01      | 3.5000%  | 0.0000% | $1700000.00        | $1360240.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6666 | 2053-08-01      | 5.5000%  | 0.0000% | $14200000.00       | $11350660.20       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5955 | 2053-10-01      | 6.5000%  | 0.0000% | $2300000.00        | $1331108.51        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3186 | 2054-12-01      | 5.0000%  | 0.0000% | $101841.00         | $99149.59          | Agency Mortgage-Backed Securities |

### Security 312: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG8S0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG8S0
- **C.18 - Value (incl. sponsor support):** $2077000000.00
- **C.18.a - Value (excl. sponsor support):** $2077000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLMA6031 | 2056-03-01      | 6.0000%  | 0.0000% | $7402656.00        | $7576233.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $105841024.00      | $104325194.89      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5888 | 2040-11-01      | 6.0000%  | 0.0000% | $62308992.00       | $55882632.31       | Agency Mortgage-Backed Securities |
| GNII JM MA6213 M     | 2049-10-20      | 5.0000%  | 0.0000% | $536222.00         | $27084.78          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0207 | 2055-01-01      | 5.0000%  | 0.0000% | $800000.00         | $755641.68         | Agency Mortgage-Backed Securities |
| GNII ET DH9351 C     | 2065-01-20      | 6.5000%  | 0.0000% | $2969196.00        | $2347222.89        | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $500000.00         | $44958.21          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6853 | 2051-04-01      | 2.0000%  | 0.0000% | $7900000.00        | $4217456.40        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM9264 | 2041-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $597247.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3522 | 2035-02-01      | 3.0000%  | 0.0000% | $185000.00         | $40603.02          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6875 | 2054-02-01      | 6.5000%  | 0.0000% | $17650000.00       | $12535082.00       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  | 0.0000% | $307692.00         | $137042.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9019 | 2054-09-01      | 6.0000%  | 0.0000% | $395000.00         | $340617.11         | Agency Mortgage-Backed Securities |
| GNAR AF MB1003 M     | 2056-03-20      | 3.0000%  | 0.0000% | $1462726.00        | $1396078.35        | Agency Mortgage-Backed Securities |
| GNII ET DM7581 C     | 2065-10-20      | 6.0000%  | 0.0000% | $901955.00         | $922050.70         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0236 | 2055-08-01      | 5.5000%  | 0.0000% | $5996160.00        | $6031396.91        | Agency Mortgage-Backed Securities |
| GNMI SF AA6401 X     | 2043-05-15      | 3.0000%  | 0.0000% | $976459.00         | $150459.88         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5780 | 2040-05-01      | 3.0000%  | 0.0000% | $99271.00          | $90611.17          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4367 | 2056-01-01      | 5.5000%  | 0.0000% | $50075584.00       | $50250396.40       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2507 | 2055-05-01      | 5.5000%  | 0.0000% | $16451000.00       | $14448311.95       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1552 | 2055-11-01      | 6.5000%  | 0.0000% | $20987000.00       | $19729744.68       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889233 | 2038-03-01      | 5.5000%  | 0.0000% | $137786112.00      | $1614496.83        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CI890826 | 2032-12-01      | 4.0000%  | 0.0000% | $210000.00         | $15748.17          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC2501 | 2054-10-01      | 5.0000%  | 0.0000% | $1752744.00        | $1338633.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3887 | 2056-01-01      | 6.0000%  | 0.0000% | $1537351.00        | $1582534.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3203 | 2054-10-01      | 6.0000%  | 0.0000% | $1434594.00        | $1297304.65        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC1016 | 2054-08-01      | 7.0000%  | 0.0000% | $1583366.00        | $1436119.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2581 | 2055-07-01      | 6.0000%  | 0.0000% | $3115740.00        | $2374289.94        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745945 | 2034-12-01      | 5.0000%  | 0.0000% | $74555648.00       | $911122.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4674 | 2055-10-01      | 6.0000%  | 0.0000% | $3457316.00        | $3569102.05        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA7255 | 2035-10-01      | 2.5000%  | 0.0000% | $63690.00          | $25199.31          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBM3054 | 2031-11-01      | 2.0000%  | 0.0000% | $411000.00         | $58760.52          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0006 | 2051-04-01      | 2.5000%  | 0.0000% | $785000.00         | $490735.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2239 | 2055-02-01      | 5.0000%  | 0.0000% | $49769.00          | $48559.68          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8131 | 2053-04-01      | 5.5000%  | 0.0000% | $4630520.00        | $3815235.89        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1872 | 2049-11-01      | 3.0000%  | 0.0000% | $20000000.00       | $4921156.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1991 | 2056-02-01      | 5.0000%  | 0.0000% | $10345232.00       | $10244970.43       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5135 | 2056-03-01      | 5.0000%  | 0.0000% | $5635632.00        | $5579611.94        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6685 | 2053-07-01      | 4.0000%  | 0.0000% | $650204.00         | $440707.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9586 | 2056-03-01      | 5.0000%  | 0.0000% | $2454352.00        | $2428872.55        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF8836 | 2055-12-01      | 6.5000%  | 0.0000% | $3981800.00        | $4165965.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9790 | 2056-01-01      | 5.5000%  | 0.0000% | $1211230.00        | $1230304.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9883 | 2056-01-01      | 5.5000%  | 0.0000% | $1829700.00        | $1842621.04        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1331 | 2040-10-01      | 6.0000%  | 0.0000% | $9381328.00        | $9244286.62        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB0171 | 2054-03-01      | 4.5000%  | 0.0000% | $1420364.00        | $1140432.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA1520 | 2053-10-01      | 6.0000%  | 0.0000% | $7248776.00        | $4977913.58        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2158 | 2042-04-01      | 3.5000%  | 0.0000% | $8000000.00        | $946143.93         | Agency Mortgage-Backed Securities |
| GNII SF MB0871 M     | 2056-01-20      | 5.0000%  | 0.0000% | $142211000.00      | $140727151.07      | Agency Mortgage-Backed Securities |
| GNII RG CN6338 C     | 2047-06-20      | 3.5000%  | 0.0000% | $400000.00         | $234498.92         | Agency Mortgage-Backed Securities |
| GNII ET DJ9044 C     | 2065-06-20      | 7.0000%  | 0.0000% | $4709376.00        | $4123512.12        | Agency Mortgage-Backed Securities |
| GNII RG CN2001 C     | 2047-12-20      | 3.5000%  | 0.0000% | $175000.00         | $95187.45          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM4592 | 2047-10-01      | 3.5000%  | 0.0000% | $7000000.00        | $984696.21         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5569 | 2054-05-01      | 5.0000%  | 0.0000% | $1000000.00        | $919369.39         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI4078 | 2054-04-01      | 5.0000%  | 0.0000% | $294295.00         | $247530.77         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4076 | 2040-09-01      | 5.5000%  | 0.0000% | $1610638.00        | $1521828.92        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $150750.00         | $21704.00          | Agency Mortgage-Backed Securities |
| GNII SF BX4931 C     | 2050-08-20      | 2.5000%  | 0.0000% | $974250.00         | $569797.16         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL4705 | 2056-03-01      | 6.0000%  | 0.0000% | $45830592.00       | $47293321.17       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5844 | 2055-09-01      | 7.5000%  | 0.0000% | $81076.00          | $63450.57          | Agency Mortgage-Backed Securities |
| GNII SF CO1899 C     | 2052-07-20      | 6.0000%  | 0.0000% | $1644026.00        | $1491998.80        | Agency Mortgage-Backed Securities |
| GNMI SF AA5735 X     | 2042-10-15      | 3.5000%  | 0.0000% | $41429760.00       | $3900541.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8524 | 2055-10-01      | 6.0000%  | 0.0000% | $1306472.00        | $1327702.89        | Agency Mortgage-Backed Securities |
| GNII SF MA0155 M     | 2042-06-20      | 4.0000%  | 0.0000% | $846453.00         | $45688.32          | Agency Mortgage-Backed Securities |
| GNMI SP 781210 X     | 2029-09-15      | 6.5000%  | 0.0000% | $6868951.00        | $5631.13           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS3271 | 2037-08-01      | 3.0000%  | 0.0000% | $658494.00         | $440025.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  | 0.0000% | $268165000.00      | $58567685.35       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3836 | 2056-03-01      | 5.0000%  | 0.0000% | $10501552.00       | $10394556.72       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKCA4613 | 2049-11-01      | 3.5000%  | 0.0000% | $180000.00         | $10154.54          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG6706 | 2056-03-01      | 6.0000%  | 0.0000% | $1148600.00        | $1187478.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL827687 | 2035-11-01      | 5.5000%  | 0.0000% | $11258020.00       | $870116.35         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4827 | 2054-12-01      | 5.0000%  | 0.0000% | $161849.00         | $151960.84         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB0808 | 2054-04-01      | 5.0000%  | 0.0000% | $436744.00         | $324677.47         | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0463 | 2060-03-01      | 3.0000%  | 0.0000% | $300000.00         | $118677.55         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBP5181 | 2035-04-01      | 2.0000%  | 0.0000% | $1964434.00        | $737362.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0134 | 2056-08-01      | 4.5000%  | 0.0000% | $375000.00         | $96882.11          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3422 | 2054-10-01      | 6.5000%  | 0.0000% | $1240360.00        | $1188742.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0568 | 2053-05-01      | 6.0000%  | 0.0000% | $37187.00          | $24405.00          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  | 0.0000% | $172801000.00      | $51330060.59       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM9462 | 2036-07-01      | 2.5000%  | 0.0000% | $1490504.00        | $736750.50         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2233 | 2054-07-01      | 6.0000%  | 0.0000% | $2623610.00        | $2109017.40        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3383 | 2048-06-01      | 3.5000%  | 0.0000% | $169000.00         | $16966.12          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2502 | 2055-02-01      | 6.5000%  | 0.0000% | $27800000.00       | $24238888.42       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5124 | 2052-11-01      | 4.5000%  | 0.0000% | $71240.00          | $57514.47          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB4921 | 2052-10-01      | 6.0000%  | 0.0000% | $50794.00          | $30162.57          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8541 | 2036-07-01      | 3.0000%  | 0.0000% | $949000.00         | $337386.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWMA3112 | 2032-07-01      | 3.5000%  | 0.0000% | $528797.00         | $109284.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7965 | 2054-02-01      | 5.0000%  | 0.0000% | $500000.00         | $445363.90         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH9279 | 2048-02-01      | 4.5000%  | 0.0000% | $550000.00         | $138816.35         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR7439 | 2043-08-01      | 3.5000%  | 0.0000% | $237706.00         | $23230.63          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT0292 | 2043-03-01      | 3.0000%  | 0.0000% | $89926.00          | $13700.70          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDA1016 | 2053-08-01      | 5.0000%  | 0.0000% | $408526.00         | $209362.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA1522 | 2053-10-01      | 6.0000%  | 0.0000% | $200611.00         | $145092.66         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC2368 | 2051-05-01      | 3.5000%  | 0.0000% | $653656.00         | $372691.12         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3SZN0120 | 2042-12-01      | 3.5000%  | 0.0000% | $2199576.00        | $76755.68          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5042 | 2038-06-01      | 4.5000%  | 0.0000% | $613000.00         | $377123.93         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2425 | 2054-09-01      | 6.5000%  | 0.0000% | $23142752.00       | $19176563.86       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS9459 | 2039-10-01      | 5.0000%  | 0.0000% | $1200000.00        | $986344.80         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | 0.0000% | $285000.00         | $240206.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  | 0.0000% | $1324000.00        | $780959.11         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA3883 | 2039-10-01      | 5.0000%  | 0.0000% | $1120888.00        | $220341.10         | Agency Mortgage-Backed Securities |
| GNII SP 786474 C     | 2053-01-20      | 5.0000%  | 0.0000% | $800000.00         | $584204.22         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0950 | 2054-08-01      | 6.5000%  | 0.0000% | $612928.00         | $638865.44         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0495 | 2054-09-01      | 5.5000%  | 0.0000% | $13143184.00       | $10419161.54       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC8767 | 2055-01-01      | 7.0000%  | 0.0000% | $1056192.00        | $713069.36         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAX6021 | 2044-10-01      | 4.5000%  | 0.0000% | $66000.00          | $7875.10           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7041 | 2054-12-01      | 4.5000%  | 0.0000% | $3610088.00        | $3448197.91        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAL8507 | 2035-07-01      | 3.0000%  | 0.0000% | $2363032.00        | $286800.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CZ257176 | 2048-03-01      | 6.0000%  | 0.0000% | $5002696.00        | $28813.05          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8217 | 2038-03-01      | 5.0000%  | 0.0000% | $1592784.00        | $875211.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5097 | 2056-03-01      | 5.0000%  | 0.0000% | $20250816.00       | $20034571.04       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8297 | 2035-12-01      | 3.0000%  | 0.0000% | $228000.00         | $74663.77          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5860 | 2040-10-01      | 5.0000%  | 0.0000% | $1052372.00        | $932975.24         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3350 | 2052-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $1304950.50        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKBJ8720 | 2049-05-01      | 4.0000%  | 0.0000% | $4590416.00        | $393681.16         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBY6513 | 2039-01-01      | 6.0000%  | 0.0000% | $1507992.00        | $791282.92         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2493 | 2056-01-01      | 4.5000%  | 0.0000% | $2113768.00        | $2039722.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW2665 | 2056-03-01      | 5.5000%  | 0.0000% | $2501332.00        | $2543225.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0461 | 2060-03-01      | 2.5000%  | 0.0000% | $13000000.00       | $5660944.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBK5104 | 2048-04-01      | 5.5000%  | 0.0000% | $1120904.00        | $275825.23         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2347 | 2053-05-01      | 6.5000%  | 0.0000% | $1378556.00        | $897592.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5618 | 2055-11-01      | 6.0000%  | 0.0000% | $9074544.00        | $8905044.67        | Agency Mortgage-Backed Securities |
| GNCL CL DF6555       | 2067-09-15      | 5.8300%  | 0.0000% | $3448188.00        | $3614522.84        | Agency Mortgage-Backed Securities |
| GNII SF DC0127 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1107276.00        | $885743.14         | Agency Mortgage-Backed Securities |
| GNII SF MA5332 M     | 2048-07-20      | 5.0000%  | 0.0000% | $1705000.00        | $111894.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0580 | 2055-02-01      | 5.5000%  | 0.0000% | $55000.00          | $50969.49          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0549 | 2052-02-01      | 2.5000%  | 0.0000% | $200000.00         | $128537.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3786 | 2056-03-01      | 5.5000%  | 0.0000% | $5115600.00        | $5199374.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1488 | 2036-08-01      | 3.5000%  | 0.0000% | $17333.00          | $6326.82           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5076 | 2056-03-01      | 5.0000%  | 0.0000% | $17863520.00       | $17646918.87       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG2668 | 2056-02-01      | 5.5000%  | 0.0000% | $1591314.00        | $1620227.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG6859 | 2056-04-01      | 6.5000%  | 0.0000% | $1836370.00        | $1907613.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6695 | 2056-04-01      | 5.0000%  | 0.0000% | $2018620.00        | $2016949.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1237 | 2051-12-01      | 3.5000%  | 0.0000% | $600000.00         | $370248.82         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1556 | 2052-05-01      | 3.5000%  | 0.0000% | $7425000.00        | $4981592.78        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  | 0.0000% | $3405000.00        | $293480.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3321 | 2052-11-01      | 4.5000%  | 0.0000% | $510000.00         | $379152.18         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8482 | 2040-05-01      | 6.5000%  | 0.0000% | $1591798.00        | $1183958.97        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0289 | 2055-04-01      | 6.5000%  | 0.0000% | $8893000.00        | $7196645.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0793 | 2055-02-01      | 5.0000%  | 0.0000% | $952226.00         | $897009.45         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7223 | 2054-02-01      | 6.0000%  | 0.0000% | $21000000.00       | $16009093.01       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7735 | 2056-03-01      | 4.5000%  | 0.0000% | $1227472.00        | $1186560.36        | Agency Mortgage-Backed Securities |
| GNII SF MA8691 M     | 2031-07-20      | 3.0000%  | 0.0000% | $140715.00         | $40123.05          | Agency Mortgage-Backed Securities |
| GNII SP 785229 C     | 2050-11-20      | 3.0000%  | 0.0000% | $425000.00         | $191452.74         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6897 | 2056-02-01      | 5.0000%  | 0.0000% | $10215312.00       | $10081067.58       | Agency Mortgage-Backed Securities |
| GNPL PN DC2109       | 2050-08-15      | 5.6400%  | 0.0000% | $10000000.00       | $10677496.05       | Agency Mortgage-Backed Securities |
| GNPL PN DM6442       | 2060-12-15      | 5.4000%  | 0.0000% | $403679.00         | $416676.87         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9719 | 2055-09-01      | 5.5000%  | 0.0000% | $6704776.00        | $6438901.39        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8309 | 2055-09-01      | 6.5000%  | 0.0000% | $1589120.00        | $1640137.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6375 | 2055-12-01      | 5.0000%  | 0.0000% | $5744752.00        | $5659269.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1982 | 2056-02-01      | 5.5000%  | 0.0000% | $30753120.00       | $30930457.81       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0057 | 2054-12-01      | 6.0000%  | 0.0000% | $3192052.00        | $2308950.66        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBW1174 | 2037-09-01      | 2.0000%  | 0.0000% | $216959.00         | $149851.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2498 | 2056-02-01      | 5.0000%  | 0.0000% | $10295920.00       | $10229075.58       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2556 | 2056-02-01      | 4.5000%  | 0.0000% | $3403488.00        | $3288971.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2485 | 2056-02-01      | 5.0000%  | 0.0000% | $6307528.00        | $6305194.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0986 | 2054-04-01      | 5.0000%  | 0.0000% | $21448224.00       | $19014840.75       | Agency Mortgage-Backed Securities |
| FNMS 03.000 U4BF0513 | 2055-02-01      | 3.0000%  | 0.0000% | $227000.00         | $112419.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 R3BF0685 | 2052-07-01      | 3.0000%  | 0.0000% | $471000.00         | $285899.31         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC1504 | 2046-08-01      | 4.0000%  | 0.0000% | $2840000.00        | $729766.77         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0747 | 2031-04-01      | 7.5000%  | 0.0000% | $12255232.00       | $6576.55           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8507 | 2036-02-01      | 2.0000%  | 0.0000% | $1445194.00        | $611523.50         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2650 | 2050-05-01      | 3.0000%  | 0.0000% | $13255000.00       | $5285407.65        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3099 | 2050-07-01      | 2.5000%  | 0.0000% | $2841160.00        | $1269865.98        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX3124 | 2044-10-01      | 4.0000%  | 0.0000% | $7499232.00        | $1263129.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0068 | 2056-01-01      | 5.0000%  | 0.0000% | $1969180.00        | $1961914.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3827 | 2056-03-01      | 5.0000%  | 0.0000% | $27235080.00       | $26932534.59       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS7679 | 2042-03-01      | 2.0000%  | 0.0000% | $67027456.00       | $49168328.05       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0216 | 2037-01-01      | 2.0000%  | 0.0000% | $375692.00         | $186663.52         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $9000.00           | $5884.09           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA3997 | 2050-04-01      | 3.0000%  | 0.0000% | $560155.00         | $60914.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4472 | 2036-10-01      | 3.0000%  | 0.0000% | $447537.00         | $210166.81         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL933845 | 2038-05-01      | 5.0000%  | 0.0000% | $1105000.00        | $156667.00         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  | 0.0000% | $767308.00         | $539600.37         | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $116280320.00      | $74615329.51       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA2743 | 2046-09-01      | 3.0000%  | 0.0000% | $2887160.00        | $274052.66         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0598 | 2038-06-01      | 5.5000%  | 0.0000% | $101167616.00      | $1652387.24        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9162 | 2056-04-01      | 5.0000%  | 0.0000% | $19742176.00       | $19652915.05       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6180 | 2056-02-01      | 5.0000%  | 0.0000% | $2782872.00        | $2775525.85        | Agency Mortgage-Backed Securities |
| GNII SF BS8230 C     | 2050-03-20      | 5.0000%  | 0.0000% | $1219314.00        | $94610.27          | Agency Mortgage-Backed Securities |
| GNII SF MB0748 M     | 2054-05-20      | 6.5000%  | 0.0000% | $186231296.00      | $192277092.50      | Agency Mortgage-Backed Securities |
| GNII SF BX2403 C     | 2050-10-20      | 3.0000%  | 0.0000% | $827000.00         | $485684.34         | Agency Mortgage-Backed Securities |
| GNMI SF BY2848 X     | 2051-02-15      | 2.5000%  | 0.0000% | $4802472.00        | $3417861.07        | Agency Mortgage-Backed Securities |
| GNII ET DL0585 C     | 2065-09-20      | 6.5000%  | 0.0000% | $6400000.00        | $6497713.94        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1861 | 2037-05-01      | 3.0000%  | 0.0000% | $9212672.00        | $5127453.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1611 | 2037-04-01      | 2.5000%  | 0.0000% | $1575000.00        | $809023.73         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS9491 | 2037-05-01      | 2.5000%  | 0.0000% | $3715000.00        | $2833454.41        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CL890738 | 2043-09-01      | 3.5000%  | 0.0000% | $23723.00          | $5074.58           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $62666624.00       | $37388731.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $400000.00         | $315746.20         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5979 | 2041-02-01      | 5.5000%  | 0.0000% | $115864576.00      | $115973498.68      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5884 | 2040-11-01      | 4.0000%  | 0.0000% | $6583736.00        | $6235899.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4464 | 2056-01-01      | 5.5000%  | 0.0000% | $3392216.00        | $3446085.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  | 0.0000% | $111000.00         | $9261.41           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9403 | 2055-09-01      | 7.0000%  | 0.0000% | $4339680.00        | $4091833.50        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8008 | 2055-09-01      | 7.0000%  | 0.0000% | $12301808.00       | $11863206.76       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7077 | 2055-08-01      | 6.0000%  | 0.0000% | $87359744.00       | $81803375.35       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBQ4161 | 2050-10-01      | 5.0000%  | 0.0000% | $634248.00         | $525540.94         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBT7829 | 2037-05-01      | 1.5000%  | 0.0000% | $2675536.00        | $1676139.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE7710 | 2055-08-01      | 5.0000%  | 0.0000% | $993538.00         | $974581.89         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1644 | 2055-10-01      | 6.5000%  | 0.0000% | $9029968.00        | $9334668.95        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CWAP7487 | 2027-09-01      | 3.0000%  | 0.0000% | $600000.00         | $6407.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9703 | 2055-09-01      | 6.0000%  | 0.0000% | $2418192.00        | $2474745.09        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6148 | 2055-08-01      | 6.5000%  | 0.0000% | $3141840.00        | $3290194.64        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBW2684 | 2041-02-01      | 4.5000%  | 0.0000% | $1292606.00        | $1288911.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3229 | 2055-07-01      | 6.0000%  | 0.0000% | $5712560.00        | $5338919.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3702 | 2055-08-01      | 6.0000%  | 0.0000% | $6223264.00        | $6390490.17        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW0471 | 2037-05-01      | 2.5000%  | 0.0000% | $4212744.00        | $2604970.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBV6140 | 2040-09-01      | 4.5000%  | 0.0000% | $1191304.00        | $1161652.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8916 | 2052-10-01      | 5.0000%  | 0.0000% | $2776464.00        | $1454338.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3347 | 2052-12-01      | 5.0000%  | 0.0000% | $60000.00          | $47104.45          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  | 0.0000% | $203285.00         | $143309.44         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3601 | 2052-05-01      | 3.5000%  | 0.0000% | $510000.00         | $357059.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS2929 | 2037-09-01      | 4.0000%  | 0.0000% | $3100000.00        | $1832523.33        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6302 | 2053-05-01      | 4.5000%  | 0.0000% | $7963000.00        | $5731606.44        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8513 | 2055-12-01      | 4.5000%  | 0.0000% | $1134390.00        | $1094565.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9772 | 2056-01-01      | 4.5000%  | 0.0000% | $2727808.00        | $2630129.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0888 | 2056-01-01      | 4.5000%  | 0.0000% | $42440.00          | $40908.09          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6539 | 2053-06-01      | 6.0000%  | 0.0000% | $14119008.00       | $10916239.98       | Agency Mortgage-Backed Securities |
| GNMI SF 590432 X     | 2032-09-15      | 6.5000%  | 0.0000% | $2393000.00        | $6708.95           | Agency Mortgage-Backed Securities |
| GNII SF MA3375 M     | 2046-01-20      | 3.0000%  | 0.0000% | $129000.00         | $14014.15          | Agency Mortgage-Backed Securities |
| GNII SF 004921 M     | 2041-01-20      | 3.5000%  | 0.0000% | $224000.00         | $13383.70          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4639 | 2040-12-01      | 6.0000%  | 0.0000% | $1296800.00        | $1315241.96        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB6688 | 2050-11-01      | 2.0000%  | 0.0000% | $11349088.00       | $5371596.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8784 | 2054-08-01      | 6.0000%  | 0.0000% | $615484.00         | $462468.86         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2815 | 2056-03-01      | 5.0000%  | 0.0000% | $5853400.00        | $5814677.81        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6779 | 2053-12-01      | 6.5000%  | 0.0000% | $587230.00         | $385894.55         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1556 | 2056-02-01      | 5.0000%  | 0.0000% | $1039368.00        | $1027801.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG1003 | 2041-01-01      | 5.5000%  | 0.0000% | $1168750.00        | $1187147.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3784 | 2056-03-01      | 5.5000%  | 0.0000% | $1222080.00        | $1245322.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2536 | 2056-02-01      | 4.5000%  | 0.0000% | $1287720.00        | $1244069.33        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5023 | 2038-05-01      | 4.0000%  | 0.0000% | $270000.00         | $166631.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1075 | 2056-01-01      | 4.5000%  | 0.0000% | $1105242.00        | $1066471.24        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM4211 | 2035-10-01      | 1.5000%  | 0.0000% | $4000000.00        | $1570953.09        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9958 | 2052-06-01      | 4.0000%  | 0.0000% | $5395000.00        | $3648256.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5773 | 2056-04-01      | 5.0000%  | 0.0000% | $25469184.00       | $25212879.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5124 | 2056-03-01      | 6.0000%  | 0.0000% | $3311844.00        | $3388400.59        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6309 | 2052-08-01      | 5.0000%  | 0.0000% | $151316.00         | $100829.72         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7333 | 2053-10-01      | 5.5000%  | 0.0000% | $1029176.00        | $836445.45         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV5642 | 2052-03-01      | 2.5000%  | 0.0000% | $71629.00          | $35837.84          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF6512 | 2056-01-01      | 4.5000%  | 0.0000% | $1100210.00        | $1062342.84        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC1497 | 2046-08-01      | 4.0000%  | 0.0000% | $66000.00          | $13227.62          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3796 | 2055-11-01      | 6.5000%  | 0.0000% | $1185300.00        | $1241529.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0815 | 2056-01-01      | 6.0000%  | 0.0000% | $18430208.00       | $17987816.25       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9564 | 2056-02-01      | 4.5000%  | 0.0000% | $1767000.00        | $1705860.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6540 | 2056-01-01      | 5.5000%  | 0.0000% | $14793968.00       | $14783724.05       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3981 | 2056-03-01      | 5.0000%  | 0.0000% | $6147560.00        | $6073332.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2537 | 2056-02-01      | 5.0000%  | 0.0000% | $34744832.00       | $34463494.56       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA6013 | 2041-02-01      | 3.0000%  | 0.0000% | $32910720.00       | $31009632.57       | Agency Mortgage-Backed Securities |
| GNMI SF CE4252 X     | 2051-10-15      | 4.0000%  | 0.0000% | $5960392.00        | $4388176.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0306 | 2039-03-01      | 5.5000%  | 0.0000% | $527832064.00      | $4644850.72        | Agency Mortgage-Backed Securities |
| GNII ET DL1363 C     | 2065-08-20      | 6.5000%  | 0.0000% | $9439792.00        | $9809138.23        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4409 | 2055-06-01      | 6.5000%  | 0.0000% | $11981040.00       | $11558032.76       | Agency Mortgage-Backed Securities |
| GNII SF MA6158 M     | 2049-09-20      | 5.5000%  | 0.0000% | $6385960.00        | $847298.50         | Agency Mortgage-Backed Securities |
| GNII JM MA4185 M     | 2047-01-20      | 3.5000%  | 0.0000% | $571908.00         | $24557.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0077 | 2051-03-25      | 3.5000%  | 0.0000% | $7235000.00        | $5291755.21        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | 0.0000% | $63000.00          | $34924.33          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  | 0.0000% | $40529152.00       | $25488339.56       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6928 | 2053-08-01      | 6.5000%  | 0.0000% | $2182828.00        | $1505983.05        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1386 | 2051-10-01      | 3.0000%  | 0.0000% | $214486.00         | $128268.33         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4209 | 2050-12-01      | 1.5000%  | 0.0000% | $692777.00         | $376572.87         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5273 | 2054-02-01      | 6.5000%  | 0.0000% | $184228352.00      | $79865036.35       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF9014 | 2041-01-01      | 5.0000%  | 0.0000% | $1814258.00        | $1817802.61        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM0045 | 2034-12-01      | 3.0000%  | 0.0000% | $14277344.00       | $3908070.55        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC9226 | 2051-10-01      | 3.5000%  | 0.0000% | $390013.00         | $137249.80         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4166 | 2055-04-01      | 6.0000%  | 0.0000% | $5991944.00        | $4680738.38        | Agency Mortgage-Backed Securities |
| FEPC 04.500 3VZT1138 | 2044-02-01      | 4.5000%  | 0.0000% | $3200000.00        | $530956.02         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2511 | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $73411.76          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9400 | 2055-09-01      | 7.0000%  | 0.0000% | $4136664.00        | $3660289.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF6544 | 2040-12-01      | 6.0000%  | 0.0000% | $1026186.00        | $1049839.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3107 | 2055-12-01      | 4.5000%  | 0.0000% | $1157664.00        | $1118447.12        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU0936 | 2036-10-01      | 2.0000%  | 0.0000% | $1341150.00        | $731170.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1903 | 2055-08-01      | 6.0000%  | 0.0000% | $23206112.00       | $22114813.66       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  | 0.0000% | $16000000.00       | $11949844.21       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL5974 | 2037-07-01      | 5.0000%  | 0.0000% | $109800.00         | $8812.90           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC0489 | 2054-09-01      | 7.0000%  | 0.0000% | $1120658.00        | $912997.95         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3430 | 2055-03-01      | 6.5000%  | 0.0000% | $24999264.00       | $19116564.54       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0985 | 2055-06-01      | 6.5000%  | 0.0000% | $5211280.00        | $5433534.77        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7160 | 2054-12-01      | 4.5000%  | 0.0000% | $514520.00         | $490534.70         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2528 | 2054-09-01      | 6.0000%  | 0.0000% | $2123390.00        | $2163013.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5998 | 2055-05-01      | 5.5000%  | 0.0000% | $1565654.00        | $1574620.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1429 | 2054-04-01      | 6.0000%  | 0.0000% | $1355526.00        | $1350920.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTDB5420 | 2044-06-01      | 5.5000%  | 0.0000% | $1000836.00        | $766936.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1632 | 2043-07-01      | 3.0000%  | 0.0000% | $1525000.00        | $219942.10         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLAL9057 | 2038-05-01      | 7.5000%  | 0.0000% | $4000000.00        | $653706.08         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9566 | 2046-06-01      | 3.5000%  | 0.0000% | $77000.00          | $15668.76          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP7951 | 2042-09-01      | 3.5000%  | 0.0000% | $15913080.00       | $1489315.80        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN2444 | 2035-06-01      | 1.5000%  | 0.0000% | $1572444.00        | $304829.38         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1855 | 2049-12-01      | 3.0000%  | 0.0000% | $249999000.00      | $65066471.87       | Agency Mortgage-Backed Securities |
| GNII ET DN9383 C     | 2065-11-20      | 2.5000%  | 0.0000% | $538500.00         | $440698.01         | Agency Mortgage-Backed Securities |

### Security 313: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGA57, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1GGA57
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2027-06-30      | 3.7500%  | 0.0000% | $307600.00         | $310144.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $60.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $800.00            | $392.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $6200.00           | $13310.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $48621400.00       | $43588062.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $3000000.00        | $2982947.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $14400.00          | $13342.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $753200.00         | $931416.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $18086400.00       | $18089852.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $357800.00         | $376717.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $300.00            | $399.03            | U.S. Treasuries (including strips) |

### Security 314: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGA65, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1GGA65
- **C.18 - Value (incl. sponsor support):** $56000000.00
- **C.18.a - Value (excl. sponsor support):** $56000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-120 FH     | 2055-07-20      | 4.8429%  | 0.0000% | $1019.00           | $975.81            | Agency Collateralized Mortgage Obligation |
| GNRA 2021-160 DF     | 2051-09-20      | 3.5000%  | 0.0000% | $1018.00           | $683.28            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $892.15            | Agency Mortgage-Backed Securities         |
| FMAR 841703 G        | 2050-12-01      | 2.7430%  | 0.0000% | $1000.00           | $746.36            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLBX3789 | 2053-02-01      | 7.5000%  | 0.0000% | $1000.00           | $682.50            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE4523 | 2055-07-01      | 7.5000%  | 0.0000% | $1008.00           | $1084.89           | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-03-25      | 4.5719%  | 0.0000% | $1000.00           | $794.07            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLFA4658 | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1003.65           | Agency Mortgage-Backed Securities         |
| GNII ET DI7465 C     | 2065-03-20      | 7.0000%  | 0.0000% | $29482987.00       | $16561471.58       | Agency Mortgage-Backed Securities         |
| GNII RG CH5855 C     | 2041-06-20      | 4.5000%  | 0.0000% | $1000.00           | $495.89            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2224 | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $987.43            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9945 | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $899.44            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1508 | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $750.34            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ9904 | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.79           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3468 | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $999.65            | Agency Mortgage-Backed Securities         |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $48920984.00       | $22749418.33       | Agency Mortgage-Backed Securities         |
| GNII ET DH3735 C     | 2065-03-20      | 7.0000%  | 0.0000% | $18272620.00       | $8669705.37        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG5533 | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8970 | 2054-08-01      | 5.0000%  | 0.0000% | $2688.00           | $2419.22           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-05-25      | 5.7119%  | 0.0000% | $3837.00           | $2778.00           | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-08-25      | 4.8619%  | 0.0000% | $25554.00          | $23857.50          | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRJ4181 | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $902.40            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE4522 | 2055-08-01      | 7.5000%  | 0.0000% | $2101.00           | $2273.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  | 0.0000% | $1000.00           | $874.96            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF8489 | 2053-03-01      | 5.0000%  | 0.0000% | $1248.00           | $1186.94           | Agency Mortgage-Backed Securities         |
| FKAR WV0196          | 2032-12-01      | 4.1870%  | 0.0000% | $1000.00           | $1001.51           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9258 | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.86           | Agency Mortgage-Backed Securities         |
| GNRA 2024-113 FG     | 2054-07-20      | 4.9729%  | 0.0000% | $41867.00          | $18517.95          | Agency Collateralized Mortgage Obligation |
| GNII ET DI1780 C     | 2065-03-20      | 7.0000%  | 0.0000% | $15993209.00       | $9632377.68        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-11-25      | 5.1619%  | 0.0000% | $1560.00           | $1177.03           | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSL1564 | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $843.36            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6091 | 2056-02-01      | 5.0000%  | 0.0000% | $3900.00           | $3883.69           | Agency Mortgage-Backed Securities         |

### Security 315: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGEJ3, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1GGEJ3
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLCA4737 | 2049-11-01      | 3.0000%  | 0.0000% | $196333088.00      | $41685955.01       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | 0.0000% | $65069728.00       | $6724045.17        | Agency Mortgage-Backed Securities |

### Security 316: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGEM6, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1GGEM6
- **C.18 - Value (incl. sponsor support):** $566000000.00
- **C.18.a - Value (excl. sponsor support):** $566000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLBM5449 | 2049-02-01      | 5.0000%  | 0.0000% | $3133000.00        | $758712.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD9170 | 2040-08-01      | 5.5000%  | 0.0000% | $6929032.00        | $373400.22         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7512 | 2050-02-01      | 3.0000%  | 0.0000% | $7776672.00        | $2788338.27        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1860 | 2041-08-01      | 4.5000%  | 0.0000% | $450000.00         | $45998.06          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQC7321 | 2051-08-01      | 3.5000%  | 0.0000% | $691585.00         | $458146.81         | Agency Mortgage-Backed Securities         |
| GNMI SP 782087 X     | 2036-04-15      | 6.0000%  | 0.0000% | $45562752.00       | $2197258.52        | Agency Mortgage-Backed Securities         |
| GNII SF DH2761 C     | 2055-04-20      | 6.5000%  | 0.0000% | $769531.00         | $804195.32         | Agency Mortgage-Backed Securities         |
| GNII SF DN7925 C     | 2055-11-20      | 6.0000%  | 0.0000% | $2422936.00        | $2500784.70        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3548 C     | 2055-03-20      | 6.5000%  | 0.0000% | $26253536.00       | $14242261.18       | Agency Mortgage-Backed Securities         |
| GNRA 2022-096 EP     | 2057-05-16      | 2.2500%  | 0.0000% | $1176320.00        | $875664.89         | Agency Collateralized Mortgage Obligation |
| GNII SF DF9046 C     | 2055-04-20      | 6.5000%  | 0.0000% | $781908.00         | $817948.74         | Agency Mortgage-Backed Securities         |
| GNII SF DH0364 C     | 2055-02-20      | 6.5000%  | 0.0000% | $894089.00         | $930613.96         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4532 | 2044-12-01      | 5.0000%  | 0.0000% | $23117728.00       | $23390763.79       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0377 | 2054-05-01      | 5.5000%  | 0.0000% | $300000.00         | $263798.13         | Agency Mortgage-Backed Securities         |
| GNMI SF 755958 X     | 2041-01-15      | 4.0000%  | 0.0000% | $112390.00         | $9758.39           | Agency Mortgage-Backed Securities         |
| GNII SF DO3457 C     | 2055-10-20      | 6.0000%  | 0.0000% | $3224660.00        | $3351620.52        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9633       | 2057-05-15      | 2.4800%  | 0.0000% | $7397895.00        | $6130522.19        | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIFS3265 | 2036-04-01      | 1.5000%  | 0.0000% | $491963.00         | $307905.77         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA4988 | 2046-11-01      | 4.0000%  | 0.0000% | $99709568.00       | $96221959.93       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  | 0.0000% | $86000.00          | $5142.58           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ3881 | 2048-01-01      | 3.5000%  | 0.0000% | $1703036.00        | $394107.83         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $58004.00          | $42271.87          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO6220 | 2049-12-01      | 3.0000%  | 0.0000% | $428366.00         | $104312.79         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  | 0.0000% | $985000.00         | $709815.79         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9058 | 2055-11-01      | 5.0000%  | 0.0000% | $4568128.00        | $4493816.09        | Agency Mortgage-Backed Securities         |
| GNII SF DP0213 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1044896.00        | $1075624.25        | Agency Mortgage-Backed Securities         |
| GNII SF DP6748 C     | 2056-03-20      | 6.0000%  | 0.0000% | $1110836.00        | $1146278.33        | Agency Mortgage-Backed Securities         |
| GNRM 2014-039 PB     | 2044-03-20      | 3.5000%  | 0.0000% | $8122.00           | $6585.47           | Agency Collateralized Mortgage Obligation |
| GNII SF DM8184 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1558292.00        | $1614041.15        | Agency Mortgage-Backed Securities         |
| GNII SF DM3131 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4005856.00        | $4182439.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  | 0.0000% | $800000.00         | $635216.49         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR1823 | 2051-01-01      | 2.0000%  | 0.0000% | $200000.00         | $109747.58         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO4388 | 2049-12-01      | 3.0000%  | 0.0000% | $718000.00         | $269922.99         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CKBT0972 | 2051-05-01      | 2.5000%  | 0.0000% | $200000.00         | $132679.39         | Agency Mortgage-Backed Securities         |
| GNII SF DP1378 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1123688.00        | $1153909.54        | Agency Mortgage-Backed Securities         |
| GNII SF DP4388 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1149108.00        | $1194967.38        | Agency Mortgage-Backed Securities         |
| GNMI SF 607154 X     | 2033-09-15      | 5.0000%  | 0.0000% | $100000.00         | $6726.86           | Agency Mortgage-Backed Securities         |
| GNII SF DP9052 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1892446.00        | $1945153.90        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA5569 | 2049-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $374420.85         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0612 | 2052-02-01      | 2.0000%  | 0.0000% | $400000.00         | $230656.46         | Agency Mortgage-Backed Securities         |
| GNMI SF AD1732 X     | 2043-02-15      | 2.5000%  | 0.0000% | $180000.00         | $22090.02          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0176 | 2052-01-01      | 2.5000%  | 0.0000% | $750000.00         | $457375.51         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1343 | 2040-08-01      | 4.5000%  | 0.0000% | $4831072.00        | $264848.88         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0863 | 2032-12-01      | 6.0000%  | 0.0000% | $219125504.00      | $499708.40         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG8413 | 2053-08-01      | 6.0000%  | 0.0000% | $212613.00         | $116406.43         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU2094 | 2051-10-01      | 3.5000%  | 0.0000% | $432128.00         | $300995.08         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIBQ3141 | 2035-10-01      | 1.5000%  | 0.0000% | $500000.00         | $200705.40         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL721554 | 2033-07-01      | 5.5000%  | 0.0000% | $1455000.00        | $18811.91          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0514 | 2051-05-01      | 2.5000%  | 0.0000% | $3854432.00        | $2248944.00        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0680 | 2047-11-01      | 3.5000%  | 0.0000% | $397442.00         | $106782.38         | Agency Mortgage-Backed Securities         |
| GNMI SP 781746 X     | 2034-05-15      | 5.0000%  | 0.0000% | $9000000.00        | $129443.96         | Agency Mortgage-Backed Securities         |
| GNII SF DO3422 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2017284.00        | $2128050.91        | Agency Mortgage-Backed Securities         |
| GNII SF DM4293 C     | 2055-09-20      | 6.0000%  | 0.0000% | $5061448.00        | $5257482.34        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7098 | 2043-09-01      | 4.0000%  | 0.0000% | $8517392.00        | $1484463.13        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7095 | 2043-09-01      | 4.0000%  | 0.0000% | $374438.00         | $46889.63          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2208 | 2031-06-01      | 4.5000%  | 0.0000% | $311000.00         | $8487.27           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  | 0.0000% | $600000.00         | $429030.84         | Agency Mortgage-Backed Securities         |
| GNII SF MA5655 M     | 2038-06-20      | 6.0000%  | 0.0000% | $50000.00          | $6506.10           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $7349000.00        | $1117371.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2228 | 2038-08-01      | 6.0000%  | 0.0000% | $1250000.00        | $52569.74          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0859 | 2050-05-01      | 3.5000%  | 0.0000% | $833000.00         | $449373.78         | Agency Mortgage-Backed Securities         |
| GNII SF DG6786 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1670282.00        | $1244980.68        | Agency Mortgage-Backed Securities         |
| GNII SF DK7719 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4984208.00        | $4001837.34        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL2151 | 2055-01-01      | 4.5000%  | 0.0000% | $29725472.00       | $27944927.26       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4529 | 2055-02-01      | 6.0000%  | 0.0000% | $162972416.00      | $169945190.82      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6717 | 2053-04-01      | 6.0000%  | 0.0000% | $375000.00         | $270908.06         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5206 | 2043-01-01      | 4.5000%  | 0.0000% | $887208.00         | $681301.81         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6352 | 2045-12-01      | 4.0000%  | 0.0000% | $9599824.00        | $1064803.47        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5705 | 2053-02-01      | 6.0000%  | 0.0000% | $9300000.00        | $6350273.35        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0464 | 2060-03-01      | 3.5000%  | 0.0000% | $1900000.00        | $821466.71         | Agency Mortgage-Backed Securities         |
| GNII SF 004561 M     | 2039-10-20      | 6.0000%  | 0.0000% | $1624032.00        | $32451.90          | Agency Mortgage-Backed Securities         |
| GNII SP 788234 M     | 2052-05-20      | 3.0000%  | 0.0000% | $199992000.00      | $171779538.51      | Agency Mortgage-Backed Securities         |
| GNII ET DC2590 C     | 2064-04-20      | 3.5000%  | 0.0000% | $473697.00         | $344289.16         | Agency Mortgage-Backed Securities         |
| GNII SF DP9054 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1175976.00        | $1202770.48        | Agency Mortgage-Backed Securities         |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2026-04-07

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO