# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001145549-25-038844
**Filing Date:** 2025-6
**Character Count:** 1138767
**Document Hash:** 117efaab707567b1044ea9efb1bae82a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038844.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038844

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 251029770

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

**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:** 36 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $79991764509.44

- **Amortized Cost of Portfolio Securities:** $79994557196.41

- **Cash:** $0.83

- **Total Other Assets:** $217526596.21

- **Total Liabilities:** $214483898.95

- **Net Assets of Series:** $79997599894.50

- **Number of Shares Outstanding (Series):** 79998183380.3000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $30800413232.41           | $53762781797.84            | 38.6700%                  | 67.4900%                   |
| 2025-05-02 | $30640606448.21           | $53731348778.74            | 38.3000%                  | 67.1700%                   |
| 2025-05-05 | $30685435714.02           | $53059977577.07            | 38.6200%                  | 66.7800%                   |
| 2025-05-06 | $31648271655.88           | $53743754265.95            | 39.5100%                  | 67.0900%                   |
| 2025-05-07 | $41216116657.75           | $53881179832.69            | 51.2400%                  | 66.9800%                   |
| 2025-05-08 | $37990912873.39           | $54106661170.65            | 47.2400%                  | 67.2800%                   |
| 2025-05-09 | $31010415021.05           | $54087821323.02            | 38.5600%                  | 67.2600%                   |
| 2025-05-12 | $31670756784.50           | $54699703581.92            | 39.3900%                  | 68.0400%                   |
| 2025-05-13 | $33692853077.81           | $54789226750.59            | 41.6800%                  | 67.7800%                   |
| 2025-05-14 | $35242207885.57           | $54767438830.82            | 43.6000%                  | 67.7500%                   |
| 2025-05-15 | $36411117653.70           | $54521831427.05            | 45.1800%                  | 67.6500%                   |
| 2025-05-16 | $32149198989.78           | $54966073528.02            | 39.6800%                  | 67.8400%                   |
| 2025-05-19 | $32583876640.73           | $55231553395.33            | 40.3100%                  | 68.3300%                   |
| 2025-05-20 | $34792782654.79           | $55360262651.07            | 42.9800%                  | 68.3800%                   |
| 2025-05-21 | $35899374358.91           | $55378462434.91            | 44.3100%                  | 68.3600%                   |
| 2025-05-22 | $36362025316.45           | $55492074468.08            | 44.8200%                  | 68.4000%                   |
| 2025-05-23 | $33380320669.37           | $55463106913.97            | 41.2100%                  | 68.4800%                   |
| 2025-05-27 | $34387876435.37           | $55021259320.54            | 42.7100%                  | 68.3300%                   |
| 2025-05-28 | $36695609503.77           | $55097800730.27            | 45.3900%                  | 68.1600%                   |
| 2025-05-29 | $38498135413.52           | $54698104948.07            | 47.7200%                  | 67.7900%                   |
| 2025-05-30 | $37045803243.25           | $54241213331.62            | 46.1800%                  | 67.6200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4000%             |
| 2025-05-02 | 4.4200%             |
| 2025-05-05 | 4.4200%             |
| 2025-05-06 | 4.4100%             |
| 2025-05-07 | 4.4100%             |
| 2025-05-08 | 4.4000%             |
| 2025-05-09 | 4.3800%             |
| 2025-05-12 | 4.3800%             |
| 2025-05-13 | 4.3800%             |
| 2025-05-14 | 4.3700%             |
| 2025-05-15 | 4.3800%             |
| 2025-05-16 | 4.3700%             |
| 2025-05-19 | 4.3700%             |
| 2025-05-20 | 4.3700%             |
| 2025-05-21 | 4.3700%             |
| 2025-05-22 | 4.3600%             |
| 2025-05-23 | 4.3500%             |
| 2025-05-27 | 4.3500%             |
| 2025-05-28 | 4.3500%             |
| 2025-05-29 | 4.3600%             |
| 2025-05-30 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0000                      |
|  |  |
| 2025-05-02 | 1.0000                      |
|  |  |
| 2025-05-05 | 1.0000                      |
|  |  |
| 2025-05-06 | 1.0000                      |
|  |  |
| 2025-05-07 | 1.0000                      |
|  |  |
| 2025-05-08 | 1.0000                      |
|  |  |
| 2025-05-09 | 1.0000                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0000                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 1.0000                      |
|  |  |
| 2025-05-23 | 0.9999                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 1.0000                      |
|  |  |
| 2025-05-29 | 1.0000                      |
|  |  |
| 2025-05-30 | 1.0000                      |
|  |  |

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $20336116092.79

- **Number of Shares Outstanding:** 20336189089.9000

- **Expense Reimbursement/Waiver:** 97824.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $55657507.01              | $0.00                   |
| 2025-05-02 | $74313079.56              | $0.00                   |
| 2025-05-05 | $0.00                     | $248086933.59           |
| 2025-05-06 | $20820128.55              | $0.00                   |
| 2025-05-07 | $0.00                     | $12533889.06            |
| 2025-05-08 | $0.00                     | $21765718.52            |
| 2025-05-09 | $0.00                     | $10320676.10            |
| 2025-05-12 | $0.00                     | $67843591.48            |
| 2025-05-13 | $111869332.04             | $0.00                   |
| 2025-05-14 | $66976181.65              | $0.00                   |
| 2025-05-15 | $0.00                     | $70833440.07            |
| 2025-05-16 | $335592375.23             | $0.00                   |
| 2025-05-19 | $0.00                     | $130383460.46           |
| 2025-05-20 | $24772150.64              | $0.00                   |
| 2025-05-21 | $11046205.99              | $0.00                   |
| 2025-05-22 | $21524893.45              | $0.00                   |
| 2025-05-23 | $23481063.30              | $0.00                   |
| 2025-05-27 | $4179011.62               | $0.00                   |
| 2025-05-28 | $0.00                     | $61449955.89            |
| 2025-05-29 | $0.00                     | $55934542.36            |
| 2025-05-30 | $0.00                     | $40512596.28            |

**Total Gross Subscriptions (Month):** $750231929.04

**Total Gross Redemptions (Month):** $719664803.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9600%           |
| 2025-05-02 | 3.9800%           |
| 2025-05-05 | 3.9800%           |
| 2025-05-06 | 3.9700%           |
| 2025-05-07 | 3.9700%           |
| 2025-05-08 | 3.9600%           |
| 2025-05-09 | 3.9400%           |
| 2025-05-12 | 3.9400%           |
| 2025-05-13 | 3.9400%           |
| 2025-05-14 | 3.9300%           |
| 2025-05-15 | 3.9400%           |
| 2025-05-16 | 3.9300%           |
| 2025-05-19 | 3.9300%           |
| 2025-05-20 | 3.9300%           |
| 2025-05-21 | 3.9300%           |
| 2025-05-22 | 3.9200%           |
| 2025-05-23 | 3.9100%           |
| 2025-05-27 | 3.9100%           |
| 2025-05-28 | 3.9100%           |
| 2025-05-29 | 3.9200%           |
| 2025-05-30 | 3.9400%           |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $30676629320.54

- **Number of Shares Outstanding:** 30676805628.7600

- **Expense Reimbursement/Waiver:** 150163.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $190355879.07             | $122381757.33           |
| 2025-05-02 | $223727295.20             | $161988879.39           |
| 2025-05-05 | $180812085.87             | $142344359.85           |
| 2025-05-06 | $743984051.94             | $183410973.06           |
| 2025-05-07 | $178754137.23             | $123194938.16           |
| 2025-05-08 | $160783206.17             | $116430275.61           |
| 2025-05-09 | $180371326.08             | $177366926.65           |
| 2025-05-12 | $149129468.60             | $109822063.82           |
| 2025-05-13 | $159234977.88             | $319641574.99           |
| 2025-05-14 | $165026281.74             | $218862628.79           |
| 2025-05-15 | $183571056.66             | $226986143.99           |
| 2025-05-16 | $267583782.69             | $157780571.25           |
| 2025-05-19 | $189545743.10             | $180664651.38           |
| 2025-05-20 | $170675719.89             | $186905528.33           |
| 2025-05-21 | $152696604.39             | $139763658.08           |
| 2025-05-22 | $137070298.20             | $142166000.29           |
| 2025-05-23 | $166048448.28             | $356716551.78           |
| 2025-05-27 | $158186298.70             | $710040732.41           |
| 2025-05-28 | $135488137.44             | $199312473.95           |
| 2025-05-29 | $141561612.28             | $152475268.73           |
| 2025-05-30 | $155295646.70             | $160947646.86           |

**Total Gross Subscriptions (Month):** $4189902058.11

**Total Gross Redemptions (Month):** $4289203604.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.0600%           |
| 2025-05-02 | 4.0800%           |
| 2025-05-05 | 4.0800%           |
| 2025-05-06 | 4.0700%           |
| 2025-05-07 | 4.0700%           |
| 2025-05-08 | 4.0600%           |
| 2025-05-09 | 4.0400%           |
| 2025-05-12 | 4.0400%           |
| 2025-05-13 | 4.0400%           |
| 2025-05-14 | 4.0300%           |
| 2025-05-15 | 4.0400%           |
| 2025-05-16 | 4.0300%           |
| 2025-05-19 | 4.0300%           |
| 2025-05-20 | 4.0300%           |
| 2025-05-21 | 4.0300%           |
| 2025-05-22 | 4.0200%           |
| 2025-05-23 | 4.0100%           |
| 2025-05-27 | 4.0100%           |
| 2025-05-28 | 4.0100%           |
| 2025-05-29 | 4.0200%           |
| 2025-05-30 | 4.0400%           |

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

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $28984854481.17

- **Number of Shares Outstanding:** 28985188661.6400

- **Expense Reimbursement/Waiver:** 137464.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $153101669.02             | $96322747.20            |
| 2025-05-02 | $261136369.74             | $134303399.50           |
| 2025-05-05 | $205023988.70             | $122675907.41           |
| 2025-05-06 | $119198810.85             | $173642846.29           |
| 2025-05-07 | $173528225.33             | $111499160.06           |
| 2025-05-08 | $148892620.02             | $134803326.50           |
| 2025-05-09 | $179230210.67             | $125588646.11           |
| 2025-05-12 | $284367943.03             | $96259040.51            |
| 2025-05-13 | $147546630.03             | $162811232.69           |
| 2025-05-14 | $169372428.84             | $149830579.77           |
| 2025-05-15 | $289740610.73             | $155471299.68           |
| 2025-05-16 | $322669802.81             | $100250860.62           |
| 2025-05-19 | $212005807.27             | $115372530.87           |
| 2025-05-20 | $187446140.57             | $139970432.45           |
| 2025-05-21 | $197989769.05             | $149008836.08           |
| 2025-05-22 | $214940758.54             | $126013405.50           |
| 2025-05-23 | $137482412.25             | $146524546.61           |
| 2025-05-27 | $224569684.15             | $154702287.68           |
| 2025-05-28 | $139907662.89             | $192340378.08           |
| 2025-05-29 | $143772845.95             | $192457357.49           |
| 2025-05-30 | $103728124.55             | $123863374.60           |

**Total Gross Subscriptions (Month):** $4015652514.99

**Total Gross Redemptions (Month):** $2903712195.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2100%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2300%           |
| 2025-05-06 | 4.2200%           |
| 2025-05-07 | 4.2200%           |
| 2025-05-08 | 4.2100%           |
| 2025-05-09 | 4.1900%           |
| 2025-05-12 | 4.1900%           |
| 2025-05-13 | 4.1900%           |
| 2025-05-14 | 4.1800%           |
| 2025-05-15 | 4.1900%           |
| 2025-05-16 | 4.1800%           |
| 2025-05-19 | 4.1800%           |
| 2025-05-20 | 4.1800%           |
| 2025-05-21 | 4.1800%           |
| 2025-05-22 | 4.1700%           |
| 2025-05-23 | 4.1600%           |
| 2025-05-27 | 4.1600%           |
| 2025-05-28 | 4.1600%           |
| 2025-05-29 | 4.1700%           |
| 2025-05-30 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2021A 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 10807BAA7, C.4 - ISIN: US10807BAA70, C.3 - LEI: 2549005XOAOA3RHT9B41
- **C.18 - Value (incl. sponsor support):** $56900000.00
- **C.18.a - Value (excl. sponsor support):** $56900000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2061-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: FARR LIFE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 31164GAA9, C.4 - ISIN: US31164GAA94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 3.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AEBV1, C.4 - ISIN: US3130AEBV19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10091249.40
- **C.18.a - Value (excl. sponsor support):** $10091249.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-13
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **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 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALCB8, C.4 - ISIN: US3130ALCB88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $23639363.68
- **C.18.a - Value (excl. sponsor support):** $23639363.68
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALHH0, C.4 - ISIN: US3130ALHH04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $33075981.51
- **C.18.a - Value (excl. sponsor support):** $33075981.51
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ASYR4, C.4 - ISIN: US3130ASYR46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48345531.13
- **C.18.a - Value (excl. sponsor support):** $48345531.13
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWLH1, C.4 - ISIN: US3130AWLH13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96415445.21
- **C.18.a - Value (excl. sponsor support):** $96415445.21
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWNS5, C.4 - ISIN: US3130AWNS59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $95921126.77
- **C.18.a - Value (excl. sponsor support):** $95921126.77
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWX39, C.4 - ISIN: US3130AWX391, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $239911853.46
- **C.18.a - Value (excl. sponsor support):** $239911853.46
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWZJ2, C.4 - ISIN: US3130AWZJ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143924539.27
- **C.18.a - Value (excl. sponsor support):** $143924539.27
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AY5Y8, C.4 - ISIN: US3130AY5Y86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240307615.11
- **C.18.a - Value (excl. sponsor support):** $240307615.11
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYZX7, C.4 - ISIN: US3130AYZX72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $273867267.18
- **C.18.a - Value (excl. sponsor support):** $273867267.18
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48938234.91
- **C.18.a - Value (excl. sponsor support):** $48938234.91
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1ZD2, C.4 - ISIN: US3130B1ZD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72507796.65
- **C.18.a - Value (excl. sponsor support):** $72507796.65
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B23U7, C.4 - ISIN: US3130B23U78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2602092.27
- **C.18.a - Value (excl. sponsor support):** $2602092.27
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2BP9, C.4 - ISIN: US3130B2BP94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100016839.00
- **C.18.a - Value (excl. sponsor support):** $100016839.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2GB5, C.4 - ISIN: US3130B2GB53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96818990.22
- **C.18.a - Value (excl. sponsor support):** $96818990.22
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RU1, C.4 - ISIN: US3130B2RU16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145239874.82
- **C.18.a - Value (excl. sponsor support):** $145239874.82
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2VU6, C.4 - ISIN: US3130B2VU69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145246212.80
- **C.18.a - Value (excl. sponsor support):** $145246212.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.470000%
- **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):** $72651578.67
- **C.18.a - Value (excl. sponsor support):** $72651578.67
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B34K6, C.4 - ISIN: US3130B34K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120940378.46
- **C.18.a - Value (excl. sponsor support):** $120940378.46
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3H55, C.4 - ISIN: US3130B3H558, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121000000.00
- **C.18.a - Value (excl. sponsor support):** $121000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3JW4, C.4 - ISIN: US3130B3JW47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121000014.52
- **C.18.a - Value (excl. sponsor support):** $121000014.52
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KD4, C.4 - ISIN: US3130B3KD47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217814919.30
- **C.18.a - Value (excl. sponsor support):** $217814919.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **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 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72509757.05
- **C.18.a - Value (excl. sponsor support):** $72509757.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4DS7, C.4 - ISIN: US3130B4DS71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241705240.06
- **C.18.a - Value (excl. sponsor support):** $241705240.06
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FC0, C.4 - ISIN: US3130B4FC02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145202243.34
- **C.18.a - Value (excl. sponsor support):** $145202243.34
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4GS4, C.4 - ISIN: US3130B4GS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249102481.04
- **C.18.a - Value (excl. sponsor support):** $249102481.04
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KB6, C.4 - ISIN: US3130B4KB63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121002815.67
- **C.18.a - Value (excl. sponsor support):** $121002815.67
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KG5, C.4 - ISIN: US3130B4KG50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145059890.71
- **C.18.a - Value (excl. sponsor support):** $145059890.71
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4LL3, C.4 - ISIN: US3130B4LL37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242004694.80
- **C.18.a - Value (excl. sponsor support):** $242004694.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T27, C.4 - ISIN: US3130B4T270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193795447.64
- **C.18.a - Value (excl. sponsor support):** $193795447.64
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T92, C.4 - ISIN: US3130B4T924, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193799321.70
- **C.18.a - Value (excl. sponsor support):** $193799321.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4TT8, C.4 - ISIN: US3130B4TT80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242206951.14
- **C.18.a - Value (excl. sponsor support):** $242206951.14
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4U25, C.4 - ISIN: US3130B4U252, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145407895.22
- **C.18.a - Value (excl. sponsor support):** $145407895.22
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UH2, C.4 - ISIN: US3130B4UH24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121033609.37
- **C.18.a - Value (excl. sponsor support):** $121033609.37
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4W56, C.4 - ISIN: US3130B4W563, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169601124.45
- **C.18.a - Value (excl. sponsor support):** $169601124.45
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WA5, C.4 - ISIN: US3130B4WA52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121049146.00
- **C.18.a - Value (excl. sponsor support):** $121049146.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4X97, C.4 - ISIN: US3130B4X975, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217777652.56
- **C.18.a - Value (excl. sponsor support):** $217777652.56
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4YK1, C.4 - ISIN: US3130B4YK17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149318033.09
- **C.18.a - Value (excl. sponsor support):** $149318033.09
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Z95, C.4 - ISIN: US3130B4Z954, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200001898.00
- **C.18.a - Value (excl. sponsor support):** $200001898.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53C0, C.4 - ISIN: US3130B53C08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193806978.74
- **C.18.a - Value (excl. sponsor support):** $193806978.74
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.408000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56C7, C.4 - ISIN: US3130B56C70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121202283.41
- **C.18.a - Value (excl. sponsor support):** $121202283.41
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56X1, C.4 - ISIN: US3130B56X18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145404599.00
- **C.18.a - Value (excl. sponsor support):** $145404599.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57H5, C.4 - ISIN: US3130B57H58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9747518.13
- **C.18.a - Value (excl. sponsor support):** $9747518.13
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5A81, C.4 - ISIN: US3130B5A814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125003735.00
- **C.18.a - Value (excl. sponsor support):** $125003735.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5BL1, C.4 - ISIN: US3130B5BL12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145338561.93
- **C.18.a - Value (excl. sponsor support):** $145338561.93
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245390128.93
- **C.18.a - Value (excl. sponsor support):** $245390128.93
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5D47, C.4 - ISIN: US3130B5D479, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169298094.04
- **C.18.a - Value (excl. sponsor support):** $169298094.04
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G36, C.4 - ISIN: US3130B5G365, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121319667.58
- **C.18.a - Value (excl. sponsor support):** $121319667.58
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G44, C.4 - ISIN: US3130B5G449, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121308843.98
- **C.18.a - Value (excl. sponsor support):** $121308843.98
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GP7, C.4 - ISIN: US3130B5GP70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129141964.37
- **C.18.a - Value (excl. sponsor support):** $129141964.37
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JG4, C.4 - ISIN: US3130B5JG45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72498126.23
- **C.18.a - Value (excl. sponsor support):** $72498126.23
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5QX9, C.4 - ISIN: US3130B5QX94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145128383.00
- **C.18.a - Value (excl. sponsor support):** $145128383.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145222156.07
- **C.18.a - Value (excl. sponsor support):** $145222156.07
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RE0, C.4 - ISIN: US3130B5RE05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96805613.43
- **C.18.a - Value (excl. sponsor support):** $96805613.43
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 57: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174425734.46
- **C.18.a - Value (excl. sponsor support):** $174425734.46
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 58: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $193524634.49
- **C.18.a - Value (excl. sponsor support):** $193524634.49
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 59: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TR9, C.4 - ISIN: US3130B5TR99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241910176.73
- **C.18.a - Value (excl. sponsor support):** $241910176.73
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VD7, C.4 - ISIN: US3130B5VD75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241896562.60
- **C.18.a - Value (excl. sponsor support):** $241896562.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VE5, C.4 - ISIN: US3130B5VE58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144708311.26
- **C.18.a - Value (excl. sponsor support):** $144708311.26
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145184475.22
- **C.18.a - Value (excl. sponsor support):** $145184475.22
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 63: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96712852.40
- **C.18.a - Value (excl. sponsor support):** $96712852.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 64: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y93, C.4 - ISIN: US3130B5Y939, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120979918.84
- **C.18.a - Value (excl. sponsor support):** $120979918.84
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $266524304.80
- **C.18.a - Value (excl. sponsor support):** $266524304.80
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 66: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97204803.62
- **C.18.a - Value (excl. sponsor support):** $97204803.62
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241830017.05
- **C.18.a - Value (excl. sponsor support):** $241830017.05
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 68: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZM3, C.4 - ISIN: US3130B5ZM39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241630981.80
- **C.18.a - Value (excl. sponsor support):** $241630981.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.445000%
- **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):** $193528340.01
- **C.18.a - Value (excl. sponsor support):** $193528340.01
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 70: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63H7, C.4 - ISIN: US3130B63H76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240688734.04
- **C.18.a - Value (excl. sponsor support):** $240688734.04
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64T0, C.4 - ISIN: US3130B64T06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241809580.12
- **C.18.a - Value (excl. sponsor support):** $241809580.12
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B65G7, C.4 - ISIN: US3130B65G75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96620329.52
- **C.18.a - Value (excl. sponsor support):** $96620329.52
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B66P6, C.4 - ISIN: US3130B66P65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144774456.82
- **C.18.a - Value (excl. sponsor support):** $144774456.82
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **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 74: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AF3, C.4 - ISIN: US3130B6AF36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $265947805.48
- **C.18.a - Value (excl. sponsor support):** $265947805.48
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AL0, C.4 - ISIN: US3130B6AL04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145079215.88
- **C.18.a - Value (excl. sponsor support):** $145079215.88
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6CA2, C.4 - ISIN: US3130B6CA21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120652411.31
- **C.18.a - Value (excl. sponsor support):** $120652411.31
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **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 77: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FB7, C.4 - ISIN: US3130B6FB76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241556147.12
- **C.18.a - Value (excl. sponsor support):** $241556147.12
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **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 78: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FG6, C.4 - ISIN: US3130B6FG63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217513543.17
- **C.18.a - Value (excl. sponsor support):** $217513543.17
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313GN2, C.4 - ISIN: US313313GN22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24180260.30
- **C.18.a - Value (excl. sponsor support):** $24180260.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313GR3, C.4 - ISIN: US313313GR36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48343600.45
- **C.18.a - Value (excl. sponsor support):** $48343600.45
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-09
- **C.12 - Maturity Date (WAL):** 2025-06-09
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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 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: 313313GT9, C.4 - ISIN: US313313GT91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29059308.60
- **C.18.a - Value (excl. sponsor support):** $29059308.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-11
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313GU6, C.4 - ISIN: US313313GU64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $188613842.95
- **C.18.a - Value (excl. sponsor support):** $188613842.95
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313GZ5, C.4 - ISIN: US313313GZ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145095023.50
- **C.18.a - Value (excl. sponsor support):** $145095023.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HH4, C.4 - ISIN: US313313HH45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48253361.55
- **C.18.a - Value (excl. sponsor support):** $48253361.55
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-25
- **C.12 - Maturity Date (WAL):** 2025-06-25
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HJ0, C.4 - ISIN: US313313HJ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47649609.25
- **C.18.a - Value (excl. sponsor support):** $47649609.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HP6, C.4 - ISIN: US313313HP60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49814222.00
- **C.18.a - Value (excl. sponsor support):** $49814222.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313JV1, C.4 - ISIN: US313313JV11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99280111.00
- **C.18.a - Value (excl. sponsor support):** $99280111.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KG2, C.4 - ISIN: US313313KG25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47886686.27
- **C.18.a - Value (excl. sponsor support):** $47886686.27
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ML9, C.4 - ISIN: US313313ML91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18627328.19
- **C.18.a - Value (excl. sponsor support):** $18627328.19
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TV0, C.4 - ISIN: US313313TV01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47022487.76
- **C.18.a - Value (excl. sponsor support):** $47022487.76
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UC0, C.4 - ISIN: US313313UC01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46985284.38
- **C.18.a - Value (excl. sponsor support):** $46985284.38
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385GJ9, C.4 - ISIN: US313385GJ96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48882905.54
- **C.18.a - Value (excl. sponsor support):** $48882905.54
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385GL4, C.4 - ISIN: US313385GL43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7295746.73
- **C.18.a - Value (excl. sponsor support):** $7295746.73
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385GN0, C.4 - ISIN: US313385GN09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120901301.51
- **C.18.a - Value (excl. sponsor support):** $120901301.51
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385GR1, C.4 - ISIN: US313385GR13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241718002.24
- **C.18.a - Value (excl. sponsor support):** $241718002.24
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-09
- **C.12 - Maturity Date (WAL):** 2025-06-09
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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 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: 313385GV2, C.4 - ISIN: US313385GV25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96542244.59
- **C.18.a - Value (excl. sponsor support):** $96542244.59
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-13
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **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? Yes, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385GY6, C.4 - ISIN: US313385GY63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $434637287.57
- **C.18.a - Value (excl. sponsor support):** $434637287.57
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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? Yes, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HC3, C.4 - ISIN: US313385HC35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241308051.35
- **C.18.a - Value (excl. sponsor support):** $241308051.35
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 99: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HN9, C.4 - ISIN: US313385HN99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144575846.56
- **C.18.a - Value (excl. sponsor support):** $144575846.56
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HV1, C.4 - ISIN: US313385HV16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240832683.98
- **C.18.a - Value (excl. sponsor support):** $240832683.98
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HZ2, C.4 - ISIN: US313385HZ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241118382.86
- **C.18.a - Value (excl. sponsor support):** $241118382.86
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JF4, C.4 - ISIN: US313385JF48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96161058.99
- **C.18.a - Value (excl. sponsor support):** $96161058.99
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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? Yes, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JG2, C.4 - ISIN: US313385JG21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $153720412.58
- **C.18.a - Value (excl. sponsor support):** $153720412.58
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **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? Yes, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JM9, C.4 - ISIN: US313385JM98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22557671.00
- **C.18.a - Value (excl. sponsor support):** $22557671.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **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? Yes, C.23 Categorized at Level 3? No

### Security 105: 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: 313385JV9, C.4 - ISIN: US313385JV97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $336162455.85
- **C.18.a - Value (excl. sponsor support):** $336162455.85
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KB1, C.4 - ISIN: US313385KB15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198405778.00
- **C.18.a - Value (excl. sponsor support):** $198405778.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KL9, C.4 - ISIN: US313385KL96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $431569129.10
- **C.18.a - Value (excl. sponsor support):** $431569129.10
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KW5, C.4 - ISIN: US313385KW51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $191427642.98
- **C.18.a - Value (excl. sponsor support):** $191427642.98
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KX3, C.4 - ISIN: US313385KX35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $191404970.70
- **C.18.a - Value (excl. sponsor support):** $191404970.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LA2, C.4 - ISIN: US313385LA23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $191435892.93
- **C.18.a - Value (excl. sponsor support):** $191435892.93
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LN4, C.4 - ISIN: US313385LN44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119554638.06
- **C.18.a - Value (excl. sponsor support):** $119554638.06
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LQ7, C.4 - ISIN: US313385LQ74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $23905314.66
- **C.18.a - Value (excl. sponsor support):** $23905314.66
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LV6, C.4 - ISIN: US313385LV69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $215218987.08
- **C.18.a - Value (excl. sponsor support):** $215218987.08
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $142939642.38
- **C.18.a - Value (excl. sponsor support):** $142939642.38
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TP1, C.4 - ISIN: US313385TP10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $234607520.53
- **C.18.a - Value (excl. sponsor support):** $234607520.53
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EL2U7, C.4 - ISIN: US3133EL2U78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30547159.78
- **C.18.a - Value (excl. sponsor support):** $30547159.78
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EL6S8, C.4 - ISIN: US3133EL6S86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24422053.27
- **C.18.a - Value (excl. sponsor support):** $24422053.27
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: 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: 3133ENB74, C.4 - ISIN: US3133ENB749, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24157202.54
- **C.18.a - Value (excl. sponsor support):** $24157202.54
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 119: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86700908.62
- **C.18.a - Value (excl. sponsor support):** $86700908.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD44, C.4 - ISIN: US3133EPD443, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $168311974.10
- **C.18.a - Value (excl. sponsor support):** $168311974.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPE84, C.4 - ISIN: US3133EPE847, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81716199.48
- **C.18.a - Value (excl. sponsor support):** $81716199.48
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18908329.99
- **C.18.a - Value (excl. sponsor support):** $18908329.99
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14406619.11
- **C.18.a - Value (excl. sponsor support):** $14406619.11
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM85, C.4 - ISIN: US3133EPM857, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96223284.25
- **C.18.a - Value (excl. sponsor support):** $96223284.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: 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: 3133EPNN1, C.4 - ISIN: US3133EPNN15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $134214403.69
- **C.18.a - Value (excl. sponsor support):** $134214403.69
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.461300%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPNY7, C.4 - ISIN: US3133EPNY79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $143694338.22
- **C.18.a - Value (excl. sponsor support):** $143694338.22
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP82, C.4 - ISIN: US3133EPP827, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192472465.54
- **C.18.a - Value (excl. sponsor support):** $192472465.54
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28802449.44
- **C.18.a - Value (excl. sponsor support):** $28802449.44
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 129: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPSZ9, C.4 - ISIN: US3133EPSZ99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $143801796.06
- **C.18.a - Value (excl. sponsor support):** $143801796.06
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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 130: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPU45, C.4 - ISIN: US3133EPU454, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38523601.27
- **C.18.a - Value (excl. sponsor support):** $38523601.27
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPUF0, C.4 - ISIN: US3133EPUF08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86405609.95
- **C.18.a - Value (excl. sponsor support):** $86405609.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **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 132: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWV3, C.4 - ISIN: US3133EPWV30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52813475.09
- **C.18.a - Value (excl. sponsor support):** $52813475.09
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPXS9, C.4 - ISIN: US3133EPXS91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $228480136.42
- **C.18.a - Value (excl. sponsor support):** $228480136.42
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPY58, C.4 - ISIN: US3133EPY589, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149964729.82
- **C.18.a - Value (excl. sponsor support):** $149964729.82
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYK5, C.4 - ISIN: US3133EPYK56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139237338.16
- **C.18.a - Value (excl. sponsor support):** $139237338.16
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.481300%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYQ2, C.4 - ISIN: US3133EPYQ27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $158620622.76
- **C.18.a - Value (excl. sponsor support):** $158620622.76
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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 137: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYR0, C.4 - ISIN: US3133EPYR00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96135528.17
- **C.18.a - Value (excl. sponsor support):** $96135528.17
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYW9, C.4 - ISIN: US3133EPYW94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24799423.50
- **C.18.a - Value (excl. sponsor support):** $24799423.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99650658.55
- **C.18.a - Value (excl. sponsor support):** $99650658.55
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $196208768.83
- **C.18.a - Value (excl. sponsor support):** $196208768.83
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 141: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4C2, C.4 - ISIN: US3133ER4C26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77511541.30
- **C.18.a - Value (excl. sponsor support):** $77511541.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 142: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4E8, C.4 - ISIN: US3133ER4E81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87222634.50
- **C.18.a - Value (excl. sponsor support):** $87222634.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 143: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4P3, C.4 - ISIN: US3133ER4P39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100008419.00
- **C.18.a - Value (excl. sponsor support):** $100008419.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4W8, C.4 - ISIN: US3133ER4W89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169622046.30
- **C.18.a - Value (excl. sponsor support):** $169622046.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 145: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5B3, C.4 - ISIN: US3133ER5B34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121213119.90
- **C.18.a - Value (excl. sponsor support):** $121213119.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 146: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5L1, C.4 - ISIN: US3133ER5L16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53713755.05
- **C.18.a - Value (excl. sponsor support):** $53713755.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43707075.03
- **C.18.a - Value (excl. sponsor support):** $43707075.03
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 148: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6W6, C.4 - ISIN: US3133ER6W61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174278204.11
- **C.18.a - Value (excl. sponsor support):** $174278204.11
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 149: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124949817.50
- **C.18.a - Value (excl. sponsor support):** $124949817.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72608725.07
- **C.18.a - Value (excl. sponsor support):** $72608725.07
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 151: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBW0, C.4 - ISIN: US3133ERBW08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33799825.59
- **C.18.a - Value (excl. sponsor support):** $33799825.59
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 152: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBY6, C.4 - ISIN: US3133ERBY63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96399645.25
- **C.18.a - Value (excl. sponsor support):** $96399645.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 153: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38002641.38
- **C.18.a - Value (excl. sponsor support):** $38002641.38
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 154: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREA5, C.4 - ISIN: US3133EREA50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144603006.23
- **C.18.a - Value (excl. sponsor support):** $144603006.23
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 155: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96448838.17
- **C.18.a - Value (excl. sponsor support):** $96448838.17
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGK1, C.4 - ISIN: US3133ERGK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96301966.45
- **C.18.a - Value (excl. sponsor support):** $96301966.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 157: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHU8, C.4 - ISIN: US3133ERHU87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50222406.56
- **C.18.a - Value (excl. sponsor support):** $50222406.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144995222.49
- **C.18.a - Value (excl. sponsor support):** $144995222.49
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 159: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97045403.76
- **C.18.a - Value (excl. sponsor support):** $97045403.76
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 160: 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: 3133ERJH5, C.4 - ISIN: US3133ERJH58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17726487.29
- **C.18.a - Value (excl. sponsor support):** $17726487.29
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-25
- **C.12 - Maturity Date (WAL):** 2025-06-25
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **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 161: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKD2, C.4 - ISIN: US3133ERKD26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96600252.12
- **C.18.a - Value (excl. sponsor support):** $96600252.12
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 162: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48922916.01
- **C.18.a - Value (excl. sponsor support):** $48922916.01
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 163: 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: 3133ERLC3, C.4 - ISIN: US3133ERLC34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18171292.80
- **C.18.a - Value (excl. sponsor support):** $18171292.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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 164: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58029107.88
- **C.18.a - Value (excl. sponsor support):** $58029107.88
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 165: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLW9, C.4 - ISIN: US3133ERLW97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72818340.50
- **C.18.a - Value (excl. sponsor support):** $72818340.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERM81, C.4 - ISIN: US3133ERM812, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58001466.82
- **C.18.a - Value (excl. sponsor support):** $58001466.82
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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 167: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMW8, C.4 - ISIN: US3133ERMW88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65494681.23
- **C.18.a - Value (excl. sponsor support):** $65494681.23
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **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 168: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19002095.32
- **C.18.a - Value (excl. sponsor support):** $19002095.32
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 169: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPF2, C.4 - ISIN: US3133ERPF29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142957125.41
- **C.18.a - Value (excl. sponsor support):** $142957125.41
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ87, C.4 - ISIN: US3133ERQ870, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96719495.69
- **C.18.a - Value (excl. sponsor support):** $96719495.69
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40020418.80
- **C.18.a - Value (excl. sponsor support):** $40020418.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 172: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40070754.80
- **C.18.a - Value (excl. sponsor support):** $40070754.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 173: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17419215.17
- **C.18.a - Value (excl. sponsor support):** $17419215.17
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 174: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS69, C.4 - ISIN: US3133ERS694, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99966101.00
- **C.18.a - Value (excl. sponsor support):** $99966101.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSB8, C.4 - ISIN: US3133ERSB87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58075502.14
- **C.18.a - Value (excl. sponsor support):** $58075502.14
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38829531.84
- **C.18.a - Value (excl. sponsor support):** $38829531.84
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145273617.85
- **C.18.a - Value (excl. sponsor support):** $145273617.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 178: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUF6, C.4 - ISIN: US3133ERUF63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145267631.26
- **C.18.a - Value (excl. sponsor support):** $145267631.26
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58205893.34
- **C.18.a - Value (excl. sponsor support):** $58205893.34
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 180: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200026388.00
- **C.18.a - Value (excl. sponsor support):** $200026388.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 181: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48415037.40
- **C.18.a - Value (excl. sponsor support):** $48415037.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXA4, C.4 - ISIN: US3133ERXA40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $213005066.15
- **C.18.a - Value (excl. sponsor support):** $213005066.15
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERY39, C.4 - ISIN: US3133ERY395, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39001633.32
- **C.18.a - Value (excl. sponsor support):** $39001633.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
- **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):** $121013473.35
- **C.18.a - Value (excl. sponsor support):** $121013473.35
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 185: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.405000%
- **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):** $145221598.50
- **C.18.a - Value (excl. sponsor support):** $145221598.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 186: 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: 3133ETBN6, C.4 - ISIN: US3133ETBN64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116112279.90
- **C.18.a - Value (excl. sponsor support):** $116112279.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 187: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280741824.30
- **C.18.a - Value (excl. sponsor support):** $280741824.30
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 188: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96815490.90
- **C.18.a - Value (excl. sponsor support):** $96815490.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 189: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $241973070.77
- **C.18.a - Value (excl. sponsor support):** $241973070.77
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 190: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209515350.07
- **C.18.a - Value (excl. sponsor support):** $209515350.07
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 191: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.461300%
- **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):** $62910853.40
- **C.18.a - Value (excl. sponsor support):** $62910853.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **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 192: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJC2, C.4 - ISIN: US3133ETJC28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38803713.94
- **C.18.a - Value (excl. sponsor support):** $38803713.94
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 193: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWJN7, C.4 - ISIN: US3134GWJN76, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $72610276.05
- **C.18.a - Value (excl. sponsor support):** $72610276.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWZG4, C.4 - ISIN: US3134GWZG42, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $31872281.71
- **C.18.a - Value (excl. sponsor support):** $31872281.71
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GXR63, C.4 - ISIN: US3134GXR630, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $69862871.28
- **C.18.a - Value (excl. sponsor support):** $69862871.28
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GXS47, C.4 - ISIN: US3134GXS471, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $21973793.74
- **C.18.a - Value (excl. sponsor support):** $21973793.74
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $153927163.38
- **C.18.a - Value (excl. sponsor support):** $153927163.38
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.470000%
- **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):** $61005840.76
- **C.18.a - Value (excl. sponsor support):** $61005840.76
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 199: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.470000%
- **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):** $130690753.94
- **C.18.a - Value (excl. sponsor support):** $130690753.94
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 200: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $60048203.40
- **C.18.a - Value (excl. sponsor support):** $60048203.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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? No, C.23 Categorized at Level 3? No

### Security 201: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.470000%
- **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):** $68644780.71
- **C.18.a - Value (excl. sponsor support):** $68644780.71
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 202: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.440000%
- **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):** $65850413.99
- **C.18.a - Value (excl. sponsor support):** $65850413.99
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 203: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.455000%
- **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):** $169328034.39
- **C.18.a - Value (excl. sponsor support):** $169328034.39
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 204: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G04Z3, C.4 - ISIN: US3135G04Z35, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $213832860.32
- **C.18.a - Value (excl. sponsor support):** $213832860.32
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 205: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G05X7, C.4 - ISIN: US3135G05X77, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $23977864.33
- **C.18.a - Value (excl. sponsor support):** $23977864.33
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.430000%
- **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):** $96672481.88
- **C.18.a - Value (excl. sponsor support):** $96672481.88
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 207: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.450000%
- **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):** $42525741.83
- **C.18.a - Value (excl. sponsor support):** $42525741.83
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 208: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.465000%
- **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):** $239377291.44
- **C.18.a - Value (excl. sponsor support):** $239377291.44
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 209: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.470000%
- **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):** $113133812.34
- **C.18.a - Value (excl. sponsor support):** $113133812.34
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 210: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.470000%
- **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):** $100714661.86
- **C.18.a - Value (excl. sponsor support):** $100714661.86
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 211: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.470000%
- **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):** $140764980.04
- **C.18.a - Value (excl. sponsor support):** $140764980.04
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 212: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.470000%
- **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):** $52959060.21
- **C.18.a - Value (excl. sponsor support):** $52959060.21
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 213: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3137EAEU9, C.4 - ISIN: US3137EAEU93, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $222867849.61
- **C.18.a - Value (excl. sponsor support):** $222867849.61
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 214: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3137EAEX3, C.4 - ISIN: US3137EAEX33, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $506815297.65
- **C.18.a - Value (excl. sponsor support):** $506815297.65
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: RIVERSIDE HOME LENDING

- **C.1 - Title:** TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 4.400000%
- **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:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 216: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246290575.61
- **C.18.a - Value (excl. sponsor support):** $246290575.61
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79545412.32
- **C.18.a - Value (excl. sponsor support):** $79545412.32
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: 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):** $63959076.35
- **C.18.a - Value (excl. sponsor support):** $63959076.35
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 219: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48060107.43
- **C.18.a - Value (excl. sponsor support):** $48060107.43
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $141116388.96
- **C.18.a - Value (excl. sponsor support):** $141116388.96
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: 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):** $34764929.73
- **C.18.a - Value (excl. sponsor support):** $34764929.73
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 222: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZT0, C.4 - ISIN: US912828ZT04, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50600000.00
- **C.18.a - Value (excl. sponsor support):** $50600000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2025-05-31
- **C.12 - Maturity Date (WAL):** 2025-05-31
- **C.13 - Final Legal Maturity Date:** 2025-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $285989155.27
- **C.18.a - Value (excl. sponsor support):** $285989155.27
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $409657444.88
- **C.18.a - Value (excl. sponsor support):** $409657444.88
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $128170734.29
- **C.18.a - Value (excl. sponsor support):** $128170734.29
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $77534136.56
- **C.18.a - Value (excl. sponsor support):** $77534136.56
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: 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):** $76602258.36
- **C.18.a - Value (excl. sponsor support):** $76602258.36
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 228: 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):** $21951166.04
- **C.18.a - Value (excl. sponsor support):** $21951166.04
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 229: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $101812923.83
- **C.18.a - Value (excl. sponsor support):** $101812923.83
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGL9, C.4 - ISIN: US91282CGL90, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $47914047.36
- **C.18.a - Value (excl. sponsor support):** $47914047.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142424144.06
- **C.18.a - Value (excl. sponsor support):** $142424144.06
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $273740618.11
- **C.18.a - Value (excl. sponsor support):** $273740618.11
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79998385.99
- **C.18.a - Value (excl. sponsor support):** $79998385.99
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $480719167.91
- **C.18.a - Value (excl. sponsor support):** $480719167.91
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 4.546300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $449034808.84
- **C.18.a - Value (excl. sponsor support):** $449034808.84
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $68576977.15
- **C.18.a - Value (excl. sponsor support):** $68576977.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $175833492.34
- **C.18.a - Value (excl. sponsor support):** $175833492.34
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: 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):** $243164138.84
- **C.18.a - Value (excl. sponsor support):** $243164138.84
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 239: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 4.451300%
- **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):** $14411313.50
- **C.18.a - Value (excl. sponsor support):** $14411313.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 240: 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):** $81862113.08
- **C.18.a - Value (excl. sponsor support):** $81862113.08
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 241: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 4.483300%
- **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):** $117562174.02
- **C.18.a - Value (excl. sponsor support):** $117562174.02
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 242: United States Treasury

- **C.1 - Title:** UNITED STATES TREASURY 4.399300%
- **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):** $175572481.50
- **C.18.a - Value (excl. sponsor support):** $175572481.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.480000%
- **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: ARP17T7F1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP17T7F1
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac          | 2055-02-25      | 5.4720%  | 0.0000% | $9727664.00        | $9300187.20        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-12-25      | 5.4720%  | 0.0000% | $12663580.00       | $11803717.89       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-10-25      | 5.4220%  | 0.0000% | $3500000.00        | $3243583.91        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2049-12-25      | 2.5000%  | 0.0000% | $313586.00         | $193080.82         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-02-25      | 5.5000%  | 0.0000% | $5702752.00        | $5526140.94        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-14 HA      | 2057-03-16      | 2.6500%  | 0.0000% | $3200000.00        | $844131.90         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-10-25      | 5.5220%  | 0.0000% | $4353000.00        | $4108835.65        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-03-25      | 5.7220%  | 0.0000% | $10000000.00       | $9582937.75        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 D      | 2051-01-20      | 4.0000%  | 0.0000% | $17134048.00       | $16392059.82       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-127 DF     | 2054-08-20      | 5.4283%  | 0.0000% | $30000000.00       | $28014136.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-188 FA     | 2054-11-20      | 5.6283%  | 0.0000% | $45000000.00       | $42908681.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 FA     | 2053-04-20      | 5.1783%  | 0.0000% | $100000000.00      | $63731961.82       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-034 A      | 2052-06-16      | 2.5000%  | 0.0000% | $50000000.00       | $43465587.89       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-140 BL     | 2051-08-20      | 2.0000%  | 0.0000% | $6794632.00        | $3542946.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 FN     | 2054-06-20      | 5.5783%  | 0.0000% | $100000000.00      | $46970450.70       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-04-25      | 5.5220%  | 0.0000% | $83001216.00       | $82729318.15       | Agency Collateralized Mortgage Obligation |
| MNRA CL012A2 R18M012 | 2030-08-25      | 3.6262%  | 0.0000% | $11500000.00       | $11127353.36       | Agency Collateralized Mortgage Obligation |
| MNRA CL0042A2 R22M00 | 2030-12-25      | 1.2084%  | 0.0000% | $7000000.00        | $5907489.78        | Agency Collateralized Mortgage Obligation |
| MNRA CL053A2 R20M053 | 2032-11-25      | 1.6899%  | 0.0000% | $41927000.00       | $34582160.60       | Agency Collateralized Mortgage Obligation |
| MNRM CL023A3 R20M023 | 2035-03-25      | 1.7400%  | 0.0000% | $7525000.00        | $5918379.89        | Agency Collateralized Mortgage Obligation |
| MNRA CL02SA2 R22M02S | 2032-09-25      | 3.7506%  | 0.0000% | $6000000.00        | $5689755.83        | Agency Collateralized Mortgage Obligation |
| FNRM CL007BG R24F007 | 2050-06-25      | 5.5000%  | 0.0000% | $22404200.00       | $15020987.64       | Agency Collateralized Mortgage Obligation |

### Security 244: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP186XK0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP186XK0
- **C.18 - Value (incl. sponsor support):** $1213000000.00
- **C.18.a - Value (excl. sponsor support):** $1213000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2023-001 FL                                   | 2053-01-20      | 5.3283%  | 0.0000% | $50000000.00       | $38179787.91       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB72         B      20400125 FLT | 2040-01-25      | 9.1784%  | 0.0000% | $38060416.00       | $21343294.88       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-07-25      | 0.1250%  | 0.0000% | $100000000.00      | $66059868.28       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 VF                                   | 2054-07-20      | 5.9783%  | 0.0000% | $100000000.00      | $88577413.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 YF                                   | 2053-05-20      | 5.2783%  | 0.0000% | $100000000.00      | $65689440.81       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 TQ                                   | 2055-05-20      | 5.0000%  | 0.0000% | $157804032.00      | $153376647.01      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-11-25      | 1.2500%  | 0.0000% | $5000000.00        | $2587350.62        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.5720%  | 0.0000% | $66055552.00       | $62820880.30       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-06-25      | 1.7500%  | 0.0000% | $10000000.00       | $4958124.92        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-08-25      | 5.6720%  | 0.0000% | $40000000.00       | $32916122.09       | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TR 2021-K-F127  CS     20281226 FLT | 2028-12-26      | 10.7507% | 0.0000% | $61175296.00       | $36650070.61       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-09-25      | 5.6220%  | 0.0000% | $30000000.00       | $23347493.74       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-12-25      | 5.8220%  | 0.0000% | $50000000.00       | $42456879.79       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2043-04-25      | 5.0000%  | 0.0000% | $2000000.00        | $271460.75         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G08       A-2    20330525 FLT | 2033-05-25      | 4.1340%  | 0.0000% | $32634000.00       | $31643824.62       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-06-25      | 5.6220%  | 0.0000% | $20000000.00       | $17229162.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-188 F                                    | 2052-11-20      | 5.5883%  | 0.0000% | $30000000.00       | $23310891.70       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2026-12-25      | 2.5508%  | 0.0000% | $95000000.00       | $59476212.66       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-09-25      | 1.0000%  | 0.0000% | $4000000.00        | $1286750.02        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-07-25      | 1.0000%  | 0.0000% | $177107698.00      | $59655566.46       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-07-25      | 2.0000%  | 0.0000% | $10056192.00       | $5651041.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 BF                                   | 2054-10-20      | 5.5283%  | 0.0000% | $30000000.00       | $29006600.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 FN                                   | 2054-07-20      | 5.3783%  | 0.0000% | $54367120.00       | $53394377.00       | Agency Collateralized Mortgage Obligation |
| FNRM CL025PD R04F025                               | 2034-04-25      | 5.5000%  | 0.0000% | $1070000.00        | $128918.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 FH                                   | 2054-07-20      | 5.3283%  | 0.0000% | $50000000.00       | $46089533.82       | Agency Collateralized Mortgage Obligation |
| FNRM CL090G R24F090                                | 2051-04-25      | 5.0000%  | 0.0000% | $20888384.00       | $19518710.33       | Agency Collateralized Mortgage Obligation |
| FNRM CL033DV R25F033                               | 2036-04-25      | 5.5000%  | 0.0000% | $20737720.00       | $21140823.09       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-05-25      | 5.5000%  | 0.0000% | $21798000.00       | $17572954.27       | Agency Collateralized Mortgage Obligation |
| FNRM CL005PC R20F005                               | 2050-01-25      | 2.5000%  | 0.0000% | $9710000.00        | $3901911.90        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-06-25      | 5.0000%  | 0.0000% | $10748016.00       | $10041245.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-61 DF                                    | 2047-10-20      | 4.6889%  | 0.0000% | $4000000.00        | $1235422.30        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 6.0000%  | 0.0000% | $6523096.00        | $6038886.13        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-086 MC                                   | 2051-05-20      | 1.2500%  | 0.0000% | $12000000.00       | $4841470.63        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-028 GT                                   | 2055-02-20      | 5.5000%  | 0.0000% | $20000000.00       | $19196435.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-35 EF                                    | 2049-03-20      | 4.5000%  | 0.0000% | $100000000.00      | $23005162.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 FW                                   | 2054-01-20      | 5.5283%  | 0.0000% | $100000000.00      | $68087325.89       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.0000%  | 0.0000% | $39231000.00       | $38042700.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 KF                                   | 2054-01-20      | 5.4783%  | 0.0000% | $100000000.00      | $54513953.81       | Agency Collateralized Mortgage Obligation |

### Security 245: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.320000%
- **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: ARP189W90, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP189W90
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CLZL3068   | 2042-05-01      | 3.5000%  | 0.0000% | $44000.00          | $6954.60           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM0059   | 2045-08-01      | 3.5000%  | 0.0000% | $91000.00          | $14455.05          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08667 G   | 2045-09-01      | 3.5000%  | 0.0000% | $1390.00           | $129.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4610   | 2045-04-01      | 3.5000%  | 0.0000% | $25000.00          | $2397.37           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN4288   | 2049-03-01      | 3.0000%  | 0.0000% | $1365.00           | $198.21            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G61578 G   | 2048-08-01      | 4.5000%  | 0.0000% | $22000000.00       | $1688105.00        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0117   | 2034-11-01      | 2.5000%  | 0.0000% | $165000.00         | $49606.26          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08818 G   | 2048-06-01      | 4.5000%  | 0.0000% | $3147990.00        | $269172.19         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A91161 G   | 2040-02-01      | 4.5000%  | 0.0000% | $12000000.00       | $300990.74         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G06209 G   | 2040-05-01      | 5.5000%  | 0.0000% | $156000.00         | $2561.16           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61721 G   | 2046-11-01      | 3.5000%  | 0.0000% | $380000.00         | $59896.76          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3572   | 2042-09-01      | 3.5000%  | 0.0000% | $200000.00         | $31597.53          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G62009 G   | 2046-08-01      | 3.5000%  | 0.0000% | $389107.00         | $99323.78          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5100   | 2044-12-01      | 3.0000%  | 0.0000% | $389773.00         | $70498.12          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM2662   | 2047-02-01      | 3.5000%  | 0.0000% | $290000.00         | $30775.30          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57426 G   | 2048-07-01      | 4.5000%  | 0.0000% | $24999.00          | $1982.04           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIRC2057   | 2036-05-01      | 3.0000%  | 0.0000% | $83266.00          | $43097.50          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC C01151 G   | 2031-03-01      | 6.5000%  | 0.0000% | $248704.00         | $147.08            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9507   | 2045-10-01      | 3.5000%  | 0.0000% | $34999.00          | $8277.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL782244   | 2034-07-01      | 5.5000%  | 0.0000% | $1177570.00        | $16558.84          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3612   | 2047-02-01      | 4.0000%  | 0.0000% | $116000.00         | $21644.50          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQO0578   | 2037-07-01      | 2.5000%  | 0.0000% | $46551.00          | $36143.23          | Agency Mortgage-Backed Securities  |
| GNMI SP 782858 X       | 2039-11-15      | 6.0000%  | 0.0000% | $327790.00         | $5929.33           | Agency Mortgage-Backed Securities  |
| GNII SF 005338 M       | 2042-03-20      | 6.0000%  | 0.0000% | $1923880.00        | $70958.27          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTBM1865   | 2029-01-01      | 6.0000%  | 0.0000% | $1363400.00        | $67577.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO5345   | 2049-11-01      | 3.0000%  | 0.0000% | $89091.00          | $20978.93          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4581   | 2044-09-01      | 3.5000%  | 0.0000% | $150000.00         | $11588.65          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBD6887   | 2038-09-01      | 6.0000%  | 0.0000% | $152062.00         | $26584.52          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5520   | 2054-11-01      | 5.0000%  | 0.0000% | $1065790.00        | $1029620.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH5752   | 2047-11-01      | 3.5000%  | 0.0000% | $3600000.00        | $577583.17         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7545   | 2046-07-01      | 3.5000%  | 0.0000% | $10750000.00       | $1142550.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB4547   | 2037-05-01      | 2.5000%  | 0.0000% | $61204.00          | $43017.30          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAH3431   | 2026-01-01      | 3.5000%  | 0.0000% | $251000.00         | $729.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3803   | 2046-11-01      | 3.5000%  | 0.0000% | $2800000.00        | $506391.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM1285   | 2047-05-01      | 4.5000%  | 0.0000% | $1006.00           | $125.01            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC J40197 G   | 2034-02-01      | 3.0000%  | 0.0000% | $146957.00         | $18517.49          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS5057   | 2038-01-01      | 2.5000%  | 0.0000% | $41527.00          | $31078.45          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC4437   | 2046-04-01      | 3.5000%  | 0.0000% | $2802240.00        | $215987.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBW5042   | 2037-12-01      | 2.5000%  | 0.0000% | $28359.00          | $20676.76          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL796197   | 2034-11-01      | 5.5000%  | 0.0000% | $176471.00         | $1880.41           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61720 G   | 2044-01-01      | 3.5000%  | 0.0000% | $90000.00          | $20813.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4666   | 2037-07-01      | 3.0000%  | 0.0000% | $1003.00           | $661.93            | Agency Mortgage-Backed Securities  |
| GNII SF MA9539 M       | 2054-03-20      | 4.5000%  | 0.0000% | $275208704.00      | $249999908.45      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4775   | 2037-10-01      | 3.5000%  | 0.0000% | $3900.00           | $2535.69           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO1607   | 2038-09-01      | 3.0000%  | 0.0000% | $183182.00         | $154232.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP0038   | 2049-12-01      | 3.0000%  | 0.0000% | $420900.00         | $104595.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO5383   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $209.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA3617   | 2049-03-01      | 5.0000%  | 0.0000% | $329126.00         | $29124.29          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL929959   | 2038-09-01      | 6.0000%  | 0.0000% | $27510.00          | $769.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995069   | 2038-10-01      | 6.0000%  | 0.0000% | $50000.00          | $649.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2375   | 2048-09-01      | 4.0000%  | 0.0000% | $19339000.00       | $1500021.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL981726   | 2038-07-01      | 6.0000%  | 0.0000% | $36270.00          | $2068.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL966851   | 2037-12-01      | 6.0000%  | 0.0000% | $88557.00          | $1071.73           | Agency Mortgage-Backed Securities  |
| GNII SF MA4451 M       | 2047-05-20      | 3.5000%  | 0.0000% | $758712320.00      | $89072467.39       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4655   | 2047-05-01      | 3.5000%  | 0.0000% | $2600000.00        | $489507.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5701   | 2055-05-01      | 6.0000%  | 0.0000% | $5465.00           | $5500.06           | Agency Mortgage-Backed Securities  |
| GNII SF MA8098 M       | 2052-06-20      | 3.0000%  | 0.0000% | $334575616.00      | $232176173.21      | Agency Mortgage-Backed Securities  |
| GNII SF MA9728 M       | 2054-05-20      | 7.0000%  | 0.0000% | $1387824.00        | $808953.08         | Agency Mortgage-Backed Securities  |
| GNII SF MA5467 M       | 2048-09-20      | 4.5000%  | 0.0000% | $787768.00         | $61322.77          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX2285   | 2055-01-01      | 6.0000%  | 0.0000% | $1953380.00        | $1979359.12        | Agency Mortgage-Backed Securities  |
| GNII SF MA4651 M       | 2047-08-20      | 3.0000%  | 0.0000% | $9876000.00        | $1357420.55        | Agency Mortgage-Backed Securities  |
| GNII SF MA8043 M       | 2052-05-20      | 3.0000%  | 0.0000% | $361124864.00      | $249999932.47      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA3124   | 2032-09-01      | 2.5000%  | 0.0000% | $2225000.00        | $313743.70         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4795   | 2048-08-01      | 3.5000%  | 0.0000% | $1000.00           | $343.80            | Agency Mortgage-Backed Securities  |
| GNII SF MA3662 M       | 2046-05-20      | 3.0000%  | 0.0000% | $1000.00           | $113.54            | Agency Mortgage-Backed Securities  |
| GNII SF MA6038 M       | 2049-07-20      | 3.0000%  | 0.0000% | $8925000.00        | $1165750.97        | Agency Mortgage-Backed Securities  |
| GNII SF MA9666 M       | 2054-05-20      | 4.5000%  | 0.0000% | $261283840.00      | $240365002.81      | Agency Mortgage-Backed Securities  |
| GNMI SF BC3744 X       | 2047-09-15      | 4.5000%  | 0.0000% | $1658218.00        | $124007.51         | Agency Mortgage-Backed Securities  |
| GNII SF MA4509 M       | 2046-12-20      | 3.0000%  | 0.0000% | $6443912.00        | $897166.37         | Agency Mortgage-Backed Securities  |
| GNII SF MA2303 M       | 2044-10-20      | 3.5000%  | 0.0000% | $8929000.00        | $666476.58         | Agency Mortgage-Backed Securities  |
| GNII SF MA0934 M       | 2043-04-20      | 3.5000%  | 0.0000% | $8579184.00        | $785685.66         | Agency Mortgage-Backed Securities  |
| GNII SF MA2224 M       | 2044-09-20      | 4.0000%  | 0.0000% | $402357.00         | $27033.18          | Agency Mortgage-Backed Securities  |
| GNMI SF BF9995 X       | 2048-04-15      | 4.5000%  | 0.0000% | $2641350.00        | $90029.57          | Agency Mortgage-Backed Securities  |
| GNII SF MA7470 M       | 2051-07-20      | 1.5000%  | 0.0000% | $2056320.00        | $1210127.08        | Agency Mortgage-Backed Securities  |
| GNII SF MA7768 M       | 2051-12-20      | 3.0000%  | 0.0000% | $1692108.00        | $1069434.20        | Agency Mortgage-Backed Securities  |
| GNMI SF BP1506 X       | 2049-08-15      | 4.5000%  | 0.0000% | $25187.00          | $1620.33           | Agency Mortgage-Backed Securities  |
| GNMI SF BC1382 X       | 2047-09-15      | 4.5000%  | 0.0000% | $1652670.00        | $160270.68         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3214   | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $131.16            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G06670 G   | 2039-09-01      | 6.5000%  | 0.0000% | $174999.00         | $2960.11           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1195   | 2042-05-01      | 3.5000%  | 0.0000% | $44999.00          | $7166.30           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1320   | 2048-11-01      | 4.0000%  | 0.0000% | $155246.00         | $11297.83          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4626   | 2045-08-01      | 3.5000%  | 0.0000% | $213000.00         | $20948.86          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03400 G   | 2037-03-01      | 5.5000%  | 0.0000% | $3622490.00        | $19878.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7921   | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $239.77            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C91165 G   | 2028-03-01      | 5.5000%  | 0.0000% | $26458.00          | $79.61             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3084   | 2042-05-01      | 3.5000%  | 0.0000% | $25000.00          | $4288.67           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3251   | 2042-05-01      | 3.5000%  | 0.0000% | $19000.00          | $2761.40           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08843 G   | 2048-10-01      | 4.5000%  | 0.0000% | $494754.00         | $46214.97          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C91213 G   | 2028-10-01      | 6.0000%  | 0.0000% | $1999990.00        | $9743.12           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08858 G   | 2049-01-01      | 4.5000%  | 0.0000% | $3000.00           | $187.55            | Agency Mortgage-Backed Securities  |
| United States Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $16566000.00       | $17102569.33       | U.S. Treasuries (including strips) |
| GNMI SF BD4784 X       | 2047-11-15      | 3.5000%  | 0.0000% | $8449264.00        | $682342.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA6931 M       | 2050-10-20      | 2.5000%  | 0.0000% | $2659990.00        | $1055420.48        | Agency Mortgage-Backed Securities  |
| GNMI SF BC7280 X       | 2047-08-15      | 4.5000%  | 0.0000% | $701416.00         | $66526.13          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0900   | 2043-07-01      | 3.5000%  | 0.0000% | $4000000.00        | $2509457.63        | Agency Mortgage-Backed Securities  |
| GNMI SF BP1829 X       | 2049-08-15      | 4.0000%  | 0.0000% | $51543.00          | $4733.78           | Agency Mortgage-Backed Securities  |
| GNMI SF BD4016 X       | 2049-10-15      | 3.0000%  | 0.0000% | $26500800.00       | $4702613.27        | Agency Mortgage-Backed Securities  |
| GNII SF DI6856 C       | 2055-02-20      | 5.5000%  | 0.0000% | $1127208.00        | $1125291.41        | Agency Mortgage-Backed Securities  |
| GNII SF DK0529 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1271720.00        | $1283910.14        | Agency Mortgage-Backed Securities  |
| GNMI SF AZ3056 X       | 2047-08-15      | 4.5000%  | 0.0000% | $1493324.00        | $199008.52         | Agency Mortgage-Backed Securities  |
| GNII SF DH4707 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1170760.00        | $1197546.21        | Agency Mortgage-Backed Securities  |
| GNII SF AW6056 C       | 2046-11-20      | 3.5000%  | 0.0000% | $1667430.00        | $497272.15         | Agency Mortgage-Backed Securities  |
| GNMI SF AW9856 X       | 2046-10-15      | 4.5000%  | 0.0000% | $559502.00         | $82789.11          | Agency Mortgage-Backed Securities  |
| GNMI SF BA2743 X       | 2047-07-15      | 4.5000%  | 0.0000% | $1365416.00        | $86322.35          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAB3857   | 2026-11-01      | 2.5000%  | 0.0000% | $26999.00          | $168.99            | Agency Mortgage-Backed Securities  |
| GNMI SF BB7223 X       | 2047-08-15      | 5.0000%  | 0.0000% | $2757264.00        | $171077.37         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIRC3002   | 2038-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $897659.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA7135 M       | 2051-01-20      | 2.0000%  | 0.0000% | $501013504.00      | $249999674.91      | Agency Mortgage-Backed Securities  |
| GNII SF MA7136 M       | 2051-01-20      | 2.5000%  | 0.0000% | $2317108.00        | $1035548.12        | Agency Mortgage-Backed Securities  |
| GNMI SF BO3004 X       | 2049-06-15      | 3.5000%  | 0.0000% | $2330960.00        | $271842.97         | Agency Mortgage-Backed Securities  |
| GNMI SF BE7988 X       | 2048-01-15      | 5.0000%  | 0.0000% | $4185032.00        | $854642.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3771   | 2039-09-01      | 3.0000%  | 0.0000% | $25496.00          | $3736.86           | Agency Mortgage-Backed Securities  |
| GNMI SF BD6110 X       | 2047-11-15      | 3.5000%  | 0.0000% | $1000000.00        | $106931.03         | Agency Mortgage-Backed Securities  |
| GNII SF MA3521 M       | 2046-03-20      | 3.5000%  | 0.0000% | $1008.00           | $100.08            | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $146455000.00      | $14443465.88       | Agency Mortgage-Backed Securities  |
| GNMI SF 775131 X       | 2041-09-15      | 4.0000%  | 0.0000% | $10229900.00       | $792133.48         | Agency Mortgage-Backed Securities  |
| GNII SF MA7471 M       | 2051-07-20      | 2.0000%  | 0.0000% | $13420000.00       | $7601812.38        | Agency Mortgage-Backed Securities  |
| GNII SF MA3596 M       | 2046-04-20      | 3.0000%  | 0.0000% | $78934.00          | $8207.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3871   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $168.92            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBW3040   | 2037-06-01      | 1.5000%  | 0.0000% | $399224.00         | $287086.22         | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M       | 2052-03-20      | 2.5000%  | 0.0000% | $177689344.00      | $115925569.17      | Agency Mortgage-Backed Securities  |
| GNMI SF BQ7186 X       | 2049-10-15      | 3.5000%  | 0.0000% | $1929066.00        | $200539.19         | Agency Mortgage-Backed Securities  |
| GNMI SF BA4513 X       | 2047-05-15      | 5.0000%  | 0.0000% | $657721.00         | $145450.60         | Agency Mortgage-Backed Securities  |
| GNII SF MA6864 M       | 2050-09-20      | 2.0000%  | 0.0000% | $546151040.00      | $249999793.06      | Agency Mortgage-Backed Securities  |
| GNMI SF BD7115 X       | 2047-11-15      | 4.5000%  | 0.0000% | $1960162.00        | $370293.65         | Agency Mortgage-Backed Securities  |
| GNMI SF BC8549 X       | 2047-09-15      | 4.5000%  | 0.0000% | $1016236.00        | $105497.66         | Agency Mortgage-Backed Securities  |
| GNII SF DF4954 C       | 2054-12-20      | 6.0000%  | 0.0000% | $1767848.00        | $1810754.10        | Agency Mortgage-Backed Securities  |
| GNII SF DH2564 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1121430.00        | $1157390.55        | Agency Mortgage-Backed Securities  |
| GNII SF DG6593 C       | 2055-01-20      | 6.5000%  | 0.0000% | $13117088.00       | $13519796.25       | Agency Mortgage-Backed Securities  |
| GNPL PN DF3883         | 2059-11-15      | 4.9800%  | 0.0000% | $985283.00         | $962163.74         | Agency Mortgage-Backed Securities  |
| GNPL PN DF9975         | 2059-11-15      | 4.9800%  | 0.0000% | $1044270.00        | $1017758.30        | Agency Mortgage-Backed Securities  |
| GNII SF DI6968 C       | 2055-04-20      | 5.5000%  | 0.0000% | $10176.00          | $10209.68          | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $99114112.00       | $98770736.71       | Agency Mortgage-Backed Securities  |
| GNII SF AS7010 C       | 2046-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $939329.68         | Agency Mortgage-Backed Securities  |
| GNII SF DI5705 C       | 2055-04-20      | 6.5000%  | 0.0000% | $7674880.00        | $8056325.25        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5839 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1254420.00        | $1266444.31        | Agency Mortgage-Backed Securities  |
| GNII SF DI2087 C       | 2055-04-20      | 6.5000%  | 0.0000% | $478727.00         | $500456.50         | Agency Mortgage-Backed Securities  |
| GNII SF DH6434 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1353776.00        | $1414698.89        | Agency Mortgage-Backed Securities  |
| GNPL PN DF9972         | 2059-11-15      | 4.9800%  | 0.0000% | $49526.00          | $48363.89          | Agency Mortgage-Backed Securities  |
| GNII SF DK0362 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1154738.00        | $1159424.57        | Agency Mortgage-Backed Securities  |
| GNII SF DD2851 C       | 2054-07-20      | 7.0000%  | 0.0000% | $1433122.00        | $1470032.41        | Agency Mortgage-Backed Securities  |
| GNPL PN CQ2015         | 2058-04-15      | 4.4500%  | 0.0000% | $199999.00         | $188717.75         | Agency Mortgage-Backed Securities  |
| GNMI SF CJ2163 X       | 2052-04-15      | 3.0000%  | 0.0000% | $1733518.00        | $1410583.93        | Agency Mortgage-Backed Securities  |
| GNMI SF BB7228 X       | 2047-09-15      | 4.5000%  | 0.0000% | $3247804.00        | $183063.95         | Agency Mortgage-Backed Securities  |
| GNMI SF BR6259 X       | 2050-01-15      | 3.5000%  | 0.0000% | $198401.00         | $5851.16           | Agency Mortgage-Backed Securities  |
| GNMI SF CL1779 X       | 2052-03-15      | 4.0000%  | 0.0000% | $416442.00         | $303623.06         | Agency Mortgage-Backed Securities  |
| GNII SF BL2178 C       | 2049-02-20      | 4.5000%  | 0.0000% | $1999254.00        | $187622.86         | Agency Mortgage-Backed Securities  |
| GNMI SF CV9792 X       | 2053-06-15      | 6.0000%  | 0.0000% | $1951510.00        | $1557660.94        | Agency Mortgage-Backed Securities  |
| GNMI SF BB8885 X       | 2047-07-15      | 5.0000%  | 0.0000% | $1693682.00        | $271150.07         | Agency Mortgage-Backed Securities  |
| GNII RG CI4580 C       | 2042-01-20      | 4.0000%  | 0.0000% | $1557230.00        | $1103990.27        | Agency Mortgage-Backed Securities  |
| GNII SF DI9770 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1230426.00        | $1235178.83        | Agency Mortgage-Backed Securities  |
| GNII SF DI0807 C       | 2055-04-20      | 6.0000%  | 0.0000% | $2078448.00        | $2140920.04        | Agency Mortgage-Backed Securities  |
| GNMI SF 595260 X       | 2032-12-15      | 5.5000%  | 0.0000% | $1627616.00        | $10316.94          | Agency Mortgage-Backed Securities  |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $2019408.00        | $1987783.78        | Agency Mortgage-Backed Securities  |
| GNMI SF AZ0515 X       | 2047-03-15      | 4.5000%  | 0.0000% | $398851.00         | $20817.35          | Agency Mortgage-Backed Securities  |
| GNII SF DI9684 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1481418.00        | $1560075.53        | Agency Mortgage-Backed Securities  |
| GNII SF DD6592 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1321240.00        | $1197520.59        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8891 C       | 2055-05-20      | 5.5000%  | 0.0000% | $6315976.00        | $6324929.25        | Agency Mortgage-Backed Securities  |
| GNMI SF AY5213 X       | 2047-02-15      | 4.5000%  | 0.0000% | $1346126.00        | $225687.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AY6960 X       | 2047-01-15      | 4.5000%  | 0.0000% | $4958296.00        | $344164.47         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1645 C       | 2054-03-20      | 5.5000%  | 0.0000% | $1504266.00        | $1482452.11        | Agency Mortgage-Backed Securities  |
| GNPL PN DE5546         | 2059-10-15      | 5.0100%  | 0.0000% | $22459100.00       | $21944890.57       | Agency Mortgage-Backed Securities  |
| GNMI SF AT6459 X       | 2046-07-15      | 5.0000%  | 0.0000% | $223001.00         | $17788.13          | Agency Mortgage-Backed Securities  |
| GNII SF 004522 M       | 2039-08-20      | 6.0000%  | 0.0000% | $1061530.00        | $32996.84          | Agency Mortgage-Backed Securities  |
| GNII SF 004266 M       | 2038-10-20      | 5.5000%  | 0.0000% | $675748.00         | $7738.17           | Agency Mortgage-Backed Securities  |
| GNII SF 004661 M       | 2040-03-20      | 6.5000%  | 0.0000% | $939069.00         | $18275.57          | Agency Mortgage-Backed Securities  |
| GNII SF 004059 M       | 2037-12-20      | 5.5000%  | 0.0000% | $642516.00         | $6161.59           | Agency Mortgage-Backed Securities  |
| GNII SF 004029 M       | 2037-09-20      | 6.5000%  | 0.0000% | $10942160.00       | $118160.46         | Agency Mortgage-Backed Securities  |
| GNII SF 005177 M       | 2041-09-20      | 5.5000%  | 0.0000% | $958309.00         | $43718.83          | Agency Mortgage-Backed Securities  |
| GNII SF 004696 M       | 2040-05-20      | 4.5000%  | 0.0000% | $20114368.00       | $725914.59         | Agency Mortgage-Backed Securities  |
| GNII SF 004922 M       | 2041-01-20      | 4.0000%  | 0.0000% | $10000000.00       | $519240.45         | Agency Mortgage-Backed Securities  |
| GNMI SF 588092 X       | 2032-10-15      | 5.5000%  | 0.0000% | $150000.00         | $945.21            | Agency Mortgage-Backed Securities  |
| GNMI SF 726832 X       | 2039-10-15      | 5.0000%  | 0.0000% | $2950992.00        | $123147.19         | Agency Mortgage-Backed Securities  |
| GNII SF 003459 M       | 2033-10-20      | 5.5000%  | 0.0000% | $51708.00          | $659.89            | Agency Mortgage-Backed Securities  |
| GNMI SF 724600 X       | 2040-05-15      | 5.0000%  | 0.0000% | $2554096.00        | $46586.44          | Agency Mortgage-Backed Securities  |
| United States Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $2688400.00        | $3552985.70        | U.S. Treasuries (including strips) |
| United States Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $101210800.00      | $66050939.71       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $92.82             | U.S. Treasuries (including strips) |
| GNII SP 784407 M       | 2047-11-20      | 3.5000%  | 0.0000% | $275012.00         | $34762.25          | Agency Mortgage-Backed Securities  |
| GNMI SF 738261 X       | 2041-05-15      | 4.5000%  | 0.0000% | $5602016.00        | $527893.44         | Agency Mortgage-Backed Securities  |
| GNMI SF 668745 X       | 2038-02-15      | 6.0000%  | 0.0000% | $253698.00         | $6609.61           | Agency Mortgage-Backed Securities  |
| GNMI SP 782938 X       | 2040-03-15      | 5.5000%  | 0.0000% | $1302164.00        | $22538.52          | Agency Mortgage-Backed Securities  |
| GNII SP 782433 M       | 2038-10-20      | 6.0000%  | 0.0000% | $914844.00         | $10267.55          | Agency Mortgage-Backed Securities  |
| GNMI SF 681624 X       | 2038-11-15      | 6.0000%  | 0.0000% | $221698.00         | $26183.70          | Agency Mortgage-Backed Securities  |
| GNMI SF 699113 X       | 2038-09-15      | 6.0000%  | 0.0000% | $1884870.00        | $13273.58          | Agency Mortgage-Backed Securities  |
| GNMI SF 736078 X       | 2040-06-15      | 5.0000%  | 0.0000% | $1273036.00        | $14723.89          | Agency Mortgage-Backed Securities  |
| GNMI SF 680687 X       | 2038-01-15      | 6.0000%  | 0.0000% | $2161148.00        | $19716.46          | Agency Mortgage-Backed Securities  |
| GNMI SF 736663 X       | 2040-03-15      | 5.0000%  | 0.0000% | $999360.00         | $24657.91          | Agency Mortgage-Backed Securities  |
| GNMI SF 687836 X       | 2038-08-15      | 6.0000%  | 0.0000% | $1570970.00        | $18993.70          | Agency Mortgage-Backed Securities  |
| GNMI SF 696186 X       | 2038-08-15      | 6.0000%  | 0.0000% | $3191688.00        | $24991.30          | Agency Mortgage-Backed Securities  |
| GNMI SF 698654 X       | 2038-11-15      | 6.0000%  | 0.0000% | $201598.00         | $11570.39          | Agency Mortgage-Backed Securities  |
| GNMI SF 682306 X       | 2038-03-15      | 6.0000%  | 0.0000% | $904269.00         | $39813.20          | Agency Mortgage-Backed Securities  |
| GNMI SF BQ7172 X       | 2049-10-15      | 3.5000%  | 0.0000% | $937391.00         | $94416.44          | Agency Mortgage-Backed Securities  |
| GNII SF DH4713 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1218552.00        | $1245309.37        | Agency Mortgage-Backed Securities  |
| GNMI SF AU6700 X       | 2047-02-15      | 4.5000%  | 0.0000% | $2399108.00        | $291888.68         | Agency Mortgage-Backed Securities  |
| GNMI SF 615895 X       | 2033-08-15      | 5.0000%  | 0.0000% | $4786320.00        | $79920.93          | Agency Mortgage-Backed Securities  |
| GNMI SP 782835 X       | 2039-12-15      | 6.0000%  | 0.0000% | $992407.00         | $16625.86          | Agency Mortgage-Backed Securities  |
| GNMI SF 688386 X       | 2038-04-15      | 5.5000%  | 0.0000% | $3904744.00        | $7479.12           | Agency Mortgage-Backed Securities  |
| GNMI SF 699137 X       | 2038-09-15      | 6.0000%  | 0.0000% | $24999.00          | $322.30            | Agency Mortgage-Backed Securities  |
| GNMI SF 688099 X       | 2038-11-15      | 6.0000%  | 0.0000% | $1951990.00        | $14818.18          | Agency Mortgage-Backed Securities  |
| GNMI SF 617740 X       | 2037-10-15      | 6.0000%  | 0.0000% | $1493560.00        | $5252.18           | Agency Mortgage-Backed Securities  |
| GNMI SF 617704 X       | 2037-09-15      | 6.0000%  | 0.0000% | $1229702.00        | $11006.85          | Agency Mortgage-Backed Securities  |
| GNMI SF 676843 X       | 2038-05-15      | 6.0000%  | 0.0000% | $1132208.00        | $7956.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIAL3197   | 2026-06-01      | 5.0000%  | 0.0000% | $1245184.00        | $1.84              | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08827 G   | 2048-07-01      | 4.5000%  | 0.0000% | $2767490.00        | $251587.01         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3423   | 2042-08-01      | 3.5000%  | 0.0000% | $100000.00         | $13980.13          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIRC3059   | 2038-10-01      | 2.5000%  | 0.0000% | $105449.00         | $71055.56          | Agency Mortgage-Backed Securities  |

### Security 246: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.310000%
- **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: ARP189XW8, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP189XW8
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $68266648.00       | $41374936.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $165070000.00      | $111785787.57      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $37505659.00       | $23891041.98       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7705 M       | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $621.23            | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M       | 2053-05-20      | 5.5000%  | 0.0000% | $2176.00           | $1760.11           | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $15544176.00       | $11467290.20       | Agency Mortgage-Backed Securities         |
| GNII SF MA8103 M       | 2052-06-20      | 5.5000%  | 0.0000% | $8994.00           | $5911.13           | Agency Mortgage-Backed Securities         |
| GNII SF MA7024 M       | 2035-12-20      | 2.5000%  | 0.0000% | $20263.00          | $7399.28           | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $1030.00           | $283.84            | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $12001348.00       | $8486046.13        | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M       | 2053-06-20      | 5.5000%  | 0.0000% | $20077.00          | $16349.89          | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $77513193.00       | $60137200.11       | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M       | 2052-09-20      | 4.0000%  | 0.0000% | $2024.00           | $1549.47           | Agency Mortgage-Backed Securities         |
| GNII SF MA7591 M       | 2051-09-20      | 3.5000%  | 0.0000% | $29395401.00       | $17644595.30       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2472   | 2054-09-01      | 6.5000%  | 0.0000% | $772990.00         | $740430.60         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ4050   | 2055-04-01      | 7.0000%  | 0.0000% | $9974000.00        | $10497414.62       | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $2101.00           | $1508.65           | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $6398409.00        | $4692501.14        | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $734854.00         | $336105.08         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA9529   | 2049-05-01      | 4.0000%  | 0.0000% | $289472.00         | $104799.85         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1056   | 2048-01-01      | 4.0000%  | 0.0000% | $324342273.00      | $33209077.78       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFA1111   | 2043-01-01      | 5.5000%  | 0.0000% | $914571.00         | $895351.52         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8557   | 2054-05-01      | 6.5000%  | 0.0000% | $2003.00           | $1949.05           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM1324   | 2031-11-01      | 3.0000%  | 0.0000% | $2035000.00        | $181624.94         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8512   | 2054-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1636.54           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB6723   | 2042-10-01      | 4.0000%  | 0.0000% | $3750000.00        | $428131.08         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $999169.00         | $712864.25         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4255   | 2053-10-01      | 6.0000%  | 0.0000% | $2230506.00        | $2058083.93        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBW4993   | 2053-03-01      | 2.5000%  | 0.0000% | $260417.00         | $202475.59         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0076   | 2055-03-01      | 5.5000%  | 0.0000% | $240065.00         | $237621.19         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9515   | 2051-11-01      | 2.5000%  | 0.0000% | $7007.00           | $4670.70           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $108741.00         | $24643.17          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2418   | 2051-12-01      | 3.0000%  | 0.0000% | $943976.00         | $593038.01         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS8813   | 2053-06-01      | 4.5000%  | 0.0000% | $85000.00          | $77334.57          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9902   | 2051-12-01      | 3.0000%  | 0.0000% | $382224.00         | $242378.92         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5304   | 2052-12-01      | 6.0000%  | 0.0000% | $6871816.00        | $5385524.40        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY4146   | 2053-06-01      | 6.0000%  | 0.0000% | $1790682.00        | $1463415.82        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9794   | 2055-01-01      | 5.5000%  | 0.0000% | $70000.00          | $68473.23          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM8501   | 2051-07-01      | 4.0000%  | 0.0000% | $553298.00         | $269954.40         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8464   | 2052-04-01      | 3.0000%  | 0.0000% | $162980.00         | $117232.71         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9672   | 2054-12-01      | 5.5000%  | 0.0000% | $848000.00         | $829840.37         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0407   | 2055-05-01      | 6.0000%  | 0.0000% | $872581.00         | $888298.65         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8357   | 2054-04-01      | 6.5000%  | 0.0000% | $3000.00           | $2588.16           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3421   | 2052-12-01      | 5.0000%  | 0.0000% | $999000.00         | $812612.62         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0454   | 2051-05-01      | 2.5000%  | 0.0000% | $31888.00          | $19272.25          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6179   | 2053-02-01      | 5.0000%  | 0.0000% | $5025537.00        | $4413530.48        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9331   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $956.98            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA7666   | 2039-06-01      | 4.5000%  | 0.0000% | $2491502.00        | $100869.88         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8175   | 2054-03-01      | 6.5000%  | 0.0000% | $12052592.00       | $10474215.61       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6482   | 2052-06-01      | 3.0000%  | 0.0000% | $810641.00         | $625759.49         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA0487   | 2053-10-01      | 4.0000%  | 0.0000% | $385791.00         | $347006.51         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1648   | 2052-01-01      | 2.5000%  | 0.0000% | $27945.00          | $18614.88          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2632   | 2048-11-01      | 4.0000%  | 0.0000% | $18896254.00       | $4299273.49        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0920   | 2031-12-01      | 4.0000%  | 0.0000% | $685000.00         | $39888.02          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9294   | 2054-10-01      | 5.5000%  | 0.0000% | $752078.00         | $728693.38         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6821   | 2053-08-01      | 5.5000%  | 0.0000% | $44460960.00       | $38651836.61       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2797   | 2052-02-01      | 3.0000%  | 0.0000% | $265746.00         | $168957.50         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CZAB9638   | 2053-06-01      | 3.5000%  | 0.0000% | $2820202.00        | $634697.62         | Agency Mortgage-Backed Securities         |
| GNII SF AD1584 C       | 2043-01-20      | 3.0000%  | 0.0000% | $723000.00         | $85144.93          | Agency Mortgage-Backed Securities         |
| GNII SF DK1618 C       | 2055-05-20      | 5.5000%  | 0.0000% | $10020.00          | $9952.37           | Agency Mortgage-Backed Securities         |
| GNII SF DF6858 C       | 2054-11-20      | 5.0000%  | 0.0000% | $8000.00           | $7774.36           | Agency Mortgage-Backed Securities         |
| GNII ET DF8566 C       | 2065-01-20      | 6.0000%  | 0.0000% | $3000.00           | $3020.50           | Agency Mortgage-Backed Securities         |
| GNII SF CZ1215 C       | 2054-03-20      | 7.5000%  | 0.0000% | $7000.00           | $7215.14           | Agency Mortgage-Backed Securities         |
| GNII SF CX4160 C       | 2054-02-20      | 8.0000%  | 0.0000% | $1049071.00        | $1099203.61        | Agency Mortgage-Backed Securities         |
| GNII SF DI7760 C       | 2055-04-20      | 6.0000%  | 0.0000% | $219002.00         | $226854.27         | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $839889.00         | $826736.22         | Agency Mortgage-Backed Securities         |
| GNII SF DI2460 C       | 2055-05-20      | 5.5000%  | 0.0000% | $15830.00          | $15835.91          | Agency Mortgage-Backed Securities         |
| GNMI SP 783704 X       | 2036-06-15      | 5.5000%  | 0.0000% | $297000.00         | $20899.31          | Agency Mortgage-Backed Securities         |
| GNII SF MA9108 M       | 2053-08-20      | 6.5000%  | 0.0000% | $13464620.00       | $7798286.70        | Agency Mortgage-Backed Securities         |
| GNII SF DH2334 C       | 2055-02-20      | 5.0000%  | 0.0000% | $258418.00         | $249268.66         | Agency Mortgage-Backed Securities         |
| GNCL CL CN7591         | 2065-02-15      | 4.4700%  | 0.0000% | $1000.00           | $942.46            | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $9847652.00        | $5687092.19        | Agency Mortgage-Backed Securities         |
| GNII SF DF2838 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1305652.00        | $1365162.28        | Agency Mortgage-Backed Securities         |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $13430174.00       | $13568090.14       | Agency Mortgage-Backed Securities         |
| GNII SF MB0368 M       | 2055-05-20      | 6.5000%  | 0.0000% | $426400.00         | $438660.33         | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $17232.00          | $12104.74          | Agency Mortgage-Backed Securities         |
| GNII SF MA8149 M       | 2052-07-20      | 3.5000%  | 0.0000% | $241282.00         | $174360.87         | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $564385.00         | $337303.53         | Agency Mortgage-Backed Securities         |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $1000.00           | $831.39            | Agency Mortgage-Backed Securities         |
| GNII SF MA9853 M       | 2054-08-20      | 6.5000%  | 0.0000% | $1024.00           | $814.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $3197899.00        | $2904993.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA9541 M       | 2054-03-20      | 5.5000%  | 0.0000% | $11164440.00       | $9640098.91        | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $4580.00           | $3617.78           | Agency Mortgage-Backed Securities         |
| GNII SF DH7413 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1024.00           | $1058.16           | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $4305610.00        | $3897283.70        | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $8103448.00        | $7303290.21        | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $656198.00         | $580818.02         | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $1024.00           | $793.83            | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $21308.00          | $16518.48          | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $763399.00         | $595827.11         | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $32246526.00       | $20102169.47       | Agency Mortgage-Backed Securities         |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $126991063.00      | $76316764.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $144735323.00      | $103121898.60      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $1870480.00        | $1169963.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 KF       | 2053-06-20      | 5.4783%  | 0.0000% | $14987000.00       | $11911712.94       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $243481974.00      | $165325017.30      | Agency Collateralized Mortgage Obligation |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $3114886.00        | $2206398.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1330   | 2052-11-01      | 5.0000%  | 0.0000% | $4345291.00        | $3296670.16        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6308   | 2052-08-01      | 5.0000%  | 0.0000% | $34922640.00       | $25562292.18       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3021   | 2052-10-01      | 4.0000%  | 0.0000% | $133280.00         | $101628.99         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1806   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $628.75            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM6353   | 2034-08-01      | 4.0000%  | 0.0000% | $2752.00           | $1254.16           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3139   | 2052-10-01      | 4.5000%  | 0.0000% | $65000.00          | $50669.97          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9276   | 2052-09-01      | 3.5000%  | 0.0000% | $928244.00         | $785569.09         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5448   | 2052-03-01      | 3.0000%  | 0.0000% | $6062.00           | $4626.31           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW2293   | 2052-08-01      | 5.0000%  | 0.0000% | $3668748.00        | $3382269.43        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0439   | 2051-05-01      | 2.5000%  | 0.0000% | $1557716.00        | $758022.85         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4114   | 2049-09-01      | 3.5000%  | 0.0000% | $4898656.00        | $1257853.92        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW1412   | 2052-12-01      | 6.0000%  | 0.0000% | $3718248.00        | $2725713.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $8162639.00        | $6454223.10        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5269   | 2053-07-01      | 5.5000%  | 0.0000% | $165000.00         | $144981.11         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1656   | 2051-09-01      | 2.0000%  | 0.0000% | $231409.00         | $145188.51         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0385   | 2055-05-01      | 5.0000%  | 0.0000% | $4658294.00        | $4536333.63        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5434   | 2055-01-01      | 5.5000%  | 0.0000% | $964276.00         | $856058.69         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7126   | 2053-09-01      | 6.0000%  | 0.0000% | $38653.00          | $35609.64          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $1303.00           | $1160.59           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA1273   | 2052-05-01      | 2.5000%  | 0.0000% | $8231.00           | $6753.45           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8116   | 2055-03-01      | 6.0000%  | 0.0000% | $184009.00         | $187631.51         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0098   | 2054-09-01      | 6.0000%  | 0.0000% | $728200.00         | $722569.04         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9911   | 2055-03-01      | 7.0000%  | 0.0000% | $4001.00           | $4196.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2593   | 2055-04-01      | 5.5000%  | 0.0000% | $1998.00           | $2003.47           | Agency Mortgage-Backed Securities         |
| GNRA 2024-113 FG       | 2054-07-20      | 5.6283%  | 0.0000% | $200000000.00      | $124734452.49      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 AF       | 2054-10-20      | 5.3783%  | 0.0000% | $49884300.00       | $44863246.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 YF       | 2054-09-20      | 5.5283%  | 0.0000% | $200000000.00      | $191728321.99      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB       | 2054-09-20      | 5.4783%  | 0.0000% | $14192600.00       | $12309665.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 FW       | 2054-08-20      | 5.4783%  | 0.0000% | $100000000.00      | $85917247.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4283%  | 0.0000% | $7583600.00        | $6610179.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 5.4783%  | 0.0000% | $29648420.00       | $28357797.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 F        | 2054-10-20      | 5.4283%  | 0.0000% | $200000000.00      | $175689226.92      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC       | 2053-09-20      | 5.5283%  | 0.0000% | $27704500.00       | $11657185.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH       | 2054-10-20      | 5.5283%  | 0.0000% | $63229303.00       | $52138376.57       | Agency Collateralized Mortgage Obligation |
| GNII SF DF8839 C       | 2055-01-20      | 5.5000%  | 0.0000% | $25722.00          | $25631.53          | Agency Mortgage-Backed Securities         |
| GNII SF DG5226 C       | 2054-12-20      | 4.5000%  | 0.0000% | $7010.00           | $6619.91           | Agency Mortgage-Backed Securities         |
| GNPL PN CV6105         | 2059-03-15      | 5.9600%  | 0.0000% | $171347.00         | $178605.29         | Agency Mortgage-Backed Securities         |
| GNMI SP 782299 X       | 2038-03-15      | 5.0000%  | 0.0000% | $1000.00           | $19.59             | Agency Mortgage-Backed Securities         |
| GNMI SF 636173 X       | 2035-02-15      | 5.5000%  | 0.0000% | $127344.00         | $1841.70           | Agency Mortgage-Backed Securities         |
| GNMI SP 782707 X       | 2039-07-15      | 5.0000%  | 0.0000% | $3393585.00        | $74896.39          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9324   | 2052-09-01      | 3.5000%  | 0.0000% | $194705.00         | $167565.88         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3520   | 2048-11-01      | 3.5000%  | 0.0000% | $2023.00           | $191.44            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2230   | 2035-04-01      | 3.0000%  | 0.0000% | $4000.00           | $417.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4439   | 2051-10-01      | 3.0000%  | 0.0000% | $391000.00         | $228249.99         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTAB8857   | 2033-04-01      | 3.0000%  | 0.0000% | $2100000.00        | $276391.64         | Agency Mortgage-Backed Securities         |
| United States Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $95.86             | U.S. Treasuries (including strips)        |
| United States Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $15000.00          | $13671.18          | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $4575000.00        | $4526505.00        | U.S. Treasuries (including strips)        |
| United States Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $1000.00           | $931.03            | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $480700.00         | $362933.09         | U.S. Treasuries (including strips)        |
| United States Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $29900.00          | $27500.55          | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $23200.00          | $16639.18          | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $55900.00          | $55677.46          | U.S. Treasuries (including strips)        |
| United States Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $57.74             | U.S. Treasuries (including strips)        |
| GNII SP 785583 C       | 2051-08-20      | 3.0000%  | 0.0000% | $168178.00         | $112061.70         | Agency Mortgage-Backed Securities         |
| GNII SP 785611 C       | 2051-08-20      | 2.5000%  | 0.0000% | $3091740.00        | $1861058.95        | Agency Mortgage-Backed Securities         |
| GNII SP 785722 C       | 2051-10-20      | 3.0000%  | 0.0000% | $28945.00          | $19436.92          | Agency Mortgage-Backed Securities         |
| GNII SP 785493 C       | 2051-06-20      | 2.5000%  | 0.0000% | $2048.00           | $1125.59           | Agency Mortgage-Backed Securities         |
| GNII SP 783519 M       | 2041-01-20      | 4.0000%  | 0.0000% | $49222277.00       | $2739703.67        | Agency Mortgage-Backed Securities         |
| GNMI SP 782495 X       | 2038-12-15      | 5.5000%  | 0.0000% | $1000.00           | $14.20             | Agency Mortgage-Backed Securities         |
| GNMI SP 782690 X       | 2039-06-15      | 5.0000%  | 0.0000% | $911289.00         | $19359.04          | Agency Mortgage-Backed Securities         |
| GNII SF DJ3553 C       | 2055-03-20      | 6.0000%  | 0.0000% | $357221.00         | $368430.27         | Agency Mortgage-Backed Securities         |
| GNII SF DI2079 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1998.00           | $2066.06           | Agency Mortgage-Backed Securities         |
| GNII SP 785106 C       | 2050-08-20      | 3.5000%  | 0.0000% | $1008.00           | $389.32            | Agency Mortgage-Backed Securities         |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $21222.00          | $12616.40          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $40878090.00       | $24581784.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-194 FA       | 2051-11-20      | 2.5000%  | 0.0000% | $188184620.00      | $116905845.93      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FC       | 2054-08-20      | 5.3883%  | 0.0000% | $15608000.00       | $14033910.44       | Agency Collateralized Mortgage Obligation |
| GNII SF DH2692 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1323088.00        | $1373756.43        | Agency Mortgage-Backed Securities         |
| GNII SF DF2835 C       | 2055-03-20      | 6.0000%  | 0.0000% | $225735.00         | $231238.15         | Agency Mortgage-Backed Securities         |
| GNII SF MA9667 M       | 2054-05-20      | 5.0000%  | 0.0000% | $1285482.00        | $1197810.05        | Agency Mortgage-Backed Securities         |
| GNII SF DH9236 C       | 2055-02-20      | 5.5000%  | 0.0000% | $148461.00         | $148911.34         | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $8254512.00        | $8156267.64        | Agency Mortgage-Backed Securities         |
| GNII SF MA8351 M       | 2052-09-20      | 6.5000%  | 0.0000% | $144000.00         | $78796.11          | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $411720.00         | $353945.62         | Agency Mortgage-Backed Securities         |
| GNMI SP 783811 X       | 2036-09-15      | 5.0000%  | 0.0000% | $3110516.00        | $291063.67         | Agency Mortgage-Backed Securities         |
| GNII SP 787664 M       | 2049-01-20      | 3.5000%  | 0.0000% | $2021.00           | $1739.68           | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $110626097.00      | $57113471.86       | Agency Mortgage-Backed Securities         |
| GNII SP 784119 M       | 2046-02-20      | 3.0000%  | 0.0000% | $195000.00         | $24378.63          | Agency Mortgage-Backed Securities         |
| GNPL PN CM3806         | 2059-07-15      | 5.6000%  | 0.0000% | $487000.00         | $495529.71         | Agency Mortgage-Backed Securities         |
| GNII SF DJ4159 C       | 2055-04-20      | 5.5000%  | 0.0000% | $708564.00         | $709685.78         | Agency Mortgage-Backed Securities         |
| GNMI SF AL2144 X       | 2045-02-15      | 4.0000%  | 0.0000% | $420404.00         | $39694.43          | Agency Mortgage-Backed Securities         |
| GNII SF DE0121 C       | 2054-11-20      | 5.0000%  | 0.0000% | $1725652.00        | $1675489.32        | Agency Mortgage-Backed Securities         |
| GNII SF CY5226 C       | 2054-02-20      | 5.5000%  | 0.0000% | $8000.00           | $5387.39           | Agency Mortgage-Backed Securities         |
| GNII SF DH1545 C       | 2055-01-20      | 5.0000%  | 0.0000% | $6001.00           | $5847.07           | Agency Mortgage-Backed Securities         |
| GNII SP 786690 C       | 2053-05-20      | 5.5000%  | 0.0000% | $10000.00          | $8369.51           | Agency Mortgage-Backed Securities         |
| GNII SF DJ1649 C       | 2055-04-20      | 5.5000%  | 0.0000% | $771143.00         | $773308.85         | Agency Mortgage-Backed Securities         |
| GNII SF DF5067 C       | 2055-01-20      | 6.5000%  | 0.0000% | $7000.00           | $7355.69           | Agency Mortgage-Backed Securities         |
| GNII SF BM7486 C       | 2049-07-20      | 3.5000%  | 0.0000% | $333909.00         | $64055.56          | Agency Mortgage-Backed Securities         |
| GNII SP 784134 M       | 2045-12-20      | 4.0000%  | 0.0000% | $102822399.00      | $9350403.23        | Agency Mortgage-Backed Securities         |
| GNII SF DH5124 C       | 2055-03-20      | 5.5000%  | 0.0000% | $2175890.00        | $2188323.47        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9087 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2000.00           | $2106.44           | Agency Mortgage-Backed Securities         |
| GNII SP 785541 C       | 2051-07-20      | 3.0000%  | 0.0000% | $801212.00         | $456560.95         | Agency Mortgage-Backed Securities         |
| GNPL PN DD2263         | 2060-04-15      | 5.7900%  | 0.0000% | $2000.00           | $2067.55           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0817   | 2055-04-01      | 6.0000%  | 0.0000% | $611772.00         | $623135.37         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0365   | 2055-04-01      | 6.0000%  | 0.0000% | $706594.00         | $721325.25         | Agency Mortgage-Backed Securities         |
| United States Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $200.00            | $204.12            | U.S. Treasuries (including strips)        |
| United States Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips)        |
| United States Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $3947100.00        | $4116802.35        | U.S. Treasuries (including strips)        |
| United States Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $700.00            | $717.56            | U.S. Treasuries (including strips)        |
| United States Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $550000.00         | $569698.14         | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $2636900.00        | $2690776.50        | U.S. Treasuries (including strips)        |
| United States Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $82400.00          | $83388.99          | U.S. Treasuries (including strips)        |
| United States Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $216000.00         | $218229.40         | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $849500.00         | $1108942.15        | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $2340900.00        | $2251140.81        | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $500.00            | $485.48            | U.S. Treasuries (including strips)        |
| United States Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $9002200.00        | $9026719.06        | U.S. Treasuries (including strips)        |
| United States Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $600.00            | $560.23            | U.S. Treasuries (including strips)        |
| United States Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $91.68             | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.55             | U.S. Treasuries (including strips)        |
| United States Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $15900.00          | $13619.79          | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLMA5073   | 2053-07-01      | 6.0000%  | 0.0000% | $2041.00           | $1645.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4624   | 2052-06-01      | 3.0000%  | 0.0000% | $141664.00         | $102978.95         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4824   | 2052-10-01      | 2.5000%  | 0.0000% | $356853.00         | $251907.13         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL0852   | 2050-02-01      | 3.0000%  | 0.0000% | $2048.00           | $1808.50           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1209   | 2055-04-01      | 6.0000%  | 0.0000% | $707758.00         | $722718.46         | Agency Mortgage-Backed Securities         |
| GNII SP 785654 C       | 2051-09-20      | 2.5000%  | 0.0000% | $53452.00          | $31523.62          | Agency Mortgage-Backed Securities         |
| GNII SP 786831 C       | 2053-07-20      | 5.5000%  | 0.0000% | $93000.00          | $79916.33          | Agency Mortgage-Backed Securities         |
| GNMI SF 734089 X       | 2040-12-15      | 4.0000%  | 0.0000% | $2607000.00        | $233710.14         | Agency Mortgage-Backed Securities         |
| GNMI SP 782763 X       | 2039-09-15      | 5.5000%  | 0.0000% | $1001.00           | $14.72             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1069   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $923.39            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0114   | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $913.25            | Agency Mortgage-Backed Securities         |
| GNII SF MA2756 M       | 2045-04-20      | 4.5000%  | 0.0000% | $1006.00           | $68.57             | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $10080941.00       | $3408003.00        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL1165   | 2055-01-01      | 4.5000%  | 0.0000% | $194975.00         | $184685.97         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1070   | 2054-03-01      | 6.0000%  | 0.0000% | $8093.00           | $7428.72           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1173   | 2055-05-01      | 5.5000%  | 0.0000% | $1050.00           | $1048.33           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0943   | 2054-02-01      | 6.0000%  | 0.0000% | $11727.00          | $9917.66           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1356   | 2054-04-01      | 6.5000%  | 0.0000% | $7390.00           | $6406.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5400   | 2055-04-01      | 6.0000%  | 0.0000% | $5178669.00        | $5262342.33        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDD4980   | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $945.68            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8221   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $741.88            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8165   | 2037-05-01      | 3.5000%  | 0.0000% | $1001.00           | $610.20            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $3565.00           | $375.47            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G16669 G   | 2033-12-01      | 4.0000%  | 0.0000% | $483659.00         | $58284.74          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5537   | 2051-08-01      | 2.5000%  | 0.0000% | $1723328.00        | $1043072.82        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC1493   | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $190.14            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8029   | 2052-08-01      | 5.0000%  | 0.0000% | $1153.00           | $860.88            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC3817   | 2054-10-01      | 7.0000%  | 0.0000% | $823824.00         | $873354.95         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB7592   | 2051-01-01      | 2.5000%  | 0.0000% | $13759808.00       | $6886201.95        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8842   | 2041-08-01      | 4.5000%  | 0.0000% | $456906.00         | $29465.51          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP2134   | 2042-08-01      | 3.5000%  | 0.0000% | $4951141.00        | $487944.06         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7288   | 2055-01-01      | 5.0000%  | 0.0000% | $1097.00           | $1054.13           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI7613   | 2054-06-01      | 6.5000%  | 0.0000% | $987690.00         | $862658.79         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1738.00           | $259.51            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $5969.00           | $278.14            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA6946   | 2049-05-01      | 4.0000%  | 0.0000% | $5171.00           | $438.59            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8183   | 2037-10-01      | 3.5000%  | 0.0000% | $1000.00           | $656.29            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0662   | 2051-07-01      | 3.0000%  | 0.0000% | $318341.00         | $193997.98         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $4494.00           | $976.45            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $9783.00           | $171.40            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAT7738   | 2028-06-01      | 3.0000%  | 0.0000% | $742995.00         | $40751.88          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2392   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $975.40            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1936   | 2052-06-01      | 3.5000%  | 0.0000% | $8710.00           | $6490.20           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7661   | 2052-07-01      | 4.0000%  | 0.0000% | $1332928.00        | $997284.12         | Agency Mortgage-Backed Securities         |
| United States Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $1000.00           | $1002.09           | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRJ1843   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $992.34            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3303   | 2055-01-01      | 6.0000%  | 0.0000% | $2550.00           | $2493.14           | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $47488.00          | $5186.96           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1227   | 2054-04-01      | 6.0000%  | 0.0000% | $49112.00          | $42595.59          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1207   | 2054-12-01      | 5.0000%  | 0.0000% | $105409.00         | $103672.36         | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $2238.00           | $848.40            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1213   | 2054-04-01      | 5.5000%  | 0.0000% | $5584.00           | $5419.30           | Agency Mortgage-Backed Securities         |
| GNII SF MA2372 M       | 2044-11-20      | 4.0000%  | 0.0000% | $2561989.00        | $170129.95         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1784   | 2054-06-01      | 6.0000%  | 0.0000% | $16724440.00       | $14931627.82       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1342   | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $932.46            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2924   | 2054-11-01      | 6.0000%  | 0.0000% | $1470.00           | $1358.21           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0710   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $942.08            | Agency Mortgage-Backed Securities         |
| GNII SF MA5193 M       | 2048-05-20      | 4.5000%  | 0.0000% | $596000.00         | $45457.61          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Z40092 G   | 2036-06-01      | 5.0000%  | 0.0000% | $926803.00         | $113876.70         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q59742 G   | 2048-11-01      | 4.0000%  | 0.0000% | $1123736.00        | $180771.38         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAK2415   | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $56.61             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC3473   | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $160.43            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4266   | 2054-09-01      | 6.0000%  | 0.0000% | $913260.00         | $933461.14         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT7309   | 2051-09-01      | 2.0000%  | 0.0000% | $4057850.00        | $2401368.23        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0111   | 2054-09-01      | 6.0000%  | 0.0000% | $888336.00         | $795861.28         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR0757   | 2051-01-01      | 2.5000%  | 0.0000% | $100000.00         | $55500.11          | Agency Mortgage-Backed Securities         |
| GNII SF MA5565 M       | 2033-11-20      | 4.0000%  | 0.0000% | $226000.00         | $29851.00          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW1461   | 2052-06-01      | 4.0000%  | 0.0000% | $599902.00         | $389539.63         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1017.00           | $162.96            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV3042   | 2052-02-01      | 2.5000%  | 0.0000% | $1579999.00        | $1036772.16        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR0999   | 2051-05-01      | 2.5000%  | 0.0000% | $193790.00         | $124352.00         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5247   | 2051-05-01      | 2.0000%  | 0.0000% | $1344464.00        | $753711.30         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2161   | 2046-12-01      | 3.0000%  | 0.0000% | $448583.00         | $99463.85          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX6393   | 2055-02-01      | 7.0000%  | 0.0000% | $3278784.00        | $3056126.36        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5214   | 2053-12-01      | 5.0000%  | 0.0000% | $172997.00         | $156835.41         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5040   | 2053-06-01      | 6.0000%  | 0.0000% | $200000.00         | $151831.61         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX2986   | 2054-12-01      | 4.5000%  | 0.0000% | $1001.00           | $939.88            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD1590   | 2040-02-01      | 4.5000%  | 0.0000% | $3783894.00        | $410449.60         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX0638   | 2054-12-01      | 4.5000%  | 0.0000% | $3003.00           | $2820.42           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX4181   | 2055-01-01      | 4.5000%  | 0.0000% | $538840.00         | $497258.14         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4640   | 2037-06-01      | 3.5000%  | 0.0000% | $165000.00         | $101103.84         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4515   | 2037-01-01      | 1.5000%  | 0.0000% | $2167.00           | $1341.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5531   | 2054-11-01      | 5.5000%  | 0.0000% | $8005628.00        | $7540447.09        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4653   | 2052-07-01      | 3.0000%  | 0.0000% | $366000.00         | $268380.21         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA4800   | 2042-11-01      | 4.0000%  | 0.0000% | $36531.00          | $27244.11          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4597   | 2052-05-01      | 2.0000%  | 0.0000% | $335999.00         | $221726.12         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4281   | 2051-03-01      | 2.0000%  | 0.0000% | $873254.00         | $490183.48         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5471   | 2054-09-01      | 6.0000%  | 0.0000% | $581582.00         | $529537.51         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 REAE7780   | 2040-12-01      | 3.5000%  | 0.0000% | $1500000.00        | $112318.99         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4868   | 2053-01-01      | 5.0000%  | 0.0000% | $262197.00         | $215239.29         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5731   | 2055-05-01      | 3.5000%  | 0.0000% | $169711.00         | $150740.78         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5326   | 2054-04-01      | 4.5000%  | 0.0000% | $1051456.00        | $937324.06         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4316   | 2036-04-01      | 2.5000%  | 0.0000% | $278822.00         | $133974.14         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4773   | 2037-10-01      | 2.5000%  | 0.0000% | $414878.00         | $291067.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1995   | 2054-12-01      | 6.0000%  | 0.0000% | $8000.00           | $8111.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138   | 2053-09-01      | 5.5000%  | 0.0000% | $115000.00         | $97524.50          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4840   | 2052-12-01      | 4.5000%  | 0.0000% | $4000.00           | $3255.17           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4867   | 2053-01-01      | 4.5000%  | 0.0000% | $141000.00         | $117564.29         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5403   | 2034-06-01      | 5.0000%  | 0.0000% | $554396.00         | $443016.98         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7522   | 2055-03-01      | 6.0000%  | 0.0000% | $864566.00         | $800853.14         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN3921   | 2049-03-01      | 4.5000%  | 0.0000% | $5167.00           | $971.77            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $10850312.00       | $9044605.19        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC D98606 G   | 2031-04-01      | 3.5000%  | 0.0000% | $1960.00           | $55.71             | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $24903.00          | $487.60            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $1371.00           | $53.46             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G05097 G   | 2038-09-01      | 6.0000%  | 0.0000% | $1475.00           | $16.37             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $1023.00           | $24.96             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $12959.00          | $178.67            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01777 G   | 2035-02-01      | 6.0000%  | 0.0000% | $1970.00           | $19.60             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $36850.00          | $392.47            | Agency Mortgage-Backed Securities         |
| United States Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $42718900.00       | $43716869.89       | U.S. Treasuries (including strips)        |

### Security 247: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18B8X9, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP18B8X9
- **C.18 - Value (incl. sponsor support):** $2426000000.00
- **C.18.a - Value (excl. sponsor support):** $2426000000.00
- **C.19 - Percentage of Net Assets:** 3.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  | 0.0000% | $7335440.00        | $349961.25         | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2054-11-25      | 5.7920%  | 0.0000% | $24597100.00       | $20896397.59       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-12-25      | 5.8220%  | 0.0000% | $10000000.00       | $8664898.94        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  | 0.0000% | $982452.00         | $882386.92         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG9970 | 2053-09-01      | 6.5000%  | 0.0000% | $2400150.00        | $2423871.15        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7396 | 2052-05-01      | 4.5000%  | 0.0000% | $58560348.00       | $44375057.37       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $2930000.00        | $1974975.33        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $4432065.00        | $3355638.62        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  | 0.0000% | $2982862.00        | $384464.74         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $1037.00           | $108.94            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $10076145.00       | $7563416.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $64076387.00       | $50699956.93       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  | 0.0000% | $12375022.00       | $1700180.34        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $5000892.00        | $3567922.08        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8170 | 2051-08-01      | 4.0000%  | 0.0000% | $464689.00         | $194202.11         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1435 | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $3933.11           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $11801000.00       | $7274729.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD0067 | 2055-01-01      | 5.0000%  | 0.0000% | $1293322.00        | $1261930.80        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $10296540.00       | $7504411.84        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $2412884.00        | $2325962.67        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  | 0.0000% | $640968.00         | $541981.68         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  | 0.0000% | $5488864.00        | $4428422.43        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7411 | 2052-05-01      | 4.5000%  | 0.0000% | $32985.00          | $24361.99          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9438 | 2053-07-01      | 5.5000%  | 0.0000% | $8860113.00        | $7771751.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0661 | 2054-08-01      | 6.5000%  | 0.0000% | $1794570.00        | $1848874.25        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  | 0.0000% | $1365257.00        | $1298932.22        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0743 | 2054-08-01      | 6.5000%  | 0.0000% | $1913295.00        | $1965344.03        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2381 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $813.02            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6959 | 2054-04-01      | 5.5000%  | 0.0000% | $2669226.00        | $2623958.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7959 | 2052-09-01      | 5.0000%  | 0.0000% | $10030240.00       | $8743608.87        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  | 0.0000% | $585453.00         | $568260.06         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  | 0.0000% | $43856824.00       | $4322170.74        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI9820 | 2054-07-01      | 7.0000%  | 0.0000% | $2376248.00        | $2480072.85        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  | 0.0000% | $653792.00         | $595040.15         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  | 0.0000% | $29753472.00       | $27599366.50       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $1337495.00        | $1209652.82        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  | 0.0000% | $10012304.00       | $7524713.19        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0746 | 2054-08-01      | 6.5000%  | 0.0000% | $3008087.00        | $2868784.26        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7420 | 2054-09-01      | 5.5000%  | 0.0000% | $1432225.00        | $1424097.24        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI0401 | 2054-02-01      | 6.5000%  | 0.0000% | $2914475.00        | $2732873.87        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  | 0.0000% | $10970595.00       | $46070.72          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9188 | 2054-07-01      | 6.0000%  | 0.0000% | $10035725.00       | $9446427.24        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  | 0.0000% | $2264306.00        | $1947491.94        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  | 0.0000% | $531291.00         | $297578.33         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5588 | 2054-05-01      | 5.5000%  | 0.0000% | $3816985.00        | $3729893.12        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5017 | 2053-11-01      | 6.5000%  | 0.0000% | $4356258.00        | $2279491.88        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG2964 | 2053-05-01      | 6.5000%  | 0.0000% | $5272582.00        | $4774288.73        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q54332 G | 2048-02-01      | 4.5000%  | 0.0000% | $25271328.00       | $5229128.85        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  | 0.0000% | $4310937.00        | $2701321.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF9729 | 2053-03-01      | 5.5000%  | 0.0000% | $3184585.00        | $2487075.32        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $75623097.00       | $60966777.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  | 0.0000% | $1077.00           | $822.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  | 0.0000% | $1667854.00        | $1573021.34        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $15862.00          | $2590.99           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07346 G | 2043-04-01      | 3.5000%  | 0.0000% | $4755.00           | $877.96            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $2810.00           | $521.58            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G06843 G | 2041-12-01      | 4.0000%  | 0.0000% | $7689.00           | $722.80            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  | 0.0000% | $1482.00           | $188.01            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0598 | 2051-12-01      | 2.0000%  | 0.0000% | $80000.00          | $44780.99          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1661 | 2052-03-01      | 2.5000%  | 0.0000% | $887469.00         | $558119.46         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1146 | 2052-03-01      | 3.0000%  | 0.0000% | $15135024.00       | $10097427.19       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  | 0.0000% | $945799.00         | $615399.84         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  | 0.0000% | $298000.00         | $75116.15          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2440 | 2052-07-01      | 4.5000%  | 0.0000% | $1000000.00        | $750905.12         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS2040 | 2052-02-01      | 2.0000%  | 0.0000% | $60602.00          | $39686.16          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0523 | 2052-02-01      | 2.5000%  | 0.0000% | $8000.00           | $5289.96           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4018 | 2052-07-01      | 3.0000%  | 0.0000% | $2013000.00        | $1465162.38        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4842 | 2053-06-01      | 5.5000%  | 0.0000% | $720548.00         | $602463.38         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNFS4500 | 2032-01-01      | 3.0000%  | 0.0000% | $2193304.00        | $1349037.54        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2521 | 2052-08-01      | 4.5000%  | 0.0000% | $250000.00         | $189556.80         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD2121 | 2055-03-01      | 6.0000%  | 0.0000% | $552234.00         | $560319.89         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  | 0.0000% | $8835168.00        | $8148978.52        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS5486 | 2029-05-01      | 3.0400%  | 0.0000% | $2201000.00        | $2099353.17        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBU5223 | 2054-12-01      | 4.5000%  | 0.0000% | $58063.00          | $52608.87          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC8418 | 2055-01-01      | 5.0000%  | 0.0000% | $1958085.00        | $1606464.93        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  | 0.0000% | $845288.00         | $820950.62         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6727 | 2054-06-01      | 6.0000%  | 0.0000% | $2496703.00        | $2511338.99        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  | 0.0000% | $93000.00          | $88645.01          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL708631 | 2033-06-01      | 6.0000%  | 0.0000% | $1323564.00        | $27037.64          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  | 0.0000% | $1434020.00        | $1240391.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  | 0.0000% | $780744.00         | $759012.17         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI0952 | 2054-03-01      | 6.0000%  | 0.0000% | $4710082.00        | $3992348.46        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBY1399 | 2053-11-01      | 3.5000%  | 0.0000% | $37702.00          | $29965.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  | 0.0000% | $1694136.00        | $1642120.21        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB4448 | 2054-08-01      | 5.5000%  | 0.0000% | $700087.00         | $687744.88         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  | 0.0000% | $30623.00          | $25270.29          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  | 0.0000% | $19931184.00       | $20114678.90       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB2744 | 2054-04-01      | 5.5000%  | 0.0000% | $694606.00         | $679226.51         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3261 | 2054-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2681.81           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0184 | 2057-02-01      | 4.0000%  | 0.0000% | $150690.00         | $41623.23          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD7475 | 2055-04-01      | 5.5000%  | 0.0000% | $525126.00         | $523614.87         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  | 0.0000% | $3119298.00        | $2854870.83        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDB1988 | 2054-09-01      | 4.5000%  | 0.0000% | $454011.00         | $425522.91         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  | 0.0000% | $1106659.00        | $1138416.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3385 | 2054-10-01      | 5.5000%  | 0.0000% | $450301.00         | $341058.65         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  | 0.0000% | $981600.00         | $844486.97         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $3555039.00        | $2808699.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB2588 | 2054-08-01      | 6.0000%  | 0.0000% | $567676.00         | $567703.37         | Agency Mortgage-Backed Securities         |
| GNRA 2024-097 FT     | 2054-06-20      | 5.4783%  | 0.0000% | $1004.00           | $972.52            | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLBV4146 | 2052-03-01      | 3.0000%  | 0.0000% | $2672000.00        | $1628127.98        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  | 0.0000% | $5908590.00        | $1247227.71        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  | 0.0000% | $1682681.00        | $1372082.54        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  | 0.0000% | $53854.00          | $44188.44          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8819 | 2052-09-01      | 5.0000%  | 0.0000% | $2674070.00        | $1394399.32        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY7583 | 2054-09-01      | 5.0000%  | 0.0000% | $1682855.00        | $1621536.19        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | 0.0000% | $3772000.00        | $2948041.19        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB8093 | 2054-09-01      | 5.5000%  | 0.0000% | $853926.00         | $767125.42         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV3102 | 2052-03-01      | 2.0000%  | 0.0000% | $70548.00          | $45911.07          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5484 | 2030-01-01      | 2.2600%  | 0.0000% | $14617474.00       | $13345528.01       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5964 | 2055-04-01      | 5.5000%  | 0.0000% | $1172465.00        | $1172393.39        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $3853568.00        | $1455432.28        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  | 0.0000% | $1309106.00        | $1273359.16        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  | 0.0000% | $45013831.00       | $20480687.81       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  | 0.0000% | $1108254.00        | $1102173.85        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  | 0.0000% | $1440184.00        | $278660.99         | Agency Mortgage-Backed Securities         |
| MNMS 01.690 MIBL6320 | 2035-05-01      | 1.6900%  | 0.0000% | $9744646.00        | $6094682.72        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT5926 | 2051-07-01      | 2.5000%  | 0.0000% | $19968208.00       | $11711799.47       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6347 | 2053-11-01      | 6.5000%  | 0.0000% | $581474.00         | $482878.80         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4041 | 2053-03-01      | 5.5000%  | 0.0000% | $7000.00           | $5813.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6471 | 2052-05-01      | 3.0000%  | 0.0000% | $141000.00         | $108446.74         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 K2947122 | 2037-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $26568.51          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  | 0.0000% | $999000.00         | $537737.97         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3120 | 2052-09-01      | 5.0000%  | 0.0000% | $105000.00         | $83222.87          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $38307324.00       | $31179619.59       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  | 0.0000% | $691868.00         | $237748.20         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP952263 | 2037-09-01      | 6.0000%  | 0.0000% | $370000.00         | $31343.64          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $230000.00         | $176473.63         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $107000.00         | $70960.06          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7949 | 2052-05-01      | 3.0000%  | 0.0000% | $2224000.00        | $1750949.67        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5059 | 2048-11-01      | 3.5000%  | 0.0000% | $500000.00         | $379338.28         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9049 | 2053-10-01      | 6.5000%  | 0.0000% | $43533.00          | $32796.52          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $127790271.00      | $102124838.83      | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIFS3221 | 2037-02-01      | 1.5000%  | 0.0000% | $76728.00          | $47330.89          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7405 | 2054-03-01      | 5.5000%  | 0.0000% | $68000.00          | $62774.25          | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4178 | 2035-11-01      | 1.5000%  | 0.0000% | $445276.00         | $207125.77         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2865 | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $5648.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6114 | 2052-08-01      | 3.5000%  | 0.0000% | $85000.00          | $67122.43          | Agency Mortgage-Backed Securities         |
| FNMS 05.190 CL909960 | 2036-11-01      | 5.1900%  | 0.0000% | $77506.00          | $45480.73          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7010 | 2053-06-01      | 5.0000%  | 0.0000% | $125000.00         | $114328.15         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  | 0.0000% | $62001.00          | $36193.68          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  | 0.0000% | $4559915.00        | $3721572.52        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3060 | 2032-07-01      | 3.0000%  | 0.0000% | $528000.00         | $63310.65          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | 0.0000% | $7000.00           | $5539.58           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6787 | 2054-01-01      | 6.0000%  | 0.0000% | $845000.00         | $757325.34         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4106 | 2035-07-01      | 1.5000%  | 0.0000% | $1017464.00        | $414442.19         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9191 | 2053-07-01      | 2.5000%  | 0.0000% | $52380.00          | $41178.63          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5016 | 2053-02-01      | 4.0000%  | 0.0000% | $475000.00         | $377102.63         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | 0.0000% | $73850000.00       | $59661685.11       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1562 | 2051-09-01      | 3.0000%  | 0.0000% | $816821.00         | $466649.70         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1309 | 2051-08-01      | 2.0000%  | 0.0000% | $75705.00          | $47026.35          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  | 0.0000% | $48357000.00       | $37386754.81       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4559 | 2052-09-01      | 5.0000%  | 0.0000% | $95443834.00       | $75259365.23       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  | 0.0000% | $28583390.00       | $15328556.28       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3115 | 2052-03-01      | 3.0000%  | 0.0000% | $1855449.00        | $1267834.91        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08711 G | 2046-06-01      | 3.5000%  | 0.0000% | $8620.00           | $996.56            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $3960.00           | $425.00            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  | 0.0000% | $1008.00           | $219.88            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  | 0.0000% | $2008160.00        | $397006.91         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM3060 | 2047-04-01      | 4.0000%  | 0.0000% | $15000000.00       | $1680985.34        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1376 | 2051-12-01      | 3.0000%  | 0.0000% | $1241331.00        | $766422.12         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2534 | 2052-01-01      | 2.5000%  | 0.0000% | $907410.00         | $638551.67         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  | 0.0000% | $9000.00           | $7206.97           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1536 | 2054-05-01      | 6.5000%  | 0.0000% | $19105220.00       | $15145913.92       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4148 | 2055-05-01      | 5.5000%  | 0.0000% | $26557347.00       | $26425823.23       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA5036 | 2053-04-01      | 3.0000%  | 0.0000% | $262683.00         | $198741.62         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA2676 | 2026-07-01      | 2.5000%  | 0.0000% | $779256.00         | $16791.41          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4776 | 2055-05-01      | 6.0000%  | 0.0000% | $17903834.00       | $18196030.53       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4724 | 2037-09-01      | 3.0000%  | 0.0000% | $42990.00          | $29265.30          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0289 | 2055-01-01      | 5.0000%  | 0.0000% | $13019923.00       | $12479820.77       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5178 | 2038-10-01      | 6.0000%  | 0.0000% | $314034.00         | $194015.54         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3519 | 2055-02-01      | 6.5000%  | 0.0000% | $18311455.00       | $18929134.13       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $131515815.00      | $123858319.90      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4682 | 2053-05-01      | 5.5000%  | 0.0000% | $1781356.00        | $1550577.75        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6737 | 2053-10-01      | 5.5000%  | 0.0000% | $949901.00         | $854773.70         | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL908133 | 2036-11-01      | 8.0000%  | 0.0000% | $3016059.00        | $57971.82          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $4624262.00        | $3706283.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $47384115.00       | $37977725.68       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $1984310.00        | $1548764.91        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 K0898057 | 2036-01-01      | 6.0000%  | 0.0000% | $640000.00         | $31817.25          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB4525 | 2042-02-01      | 4.0000%  | 0.0000% | $493138.00         | $30322.27          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $8375982.00        | $7471746.18        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4641 | 2053-05-01      | 6.0000%  | 0.0000% | $699263.00         | $576798.13         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2140 | 2051-11-01      | 2.0000%  | 0.0000% | $62000.00          | $37436.24          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB3636 | 2052-05-01      | 4.5000%  | 0.0000% | $94105250.00       | $71148787.45       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $71694.00          | $58467.10          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  | 0.0000% | $71522217.00       | $52146022.79       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3317 | 2052-04-01      | 4.0000%  | 0.0000% | $711463.00         | $511239.20         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  | 0.0000% | $94239788.00       | $71369802.65       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1654 | 2051-09-01      | 2.0000%  | 0.0000% | $15551065.00       | $9367297.86        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | 0.0000% | $50000000.00       | $37627051.02       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1808 | 2051-10-01      | 2.5000%  | 0.0000% | $49000.00          | $30705.17          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  | 0.0000% | $45864.00          | $27566.39          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | 0.0000% | $33000.00          | $26417.20          | Agency Mortgage-Backed Securities         |
| MNRA CL014A2 R18M014 | 2028-08-25      | 3.5801%  | 0.0000% | $10000003.00       | $9209889.55        | Agency Collateralized Mortgage Obligation |
| FNRM CL003A2 R16M003 | 2026-02-25      | 2.7020%  | 0.0000% | $1750000.00        | $839755.48         | Agency Collateralized Mortgage Obligation |
| FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  | 0.0000% | $45549436.00       | $1147516.20        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2053-09-25      | 5.6720%  | 0.0000% | $35662000.00       | $26503109.18       | Agency Collateralized Mortgage Obligation |
| MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $4283600.00        | $3592220.68        | Agency Collateralized Mortgage Obligation |
| MNRM CL052A1 R20M052 | 2030-10-25      | 0.8780%  | 0.0000% | $299982.00         | $72212.69          | Agency Collateralized Mortgage Obligation |
| MNRA CL005A3 R22M005 | 2034-01-25      | 2.3464%  | 0.0000% | $1800000.00        | $1502798.10        | Agency Collateralized Mortgage Obligation |
| MNRM CL004A2 R19M004 | 2031-02-25      | 3.6100%  | 0.0000% | $17230000.00       | $14571406.50       | Agency Collateralized Mortgage Obligation |
| MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  | 0.0000% | $3805000.00        | $2333651.18        | Agency Collateralized Mortgage Obligation |
| MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $11450104.00       | $10606308.93       | Agency Collateralized Mortgage Obligation |
| FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  | 0.0000% | $35000000.00       | $11900724.72       | Agency Collateralized Mortgage Obligation |
| MNRM CL004A1 R21M004 | 2031-02-25      | 0.9590%  | 0.0000% | $1000000.00        | $310758.30         | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2046-11-25      | 4.8365%  | 0.0000% | $1144448.00        | $132413.25         | Agency Collateralized Mortgage Obligation |
| MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2449%  | 0.0000% | $9997909.00        | $8465358.69        | Agency Collateralized Mortgage Obligation |
| FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  | 0.0000% | $158987000.00      | $17098973.88       | Agency Collateralized Mortgage Obligation |
| FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  | 0.0000% | $86932478.00       | $4975274.64        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  | 0.0000% | $400807.00         | $419100.54         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $81110522.00       | $22862830.06       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8577 | 2051-08-01      | 3.0000%  | 0.0000% | $2800000.00        | $1594017.46        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-01-25      | 5.4220%  | 0.0000% | $50000000.00       | $48776599.14       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2053-11-25      | 5.4220%  | 0.0000% | $3669472.00        | $2534226.29        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2041-03-15      | 5.0000%  | 0.0000% | $8668033.00        | $2567289.98        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2048-05-25      | 3.0000%  | 0.0000% | $94623.00          | $61068.06          | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-12-25      | 5.8220%  | 0.0000% | $49923588.00       | $40395953.14       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-11-25      | 4.9220%  | 0.0000% | $50000000.00       | $43362980.69       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-03-25      | 5.6720%  | 0.0000% | $42741.00          | $41148.96          | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-05-25      | 5.7220%  | 0.0000% | $17663335.00       | $17294292.27       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-09-25      | 5.2220%  | 0.0000% | $708718.00         | $680804.29         | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-11-25      | 5.8720%  | 0.0000% | $2491236.00        | $1493586.58        | Agency Collateralized Mortgage Obligation |
| MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5316%  | 0.0000% | $4140790.00        | $3510458.70        | Agency Collateralized Mortgage Obligation |
| MNRA CL0022A1 R23M00 | 2030-09-25      | 2.9140%  | 0.0000% | $13414427.00       | $8201254.74        | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CIFM1395 | 2034-08-01      | 3.0000%  | 0.0000% | $7500000.00        | $1100410.39        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8648 | 2051-09-01      | 3.0000%  | 0.0000% | $2985000.00        | $1733046.04        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9218 | 2051-10-01      | 2.0000%  | 0.0000% | $325000.00         | $185066.76         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM9017 | 2034-02-01      | 5.5000%  | 0.0000% | $1673873.00        | $764308.37         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8166 | 2051-06-01      | 3.0000%  | 0.0000% | $220000.00         | $118242.69         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3118 | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $413.85            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  | 0.0000% | $646832.00         | $574844.68         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9992 | 2055-02-01      | 6.0000%  | 0.0000% | $30612303.00       | $30450696.10       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0905 | 2055-01-01      | 5.0000%  | 0.0000% | $518264.00         | $499368.93         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM7144 | 2034-01-01      | 4.0000%  | 0.0000% | $1065641.00        | $470083.95         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM6042 | 2051-01-01      | 2.5000%  | 0.0000% | $200000.00         | $103665.06         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM6460 | 2051-03-01      | 2.5000%  | 0.0000% | $891000.00         | $473025.52         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1421 | 2050-05-01      | 5.0000%  | 0.0000% | $2016292.00        | $1937675.41        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB7394 | 2053-05-01      | 3.0000%  | 0.0000% | $63952.00          | $39473.53          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4324 | 2050-07-01      | 3.5000%  | 0.0000% | $14000.00          | $5938.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8026 | 2054-02-01      | 6.5000%  | 0.0000% | $1000001.00        | $751945.84         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7075 | 2049-07-01      | 4.0000%  | 0.0000% | $18000.00          | $6251.93           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0454 | 2052-01-01      | 3.0000%  | 0.0000% | $70128.00          | $45697.23          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0027 | 2051-11-01      | 2.5000%  | 0.0000% | $600000.00         | $368072.58         | Agency Mortgage-Backed Securities         |
| FNMS 04.750 CLFM7015 | 2036-03-01      | 4.7500%  | 0.0000% | $906359.00         | $293675.68         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  | 0.0000% | $100000.00         | $44686.38          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9419 | 2051-10-01      | 3.0000%  | 0.0000% | $59467.00          | $37908.58          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM7289 | 2051-05-01      | 3.0000%  | 0.0000% | $294000.00         | $138635.54         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7746 | 2050-11-01      | 3.0000%  | 0.0000% | $113489832.00      | $64424724.92       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $18000.00          | $12610.20          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $50000000.00       | $41679113.78       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  | 0.0000% | $31492194.00       | $21867998.01       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | 0.0000% | $887000.00         | $699531.29         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  | 0.0000% | $709000.00         | $618935.97         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $71695410.00       | $40634204.44       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3349 | 2052-04-01      | 2.5000%  | 0.0000% | $169680.00         | $111283.12         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6252 | 2053-05-01      | 5.5000%  | 0.0000% | $9635455.00        | $7687345.08        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6037 | 2053-04-01      | 4.0000%  | 0.0000% | $25137108.00       | $21103342.17       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2758 | 2052-02-01      | 3.0000%  | 0.0000% | $250000.00         | $169979.77         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  | 0.0000% | $50101317.00       | $39410947.58       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6219 | 2053-05-01      | 4.0000%  | 0.0000% | $12928121.00       | $10630031.10       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  | 0.0000% | $600000.00         | $494831.01         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3177 | 2052-03-01      | 3.5000%  | 0.0000% | $885914.00         | $646898.77         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1319 | 2054-07-01      | 5.0000%  | 0.0000% | $10023221.00       | $9751671.12        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $592547.00         | $453516.90         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $898998.00         | $672942.36         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9994 | 2055-02-01      | 6.0000%  | 0.0000% | $40372221.00       | $40659480.20       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7790 | 2054-01-01      | 6.0000%  | 0.0000% | $7058138.00        | $6522232.48        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM4118 | 2049-07-01      | 4.5000%  | 0.0000% | $121000.00         | $32578.74          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB8890 | 2054-07-01      | 7.0000%  | 0.0000% | $27581438.00       | $23598789.44       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9239 | 2054-09-01      | 5.5000%  | 0.0000% | $400000.00         | $382501.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8789 | 2054-04-01      | 5.5000%  | 0.0000% | $880736.00         | $755192.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $2441551.00        | $2353069.19        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA0664 | 2052-04-01      | 2.5000%  | 0.0000% | $6038087.00        | $4851011.48        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  | 0.0000% | $50000.00          | $11687.18          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTFM3463 | 2036-12-01      | 3.5000%  | 0.0000% | $62000.00          | $18133.19          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4808 | 2050-11-01      | 2.5000%  | 0.0000% | $450000.00         | $235770.86         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6253 | 2053-05-01      | 5.5000%  | 0.0000% | $35938162.00       | $28249516.95       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7061 | 2053-09-01      | 6.5000%  | 0.0000% | $31797866.00       | $27475869.76       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5848 | 2053-03-01      | 5.5000%  | 0.0000% | $75380026.00       | $60770853.39       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS0451 | 2035-02-01      | 3.0000%  | 0.0000% | $78000.00          | $35710.80          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4222 | 2050-09-01      | 2.5000%  | 0.0000% | $124000.00         | $61421.46          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $170000.00         | $62291.90          | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIFM6100 | 2036-04-01      | 1.5000%  | 0.0000% | $2672675.00        | $1433617.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2053-11-25      | 5.8220%  | 0.0000% | $412053.00         | $246800.50         | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-07-25      | 5.4220%  | 0.0000% | $10000000.00       | $8303538.15        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-03-25      | 5.6720%  | 0.0000% | $48807304.00       | $36259312.17       | Agency Collateralized Mortgage Obligation |
| FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  | 0.0000% | $100300000.00      | $3092211.94        | Agency Collateralized Mortgage Obligation |
| FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  | 0.0000% | $218639000.00      | $21867768.45       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2052-06-25      | 4.7857%  | 0.0000% | $3258852.00        | $1682809.16        | Agency Collateralized Mortgage Obligation |
| FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $103093259.00      | $11874608.48       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-10-25      | 5.6220%  | 0.0000% | $84686628.00       | $58778455.03       | Agency Collateralized Mortgage Obligation |
| MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4989%  | 0.0000% | $6000000.00        | $2118235.33        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-01-25      | 5.3220%  | 0.0000% | $10000000.00       | $6159739.80        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-08-25      | 5.6220%  | 0.0000% | $51166100.00       | $43255808.49       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-01-25      | 5.6220%  | 0.0000% | $8011287.00        | $7345981.39        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-05-25      | 5.1720%  | 0.0000% | $13326923.00       | $13202294.00       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-12-25      | 5.7220%  | 0.0000% | $50000000.00       | $45239966.91       | Agency Collateralized Mortgage Obligation |
| MNRA CL013A1 R22M013 | 2032-05-25      | 2.5937%  | 0.0000% | $18000000.00       | $14903815.34       | Agency Collateralized Mortgage Obligation |
| MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  | 0.0000% | $9932359.00        | $8930308.89        | Agency Collateralized Mortgage Obligation |
| MNRM CL0253A1 R20M02 | 2034-08-25      | 0.9980%  | 0.0000% | $5000000.00        | $960342.20         | Agency Collateralized Mortgage Obligation |
| MNRA CL003A1 R22M003 | 2031-11-25      | 1.7072%  | 0.0000% | $7958773.00        | $6482079.88        | Agency Collateralized Mortgage Obligation |
| MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $1401980.00        | $835992.24         | Agency Collateralized Mortgage Obligation |
| MNRA RC004A1X R22M00 | 2030-05-25      | 2.4580%  | 0.0000% | $135190.00         | $63564.66          | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-10-25      | 5.4220%  | 0.0000% | $28238080.00       | $26674247.83       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-09-25      | 5.2220%  | 0.0000% | $6159776.00        | $4902075.66        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-11-25      | 6.0720%  | 0.0000% | $41811589.00       | $27066267.44       | Agency Collateralized Mortgage Obligation |
| MNRA CL001A1 R22M001 | 2031-10-25      | 1.6684%  | 0.0000% | $6000000.00        | $4676259.05        | Agency Collateralized Mortgage Obligation |
| MNRM CL014A2 R19M014 | 2029-06-25      | 2.7520%  | 0.0000% | $1332610.00        | $1199733.90        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-03-25      | 5.1720%  | 0.0000% | $39508194.00       | $30304853.62       | Agency Collateralized Mortgage Obligation |

### Security 248: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18BAC2, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP18BAC2
- **C.18 - Value (incl. sponsor support):** $1553000000.00
- **C.18.a - Value (excl. sponsor support):** $1553000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLBW1387 | 2052-12-01      | 4.5000%  | 0.0000% | $5977085.00        | $4792382.25        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBU5702 | 2055-02-01      | 4.5000%  | 0.0000% | $4209402.00        | $3973670.56        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2041-03-15      | 5.0000%  | 0.0000% | $1706021.00        | $505287.72         | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-03-25      | 5.6720%  | 0.0000% | $4051999.00        | $3901068.00        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-08-25      | 5.3720%  | 0.0000% | $1000000.00        | $790177.14         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-09-25      | 5.2220%  | 0.0000% | $29589064.00       | $28423663.23       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSL0289 | 2055-01-01      | 5.0000%  | 0.0000% | $11378604.00       | $10906588.20       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $12000.00          | $7324.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $3642932.00        | $3034913.01        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2075 | 2052-06-01      | 4.0000%  | 0.0000% | $3658708.00        | $2830554.37        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1095 | 2055-04-01      | 6.0000%  | 0.0000% | $1137124.00        | $1160359.58        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAB9163 | 2043-05-01      | 3.5000%  | 0.0000% | $31499032.00       | $4261648.63        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $3701020.00        | $3485528.48        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-08-25      | 5.4220%  | 0.0000% | $300000.00         | $275593.18         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2039-10-15      | 7.0842%  | 0.0000% | $53677824.00       | $456020.53         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-12-25      | 5.5220%  | 0.0000% | $600000.00         | $547632.31         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-06-25      | 5.8220%  | 0.0000% | $1179.00           | $1188.05           | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-02-25      | 5.7220%  | 0.0000% | $1000000.00        | $896878.59         | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2027-06-25      | 3.0604%  | 0.0000% | $1644000.00        | $943233.97         | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-11-25      | 5.8220%  | 0.0000% | $36005271.00       | $21565475.65       | Agency Collateralized Mortgage Obligation |
| MNRA CL012A2 R18M012 | 2030-08-25      | 3.6262%  | 0.0000% | $5000000.00        | $4837979.72        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-05-25      | 5.7220%  | 0.0000% | $13191176.00       | $12915570.76       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-07-25      | 5.6720%  | 0.0000% | $6248495.00        | $4715438.80        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-09-25      | 5.2220%  | 0.0000% | $25974716.00       | $20671209.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 FT     | 2054-06-20      | 5.4783%  | 0.0000% | $1024.00           | $991.89            | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2038-06-15      | 7.0828%  | 0.0000% | $60521856.00       | $534858.28         | Agency Collateralized Mortgage Obligation |
| MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4989%  | 0.0000% | $11000000.00       | $3883431.45        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-02-25      | 5.3220%  | 0.0000% | $10000000.00       | $9541667.67        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-11-25      | 5.2720%  | 0.0000% | $5872665.00        | $5439862.92        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFS8099 | 2053-08-01      | 5.5000%  | 0.0000% | $1093.00           | $975.49            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $722000.00         | $551010.04         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $12710.00          | $592.25            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $6693.00           | $131.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV3048 | 2052-02-01      | 3.0000%  | 0.0000% | $3400000.00        | $2101813.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6156 | 2052-07-01      | 5.0000%  | 0.0000% | $1385395.00        | $1290965.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW7061 | 2052-10-01      | 5.0000%  | 0.0000% | $4721072.00        | $3948895.93        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT5591 | 2051-08-01      | 3.0000%  | 0.0000% | $9945258.00        | $4497626.49        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW3382 | 2052-07-01      | 4.5000%  | 0.0000% | $2150000.00        | $1600426.91        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5473 | 2055-01-01      | 6.0000%  | 0.0000% | $1623991.00        | $1357189.82        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  | 0.0000% | $2736774.00        | $2742634.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN2113 | 2048-10-01      | 4.0000%  | 0.0000% | $4549652.00        | $1200161.49        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4683 | 2055-03-01      | 6.5000%  | 0.0000% | $4043531.00        | $3841902.10        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1554 | 2051-09-01      | 2.5000%  | 0.0000% | $3616368.00        | $2161678.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2291 | 2051-12-01      | 2.5000%  | 0.0000% | $4803706.00        | $3351650.37        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM7675 | 2051-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $481777.01         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3339 | 2049-04-01      | 4.5000%  | 0.0000% | $22280295.00       | $6249432.33        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0572 | 2055-01-01      | 5.0000%  | 0.0000% | $138030.00         | $131663.33         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1687 | 2034-10-01      | 3.5000%  | 0.0000% | $12594867.00       | $2140716.75        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA1122 | 2053-07-01      | 4.0000%  | 0.0000% | $7371734.00        | $6751823.81        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1654 | 2051-09-01      | 2.0000%  | 0.0000% | $86127.00          | $51879.23          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4495 | 2052-03-01      | 3.5000%  | 0.0000% | $43111.00          | $31264.86          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3812 | 2053-01-01      | 4.5000%  | 0.0000% | $278000.00         | $226873.97         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $46272422.00       | $43580635.51       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1279 | 2051-08-01      | 2.5000%  | 0.0000% | $137370.00         | $83052.78          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1252 | 2052-04-01      | 3.5000%  | 0.0000% | $4939270.00        | $3442657.72        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  | 0.0000% | $82844159.00       | $42129420.85       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  | 0.0000% | $116416574.00      | $37909453.21       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3884 | 2050-07-01      | 3.0000%  | 0.0000% | $1247974.00        | $574206.25         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $1671620.00        | $1392187.64        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX1766 | 2052-11-01      | 5.0000%  | 0.0000% | $2340961.00        | $1993612.04        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA9286 | 2051-02-01      | 2.5000%  | 0.0000% | $87974797.00       | $49377621.15       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0309 | 2047-09-01      | 3.5000%  | 0.0000% | $45821270.00       | $12386101.53       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA7514 | 2035-10-01      | 2.5000%  | 0.0000% | $236703.00         | $118014.43         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6445 | 2053-02-01      | 5.0000%  | 0.0000% | $5737115.00        | $4833853.37        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8849 | 2051-02-01      | 2.0000%  | 0.0000% | $79222434.00       | $44834784.56       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  | 0.0000% | $2941850.00        | $1562673.72        | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $5352.00           | $130.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6825 | 2053-12-01      | 6.0000%  | 0.0000% | $7682008.00        | $7024257.89        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM5713 | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $52219.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  | 0.0000% | $41000.00          | $28035.71          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2293 | 2052-07-01      | 4.5000%  | 0.0000% | $3844436.00        | $2979150.93        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0412 | 2055-05-01      | 6.5000%  | 0.0000% | $5551490.00        | $5825630.82        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $30000.00          | $20496.62          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  | 0.0000% | $35306.00          | $27278.45          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  | 0.0000% | $47554.00          | $37777.31          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $622.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $3758369.00        | $3059062.95        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $4045265.00        | $3608555.19        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2595 | 2052-03-01      | 2.5000%  | 0.0000% | $100000.00         | $67877.69          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS5991 | 2052-03-01      | 2.0000%  | 0.0000% | $2300000.00        | $1611042.14        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA9520 | 2049-05-01      | 3.5000%  | 0.0000% | $10026107.00       | $1422256.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $81214.00          | $65091.92          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0394 | 2055-05-01      | 5.5000%  | 0.0000% | $19327882.00       | $19285375.06       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8608 | 2053-08-01      | 6.0000%  | 0.0000% | $12430954.00       | $10476206.81       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CNMA4389 | 2031-07-01      | 1.5000%  | 0.0000% | $895000.00         | $397402.35         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX1952 | 2054-12-01      | 5.5000%  | 0.0000% | $1308277.00        | $1306120.30        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8854 | 2053-09-01      | 6.0000%  | 0.0000% | $1461758.00        | $1371440.10        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0350 | 2052-01-01      | 2.0000%  | 0.0000% | $65554.00          | $40731.39          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $1380111.00        | $1102929.14        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA0664 | 2052-04-01      | 2.5000%  | 0.0000% | $654450.00         | $525786.47         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3880 | 2053-02-01      | 6.0000%  | 0.0000% | $4314781.00        | $3414518.14        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1531 | 2055-04-01      | 6.0000%  | 0.0000% | $6000.00           | $6122.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | 0.0000% | $8000.00           | $6330.95           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3424 | 2055-01-01      | 6.0000%  | 0.0000% | $50695571.00       | $51583235.03       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2171 | 2049-07-01      | 4.0000%  | 0.0000% | $2218928.00        | $636031.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX2526 | 2055-01-01      | 6.5000%  | 0.0000% | $31080.00          | $31827.61          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1209 | 2055-04-01      | 6.0000%  | 0.0000% | $33290.00          | $33993.68          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1017 | 2052-04-01      | 3.0000%  | 0.0000% | $6185033.00        | $5327358.06        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $68082.00          | $52189.88          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  | 0.0000% | $505819.00         | $500669.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  | 0.0000% | $3168832.00        | $2520062.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4148 | 2055-05-01      | 5.5000%  | 0.0000% | $3676743.00        | $3658534.14        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0088 | 2051-04-01      | 2.0000%  | 0.0000% | $39635507.00       | $22854450.23       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2882 | 2050-07-01      | 3.5000%  | 0.0000% | $901000.00         | $633791.77         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS0146 | 2043-09-01      | 3.5000%  | 0.0000% | $53283543.00       | $31858493.23       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $1649772.00        | $1337320.82        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8707 | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $936.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM8297 | 2035-12-01      | 3.0000%  | 0.0000% | $140000.00         | $53299.54          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS4270 | 2052-03-01      | 2.0000%  | 0.0000% | $4500000.00        | $3044213.00        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7500 | 2052-04-01      | 2.5000%  | 0.0000% | $40506.00          | $30720.10          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $28192155.00       | $22094529.09       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1357 | 2050-04-01      | 3.5000%  | 0.0000% | $10967576.00       | $9890160.12        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9173 | 2051-02-01      | 2.0000%  | 0.0000% | $79154239.00       | $45425624.69       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2443 | 2052-08-01      | 4.0000%  | 0.0000% | $2588320.00        | $2012246.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3994 | 2053-02-01      | 6.0000%  | 0.0000% | $12907984.00       | $10155675.71       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2615 | 2050-03-01      | 3.0000%  | 0.0000% | $210000.00         | $63246.02          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $16000.00          | $13934.70          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1275 | 2051-11-01      | 2.5000%  | 0.0000% | $2123000.00        | $1294127.23        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM6264 | 2036-02-01      | 3.0000%  | 0.0000% | $5991442.00        | $2935632.46        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6893 | 2054-06-01      | 7.0000%  | 0.0000% | $2000177.00        | $2080622.82        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBE5775 | 2047-01-01      | 3.0000%  | 0.0000% | $198267.00         | $50897.33          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC4380 | 2054-10-01      | 6.5000%  | 0.0000% | $2334320.00        | $1896479.00        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR4756 | 2051-03-01      | 2.0000%  | 0.0000% | $1800000.00        | $900655.74         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $22750000.00       | $4456262.13        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ4770 | 2048-02-01      | 4.0000%  | 0.0000% | $4138174.00        | $1186327.47        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $55427599.00       | $10857138.91       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ2863 | 2050-09-01      | 2.5000%  | 0.0000% | $1575000.00        | $760895.74         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBM5956 | 2038-09-01      | 4.0000%  | 0.0000% | $204000.00         | $58773.49          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBD8447 | 2046-10-01      | 4.0000%  | 0.0000% | $3059022.00        | $444242.35         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4518 | 2048-10-01      | 4.5000%  | 0.0000% | $13994000.00       | $3804366.73        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0605 | 2062-03-01      | 4.0000%  | 0.0000% | $71474838.00       | $54637827.65       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3211 | 2054-10-01      | 6.0000%  | 0.0000% | $1452173.00        | $1475005.43        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE7474 | 2047-02-01      | 4.0000%  | 0.0000% | $22340436.00       | $4119080.86        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC8374 | 2055-01-01      | 6.0000%  | 0.0000% | $12133003.00       | $12432621.28       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  | 0.0000% | $3718178.00        | $2688763.87        | Agency Mortgage-Backed Securities         |
| MNMS 01.690 MIBL6320 | 2035-05-01      | 1.6900%  | 0.0000% | $10164870.00       | $6357507.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5467 | 2055-01-01      | 5.0000%  | 0.0000% | $1682444.00        | $1632532.37        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1867 | 2054-12-01      | 5.0000%  | 0.0000% | $1557503.00        | $1510594.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBT8293 | 2052-08-01      | 5.0000%  | 0.0000% | $11242338.00       | $9420729.01        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $1293299.00        | $684700.77         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $27700000.00       | $9615753.11        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK6013 | 2048-06-01      | 4.5000%  | 0.0000% | $1058448.00        | $375198.64         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBK1872 | 2038-04-01      | 4.0000%  | 0.0000% | $2380407.00        | $821858.99         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $8580.00           | $2288.40           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  | 0.0000% | $1731193.00        | $355285.12         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD2104 | 2055-03-01      | 6.0000%  | 0.0000% | $2301278.00        | $2344000.96        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR0715 | 2051-01-01      | 2.0000%  | 0.0000% | $85000.00          | $41299.44          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBU4265 | 2053-11-01      | 7.0000%  | 0.0000% | $2592474.00        | $2075903.66        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $1315000.00        | $723962.03         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  | 0.0000% | $7940609.00        | $2062677.91        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT7455 | 2051-09-01      | 3.0000%  | 0.0000% | $11301845.00       | $5927513.52        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  | 0.0000% | $9082999.00        | $4985363.21        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5051 | 2055-04-01      | 6.0000%  | 0.0000% | $262305.00         | $267286.28         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  | 0.0000% | $10995416.00       | $1417212.67        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB6796 | 2054-07-01      | 6.5000%  | 0.0000% | $2795687.00        | $2870169.05        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO5928 | 2042-06-01      | 3.5000%  | 0.0000% | $1125000.00        | $75224.95          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN6605 | 2036-06-01      | 2.0000%  | 0.0000% | $3008682.00        | $1418495.32        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  | 0.0000% | $682705.00         | $678629.07         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA4958 | 2046-10-01      | 4.0000%  | 0.0000% | $1284550.00        | $307518.67         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3573 | 2054-09-01      | 6.0000%  | 0.0000% | $1869489.00        | $1432313.02        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC1630 | 2054-08-01      | 7.0000%  | 0.0000% | $2356160.00        | $2461795.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2263 | 2054-08-01      | 6.0000%  | 0.0000% | $3089041.00        | $3106409.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0079 | 2055-01-01      | 6.0000%  | 0.0000% | $3110118.00        | $3171790.64        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH0224 | 2047-04-01      | 4.0000%  | 0.0000% | $773885.00         | $173335.80         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6138 | 2055-03-01      | 6.5000%  | 0.0000% | $2172948.00        | $2252366.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3024 | 2054-10-01      | 5.5000%  | 0.0000% | $2335933.00        | $2304385.37        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1866 | 2054-12-01      | 5.0000%  | 0.0000% | $1855418.00        | $1806438.21        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD3071 | 2055-03-01      | 6.5000%  | 0.0000% | $893434.00         | $926021.89         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ7096 | 2048-08-01      | 4.0000%  | 0.0000% | $5252219.00        | $1633641.27        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1600 | 2054-09-01      | 5.5000%  | 0.0000% | $1000935.00        | $992053.10         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6791 | 2054-07-01      | 6.0000%  | 0.0000% | $2500325.00        | $2524555.39        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $78333061.00       | $9688909.59        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL3092 | 2043-01-01      | 3.5000%  | 0.0000% | $46870610.00       | $8760365.37        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA7512 | 2047-06-01      | 3.0000%  | 0.0000% | $14614845.00       | $10351738.02       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC6063 | 2054-12-01      | 5.5000%  | 0.0000% | $2650433.00        | $2641193.94        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC0161 | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $55024.85          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $32205219.00       | $25444101.33       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q34318 G | 2045-06-01      | 4.0000%  | 0.0000% | $63317047.00       | $10865102.71       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7358 | 2054-07-01      | 6.0000%  | 0.0000% | $9786796.00        | $9848858.15        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0864 | 2047-12-01      | 4.0000%  | 0.0000% | $75084197.00       | $21065680.77       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8507 | 2051-01-01      | 2.0000%  | 0.0000% | $83621504.00       | $46685159.47       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY6470 | 2053-08-01      | 6.0000%  | 0.0000% | $1069000.00        | $696729.36         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY8343 | 2053-08-01      | 6.5000%  | 0.0000% | $2669290.00        | $2522678.49        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY9450 | 2053-09-01      | 6.5000%  | 0.0000% | $4466944.00        | $3169308.90        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5025 | 2052-12-01      | 6.0000%  | 0.0000% | $5340476.00        | $3499384.50        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  | 0.0000% | $107217324.00      | $54844514.82       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY0685 | 2053-04-01      | 5.0000%  | 0.0000% | $7289481.00        | $6394514.33        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  | 0.0000% | $41694387.00       | $23831337.23       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5161 | 2050-02-01      | 3.5000%  | 0.0000% | $98055054.00       | $46729298.65       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA0873 | 2047-12-01      | 4.5000%  | 0.0000% | $15700000.00       | $3817244.29        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2046 | 2048-07-01      | 4.5000%  | 0.0000% | $161409009.00      | $29600908.79       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $62587442.00       | $17641682.18       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  | 0.0000% | $19968023.00       | $10708350.70       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX9243 | 2053-04-01      | 6.5000%  | 0.0000% | $4133999.00        | $3434928.41        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW9886 | 2052-10-01      | 4.5000%  | 0.0000% | $45748.00          | $36246.51          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8756 | 2052-10-01      | 5.0000%  | 0.0000% | $1396171.00        | $1314111.27        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY6370 | 2053-07-01      | 6.5000%  | 0.0000% | $3923522.00        | $3411862.59        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $54512.00          | $36310.60          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $39652254.00       | $31967352.06       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4700 | 2054-09-01      | 6.5000%  | 0.0000% | $39654796.00       | $40363713.46       | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $3774.00           | $147.17            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8246 | 2052-11-01      | 4.5000%  | 0.0000% | $36783677.00       | $29490862.25       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  | 0.0000% | $268780.00         | $134541.28         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI8362 | 2054-06-01      | 6.0000%  | 0.0000% | $6991717.00        | $6815023.38        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6728 | 2053-07-01      | 6.0000%  | 0.0000% | $2056866.00        | $1628750.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  | 0.0000% | $13800000.00       | $10677669.64       | Agency Mortgage-Backed Securities         |
| 06.000 FGPC Z40025 G | 2036-11-01      | 6.0000%  | 0.0000% | $2322404.00        | $28580.11          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8471 | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $86443.29          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | 0.0000% | $2934988.00        | $2516451.14        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6724 | 2054-06-01      | 7.0000%  | 0.0000% | $2159192.00        | $2250438.06        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAO0208 | 2042-05-01      | 4.0000%  | 0.0000% | $17778968.00       | $2255387.70        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3913 | 2050-11-01      | 2.5000%  | 0.0000% | $1700000.00        | $876739.97         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB7341 | 2054-07-01      | 7.0000%  | 0.0000% | $1787987.00        | $1707819.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  | 0.0000% | $14689000.00       | $12508331.97       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  | 0.0000% | $52385727.00       | $40551434.98       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $2554672.00        | $1917603.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG8671 | 2053-08-01      | 6.5000%  | 0.0000% | $11134244.00       | $11381366.02       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE3428 | 2052-06-01      | 5.0000%  | 0.0000% | $15155169.00       | $8788584.31        | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2054-10-25      | 5.4220%  | 0.0000% | $9722382.00        | $9183953.97        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLZN3399 | 2049-02-01      | 5.0000%  | 0.0000% | $880075.00         | $144353.49         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  | 0.0000% | $400000.00         | $308862.18         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $43259261.00       | $5381759.09        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0882 | 2052-02-01      | 2.5000%  | 0.0000% | $865893.00         | $551777.86         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $62570029.00       | $4759281.34        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $6684.00           | $92.16             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  | 0.0000% | $3604297.00        | $863758.54         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  | 0.0000% | $290815.00         | $200335.00         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $7071583.00        | $4726506.47        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $66162090.00       | $10259847.05       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $1547000.00        | $1103718.19        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6860 | 2054-11-01      | 5.5000%  | 0.0000% | $37642811.00       | $35651936.71       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3861 | 2043-11-01      | 4.0000%  | 0.0000% | $830000.00         | $108553.11         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $9772.00           | $104.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0278 | 2053-09-01      | 6.5000%  | 0.0000% | $10116389.00       | $8726670.98        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  | 0.0000% | $11465698.00       | $2751714.71        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q30510 G | 2044-12-01      | 3.5000%  | 0.0000% | $8300000.00        | $1937667.12        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99177 G | 2044-02-01      | 4.0000%  | 0.0000% | $59000000.00       | $11692709.19       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $53216876.00       | $42167542.56       | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  | 0.0000% | $10695043.00       | $2402565.04        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7534 | 2051-02-01      | 2.5000%  | 0.0000% | $799998.00         | $421475.33         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $29000.00          | $26606.30          | Agency Mortgage-Backed Securities         |

### Security 249: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.320000%
- **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: ARP18GQ75, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP18GQ75
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLMA3416   | 2048-07-01      | 4.5000%  | 0.0000% | $408000.00         | $32617.57          | Agency Mortgage-Backed Securities  |
| GNII SF MA7588 M       | 2051-09-20      | 2.0000%  | 0.0000% | $12958000.00       | $7604409.75        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4601   | 2037-05-01      | 1.5000%  | 0.0000% | $314707.00         | $207758.73         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0676   | 2054-12-01      | 5.5000%  | 0.0000% | $2652856.00        | $2636640.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3937   | 2050-02-01      | 3.0000%  | 0.0000% | $1104136.00        | $191950.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2275   | 2055-01-01      | 5.5000%  | 0.0000% | $1781470.00        | $1773680.43        | Agency Mortgage-Backed Securities  |
| GNII SF MA3521 M       | 2046-03-20      | 3.5000%  | 0.0000% | $5229376.00        | $519213.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3960   | 2050-03-01      | 3.0000%  | 0.0000% | $1659156.00        | $301941.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $3250396.00        | $453780.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4538   | 2037-02-01      | 3.0000%  | 0.0000% | $1297160.00        | $791169.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3331   | 2048-04-01      | 3.0000%  | 0.0000% | $62338.00          | $9198.59           | Agency Mortgage-Backed Securities  |
| GNII SF MA3802 M       | 2046-07-20      | 3.0000%  | 0.0000% | $53200000.00       | $6454024.69        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS4794   | 2037-08-01      | 2.0000%  | 0.0000% | $656906.00         | $472887.35         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4566   | 2037-03-01      | 1.5000%  | 0.0000% | $2425000.00        | $1534088.02        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3905   | 2050-01-01      | 3.0000%  | 0.0000% | $3102544.00        | $545626.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3802   | 2049-10-01      | 3.0000%  | 0.0000% | $9172192.00        | $1254828.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB5122   | 2042-04-01      | 4.0000%  | 0.0000% | $1459974.00        | $440187.81         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1459   | 2052-04-01      | 3.5000%  | 0.0000% | $253056.00         | $182231.80         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL888814   | 2037-08-01      | 6.5000%  | 0.0000% | $2364120.00        | $12066.43          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4629   | 2037-06-01      | 3.0000%  | 0.0000% | $484501.00         | $316127.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3871   | 2049-12-01      | 3.0000%  | 0.0000% | $1268360.00        | $214255.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3800   | 2039-10-01      | 3.0000%  | 0.0000% | $1546448.00        | $215939.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4832   | 2037-12-01      | 3.5000%  | 0.0000% | $948692.00         | $648165.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555880   | 2033-11-01      | 5.5000%  | 0.0000% | $112553088.00      | $679519.88         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ4603   | 2048-02-01      | 4.0000%  | 0.0000% | $2008440.00        | $307923.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6395   | 2045-12-01      | 3.5000%  | 0.0000% | $6130000.00        | $583929.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7170   | 2046-05-01      | 3.5000%  | 0.0000% | $595000.00         | $49720.34          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA2049   | 2049-11-01      | 3.0000%  | 0.0000% | $30816.00          | $2645.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6620   | 2046-02-01      | 3.5000%  | 0.0000% | $500000.00         | $69552.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0281   | 2046-03-01      | 3.5000%  | 0.0000% | $163000.00         | $44824.17          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD1437   | 2046-08-01      | 3.5000%  | 0.0000% | $4000848.00        | $813943.76         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC3218   | 2046-04-01      | 3.5000%  | 0.0000% | $723480.00         | $129869.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ8655   | 2045-11-01      | 3.5000%  | 0.0000% | $1001506.00        | $146876.32         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q15239 G   | 2043-02-01      | 3.0000%  | 0.0000% | $4096512.00        | $628062.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL0079   | 2040-02-01      | 4.5000%  | 0.0000% | $403110400.00      | $12442012.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2854   | 2048-03-01      | 4.0000%  | 0.0000% | $8534224.00        | $1631502.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL745932   | 2036-11-01      | 6.5000%  | 0.0000% | $6981336.00        | $42446.21          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6132   | 2051-10-01      | 2.5000%  | 0.0000% | $2617760.00        | $1639653.71        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQB9274   | 2051-02-01      | 1.5000%  | 0.0000% | $2557720.00        | $1577339.80        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQO0483   | 2037-06-01      | 2.5000%  | 0.0000% | $492044.00         | $256606.69         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6958   | 2046-04-01      | 3.5000%  | 0.0000% | $684740.00         | $117556.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBM1948   | 2041-07-01      | 6.0000%  | 0.0000% | $15534000.00       | $3681627.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9927   | 2047-07-01      | 4.5000%  | 0.0000% | $35327400.00       | $7119214.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH1380   | 2047-07-01      | 3.5000%  | 0.0000% | $7052040.00        | $1335093.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7660   | 2048-10-01      | 4.5000%  | 0.0000% | $356688.00         | $22977.63          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBJ0978   | 2047-11-01      | 3.0000%  | 0.0000% | $33843.00          | $6268.89           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ7680   | 2041-12-01      | 3.5000%  | 0.0000% | $4200000.00        | $285197.31         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5017   | 2039-11-01      | 3.0000%  | 0.0000% | $8341328.00        | $1397927.30        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL9407   | 2042-09-01      | 4.5000%  | 0.0000% | $975000.00         | $162505.41         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL725943   | 2034-10-01      | 5.5000%  | 0.0000% | $422852.00         | $3457.84           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD1215   | 2046-06-01      | 3.5000%  | 0.0000% | $3272044.00        | $518673.85         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM1888   | 2031-10-01      | 2.5000%  | 0.0000% | $1039612.00        | $96361.49          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1442   | 2046-07-01      | 3.5000%  | 0.0000% | $215000.00         | $27674.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6879   | 2046-03-01      | 3.5000%  | 0.0000% | $995561.00         | $88989.13          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD2440   | 2047-01-01      | 3.5000%  | 0.0000% | $300000.00         | $51470.50          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBJ9175   | 2048-05-01      | 5.5000%  | 0.0000% | $482433.00         | $38092.88          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ5849   | 2048-01-01      | 4.0000%  | 0.0000% | $750000.00         | $170722.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3709   | 2047-06-01      | 4.5000%  | 0.0000% | $46961472.00       | $9075224.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA4719 M       | 2047-09-20      | 3.5000%  | 0.0000% | $50000000.00       | $5897413.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5674   | 2055-04-01      | 6.0000%  | 0.0000% | $27562784.00       | $27469198.55       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3774   | 2049-09-01      | 3.0000%  | 0.0000% | $9909696.00        | $1279959.77        | Agency Mortgage-Backed Securities  |
| GNII SF MA5711 M       | 2049-01-20      | 4.5000%  | 0.0000% | $108108032.00      | $7115584.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3721   | 2055-03-01      | 5.5000%  | 0.0000% | $100174.00         | $97580.32          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0801   | 2039-09-01      | 6.0000%  | 0.0000% | $10608416.00       | $241494.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3744   | 2049-08-01      | 3.0000%  | 0.0000% | $1455930.00        | $160259.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3934   | 2040-02-01      | 3.0000%  | 0.0000% | $337842.00         | $65675.52          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC D97493 G   | 2027-12-01      | 6.0000%  | 0.0000% | $1998762.00        | $7244.94           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC D97671 G   | 2028-03-01      | 6.5000%  | 0.0000% | $894040.00         | $3222.81           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A79390 G   | 2038-07-01      | 5.5000%  | 0.0000% | $9724432.00        | $85874.99          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A68726 G   | 2037-11-01      | 6.5000%  | 0.0000% | $10259040.00       | $23528.51          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G04173 G   | 2037-12-01      | 6.5000%  | 0.0000% | $603821.00         | $6184.69           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A62706 G   | 2037-06-01      | 6.0000%  | 0.0000% | $10272320.00       | $18215.36          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A69830 G   | 2037-12-01      | 6.0000%  | 0.0000% | $4003592.00        | $12781.19          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A66740 G   | 2037-10-01      | 6.5000%  | 0.0000% | $3302804.00        | $17447.31          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A79180 G   | 2037-10-01      | 6.0000%  | 0.0000% | $4752808.00        | $46767.07          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A67394 G   | 2037-11-01      | 6.5000%  | 0.0000% | $615384.00         | $5683.80           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03150 G   | 2037-08-01      | 5.5000%  | 0.0000% | $16012672.00       | $79964.00          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03202 G   | 2037-09-01      | 5.5000%  | 0.0000% | $3126596.00        | $21884.03          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G02648 G   | 2036-12-01      | 5.5000%  | 0.0000% | $9468224.00        | $66709.44          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A65070 G   | 2037-09-01      | 6.5000%  | 0.0000% | $6437792.00        | $21422.12          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A77057 G   | 2038-05-01      | 5.5000%  | 0.0000% | $2000000.00        | $6835.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL968381   | 2038-10-01      | 6.5000%  | 0.0000% | $1107430.00        | $12457.02          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3759   | 2037-03-01      | 2.5000%  | 0.0000% | $1301444.00        | $825587.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3183   | 2047-11-01      | 4.0000%  | 0.0000% | $30116000.00       | $3589566.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL955791   | 2037-10-01      | 6.5000%  | 0.0000% | $1001.00           | $25.85             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL889455   | 2038-05-01      | 6.0000%  | 0.0000% | $19058048.00       | $136773.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3681   | 2049-06-01      | 4.5000%  | 0.0000% | $55110464.00       | $9122203.13        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210   | 2047-12-01      | 3.5000%  | 0.0000% | $3708904.00        | $484069.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3697   | 2039-07-01      | 3.0000%  | 0.0000% | $1000.00           | $117.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3776   | 2049-09-01      | 4.0000%  | 0.0000% | $32500000.00       | $3951281.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL938394   | 2037-07-01      | 6.0000%  | 0.0000% | $25935.00          | $244.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL929605   | 2038-06-01      | 6.0000%  | 0.0000% | $4207640.00        | $161114.81         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995251   | 2038-11-01      | 6.0000%  | 0.0000% | $22862784.00       | $269242.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL929950   | 2038-09-01      | 5.5000%  | 0.0000% | $3904168.00        | $417154.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA2652   | 2048-11-01      | 5.0000%  | 0.0000% | $1004.00           | $114.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1988   | 2048-07-01      | 4.5000%  | 0.0000% | $787500.00         | $98489.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3831   | 2039-11-01      | 3.0000%  | 0.0000% | $641816.00         | $98333.62          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2349   | 2055-01-01      | 5.5000%  | 0.0000% | $9910784.00        | $9837329.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5798   | 2055-02-01      | 5.5000%  | 0.0000% | $1828184.00        | $1817552.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3685   | 2049-06-01      | 3.0000%  | 0.0000% | $997405.00         | $98874.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3537   | 2048-12-01      | 4.5000%  | 0.0000% | $97000.00          | $7282.11           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3182   | 2047-11-01      | 3.5000%  | 0.0000% | $7724816.00        | $1019103.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3530   | 2048-10-01      | 3.0000%  | 0.0000% | $49763.00          | $5792.98           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G61985 G   | 2047-10-01      | 3.0000%  | 0.0000% | $21281760.00       | $4916299.23        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD8143   | 2052-03-01      | 2.0000%  | 0.0000% | $712931.00         | $454058.24         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA1217   | 2049-08-01      | 5.0000%  | 0.0000% | $656959.00         | $83527.91          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62886 G   | 2049-04-01      | 4.0000%  | 0.0000% | $3609696.00        | $304679.88         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G61615 G   | 2045-07-01      | 4.5000%  | 0.0000% | $9956288.00        | $2659156.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4884   | 2054-02-01      | 6.0000%  | 0.0000% | $6000000.00        | $5746203.44        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA6448   | 2050-01-01      | 3.0000%  | 0.0000% | $56123.00          | $11718.06          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G67711 G   | 2048-03-01      | 4.0000%  | 0.0000% | $3461000.00        | $829564.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF3344   | 2052-11-01      | 5.5000%  | 0.0000% | $3029172.00        | $2386390.57        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q54882 G   | 2048-03-01      | 4.5000%  | 0.0000% | $28584.00          | $6769.69           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61195 G   | 2044-08-01      | 3.5000%  | 0.0000% | $236000.00         | $58829.65          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5902   | 2050-01-01      | 3.0000%  | 0.0000% | $954968.00         | $193916.23         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA0055   | 2049-06-01      | 3.0000%  | 0.0000% | $808840.00         | $85848.05          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA0800   | 2049-07-01      | 3.0000%  | 0.0000% | $1490144.00        | $181041.55         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58591 G   | 2048-09-01      | 5.0000%  | 0.0000% | $2233720.00        | $251471.89         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQN9907   | 2037-04-01      | 3.0000%  | 0.0000% | $136091.00         | $82407.39          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2179   | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $960.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL256801   | 2037-06-01      | 6.5000%  | 0.0000% | $2230000.00        | $21257.96          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q46872 G   | 2047-03-01      | 4.5000%  | 0.0000% | $25685.00          | $5151.08           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6652   | 2052-01-01      | 2.5000%  | 0.0000% | $6871840.00        | $4634361.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAR6885   | 2028-02-01      | 2.5000%  | 0.0000% | $2300000.00        | $104495.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAI1203   | 2041-04-01      | 5.5000%  | 0.0000% | $8898544.00        | $702892.72         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G61876 G   | 2049-02-01      | 5.5000%  | 0.0000% | $979534.00         | $107665.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1146   | 2055-02-01      | 5.5000%  | 0.0000% | $1990404.00        | $1981117.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAL2462   | 2027-10-01      | 2.5000%  | 0.0000% | $4691800.00        | $164454.60         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL0808   | 2040-05-01      | 6.5000%  | 0.0000% | $593946.00         | $13111.12          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL0309   | 2040-01-01      | 6.0000%  | 0.0000% | $341017.00         | $8679.72           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD8207   | 2052-03-01      | 2.0000%  | 0.0000% | $999316.00         | $648141.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH5942   | 2053-12-01      | 5.5000%  | 0.0000% | $21823200.00       | $19282744.94       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8282   | 2046-11-01      | 3.5000%  | 0.0000% | $640569.00         | $79183.43          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL1176   | 2039-10-01      | 6.5000%  | 0.0000% | $89385.00          | $2550.06           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAL8671   | 2028-11-01      | 2.5000%  | 0.0000% | $5694432.00        | $361472.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL9562   | 2041-07-01      | 6.0000%  | 0.0000% | $1710540.00        | $327245.40         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD8010   | 2052-03-01      | 2.0000%  | 0.0000% | $1898118.00        | $1233319.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAH5962   | 2041-02-01      | 5.0000%  | 0.0000% | $1875774.00        | $230604.78         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5646   | 2051-07-01      | 3.0000%  | 0.0000% | $6500000.00        | $4592431.99        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5027   | 2040-01-01      | 3.0000%  | 0.0000% | $975247.00         | $205063.51         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO1552   | 2037-12-01      | 3.0000%  | 0.0000% | $495168.00         | $395750.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAH2680   | 2041-01-01      | 3.5000%  | 0.0000% | $4000000.00        | $199486.26         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA4883   | 2049-12-01      | 3.0000%  | 0.0000% | $25037600.00       | $5302493.42        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G03551 G   | 2037-11-01      | 6.0000%  | 0.0000% | $18276736.00       | $129499.86         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A83066 G   | 2038-11-01      | 5.5000%  | 0.0000% | $3776120.00        | $11043.36          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90726 G   | 2040-01-01      | 5.5000%  | 0.0000% | $7112240.00        | $466585.95         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q07758 G   | 2042-04-01      | 3.5000%  | 0.0000% | $6737600.00        | $849881.98         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4642   | 2045-12-01      | 3.5000%  | 0.0000% | $500000.00         | $54167.59          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q60732 G   | 2048-12-01      | 4.0000%  | 0.0000% | $1748540.00        | $780446.21         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45219 G   | 2045-01-01      | 3.5000%  | 0.0000% | $1250000.00        | $214557.80         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G60963 G   | 2044-12-01      | 3.5000%  | 0.0000% | $497957.00         | $90956.23          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC V83709 G   | 2043-01-01      | 3.5000%  | 0.0000% | $4430088.00        | $1472855.49        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q44073 G   | 2046-09-01      | 3.0000%  | 0.0000% | $48712192.00       | $8023519.69        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q44663 G   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $206.72            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC V82504 G   | 2046-07-01      | 3.0000%  | 0.0000% | $10681.00          | $3429.04           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G61761 G   | 2046-01-01      | 4.0000%  | 0.0000% | $13822912.00       | $4005203.96        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q00876 G   | 2041-05-01      | 4.5000%  | 0.0000% | $1440780.00        | $46827.61          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A82656 G   | 2038-10-01      | 5.5000%  | 0.0000% | $7041200.00        | $13177.46          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08732 G   | 2046-11-01      | 3.0000%  | 0.0000% | $5928000.00        | $985367.27         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A82380 G   | 2038-10-01      | 6.0000%  | 0.0000% | $2472556.00        | $4851.59           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G08393 G   | 2040-03-01      | 5.0000%  | 0.0000% | $1027416.00        | $28709.93          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18736 G   | 2034-06-01      | 3.0000%  | 0.0000% | $151506.00         | $15082.74          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18712 G   | 2033-11-01      | 3.0000%  | 0.0000% | $792529.00         | $85655.15          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08711 G   | 2046-06-01      | 3.5000%  | 0.0000% | $18715000.00       | $2163645.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3741   | 2039-08-01      | 3.0000%  | 0.0000% | $2655328.00        | $321015.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9921   | 2051-12-01      | 3.0000%  | 0.0000% | $1024.00           | $682.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6254   | 2053-05-01      | 5.5000%  | 0.0000% | $3960440.00        | $3332695.27        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3791   | 2037-05-01      | 2.5000%  | 0.0000% | $6124520.00        | $3288082.05        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAB2130   | 2026-01-01      | 3.5000%  | 0.0000% | $1299846.00        | $3976.44           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7856   | 2051-06-01      | 3.5000%  | 0.0000% | $7944656.00        | $4589733.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL889983   | 2038-10-01      | 6.0000%  | 0.0000% | $18808780.00       | $140030.72         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLFS4327   | 2052-04-01      | 1.5000%  | 0.0000% | $13782848.00       | $9017101.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7105   | 2049-08-01      | 3.5000%  | 0.0000% | $27667328.00       | $10942507.26       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL949358   | 2037-08-01      | 6.5000%  | 0.0000% | $895378.00         | $22880.12          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL888813   | 2037-03-01      | 6.5000%  | 0.0000% | $4203648.00        | $46656.27          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6841   | 2054-01-01      | 6.0000%  | 0.0000% | $12863536.00       | $11277959.41       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2960   | 2049-01-01      | 4.5000%  | 0.0000% | $2215000.00        | $162734.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7107   | 2053-09-01      | 5.5000%  | 0.0000% | $7833280.00        | $6354438.90        | Agency Mortgage-Backed Securities  |
| GNMI SF 704090 X       | 2038-12-15      | 6.0000%  | 0.0000% | $954263.00         | $13643.92          | Agency Mortgage-Backed Securities  |
| GNMI SF 696189 X       | 2038-08-15      | 5.5000%  | 0.0000% | $5082560.00        | $8473.81           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3474   | 2046-04-01      | 3.5000%  | 0.0000% | $13021072.00       | $3748011.21        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB4285   | 2037-07-01      | 2.5000%  | 0.0000% | $1000.00           | $696.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB3224   | 2037-03-01      | 3.0000%  | 0.0000% | $78737.00          | $45657.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1233   | 2048-03-01      | 3.5000%  | 0.0000% | $41830784.00       | $7800216.58        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0947   | 2036-06-01      | 2.5000%  | 0.0000% | $256218.00         | $159937.86         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB4486   | 2037-08-01      | 3.0000%  | 0.0000% | $327822.00         | $262299.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7475   | 2053-11-01      | 5.5000%  | 0.0000% | $7445104.00        | $6521967.61        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3444   | 2037-04-01      | 2.5000%  | 0.0000% | $1698224.00        | $1183629.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM1695   | 2031-03-01      | 2.5000%  | 0.0000% | $145000.00         | $19613.81          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1073   | 2052-03-01      | 3.0000%  | 0.0000% | $1500204.00        | $1038168.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5078   | 2047-05-01      | 3.5000%  | 0.0000% | $1700000.00        | $419255.39         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV3083   | 2052-02-01      | 2.0000%  | 0.0000% | $677612.00         | $427793.55         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBO4944   | 2034-11-01      | 2.5000%  | 0.0000% | $93000.00          | $28531.55          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3112   | 2049-04-01      | 4.0000%  | 0.0000% | $1591722.00        | $397604.35         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08521 G   | 2043-01-01      | 3.0000%  | 0.0000% | $2412400.00        | $353044.62         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08681 G   | 2045-12-01      | 3.5000%  | 0.0000% | $12558000.00       | $1362300.32        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08726 G   | 2046-10-01      | 3.0000%  | 0.0000% | $9494420.00        | $1504075.03        | Agency Mortgage-Backed Securities  |
| GNMI SF 683958 X       | 2038-02-15      | 6.0000%  | 0.0000% | $1846996.00        | $11721.47          | Agency Mortgage-Backed Securities  |
| GNMI SF AW5781 X       | 2047-02-15      | 4.5000%  | 0.0000% | $1813704.00        | $92711.06          | Agency Mortgage-Backed Securities  |
| GNMI SF AY0512 X       | 2047-06-15      | 4.5000%  | 0.0000% | $123332.00         | $12197.23          | Agency Mortgage-Backed Securities  |
| GNMI SF 687708 X       | 2038-07-15      | 5.0000%  | 0.0000% | $1744058.00        | $42889.14          | Agency Mortgage-Backed Securities  |
| GNMI SF 681393 X       | 2038-06-15      | 6.5000%  | 0.0000% | $1143528.00        | $76887.28          | Agency Mortgage-Backed Securities  |
| GNMI SF 672415 X       | 2037-12-15      | 6.0000%  | 0.0000% | $1743214.00        | $9072.98           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN6177   | 2049-06-01      | 3.0000%  | 0.0000% | $4910900.00        | $595468.94         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1595   | 2049-01-01      | 4.5000%  | 0.0000% | $13055536.00       | $815082.78         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN3526   | 2049-02-01      | 3.0000%  | 0.0000% | $1088254.00        | $84172.03          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA4615   | 2045-12-01      | 3.5000%  | 0.0000% | $257708.00         | $65916.47          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK8095   | 2031-06-01      | 2.5000%  | 0.0000% | $745000.00         | $125014.49         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN4632   | 2048-12-01      | 4.0000%  | 0.0000% | $50180720.00       | $5532565.57        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN5108   | 2049-04-01      | 3.0000%  | 0.0000% | $895289.00         | $137724.27         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4651   | 2046-03-01      | 3.5000%  | 0.0000% | $2937940.00        | $296217.95         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2501   | 2038-04-01      | 3.0000%  | 0.0000% | $1803066.00        | $275813.56         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN3204   | 2049-02-01      | 4.0000%  | 0.0000% | $179999.00         | $17248.38          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4788   | 2048-09-01      | 3.0000%  | 0.0000% | $961433.00         | $131800.34         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8621   | 2031-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $136935.74         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0919   | 2038-05-01      | 3.0000%  | 0.0000% | $51042.00          | $38521.05          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0712   | 2048-10-01      | 4.0000%  | 0.0000% | $898290.00         | $65150.81          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM6020   | 2048-03-01      | 3.0000%  | 0.0000% | $1000.00           | $407.60            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4678   | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $122.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD0093   | 2049-10-01      | 5.0000%  | 0.0000% | $32777856.00       | $3703258.49        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4725   | 2047-07-01      | 3.0000%  | 0.0000% | $112744.00         | $16372.26          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM1028   | 2046-04-01      | 3.5000%  | 0.0000% | $1750000.00        | $187268.76         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1703   | 2049-01-01      | 4.0000%  | 0.0000% | $26500000.00       | $4831859.47        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0715   | 2048-09-01      | 3.0000%  | 0.0000% | $549904.00         | $74763.16          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT2090   | 2049-06-01      | 3.0000%  | 0.0000% | $628526.00         | $65811.91          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT1323   | 2048-10-01      | 3.0000%  | 0.0000% | $11034160.00       | $1380859.58        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8152   | 2037-05-01      | 1.5000%  | 0.0000% | $4650928.00        | $3022073.26        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8056   | 2050-04-01      | 3.0000%  | 0.0000% | $2586064.00        | $512849.32         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83169 G   | 2047-04-01      | 4.0000%  | 0.0000% | $1024.00           | $77.17             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4622   | 2045-07-01      | 3.5000%  | 0.0000% | $15999.00          | $1649.89           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4706   | 2047-03-01      | 3.0000%  | 0.0000% | $3539672.00        | $748656.91         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN4288   | 2049-03-01      | 3.0000%  | 0.0000% | $228965.00         | $33248.54          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL9406   | 2045-04-01      | 3.5000%  | 0.0000% | $166000.00         | $32429.38          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8549   | 2030-01-01      | 2.5000%  | 0.0000% | $1000.00           | $77.14             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN2844   | 2049-01-01      | 4.0000%  | 0.0000% | $1008.00           | $53.67             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4614   | 2045-05-01      | 3.5000%  | 0.0000% | $705247.00         | $76021.95          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC Q00293 G   | 2041-04-01      | 5.5000%  | 0.0000% | $2781932.00        | $343001.01         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q09949 G   | 2042-08-01      | 3.0000%  | 0.0000% | $159744.00         | $20069.89          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5947   | 2048-11-01      | 4.5000%  | 0.0000% | $1147416.00        | $86803.07          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4607   | 2045-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $96704.17          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM3967   | 2047-08-01      | 3.5000%  | 0.0000% | $970000.00         | $90401.59          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS4792   | 2048-09-01      | 5.0000%  | 0.0000% | $1424790.00        | $150186.59         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q43733 G   | 2046-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $240948.78         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7565   | 2053-09-01      | 5.5000%  | 0.0000% | $53311168.00       | $45449349.06       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q61236 G   | 2049-02-01      | 4.0000%  | 0.0000% | $3718992.00        | $798793.13         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8343   | 2053-07-01      | 6.0000%  | 0.0000% | $7834616.00        | $6444595.88        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q61301 G   | 2049-02-01      | 4.0000%  | 0.0000% | $1105768.00        | $67676.89          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8187   | 2037-11-01      | 3.0000%  | 0.0000% | $796766.00         | $544808.65         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0941   | 2052-04-01      | 3.0000%  | 0.0000% | $1648762.00        | $1104688.30        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C91075 G   | 2027-08-01      | 6.0000%  | 0.0000% | $3025000.00        | $12378.05          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18706 G   | 2033-09-01      | 3.0000%  | 0.0000% | $6621192.00        | $449633.38         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18719 G   | 2034-01-01      | 3.0000%  | 0.0000% | $13002256.00       | $1746443.50        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C91112 G   | 2027-10-01      | 6.0000%  | 0.0000% | $2048308.00        | $3224.99           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A80793 G   | 2038-08-01      | 6.5000%  | 0.0000% | $144824.00         | $3537.45           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08499 G   | 2042-07-01      | 3.0000%  | 0.0000% | $1001.00           | $92.04             | Agency Mortgage-Backed Securities  |
| United States Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $77470700.00       | $84595344.30       | U.S. Treasuries (including strips) |
| 05.500 FGPC A83727 G   | 2033-09-01      | 5.5000%  | 0.0000% | $9856512.00        | $170408.20         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA6568   | 2039-04-01      | 3.0000%  | 0.0000% | $890360.00         | $101178.69         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4707   | 2047-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $133198.64         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5949   | 2048-11-01      | 4.5000%  | 0.0000% | $1050758.00        | $77255.33          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4754   | 2048-02-01      | 3.0000%  | 0.0000% | $563776.00         | $78187.23          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL8469   | 2044-09-01      | 3.5000%  | 0.0000% | $500000.00         | $84416.63          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5068   | 2049-04-01      | 4.5000%  | 0.0000% | $2876436.00        | $301874.90         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6140   | 2048-12-01      | 4.5000%  | 0.0000% | $1129512.00        | $69137.37          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3214   | 2042-06-01      | 3.5000%  | 0.0000% | $24000.00          | $3147.93           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN3397   | 2049-02-01      | 3.0000%  | 0.0000% | $194068.00         | $30017.57          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3398   | 2042-08-01      | 3.5000%  | 0.0000% | $65000.00          | $14391.22          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM2184   | 2046-11-01      | 3.5000%  | 0.0000% | $770274.00         | $285805.25         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN4984   | 2049-04-01      | 3.0000%  | 0.0000% | $7219024.00        | $764067.13         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3883   | 2043-12-01      | 3.5000%  | 0.0000% | $500000.00         | $74334.10          | Agency Mortgage-Backed Securities  |
| United States Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $40646900.00       | $37729654.02       | U.S. Treasuries (including strips) |
| FNMS 03.000 CLBM4197   | 2047-03-01      | 3.0000%  | 0.0000% | $39000000.00       | $7069495.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV3023   | 2052-02-01      | 2.0000%  | 0.0000% | $1613170.00        | $1041264.75        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBW5970   | 2037-07-01      | 2.5000%  | 0.0000% | $621237.00         | $480540.19         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3197   | 2049-01-01      | 4.0000%  | 0.0000% | $6225448.00        | $1164491.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT6838   | 2051-10-01      | 3.0000%  | 0.0000% | $6401320.00        | $3985015.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN2396   | 2049-02-01      | 4.0000%  | 0.0000% | $980690.00         | $158398.86         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTBM5276   | 2029-09-01      | 6.0000%  | 0.0000% | $3079552.00        | $88781.06          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBT8211   | 2037-06-01      | 2.5000%  | 0.0000% | $499950.00         | $356316.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5197   | 2046-07-01      | 4.5000%  | 0.0000% | $300000.00         | $76819.39          | Agency Mortgage-Backed Securities  |
| GNII SF DJ8804 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1483676.00        | $1529913.77        | Agency Mortgage-Backed Securities  |
| GNII SF DH8557 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1595912.00        | $1636833.31        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2676 C       | 2055-05-20      | 6.0000%  | 0.0000% | $18896384.00       | $19328720.66       | Agency Mortgage-Backed Securities  |
| GNII SF DD2827 C       | 2054-07-20      | 7.0000%  | 0.0000% | $1150376.00        | $1202216.70        | Agency Mortgage-Backed Securities  |
| GNMI SF BB4345 X       | 2047-07-15      | 4.5000%  | 0.0000% | $1108664.00        | $75851.73          | Agency Mortgage-Backed Securities  |
| GNII SF MA9780 M       | 2054-07-20      | 6.0000%  | 0.0000% | $10000000.00       | $8765154.08        | Agency Mortgage-Backed Securities  |
| GNII SF DH4706 C       | 2055-05-20      | 6.0000%  | 0.0000% | $2408232.00        | $2469982.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M       | 2053-09-20      | 5.5000%  | 0.0000% | $2023552.00        | $1637908.12        | Agency Mortgage-Backed Securities  |
| GNII SF MA9304 M       | 2053-10-20      | 5.0000%  | 0.0000% | $217583872.00      | $195933373.57      | Agency Mortgage-Backed Securities  |
| GNMI SF BB2257 X       | 2047-08-15      | 4.5000%  | 0.0000% | $1898320.00        | $283665.99         | Agency Mortgage-Backed Securities  |
| GNPL PN DE5551         | 2059-11-15      | 5.2700%  | 0.0000% | $12652400.00       | $12603372.69       | Agency Mortgage-Backed Securities  |
| GNII SF MA7473 M       | 2051-07-20      | 3.0000%  | 0.0000% | $4067264.00        | $2208727.78        | Agency Mortgage-Backed Securities  |
| GNII SF MA7881 M       | 2052-02-20      | 2.5000%  | 0.0000% | $88000000.00       | $56867125.34       | Agency Mortgage-Backed Securities  |
| GNII SF MA5652 M       | 2048-12-20      | 4.5000%  | 0.0000% | $85754240.00       | $5914223.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $270356480.00      | $249999639.29      | Agency Mortgage-Backed Securities  |
| GNII SF MA7704 M       | 2051-11-20      | 2.0000%  | 0.0000% | $10030000.00       | $6084663.66        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3358   | 2048-05-01      | 4.5000%  | 0.0000% | $1539200.00        | $143948.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA4067 M       | 2046-11-20      | 2.5000%  | 0.0000% | $10675000.00       | $1828102.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2929   | 2047-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $137025.12         | Agency Mortgage-Backed Securities  |
| GNII SF MA7192 M       | 2051-02-20      | 2.0000%  | 0.0000% | $322216448.00      | $163506689.21      | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $4764000.00        | $2459533.39        | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M       | 2048-02-20      | 3.0000%  | 0.0000% | $11131184.00       | $1575455.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA1012 M       | 2043-05-20      | 3.5000%  | 0.0000% | $2151632.00        | $218928.42         | Agency Mortgage-Backed Securities  |
| GNII SF MA5191 M       | 2048-05-20      | 3.5000%  | 0.0000% | $6700000.00        | $808209.48         | Agency Mortgage-Backed Securities  |
| GNMI SF BD4789 X       | 2047-11-15      | 4.5000%  | 0.0000% | $540051.00         | $44473.63          | Agency Mortgage-Backed Securities  |
| GNMI SF AF8316 X       | 2049-05-15      | 3.0000%  | 0.0000% | $384877.00         | $254756.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2362   | 2055-01-01      | 6.5000%  | 0.0000% | $1671514.00        | $1728078.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5793   | 2055-02-01      | 5.5000%  | 0.0000% | $2120984.00        | $2123750.89        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4751   | 2037-08-01      | 2.0000%  | 0.0000% | $1735052.00        | $1190691.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA7424 M       | 2051-06-20      | 5.5000%  | 0.0000% | $5100000.00        | $2471179.50        | Agency Mortgage-Backed Securities  |
| GNII SF MA7880 M       | 2052-02-20      | 2.0000%  | 0.0000% | $2326200.00        | $1472361.80        | Agency Mortgage-Backed Securities  |
| GNII SF MA2223 M       | 2044-09-20      | 3.5000%  | 0.0000% | $1823000.00        | $141621.09         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5586   | 2055-01-01      | 5.5000%  | 0.0000% | $1124758.00        | $1119172.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA8042 M       | 2052-05-20      | 2.5000%  | 0.0000% | $378667520.00      | $249999783.47      | Agency Mortgage-Backed Securities  |
| GNII SF MA6283 M       | 2049-11-20      | 3.0000%  | 0.0000% | $109496192.00      | $18353562.60       | Agency Mortgage-Backed Securities  |
| GNII SF MA8485 M       | 2052-03-20      | 2.5000%  | 0.0000% | $200000.00         | $137146.13         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4581   | 2037-04-01      | 1.5000%  | 0.0000% | $4263416.00        | $2736173.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA5090   | 2038-06-01      | 3.0000%  | 0.0000% | $547857.00         | $443212.33         | Agency Mortgage-Backed Securities  |
| GNII SF MA9424 M       | 2053-12-20      | 6.0000%  | 0.0000% | $20750272.00       | $14206979.76       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2864   | 2047-01-01      | 3.5000%  | 0.0000% | $1412968.00        | $214403.13         | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M       | 2051-09-20      | 2.5000%  | 0.0000% | $1120.00           | $671.74            | Agency Mortgage-Backed Securities  |
| GNMI SF BC6861 X       | 2047-08-15      | 5.0000%  | 0.0000% | $1131214.00        | $32321.22          | Agency Mortgage-Backed Securities  |
| GNII SF MA9669 M       | 2054-05-20      | 6.0000%  | 0.0000% | $20000000.00       | $17533013.45       | Agency Mortgage-Backed Securities  |
| GNMI SF BD7509 X       | 2047-11-15      | 4.5000%  | 0.0000% | $1306264.00        | $414187.92         | Agency Mortgage-Backed Securities  |
| GNMI SF CL8514 X       | 2052-03-15      | 4.0000%  | 0.0000% | $822479.00         | $443129.90         | Agency Mortgage-Backed Securities  |
| GNII SF DH0458 C       | 2055-02-20      | 6.5000%  | 0.0000% | $4544992.00        | $4772356.44        | Agency Mortgage-Backed Securities  |
| GNPL PN DC7237         | 2060-04-15      | 5.6000%  | 0.0000% | $4501040.00        | $4611649.44        | Agency Mortgage-Backed Securities  |
| GNII SF DG7098 C       | 2054-12-20      | 6.5000%  | 0.0000% | $1756488.00        | $1810358.64        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3557 C       | 2055-03-20      | 5.5000%  | 0.0000% | $4011420.00        | $4030125.72        | Agency Mortgage-Backed Securities  |
| GNII SF DK1860 C       | 2055-05-20      | 6.0000%  | 0.0000% | $5557416.00        | $5699915.55        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04359 G   | 2038-06-01      | 5.5000%  | 0.0000% | $1666504.00        | $15652.96          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G08271 G   | 2038-05-01      | 6.0000%  | 0.0000% | $1104.00           | $13.21             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G06534 G   | 2038-12-01      | 6.0000%  | 0.0000% | $748357.00         | $12854.13          | Agency Mortgage-Backed Securities  |
| GNMI SP 782299 X       | 2038-03-15      | 5.0000%  | 0.0000% | $182980608.00      | $3583849.28        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08820 G   | 2048-05-01      | 4.5000%  | 0.0000% | $16250720.00       | $1388898.74        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03927 G   | 2038-01-01      | 5.5000%  | 0.0000% | $1474014.00        | $9701.10           | Agency Mortgage-Backed Securities  |
| GNII SF 002686 M       | 2028-12-20      | 5.5000%  | 0.0000% | $117642.00         | $129.84            | Agency Mortgage-Backed Securities  |
| GNMI SP 783375 X       | 2041-08-15      | 5.0000%  | 0.0000% | $1617376.00        | $51163.97          | Agency Mortgage-Backed Securities  |
| GNII SF 005207 M       | 2039-09-20      | 6.0000%  | 0.0000% | $2639956.00        | $50738.29          | Agency Mortgage-Backed Securities  |
| GNMI SF 728837 X       | 2040-01-15      | 5.0000%  | 0.0000% | $365434.00         | $28486.36          | Agency Mortgage-Backed Securities  |
| GNMI SF 669068 X       | 2037-06-15      | 6.0000%  | 0.0000% | $42140.00          | $323.67            | Agency Mortgage-Backed Securities  |
| GNMI SF 648165 X       | 2038-11-15      | 6.0000%  | 0.0000% | $796480.00         | $6479.16           | Agency Mortgage-Backed Securities  |
| GNMI SP 783173 X       | 2039-12-15      | 6.0000%  | 0.0000% | $696999.00         | $17010.02          | Agency Mortgage-Backed Securities  |
| GNII SF MA4718 M       | 2047-09-20      | 3.0000%  | 0.0000% | $3756000.00        | $557984.03         | Agency Mortgage-Backed Securities  |
| GNII SF AO7682 C       | 2045-08-20      | 4.0000%  | 0.0000% | $10253000.00       | $1903483.82        | Agency Mortgage-Backed Securities  |
| GNPL PN DC4433         | 2059-10-15      | 4.2000%  | 0.0000% | $784650.00         | $724031.50         | Agency Mortgage-Backed Securities  |
| GNMI SF BR4832 X       | 2052-06-15      | 4.0000%  | 0.0000% | $911954.00         | $394584.90         | Agency Mortgage-Backed Securities  |
| GNII SF DI5706 C       | 2055-04-20      | 6.5000%  | 0.0000% | $7756232.00        | $8122185.35        | Agency Mortgage-Backed Securities  |
| GNII SF DB7489 C       | 2054-06-20      | 7.0000%  | 0.0000% | $8719664.00        | $8351209.78        | Agency Mortgage-Backed Securities  |
| GNII SF DA2720 C       | 2054-03-20      | 5.5000%  | 0.0000% | $3479756.00        | $3429786.95        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4184 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1232426.00        | $1261464.39        | Agency Mortgage-Backed Securities  |
| GNII SF DI2405 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1020.21           | Agency Mortgage-Backed Securities  |
| GNMI SF AX0416 X       | 2046-10-15      | 4.5000%  | 0.0000% | $691964.00         | $33637.48          | Agency Mortgage-Backed Securities  |
| GNII SF DJ1950 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1227992.00        | $1240169.10        | Agency Mortgage-Backed Securities  |
| GNII SF DJ7899 C       | 2055-05-20      | 6.0000%  | 0.0000% | $11332064.00       | $11610111.30       | Agency Mortgage-Backed Securities  |
| GNII SF DJ8653 C       | 2055-05-20      | 5.5000%  | 0.0000% | $2777930.00        | $2796199.21        | Agency Mortgage-Backed Securities  |
| GNII SF DI5703 C       | 2055-04-20      | 6.5000%  | 0.0000% | $4189992.00        | $4423972.12        | Agency Mortgage-Backed Securities  |
| GNII SF DI6855 C       | 2055-02-20      | 5.5000%  | 0.0000% | $1060142.00        | $1060136.73        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2109 C       | 2055-04-20      | 6.5000%  | 0.0000% | $2385748.00        | $2476999.95        | Agency Mortgage-Backed Securities  |
| GNII SF DH4295 C       | 2055-03-20      | 5.5000%  | 0.0000% | $2730152.00        | $2723643.74        | Agency Mortgage-Backed Securities  |
| GNII SF DI6402 C       | 2055-05-20      | 5.5000%  | 0.0000% | $35406080.00       | $35419306.15       | Agency Mortgage-Backed Securities  |
| GNII SF DK1648 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1481348.00        | $1513875.93        | Agency Mortgage-Backed Securities  |
| GNII SF DE5324 C       | 2054-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1024.39           | Agency Mortgage-Backed Securities  |
| GNII SF DI7915 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1574796.00        | $1638264.07        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8655 C       | 2055-05-20      | 5.5000%  | 0.0000% | $5779264.00        | $5804846.24        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8656 C       | 2055-05-20      | 5.5000%  | 0.0000% | $9461480.00        | $9487097.49        | Agency Mortgage-Backed Securities  |
| GNII SF DI6365 C       | 2055-05-20      | 5.5000%  | 0.0000% | $22215104.00       | $22264345.02       | Agency Mortgage-Backed Securities  |
| GNII SF DI6966 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1373686.00        | $1381600.75        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2674 C       | 2055-05-20      | 6.0000%  | 0.0000% | $2691652.00        | $2760669.55        | Agency Mortgage-Backed Securities  |
| GNII SF DC1120 C       | 2054-06-20      | 7.0000%  | 0.0000% | $2562344.00        | $1986235.13        | Agency Mortgage-Backed Securities  |
| GNII SF MB0028 M       | 2054-11-20      | 6.5000%  | 0.0000% | $45126784.00       | $44263366.15       | Agency Mortgage-Backed Securities  |
| GNII SF DK0750 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1354808.00        | $1365299.03        | Agency Mortgage-Backed Securities  |
| GNMI SF BQ7371 X       | 2049-11-15      | 3.5000%  | 0.0000% | $2575308.00        | $338315.85         | Agency Mortgage-Backed Securities  |
| GNII SF MB0309 M       | 2055-03-20      | 6.0000%  | 0.0000% | $164436736.00      | $166538288.80      | Agency Mortgage-Backed Securities  |
| GNII SF DH7996 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1370358.00        | $1413455.42        | Agency Mortgage-Backed Securities  |
| GNII SF MB0207 M       | 2055-02-20      | 6.5000%  | 0.0000% | $294257.00         | $300173.80         | Agency Mortgage-Backed Securities  |
| GNII SF DF8584 C       | 2055-01-20      | 6.5000%  | 0.0000% | $5072740.00        | $5230206.19        | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M       | 2055-03-20      | 5.5000%  | 0.0000% | $10000000.00       | $9923658.77        | Agency Mortgage-Backed Securities  |
| GNII SF DD2944 C       | 2054-08-20      | 7.0000%  | 0.0000% | $10142336.00       | $8575311.91        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8793 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1388022.00        | $1393143.18        | Agency Mortgage-Backed Securities  |
| GNII SF DI7948 C       | 2055-05-20      | 6.0000%  | 0.0000% | $9792384.00        | $10043473.78       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM1890   | 2032-01-01      | 2.5000%  | 0.0000% | $275000.00         | $38401.29          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3875   | 2048-04-01      | 4.0000%  | 0.0000% | $5127672.00        | $917024.46         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBW5564   | 2037-07-01      | 2.5000%  | 0.0000% | $1740136.00        | $1353761.35        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G03969 G   | 2038-02-01      | 6.0000%  | 0.0000% | $4311560.00        | $40736.05          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03812 G   | 2038-02-01      | 5.5000%  | 0.0000% | $9315184.00        | $51481.07          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04788 G   | 2038-09-01      | 5.5000%  | 0.0000% | $8993824.00        | $57359.23          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08837 G   | 2048-09-01      | 4.5000%  | 0.0000% | $31000.00          | $2636.16           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G05580 G   | 2039-04-01      | 6.5000%  | 0.0000% | $678637.00         | $7201.68           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G04955 G   | 2038-11-01      | 6.5000%  | 0.0000% | $1625362.00        | $9549.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV4128   | 2052-03-01      | 2.0000%  | 0.0000% | $4497576.00        | $2872318.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1191   | 2047-11-01      | 3.5000%  | 0.0000% | $11678260.00       | $1580561.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA1795   | 2048-05-01      | 5.0000%  | 0.0000% | $6692880.00        | $503420.77         | Agency Mortgage-Backed Securities  |
| GNII SF 002279 M       | 2026-09-20      | 6.0000%  | 0.0000% | $75000.00          | $188.79            | Agency Mortgage-Backed Securities  |
| GNMI SP 782707 X       | 2039-07-15      | 5.0000%  | 0.0000% | $99247000.00       | $2190380.33        | Agency Mortgage-Backed Securities  |
| GNII SP 786905 C       | 2053-07-20      | 6.0000%  | 0.0000% | $7997000.00        | $6727358.00        | Agency Mortgage-Backed Securities  |
| GNMI SF 553347 X       | 2033-07-15      | 5.0000%  | 0.0000% | $1281048.00        | $34809.93          | Agency Mortgage-Backed Securities  |
| GNII SF DI4009 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.86           | Agency Mortgage-Backed Securities  |
| GNII SF DI7875 C       | 2055-04-20      | 5.5000%  | 0.0000% | $4418496.00        | $4455769.77        | Agency Mortgage-Backed Securities  |
| GNMI SF AV4036 X       | 2046-09-15      | 4.5000%  | 0.0000% | $2385612.00        | $295109.93         | Agency Mortgage-Backed Securities  |
| GNMI SF 700933 X       | 2038-11-15      | 6.0000%  | 0.0000% | $1273570.00        | $19336.81          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A88904 G   | 2039-09-01      | 6.0000%  | 0.0000% | $1149418.00        | $29728.12          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK4374   | 2027-08-01      | 2.5000%  | 0.0000% | $5000000.00        | $138975.42         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90380 G   | 2039-12-01      | 5.5000%  | 0.0000% | $3331416.00        | $277421.78         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC A91351 G   | 2040-03-01      | 5.0000%  | 0.0000% | $1201282.00        | $20922.91          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK5632   | 2028-06-01      | 2.5000%  | 0.0000% | $1100000.00        | $54002.12          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK4881   | 2028-01-01      | 2.5000%  | 0.0000% | $5000000.00        | $208666.96         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1295   | 2048-11-01      | 4.0000%  | 0.0000% | $159745.00         | $21522.27          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK4686   | 2027-11-01      | 2.5000%  | 0.0000% | $10000000.00       | $335615.28         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM0948   | 2046-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $138886.32         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A89607 G   | 2039-11-01      | 5.5000%  | 0.0000% | $1021426.00        | $80587.34          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C03719 G   | 2041-10-01      | 3.5000%  | 0.0000% | $500000.00         | $22263.02          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV3101   | 2052-03-01      | 2.0000%  | 0.0000% | $2561496.00        | $1691697.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBV7970   | 2037-08-01      | 3.0000%  | 0.0000% | $1026.00           | $690.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2641   | 2048-11-01      | 4.5000%  | 0.0000% | $11000000.00       | $948685.13         | Agency Mortgage-Backed Securities  |

### Security 250: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.310000%
- **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: ARP18JW56, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP18JW56
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **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 MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $1024.00           | $91.88             | Agency Mortgage-Backed Securities |
| GNII SF DI9497 C     | 2055-04-20      | 5.5000%  | 0.0000% | $20219552.00       | $20250954.52       | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $2327884.00        | $1238312.66        | Agency Mortgage-Backed Securities |
| GNII SF DI9587 C     | 2055-05-20      | 5.5000%  | 0.0000% | $18727392.00       | $18734387.73       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4795 | 2048-08-01      | 3.5000%  | 0.0000% | $200000.00         | $68759.31          | Agency Mortgage-Backed Securities |
| GNPL PN DD4693       | 2049-11-15      | 5.4400%  | 0.0000% | $5302999.00        | $5337533.16        | Agency Mortgage-Backed Securities |
| GNII SF MA3663 M     | 2046-05-20      | 3.5000%  | 0.0000% | $170999000.00      | $18211241.87       | Agency Mortgage-Backed Securities |
| GNII SF DJ8098 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.44           | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $6593280.00        | $4486846.00        | Agency Mortgage-Backed Securities |
| GNII SF DI6969 C     | 2055-04-20      | 5.5000%  | 0.0000% | $4051352.00        | $4062540.21        | Agency Mortgage-Backed Securities |
| GNII SF DJ7917 C     | 2055-05-20      | 5.5000%  | 0.0000% | $11221392.00       | $11260044.71       | Agency Mortgage-Backed Securities |
| GNII SF MA7417 M     | 2051-06-20      | 2.0000%  | 0.0000% | $4301376.00        | $2359037.67        | Agency Mortgage-Backed Securities |
| GNII SF 004246 M     | 2038-09-20      | 6.5000%  | 0.0000% | $8723296.00        | $95474.36          | Agency Mortgage-Backed Securities |
| GNII SF DH3679 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1179902.00        | $1231191.29        | Agency Mortgage-Backed Securities |
| GNII SF DI9771 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1735998.00        | $1740704.33        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5383 | 2049-12-01      | 3.0000%  | 0.0000% | $366135.00         | $76550.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | 0.0000% | $1284006.00        | $146473.67         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4145 | 2055-05-01      | 5.5000%  | 0.0000% | $16768000.00       | $16749598.06       | Agency Mortgage-Backed Securities |
| GNII SF DI7942 C     | 2055-05-20      | 5.5000%  | 0.0000% | $8629936.00        | $8655425.00        | Agency Mortgage-Backed Securities |
| GNII SF DC3518 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1275130.00        | $1322713.57        | Agency Mortgage-Backed Securities |
| GNMI SF 674510 X     | 2037-10-15      | 6.0000%  | 0.0000% | $498730.00         | $6218.90           | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $25878432.00       | $22905677.38       | Agency Mortgage-Backed Securities |
| GNII SF DI6971 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $999.77            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7577 | 2052-06-01      | 5.0000%  | 0.0000% | $18703744.00       | $13275474.02       | Agency Mortgage-Backed Securities |
| GNMI SF BA5814 X     | 2047-06-15      | 5.0000%  | 0.0000% | $4828400.00        | $344302.54         | Agency Mortgage-Backed Securities |
| GNMI SP 783391 X     | 2040-07-15      | 6.0000%  | 0.0000% | $165241.00         | $5619.60           | Agency Mortgage-Backed Securities |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $12668000.00       | $7598539.45        | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $272532480.00      | $249999602.82      | Agency Mortgage-Backed Securities |
| GNII SF DI2445 C     | 2055-04-20      | 6.0000%  | 0.0000% | $9107776.00        | $9299322.92        | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $25683968.00       | $17823191.88       | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $24451264.00       | $16236233.72       | Agency Mortgage-Backed Securities |
| GNII SF DI9585 C     | 2055-05-20      | 5.5000%  | 0.0000% | $21599808.00       | $21719310.15       | Agency Mortgage-Backed Securities |
| GNII SF MA7590 M     | 2051-09-20      | 3.0000%  | 0.0000% | $42950144.00       | $24794788.66       | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $7800000.00        | $1605083.93        | Agency Mortgage-Backed Securities |

### Security 251: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18LKY1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP18LKY1
- **C.18 - Value (incl. sponsor support):** $542000000.00
- **C.18.a - Value (excl. sponsor support):** $542000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae           | 2053-11-25      | 5.8220%  | 0.0000% | $1520697.00        | $910826.48         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-09-25      | 5.2220%  | 0.0000% | $1024.00           | $983.67            | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-12-25      | 5.6720%  | 0.0000% | $988950.00         | $830706.26         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-12-25      | 5.7720%  | 0.0000% | $4596925.00        | $3976946.11        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-02-25      | 5.7220%  | 0.0000% | $7600000.00        | $6816277.25        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2041-03-15      | 5.0000%  | 0.0000% | $6435946.00        | $1906192.52        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2048-05-25      | 3.0000%  | 0.0000% | $8114106.00        | $5236704.69        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-10-25      | 5.4220%  | 0.0000% | $2129233.00        | $2011315.53        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2037-12-15      | 7.1596%  | 0.0000% | $89429075.00       | $721680.80         | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  | 0.0000% | $2108197.00        | $2027705.73        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5588 | 2054-05-01      | 5.5000%  | 0.0000% | $5154264.00        | $5036659.51        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  | 0.0000% | $12663730.00       | $7208091.23        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $432000.00         | $101415.26         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4142 | 2050-12-01      | 2.5000%  | 0.0000% | $500000.00         | $259597.10         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK8223 | 2042-04-01      | 3.5000%  | 0.0000% | $20347920.00       | $2740579.75        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $2142001.00        | $190940.43         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  | 0.0000% | $732444.00         | $766455.08         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  | 0.0000% | $40000000.00       | $7144340.27        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CVAT7753 | 2028-07-01      | 2.5000%  | 0.0000% | $6500000.00        | $498576.65         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  | 0.0000% | $1481000.00        | $1252285.39        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $95636147.00       | $71405698.19       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  | 0.0000% | $33857190.00       | $32819457.71       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $22483407.00       | $4404041.98        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO5735 | 2042-08-01      | 3.5000%  | 0.0000% | $1810318.00        | $164448.39         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8079 | 2050-07-01      | 2.0000%  | 0.0000% | $100000.00         | $41609.99          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAK5912 | 2042-03-01      | 4.0000%  | 0.0000% | $20787000.00       | $2103992.03        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAP4874 | 2042-09-01      | 3.5000%  | 0.0000% | $4134356.00        | $581776.77         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA4111 | 2053-12-01      | 7.0000%  | 0.0000% | $3350748.00        | $2518456.76        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  | 0.0000% | $25997887.00       | $5651319.97        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q48805 G | 2047-06-01      | 4.5000%  | 0.0000% | $4783760.00        | $1271115.37        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $15909733.00       | $10633751.45       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  | 0.0000% | $7606265.00        | $7042792.46        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI9479 | 2041-09-01      | 4.5000%  | 0.0000% | $14002350.00       | $1317754.21        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $1325602.00        | $966136.52         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE2569 | 2052-05-01      | 4.5000%  | 0.0000% | $6733087.00        | $4596858.23        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9438 | 2053-07-01      | 5.5000%  | 0.0000% | $5521459.00        | $4843212.03        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6766 | 2052-02-01      | 2.5000%  | 0.0000% | $1250000.00        | $791071.42         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  | 0.0000% | $36929451.00       | $7170204.68        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 ZLZT1230 | 2034-05-01      | 5.5000%  | 0.0000% | $22600000.00       | $767170.31         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6143 | 2054-07-01      | 6.0000%  | 0.0000% | $22731228.00       | $21352364.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8515 | 2053-08-01      | 5.5000%  | 0.0000% | $6768090.00        | $6356663.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  | 0.0000% | $1975709.00        | $1618036.78        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6315 | 2050-07-01      | 3.0000%  | 0.0000% | $100000.00         | $34279.61          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $1505388.00        | $1367429.91        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  | 0.0000% | $25054773.00       | $6004298.25        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $5978663.00        | $4730571.91        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  | 0.0000% | $100000.00         | $39684.40          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $1283434.00        | $1055324.74        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW5569 | 2044-07-01      | 4.0000%  | 0.0000% | $2447771.00        | $95049.59          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CVAU7218 | 2028-09-01      | 3.5000%  | 0.0000% | $7785052.00        | $407724.66         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU7484 | 2043-09-01      | 4.5000%  | 0.0000% | $3181772.00        | $649123.87         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  | 0.0000% | $20777194.00       | $11142288.85       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | 0.0000% | $25000.00          | $7947.37           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CNRD5059 | 2031-06-01      | 1.5000%  | 0.0000% | $315000.00         | $136867.82         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY5038 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $756.08            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $35066865.00       | $33796041.83       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  | 0.0000% | $1211909.00        | $205160.23         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $30880453.00       | $29933958.53       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7396 | 2052-05-01      | 4.5000%  | 0.0000% | $469874.00         | $356054.68         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5981 | 2055-04-01      | 5.5000%  | 0.0000% | $1039973.00        | $1037915.16        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV5706 | 2052-05-01      | 3.5000%  | 0.0000% | $8604982.00        | $6629604.97        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  | 0.0000% | $431220.00         | $215852.70         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  | 0.0000% | $483040.00         | $177554.40         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $6278226.00        | $3558257.34        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT2849 | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $604.39            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0527 | 2047-10-01      | 3.5000%  | 0.0000% | $37850620.00       | $10600229.71       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8057 | 2035-08-01      | 2.0000%  | 0.0000% | $22500000.00       | $7992038.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $311738.00         | $246292.17         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5508 | 2050-04-01      | 3.0000%  | 0.0000% | $466000.00         | $112921.70         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3581 | 2052-05-01      | 3.0000%  | 0.0000% | $12329095.00       | $8962937.16        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CNRD5248 | 2035-05-01      | 4.5000%  | 0.0000% | $38499.00          | $38374.57          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE5382 | 2052-07-01      | 4.5000%  | 0.0000% | $1050000.00        | $817294.41         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD7512 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $995.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU7530 | 2043-09-01      | 4.5000%  | 0.0000% | $1426232.00        | $113723.52         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9020%  | 0.0000% | $32287440.00       | $26395570.40       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  | 0.0000% | $12162173.00       | $9624345.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.800 ML386641 | 2033-12-01      | 5.8000%  | 0.0000% | $390000.00         | $197017.71         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  | 0.0000% | $106000.00         | $33537.28          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM5743 | 2051-02-01      | 2.5000%  | 0.0000% | $500000.00         | $218070.85         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | 0.0000% | $2342724.00        | $1205857.97        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $278214.00         | $234116.03         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB5092 | 2050-11-01      | 2.5000%  | 0.0000% | $200000.00         | $104558.74         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  | 0.0000% | $2940512.00        | $1504150.15        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW9647 | 2053-07-01      | 4.5000%  | 0.0000% | $1270752.00        | $1072288.97        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9408 | 2054-10-01      | 6.0000%  | 0.0000% | $9038.00           | $8347.46           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  | 0.0000% | $8622227.00        | $4496861.49        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC9945 | 2055-01-01      | 5.5000%  | 0.0000% | $1246632.00        | $1225354.87        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  | 0.0000% | $43735836.00       | $4521040.45        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  | 0.0000% | $1172705.00        | $670285.15         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS2139 | 2028-07-01      | 1.2700%  | 0.0000% | $30000000.00       | $27038631.81       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9962 | 2055-02-01      | 5.0000%  | 0.0000% | $3404527.00        | $3305924.74        | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2053-11-25      | 6.0720%  | 0.0000% | $1000.00           | $647.34            | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX SOBM7274 | 2052-08-01      | 3.3460%  | 0.0000% | $38223218.00       | $32325970.90       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6493 | 2053-06-01      | 6.5000%  | 0.0000% | $1468459.00        | $1358555.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  | 0.0000% | $1859594.00        | $1831521.53        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $612629.00         | $172683.30         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7075 | 2049-07-01      | 4.0000%  | 0.0000% | $317990.00         | $110447.37         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  | 0.0000% | $3552274.00        | $1949727.85        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA4285 | 2031-03-01      | 2.0000%  | 0.0000% | $75000.00          | $27895.56          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS1310 | 2037-04-01      | 2.5000%  | 0.0000% | $1220000.00        | $775387.01         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7211 | 2054-02-01      | 6.0000%  | 0.0000% | $1476.00           | $1385.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  | 0.0000% | $100000.00         | $44686.38          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8995 | 2054-07-01      | 6.0000%  | 0.0000% | $330419.00         | $321423.06         | Agency Mortgage-Backed Securities         |
| GNRA 2024-097 FT     | 2054-06-20      | 5.4783%  | 0.0000% | $1056.00           | $1022.89           | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2039-12-25      | 7.2773%  | 0.0000% | $69259779.00       | $830993.72         | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-03-25      | 5.6720%  | 0.0000% | $558808.00         | $537993.22         | Agency Collateralized Mortgage Obligation |
| MNRA CL003A2 R22M003 | 2031-11-25      | 1.7072%  | 0.0000% | $3500000.00        | $2939482.29        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-09-25      | 5.2220%  | 0.0000% | $3413352.00        | $2716415.30        | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLFM6184 | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $101547.39         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3277 | 2048-01-01      | 4.0000%  | 0.0000% | $564000.00         | $69015.88          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8480 | 2050-11-01      | 3.0000%  | 0.0000% | $100000.00         | $44989.10          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  | 0.0000% | $299999.00         | $128716.47         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $45073024.00       | $36020545.82       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0289 | 2055-01-01      | 5.0000%  | 0.0000% | $5533675.00        | $5304122.93        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1376 | 2051-12-01      | 3.0000%  | 0.0000% | $1127395.00        | $696075.80         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7500 | 2052-04-01      | 2.5000%  | 0.0000% | $1933845.00        | $1466644.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  | 0.0000% | $984267.00         | $937422.62         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $3161430.00        | $2562685.12        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8909 | 2052-04-01      | 2.5000%  | 0.0000% | $53088.00          | $41618.39          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $79000.00          | $7950.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $21796922.00       | $17469937.44       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | 0.0000% | $956096.00         | $879864.67         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $100999.00         | $12038.21          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2417 | 2054-09-01      | 5.5000%  | 0.0000% | $166109.00         | $152886.21         | Agency Mortgage-Backed Securities         |

### Security 252: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.320000%
- **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: ARP18MHX5, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP18MHX5
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $102.41            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $300.00            | $278.47            | U.S. Treasuries (including strips) |
| GNMI SF 668973 X       | 2037-03-15      | 6.0000%  | 0.0000% | $2665216.00        | $46045.47          | Agency Mortgage-Backed Securities  |
| GNII SF DG9283 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1974970.00        | $2036450.70        | Agency Mortgage-Backed Securities  |
| GNII SF DI9586 C       | 2055-05-20      | 5.5000%  | 0.0000% | $16486176.00       | $16544991.36       | Agency Mortgage-Backed Securities  |
| GNMI SP 785334 X       | 2049-03-15      | 5.5000%  | 0.0000% | $2200000.00        | $874500.29         | Agency Mortgage-Backed Securities  |
| United States Treasury | 2025-10-15      | 4.2500%  | 0.0000% | $1943100.00        | $1952614.21        | U.S. Treasuries (including strips) |
| FNMS 03.500 CLBD8997   | 2046-11-01      | 3.5000%  | 0.0000% | $67999.00          | $13692.81          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM6020   | 2048-03-01      | 3.0000%  | 0.0000% | $41603.00          | $16957.36          | Agency Mortgage-Backed Securities  |
| GNII SF MA4777 M       | 2047-10-20      | 3.0000%  | 0.0000% | $15000000.00       | $2042823.39        | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M       | 2051-09-20      | 2.5000%  | 0.0000% | $109995200.00      | $65971835.58       | Agency Mortgage-Backed Securities  |
| GNII SF MA2825 M       | 2045-05-20      | 3.0000%  | 0.0000% | $172900000.00      | $16498595.72       | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M       | 2052-04-20      | 3.0000%  | 0.0000% | $360773120.00      | $245512617.50      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1189   | 2048-02-01      | 3.5000%  | 0.0000% | $79046912.00       | $12730251.10       | Agency Mortgage-Backed Securities  |
| GNMI SF BC7179 X       | 2047-10-15      | 4.5000%  | 0.0000% | $2445896.00        | $236837.66         | Agency Mortgage-Backed Securities  |
| GNPL PN DB4202         | 2060-01-15      | 5.3800%  | 0.0000% | $260952.00         | $262877.10         | Agency Mortgage-Backed Securities  |
| GNII SF DH6435 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1406984.00        | $1467426.97        | Agency Mortgage-Backed Securities  |
| GNMI SF 723434 X       | 2039-11-15      | 5.0000%  | 0.0000% | $1105632.00        | $20093.96          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7242   | 2046-05-01      | 3.5000%  | 0.0000% | $580000.00         | $45123.56          | Agency Mortgage-Backed Securities  |
| GNII SF MA5597 M       | 2048-11-20      | 5.0000%  | 0.0000% | $38208576.00       | $2369960.13        | Agency Mortgage-Backed Securities  |
| GNII SF MB0149 M       | 2055-01-20      | 6.5000%  | 0.0000% | $9000000.00        | $9109264.31        | Agency Mortgage-Backed Securities  |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $4474408.00        | $4520356.26        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1620 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1271142.00        | $1276546.85        | Agency Mortgage-Backed Securities  |
| GNPL PN DC7237         | 2060-04-15      | 5.6000%  | 0.0000% | $1008.00           | $1032.77           | Agency Mortgage-Backed Securities  |
| GNII SF DI7865 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1238834.00        | $1272310.18        | Agency Mortgage-Backed Securities  |
| GNII SF DA7708 C       | 2054-03-20      | 5.0000%  | 0.0000% | $4038968.00        | $3867087.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA0852 M       | 2043-01-20      | 3.5000%  | 0.0000% | $10998900.00       | $1005867.11        | Agency Mortgage-Backed Securities  |
| GNMI SF 730133 X       | 2040-05-15      | 5.0000%  | 0.0000% | $1000.00           | $6.69              | Agency Mortgage-Backed Securities  |
| GNII SF MA7192 M       | 2051-02-20      | 2.0000%  | 0.0000% | $43913216.00       | $22283482.44       | Agency Mortgage-Backed Securities  |
| GNPL PN DF8946         | 2060-02-15      | 4.9000%  | 0.0000% | $3980680.00        | $3890053.29        | Agency Mortgage-Backed Securities  |
| GNII SF MA7883 M       | 2052-02-20      | 3.5000%  | 0.0000% | $14698000.00       | $9995274.55        | Agency Mortgage-Backed Securities  |
| GNII SF MA6409 M       | 2050-01-20      | 3.0000%  | 0.0000% | $314753024.00      | $56915583.47       | Agency Mortgage-Backed Securities  |
| GNII SF DI9584 C       | 2055-05-20      | 5.5000%  | 0.0000% | $8706912.00        | $8767917.47        | Agency Mortgage-Backed Securities  |
| GNPL PN DI9898         | 2060-06-15      | 5.9700%  | 0.0000% | $8802656.00        | $9274884.75        | Agency Mortgage-Backed Securities  |
| GNMI SF 741902 X       | 2040-04-15      | 6.0000%  | 0.0000% | $169924.00         | $8535.09           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8155   | 2037-05-01      | 3.0000%  | 0.0000% | $1055996.00        | $689735.50         | Agency Mortgage-Backed Securities  |
| GNII SF MA0022 M       | 2042-04-20      | 3.5000%  | 0.0000% | $647434.00         | $44551.39          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08499 G   | 2042-07-01      | 3.0000%  | 0.0000% | $26665.00          | $2451.84           | Agency Mortgage-Backed Securities  |

### Security 253: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18NFR8, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP18NFR8
- **C.18 - Value (incl. sponsor support):** $483000000.00
- **C.18.a - Value (excl. sponsor support):** $483000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLQJ2070 | 2054-08-01      | 6.5000%  | 0.0000% | $5102184.00        | $4577639.73        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1539 | 2054-09-01      | 6.0000%  | 0.0000% | $1003846.00        | $1014902.67        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0808 | 2047-11-01      | 4.0000%  | 0.0000% | $220000.00         | $22620.25          | Agency Mortgage-Backed Securities         |
| GNII SF DF5247 C     | 2054-11-20      | 5.5000%  | 0.0000% | $494568.00         | $492527.99         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254868 | 2033-09-01      | 5.0000%  | 0.0000% | $701000.00         | $5953.12           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX9742 | 2044-12-01      | 3.5000%  | 0.0000% | $243208.00         | $25014.01          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7860 | 2052-08-01      | 5.0000%  | 0.0000% | $3674884.00        | $3142614.80        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFM9185 | 2041-10-01      | 2.0000%  | 0.0000% | $170000.00         | $106413.60         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL622638 | 2031-03-01      | 5.0000%  | 0.0000% | $2115520.00        | $13168.30          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA3713 | 2049-06-01      | 4.5000%  | 0.0000% | $511426.00         | $49116.63          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q12752 G | 2042-11-01      | 3.5000%  | 0.0000% | $100000.00         | $13861.93          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAU3195 | 2043-08-01      | 3.0000%  | 0.0000% | $500673.00         | $82828.73          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8505 | 2054-05-01      | 6.5000%  | 0.0000% | $172257.00         | $159383.32         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL672785 | 2032-09-01      | 6.0000%  | 0.0000% | $10655984.00       | $16259.77          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA6554 | 2045-11-01      | 4.0000%  | 0.0000% | $883715.00         | $116548.91         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBM4990 | 2047-01-01      | 2.5000%  | 0.0000% | $26000.00          | $8358.17           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ8874 | 2045-09-01      | 4.0000%  | 0.0000% | $785239.00         | $33696.32          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7890 | 2046-09-01      | 3.0000%  | 0.0000% | $20546048.00       | $2829216.22        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAS1254 | 2043-12-01      | 5.0000%  | 0.0000% | $1000000.00        | $70301.82          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM4373 | 2050-03-01      | 4.0000%  | 0.0000% | $350000.00         | $77894.52          | Agency Mortgage-Backed Securities         |
| GNRA 2023-124 GH     | 2064-09-16      | 3.2500%  | 0.0000% | $108592768.00      | $92252227.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-156 GK     | 2064-01-16      | 3.5000%  | 0.0000% | $103626752.00      | $91462937.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-153 FA     | 2061-08-16      | 4.0000%  | 0.0000% | $50000000.00       | $41670614.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-202 AG     | 2063-10-16      | 4.0138%  | 0.0000% | $7500000.00        | $7207298.19        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZL6495 | 2043-07-01      | 4.0000%  | 0.0000% | $751477.00         | $76193.24          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8232 | 2052-06-01      | 5.0000%  | 0.0000% | $11000.00          | $8200.41           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  | 0.0000% | $25000.00          | $17261.67          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  | 0.0000% | $109000.00         | $10137.40          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3754 | 2053-09-01      | 5.0000%  | 0.0000% | $265000.00         | $222984.38         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90432 G | 2042-11-01      | 3.5000%  | 0.0000% | $326000.00         | $53487.54          | Agency Mortgage-Backed Securities         |
| GNRA 2022-096 B      | 2057-05-16      | 2.2500%  | 0.0000% | $117129472.00      | $84133338.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-146 KF     | 2054-09-20      | 5.4283%  | 0.0000% | $100000000.00      | $98633573.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-063 EF     | 2055-04-20      | 5.1283%  | 0.0000% | $26152300.00       | $24899966.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 BF     | 2055-03-20      | 5.2283%  | 0.0000% | $44761520.00       | $43287244.55       | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQC7127 | 2051-09-01      | 2.0000%  | 0.0000% | $100000.00         | $62676.48          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB4469 | 2054-09-01      | 5.0000%  | 0.0000% | $51565.00          | $49606.24          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1136 | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $60755.10          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL931808 | 2039-08-01      | 5.5000%  | 0.0000% | $206697.00         | $7497.16           | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $146989.00         | $107799.62         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $49000.00          | $6967.22           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTCB3542 | 2042-05-01      | 3.0000%  | 0.0000% | $100000.00         | $65641.71          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTCB0114 | 2041-04-01      | 2.5000%  | 0.0000% | $200000.00         | $120468.83         | Agency Mortgage-Backed Securities         |
| GNMI SF 711552 X     | 2041-01-15      | 4.5000%  | 0.0000% | $325422.00         | $60845.32          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB3736 | 2041-02-01      | 3.0000%  | 0.0000% | $266775.00         | $11216.71          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $75000.00          | $7371.69           | Agency Mortgage-Backed Securities         |

### Security 254: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18NGT3, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP18NGT3
- **C.18 - Value (incl. sponsor support):** $672000000.00
- **C.18.a - Value (excl. sponsor support):** $672000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 01.500 CLMA4209 | 2050-12-01      | 1.5000%  | 0.0000% | $5848.00           | $3195.16           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKCB1570 | 2051-09-01      | 2.0000%  | 0.0000% | $222673759.00      | $135208971.24      | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $1019148545.00     | $178121173.99      | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $20833537.00       | $11675004.38       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8112 | 2050-12-01      | 1.5000%  | 0.0000% | $16720262.00       | $9058750.23        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT0472 | 2051-07-01      | 2.0000%  | 0.0000% | $30898885.00       | $18539061.23       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $200349816.00      | $107905885.60      | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8082 | 2050-10-01      | 1.5000%  | 0.0000% | $263915323.00      | $137901225.05      | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4138 | 2050-09-01      | 1.5000%  | 0.0000% | $180163578.00      | $93746733.14       | Agency Mortgage-Backed Securities |

### Security 255: CITIGROUP GLOBAL MARKETS INC

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FRESB MTG TR 2022-SB96         B      20420125 FLT | 2042-01-25      | 7.5000%  | 0.0000% | $18809274.00       | $15623846.36       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-3      MT     20560725 3.0 | 2056-07-25      | 3.0000%  | 0.0000% | $44971188.00       | $18183282.59       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         B      20400425 FLT | 2040-04-25      | 7.0438%  | 0.0000% | $865850.00         | $660934.96         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         B      20400325 FLT | 2040-03-25      | 8.3702%  | 0.0000% | $57250.00          | $31473.01          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB77         B      20400625 FLT | 2040-06-25      | 7.5000%  | 0.0000% | $19025019.00       | $13879628.53       | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB89 B      20410625 FLT | 2041-06-25      | 7.5000%  | 0.0000% | $3729875.00        | $2925397.72        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-4      MT     20590225 3.0 | 2059-02-25      | 3.0000%  | 0.0000% | $136686865.00      | $62165248.88       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC SCRT 2025-1        MAU    20641125 3.2 | 2064-11-25      | 3.2500%  | 0.0000% | $145665.00         | $128281.54         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      MA     20580725 3.5 | 2058-07-25      | 3.5000%  | 0.0000% | $2800000.00        | $807247.67         | Agency Collateralized Mortgage Obligation |
| FREDDIE SCRT SERIES 2021-2     MTU    20601125 2.5 | 2060-11-25      | 2.5000%  | 0.0000% | $1000000.00        | $554777.78         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-4      MV     20580325 3.5 | 2058-03-25      | 3.5000%  | 0.0000% | $2098636.00        | $1414037.35        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-3      MV     20560725 3.0 | 2056-07-25      | 3.0000%  | 0.0000% | $4000000.00        | $2599299.32        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB66         B      20390725 FLT | 2039-07-25      | 9.0385%  | 0.0000% | $10000.00          | $5323.25           | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-1      MT     20560125 3.0 | 2056-01-25      | 3.0000%  | 0.0000% | $590000.00         | $278444.38         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.5 | 2058-08-26      | 3.5000%  | 0.0000% | $161599297.00      | $54732880.15       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2016-1      MT     20550925 3.0 | 2055-09-25      | 3.0000%  | 0.0000% | $23212000.00       | $8555274.44        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      M55D   20580826 4.0 | 2058-08-26      | 4.0000%  | 0.0000% | $6996346.00        | $2572167.93        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC SCRT SERIES 2022-1 MTU    20611125 3.2 | 2061-11-25      | 3.2500%  | 0.0000% | $725000.00         | $484480.56         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2020-2      HT     20591125 2.0 | 2059-11-25      | 2.0000%  | 0.0000% | $1198000.00        | $586973.79         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-4      MA     20580325 3.5 | 2058-03-25      | 3.5000%  | 0.0000% | $147603054.00      | $41523593.02       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         B      20400925 FLT | 2040-09-25      | 6.0055%  | 0.0000% | $40400433.00       | $27441155.89       | Agency Collateralized Mortgage Obligation |

### Security 256: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18OO54, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP18OO54
- **C.18 - Value (incl. sponsor support):** $290000000.00
- **C.18.a - Value (excl. sponsor support):** $290000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  | 0.0000% | $74985598.00       | $289807.34         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5118 | 2054-07-01      | 6.5000%  | 0.0000% | $279838.00         | $219632.86         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4217 | 2052-07-01      | 5.0000%  | 0.0000% | $10269478.00       | $7786626.92        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | 0.0000% | $39071040.00       | $26611907.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  | 0.0000% | $709810.00         | $552246.38         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKCA7991 | 2050-12-01      | 2.0000%  | 0.0000% | $49999000.00       | $28371109.31       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7880 | 2052-08-01      | 5.0000%  | 0.0000% | $1925770.00        | $1810145.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  | 0.0000% | $721396.00         | $614206.70         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9431 | 2053-09-01      | 6.5000%  | 0.0000% | $600000.00         | $384204.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5026 | 2052-12-01      | 6.0000%  | 0.0000% | $4316737.00        | $3621073.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5700 | 2053-02-01      | 6.0000%  | 0.0000% | $27733504.00       | $21473409.89       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9209 | 2046-08-01      | 3.5000%  | 0.0000% | $814784.00         | $153539.55         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1372 | 2052-11-01      | 5.0000%  | 0.0000% | $93553110.00       | $74916859.93       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV3101 | 2052-03-01      | 2.0000%  | 0.0000% | $729854.00         | $482019.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW8471 | 2052-09-01      | 4.5000%  | 0.0000% | $7161256.00        | $5239106.35        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV3023 | 2052-02-01      | 2.0000%  | 0.0000% | $458905.00         | $296212.80         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0244 | 2054-08-01      | 6.5000%  | 0.0000% | $800000.00         | $756022.76         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD6369 | 2046-09-01      | 3.0000%  | 0.0000% | $3100000.00        | $544887.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0350 | 2052-10-01      | 5.0000%  | 0.0000% | $6357092.00        | $5420401.26        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6230 | 2055-04-01      | 6.5000%  | 0.0000% | $2047802.00        | $2117205.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1999 | 2054-09-01      | 6.0000%  | 0.0000% | $49267.00          | $47296.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1830 | 2055-02-01      | 5.5000%  | 0.0000% | $5601488.00        | $5536026.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0835 | 2055-01-01      | 6.0000%  | 0.0000% | $751764.00         | $754279.94         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3029 | 2055-03-01      | 5.5000%  | 0.0000% | $3835848.00        | $3819355.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD2413 | 2047-05-01      | 4.5000%  | 0.0000% | $16389357.00       | $4560721.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6827 | 2054-12-01      | 6.0000%  | 0.0000% | $25797.00          | $26040.10          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBQ7482 | 2052-04-01      | 4.5000%  | 0.0000% | $263304.00         | $239180.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  | 0.0000% | $1891564.00        | $1177556.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2290 | 2055-02-01      | 6.0000%  | 0.0000% | $1560516.00        | $1578770.83        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD0376 | 2055-01-01      | 7.0000%  | 0.0000% | $3287779.00        | $3483802.47        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK3182 | 2048-03-01      | 4.0000%  | 0.0000% | $7955011.00        | $2156347.92        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBP8565 | 2050-06-01      | 4.0000%  | 0.0000% | $5539077.00        | $915226.66         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ3024 | 2047-11-01      | 4.0000%  | 0.0000% | $5089808.00        | $948489.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0244 | 2047-08-01      | 3.5000%  | 0.0000% | $45001604.00       | $12491723.16       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  | 0.0000% | $98999.00          | $72246.48          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3717 | 2049-06-01      | 4.0000%  | 0.0000% | $154145594.00      | $39090365.56       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5738 | 2050-05-01      | 3.5000%  | 0.0000% | $23804160.00       | $10665495.96       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4199 | 2053-07-01      | 6.5000%  | 0.0000% | $2771500.00        | $1560660.40        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV4128 | 2052-03-01      | 2.0000%  | 0.0000% | $35077.00          | $22401.47          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6548 | 2053-06-01      | 6.5000%  | 0.0000% | $5986860.00        | $4921294.40        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTCA4204 | 2039-09-01      | 3.0000%  | 0.0000% | $2683447.00        | $1223585.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW5083 | 2053-01-01      | 6.5000%  | 0.0000% | $4595083.00        | $3669280.84        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB1643 | 2051-09-01      | 4.0000%  | 0.0000% | $8206707.00        | $4176499.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8623 | 2054-07-01      | 6.5000%  | 0.0000% | $289999.00         | $247977.78         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5065 | 2053-11-01      | 6.5000%  | 0.0000% | $4752700.00        | $3309450.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2893 | 2042-12-01      | 3.5000%  | 0.0000% | $37000000.00       | $6323407.02        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP3442 | 2042-08-01      | 3.5000%  | 0.0000% | $14300918.00       | $2063035.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8824 | 2054-12-01      | 6.0000%  | 0.0000% | $233145.00         | $202857.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6726 | 2042-03-01      | 3.5000%  | 0.0000% | $1863.00           | $285.76            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5304 | 2054-04-01      | 6.5000%  | 0.0000% | $222400.00         | $202076.43         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS0419 | 2043-09-01      | 4.0000%  | 0.0000% | $3937792.00        | $596513.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4788 | 2055-02-01      | 6.0000%  | 0.0000% | $1325983.00        | $1359744.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0451 | 2054-10-01      | 5.5000%  | 0.0000% | $700000.00         | $652629.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8746 | 2046-06-01      | 3.5000%  | 0.0000% | $7534960.00        | $1545043.27        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK6757 | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $64.66             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  | 0.0000% | $2000000.00        | $554158.90         | Agency Mortgage-Backed Securities |

### Security 257: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18OO88, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP18OO88
- **C.18 - Value (incl. sponsor support):** $483000000.00
- **C.18.a - Value (excl. sponsor support):** $483000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 1G1649 G        | 2037-03-01      | 6.7750%  | 0.0000% | $18320000.00       | $51532.22          | Agency Mortgage-Backed Securities |
| FMAR 1G0608 G        | 2035-12-01      | 6.6030%  | 0.0000% | $13676523.00       | $101652.79         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD493805 | 2029-01-01      | 6.4650%  | 0.0000% | $3135000.00        | $3700.30           | Agency Mortgage-Backed Securities |
| FMAR 841163 G        | 2050-05-01      | 3.7240%  | 0.0000% | $3536525.00        | $674343.54         | Agency Mortgage-Backed Securities |
| FMAR 1J1264 G        | 2036-02-01      | 6.6550%  | 0.0000% | $47302415.00       | $170789.98         | Agency Mortgage-Backed Securities |
| FMAR 1J0453 G        | 2037-06-01      | 7.4950%  | 0.0000% | $360000.00         | $4888.42           | Agency Mortgage-Backed Securities |
| FMAR 1J1380 G        | 2036-03-01      | 7.6790%  | 0.0000% | $330000.00         | $791.36            | Agency Mortgage-Backed Securities |
| FMAR 1J1732 G        | 2037-06-01      | 7.5900%  | 0.0000% | $5190000.00        | $46645.70          | Agency Mortgage-Backed Securities |
| FMAR 841880 G        | 2045-03-01      | 6.7700%  | 0.0000% | $1184360.00        | $1158741.08        | Agency Mortgage-Backed Securities |
| FMAR 841881 G        | 2051-01-01      | 2.2610%  | 0.0000% | $2077185.00        | $2029299.84        | Agency Mortgage-Backed Securities |
| FMAR 1B1150 G        | 2033-09-01      | 7.4380%  | 0.0000% | $4185000.00        | $15834.24          | Agency Mortgage-Backed Securities |
| FMAR 1B3940 G        | 2035-11-01      | 6.6760%  | 0.0000% | $2915956.00        | $33188.29          | Agency Mortgage-Backed Securities |
| FMAR 1J0405 G        | 2037-05-01      | 6.5110%  | 0.0000% | $2120000.00        | $14225.01          | Agency Mortgage-Backed Securities |
| FMAR 1G2604 G        | 2036-10-01      | 7.2320%  | 0.0000% | $4947327.00        | $39963.27          | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.2650%  | 0.0000% | $2454700.00        | $24946.82          | Agency Mortgage-Backed Securities |
| FMAR 847376 G        | 2034-12-01      | 6.5430%  | 0.0000% | $513000.00         | $1783.19           | Agency Mortgage-Backed Securities |
| FMAR 1J0358 G        | 2037-04-01      | 6.9250%  | 0.0000% | $1850000.00        | $5475.91           | Agency Mortgage-Backed Securities |
| FMAR 1L1312 G        | 2036-01-01      | 7.2150%  | 0.0000% | $3000000.00        | $8344.36           | Agency Mortgage-Backed Securities |
| FMAR 1J1479 G        | 2037-02-01      | 7.1900%  | 0.0000% | $12107628.00       | $301415.94         | Agency Mortgage-Backed Securities |
| FMAR 1G1533 G        | 2037-02-01      | 6.6080%  | 0.0000% | $1260000.00        | $7746.68           | Agency Mortgage-Backed Securities |
| FMAR 1J0506 G        | 2037-07-01      | 7.6900%  | 0.0000% | $43516047.00       | $294606.16         | Agency Mortgage-Backed Securities |
| FMAR 847320 G        | 2033-04-01      | 6.6640%  | 0.0000% | $1000000.00        | $5837.24           | Agency Mortgage-Backed Securities |
| FMAR 1N1463 G        | 2037-05-01      | 6.8830%  | 0.0000% | $3000000.00        | $14600.27          | Agency Mortgage-Backed Securities |
| FMAR 1G0626 G        | 2036-01-01      | 6.6030%  | 0.0000% | $13375620.00       | $34520.22          | Agency Mortgage-Backed Securities |
| FMAR 841022 G        | 2049-05-01      | 6.4280%  | 0.0000% | $15800000.00       | $1261899.30        | Agency Mortgage-Backed Securities |
| FMAR 847986 G        | 2031-06-01      | 5.2870%  | 0.0000% | $10647613.00       | $443299.02         | Agency Mortgage-Backed Securities |
| FMAR 1B2321 G        | 2035-09-01      | 7.3790%  | 0.0000% | $4475000.00        | $191828.45         | Agency Mortgage-Backed Securities |
| FMAR 841938 G        | 2050-07-01      | 3.1640%  | 0.0000% | $5994124.00        | $5673054.57        | Agency Mortgage-Backed Securities |
| FMAR 1J0244 G        | 2037-01-01      | 6.7960%  | 0.0000% | $5172478.00        | $44337.47          | Agency Mortgage-Backed Securities |
| FMAR 1B1980 G        | 2034-04-01      | 7.4210%  | 0.0000% | $95000.00          | $712.98            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735642 | 2042-08-01      | 5.7740%  | 0.0000% | $699998.00         | $10785.82          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725731 | 2034-08-01      | 6.0550%  | 0.0000% | $5317000.00        | $25167.52          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD791868 | 2034-08-01      | 7.3930%  | 0.0000% | $14858979.00       | $152970.75         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB788976 | 2034-04-01      | 6.1590%  | 0.0000% | $8000000.00        | $54878.78          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809986 | 2035-03-01      | 6.3290%  | 0.0000% | $2465000.00        | $15889.29          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735654 | 2044-10-01      | 5.7740%  | 0.0000% | $400000.00         | $3347.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB804433 | 2034-12-01      | 6.0360%  | 0.0000% | $2699999.00        | $24881.15          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735643 | 2042-08-01      | 5.7740%  | 0.0000% | $200000.00         | $2398.22           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD804420 | 2034-12-01      | 6.4620%  | 0.0000% | $7500000.00        | $38228.71          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS813714 | 2035-01-01      | 6.1940%  | 0.0000% | $470000.00         | $3916.95           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA255279 | 2034-04-01      | 6.7500%  | 0.0000% | $25000000.00       | $175071.09         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6064 | 2043-10-01      | 6.9500%  | 0.0000% | $6974000.00        | $632669.81         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO9999 | 2046-07-01      | 3.8300%  | 0.0000% | $2000000.00        | $532236.62         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS5032 | 2029-03-01      | 2.4500%  | 0.0000% | $125000.00         | $117022.99         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3899 | 2030-05-01      | 4.8500%  | 0.0000% | $18687000.00       | $18880278.59       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBU8798 | 2052-04-01      | 2.8780%  | 0.0000% | $1000000.00        | $764871.36         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6673 | 2032-10-01      | 4.2300%  | 0.0000% | $850000.00         | $826713.82         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3589 | 2030-05-01      | 4.5350%  | 0.0000% | $15385000.00       | $15492759.52       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3844 | 2030-05-01      | 4.7700%  | 0.0000% | $4988000.00        | $5076394.84        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1883 | 2034-09-01      | 4.2900%  | 0.0000% | $579000.00         | $559044.67         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL5267 | 2030-01-01      | 2.4700%  | 0.0000% | $40000.00          | $33008.33          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM6879 | 2051-12-01      | 1.6280%  | 0.0000% | $9800000.00        | $5897074.72        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS7992 | 2029-09-01      | 4.6300%  | 0.0000% | $934989.00         | $940442.27         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS4708 | 2032-03-01      | 2.1700%  | 0.0000% | $25000.00          | $21625.28          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6676 | 2032-11-01      | 3.6700%  | 0.0000% | $100000.00         | $93922.74          | Agency Mortgage-Backed Securities |
| MNMS 03.210 MTBS5245 | 2042-04-01      | 3.2100%  | 0.0000% | $2750000.00        | $2172573.43        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD8202 | 2055-05-01      | 5.3000%  | 0.0000% | $10208930.00       | $10266844.47       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7118 | 2052-12-01      | 4.8010%  | 0.0000% | $9700000.00        | $7884687.63        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0959 | 2040-05-01      | 5.5500%  | 0.0000% | $1900000.00        | $1968077.52        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO7214 | 2047-07-01      | 3.0650%  | 0.0000% | $330000.00         | $85645.66          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3745 | 2030-05-01      | 4.2800%  | 0.0000% | $9432000.00        | $9407182.31        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6188 | 2049-08-01      | 3.5050%  | 0.0000% | $10000000.00       | $1038058.12        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0855 | 2029-04-01      | 4.5500%  | 0.0000% | $50000.00          | $50552.71          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS5079 | 2029-03-01      | 2.3100%  | 0.0000% | $125000.00         | $116610.23         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE0788 | 2055-06-01      | 5.2450%  | 0.0000% | $15007792.00       | $15084228.77       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS7108 | 2032-12-01      | 4.8300%  | 0.0000% | $4717000.00        | $4701005.99        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9877 | 2031-10-01      | 6.1200%  | 0.0000% | $1435000.00        | $1533213.42        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3938 | 2030-05-01      | 4.4000%  | 0.0000% | $10000000.00       | $10015374.44       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3164 | 2035-02-01      | 5.1700%  | 0.0000% | $3313000.00        | $3395910.57        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS4598 | 2029-02-01      | 1.7400%  | 0.0000% | $220000.00         | $200644.33         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3800 | 2035-05-01      | 4.9100%  | 0.0000% | $8700000.00        | $8778867.92        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB817509 | 2035-09-01      | 6.1630%  | 0.0000% | $26204766.00       | $348006.17         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS851297 | 2035-09-01      | 6.9680%  | 0.0000% | $5000000.00        | $17138.25          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS844532 | 2035-11-01      | 6.3020%  | 0.0000% | $300000.00         | $3436.89           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS848390 | 2035-12-01      | 6.2930%  | 0.0000% | $1300000.00        | $7043.78           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS4030 | 2032-01-01      | 1.9600%  | 0.0000% | $400000.00         | $342919.36         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD0907 | 2055-02-01      | 5.7130%  | 0.0000% | $11209745.00       | $11247379.48       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU2213 | 2036-10-01      | 2.0000%  | 0.0000% | $281440.00         | $169260.21         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL5265 | 2030-01-01      | 2.4700%  | 0.0000% | $65000.00          | $53638.54          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD8209 | 2055-05-01      | 5.6800%  | 0.0000% | $10261807.00       | $10382427.47       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BL5084 | 2027-07-01      | 2.7300%  | 0.0000% | $335000.00         | $299703.09         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.7240%  | 0.0000% | $334000.00         | $63330.95          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9382 | 2035-02-01      | 4.9200%  | 0.0000% | $2868000.00        | $2884491.96        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6169 | 2049-11-01      | 2.9970%  | 0.0000% | $23828464.00       | $2723649.02        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6935 | 2049-07-01      | 3.4290%  | 0.0000% | $3764000.00        | $2407585.57        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC0898 | 2055-03-01      | 5.9510%  | 0.0000% | $6846553.00        | $6703689.16        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS2718 | 2036-08-01      | 1.9500%  | 0.0000% | $50000.00          | $36204.03          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO9776 | 2049-03-01      | 4.2570%  | 0.0000% | $1374000.00        | $623930.52         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0571 | 2034-02-01      | 5.3000%  | 0.0000% | $846000.00         | $865269.26         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3801 | 2031-12-01      | 1.9000%  | 0.0000% | $50000.00          | $42456.98          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB849264 | 2036-01-01      | 6.6280%  | 0.0000% | $5089993.00        | $118626.16         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS867584 | 2036-02-01      | 6.2980%  | 0.0000% | $5025000.00        | $34014.48          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB814670 | 2035-04-01      | 6.4710%  | 0.0000% | $7923175.00        | $126074.67         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD3358 | 2055-03-01      | 5.5500%  | 0.0000% | $10042793.00       | $10100978.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD0877 | 2040-01-01      | 6.0000%  | 0.0000% | $1016996.00        | $1025392.15        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS843997 | 2035-11-01      | 6.4100%  | 0.0000% | $200000.00         | $1631.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD820544 | 2035-05-01      | 7.1900%  | 0.0000% | $500000.00         | $901.29            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823477 | 2035-02-01      | 6.2110%  | 0.0000% | $875000.00         | $17491.41          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS836904 | 2035-10-01      | 6.3370%  | 0.0000% | $50002447.00       | $245708.96         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC3301 | 2054-10-01      | 5.9140%  | 0.0000% | $9657901.00        | $9278466.68        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB828480 | 2035-06-01      | 7.6530%  | 0.0000% | $610000.00         | $3169.90           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD841068 | 2034-11-01      | 7.0370%  | 0.0000% | $7600000.00        | $72809.32          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821697 | 2035-06-01      | 7.2980%  | 0.0000% | $3593000.00        | $32075.79          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB879052 | 2036-03-01      | 6.7850%  | 0.0000% | $615000.00         | $7232.13           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS836464 | 2035-10-01      | 6.6300%  | 0.0000% | $5350000.00        | $40661.83          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.5660%  | 0.0000% | $500562.00         | $4203.39           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735992 | 2032-09-01      | 7.1910%  | 0.0000% | $7719108.00        | $119268.80         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735653 | 2044-10-01      | 5.7740%  | 0.0000% | $699999.00         | $4795.50           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745925 | 2036-09-01      | 7.5000%  | 0.0000% | $120000.00         | $2073.88           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA745700 | 2036-06-01      | 6.8640%  | 0.0000% | $30788872.00       | $268476.45         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735356 | 2035-01-01      | 6.2950%  | 0.0000% | $700000.00         | $7696.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB795135 | 2034-10-01      | 6.3900%  | 0.0000% | $405000.00         | $2096.89           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB810429 | 2034-12-01      | 6.5450%  | 0.0000% | $800000.00         | $2997.60           | Agency Mortgage-Backed Securities |
| FMAR 841824 G        | 2054-10-01      | 5.7550%  | 0.0000% | $85000000.00       | $74496112.84       | Agency Mortgage-Backed Securities |
| FMAR 1H1343 G        | 2036-08-01      | 7.6010%  | 0.0000% | $755000.00         | $2635.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.2630%  | 0.0000% | $4211814.00        | $10988.35          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS070146 | 2029-01-01      | 4.8450%  | 0.0000% | $31774895.00       | $970.79            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544874 | 2036-07-01      | 5.1740%  | 0.0000% | $15015000.00       | $52541.08          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS313731 | 2029-01-01      | 4.8450%  | 0.0000% | $35843917.00       | $1970.58           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS485627 | 2028-11-01      | 6.5360%  | 0.0000% | $8400000.00        | $12884.78          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WDAL0332 | 2034-09-01      | 6.5450%  | 0.0000% | $2679223.00        | $117446.17         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM3193 | 2028-05-01      | 3.3800%  | 0.0000% | $460000.00         | $299836.02         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0923 | 2040-10-01      | 7.2800%  | 0.0000% | $15054152.00       | $43697.76          | Agency Mortgage-Backed Securities |
| FKAR 04.650 WSWS4019 | 2040-07-01      | 4.6500%  | 0.0000% | $918225.00         | $867413.87         | Agency Mortgage-Backed Securities |
| FMAR 8C0269 G        | 2052-05-01      | 2.4900%  | 0.0000% | $265000.00         | $190117.16         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725721 | 2034-06-01      | 7.1490%  | 0.0000% | $4485000.00        | $8485.94           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS679737 | 2040-04-01      | 7.6840%  | 0.0000% | $38350572.00       | $233573.78         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725639 | 2033-09-01      | 7.2800%  | 0.0000% | $500000.00         | $681.32            | Agency Mortgage-Backed Securities |
| FMAR 840955 G        | 2049-04-01      | 3.7850%  | 0.0000% | $5500000.00        | $713816.84         | Agency Mortgage-Backed Securities |
| FMAR 841879 G        | 2054-09-01      | 6.2040%  | 0.0000% | $11095295.00       | $10712390.75       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HT466189 | 2030-11-01      | 3.9800%  | 0.0000% | $2900000.00        | $1136326.59        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.1050%  | 0.0000% | $1500000.00        | $1775.92           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HT468473 | 2031-07-01      | 4.5000%  | 0.0000% | $2599448.00        | $1145476.28        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYAN9752 | 2033-07-01      | 3.6500%  | 0.0000% | $980000.00         | $918263.21         | Agency Mortgage-Backed Securities |
| FKAR 04.250 WRWR1005 | 2030-04-01      | 4.2500%  | 0.0000% | $58708000.00       | $58379094.95       | Agency Mortgage-Backed Securities |
| FKAR 04.350 WSWS4018 | 2038-03-01      | 4.3500%  | 0.0000% | $5565353.00        | $5135576.78        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995615 | 2037-10-01      | 7.4310%  | 0.0000% | $300000.00         | $1029.87           | Agency Mortgage-Backed Securities |
| FKAR 05.030 WSWS3002 | 2038-05-01      | 5.0300%  | 0.0000% | $520000.00         | $513246.21         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914789 | 2037-04-01      | 6.6770%  | 0.0000% | $165000.00         | $2070.50           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB884760 | 2036-09-01      | 7.3800%  | 0.0000% | $4050000.00        | $53156.01          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN5679 | 2027-07-01      | 3.0400%  | 0.0000% | $14637900.00       | $12154947.51       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB658481 | 2033-09-01      | 6.1250%  | 0.0000% | $25000.00          | $1021.31           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT1155 | 2043-09-01      | 7.1170%  | 0.0000% | $10349493.00       | $729645.79         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8305 | 2028-02-01      | 3.1300%  | 0.0000% | $5900000.00        | $5737793.60        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN3240 | 2026-10-01      | 2.4500%  | 0.0000% | $6000000.00        | $4974359.35        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAY4068 | 2044-04-01      | 6.6420%  | 0.0000% | $9000000.00        | $324890.90         | Agency Mortgage-Backed Securities |
| FMAR 848568 G        | 2038-09-01      | 6.7320%  | 0.0000% | $1590000.00        | $51656.00          | Agency Mortgage-Backed Securities |
| FMAR 1G1946 G        | 2037-05-01      | 7.1190%  | 0.0000% | $45971707.00       | $716434.30         | Agency Mortgage-Backed Securities |
| FKAR 04.360 WAWA4468 | 2029-12-01      | 4.3600%  | 0.0000% | $14871815.00       | $14849584.94       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS128776 | 2031-02-01      | 5.9340%  | 0.0000% | $1500000.00        | $525.51            | Agency Mortgage-Backed Securities |
| FMAR 1G2127 G        | 2037-08-01      | 7.4080%  | 0.0000% | $20408134.00       | $158121.25         | Agency Mortgage-Backed Securities |
| FMAR 781995 G        | 2034-10-01      | 7.2370%  | 0.0000% | $1500000.00        | $11974.36          | Agency Mortgage-Backed Securities |
| FMAR 1Q0789 G        | 2038-05-01      | 7.0050%  | 0.0000% | $254700.00         | $640.00            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS065583 | 2028-09-01      | 4.4100%  | 0.0000% | $2866290.00        | $869.19            | Agency Mortgage-Backed Securities |
| FMAR 840727 G        | 2047-12-01      | 6.7060%  | 0.0000% | $13307750.00       | $877413.04         | Agency Mortgage-Backed Securities |
| FMAR 2B0973 G        | 2042-11-01      | 6.3950%  | 0.0000% | $925000.00         | $13704.55          | Agency Mortgage-Backed Securities |
| FKAR 03.900 WAWA3194 | 2037-07-01      | 3.9000%  | 0.0000% | $2506432.00        | $2213535.46        | Agency Mortgage-Backed Securities |
| FMAR 1Q1915 G        | 2040-06-01      | 7.0770%  | 0.0000% | $1562523.00        | $1549959.32        | Agency Mortgage-Backed Securities |
| FMAR 786668 G        | 2028-12-01      | 7.4170%  | 0.0000% | $78860802.00       | $127012.59         | Agency Mortgage-Backed Securities |
| FMAR 783015 G        | 2035-02-01      | 6.4350%  | 0.0000% | $4780000.00        | $49098.89          | Agency Mortgage-Backed Securities |
| FMAR 840698 G        | 2047-03-01      | 2.5760%  | 0.0000% | $9500000.00        | $1270450.32        | Agency Mortgage-Backed Securities |
| FMAR 849192 G        | 2043-12-01      | 7.1150%  | 0.0000% | $10652481.00       | $634506.82         | Agency Mortgage-Backed Securities |
| FMAR 2B7150 G        | 2048-10-01      | 3.3800%  | 0.0000% | $8770024.00        | $251045.05         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL6236 | 2044-02-01      | 6.3870%  | 0.0000% | $8500000.00        | $251494.47         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WDAL1991 | 2034-06-01      | 6.6090%  | 0.0000% | $9256885.00        | $542679.93         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8182 | 2046-02-01      | 6.7290%  | 0.0000% | $1019000.00        | $38615.51          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5548 | 2038-05-01      | 7.1470%  | 0.0000% | $13000000.00       | $960725.10         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX YLAL3755 | 2038-02-01      | 5.0020%  | 0.0000% | $450000.00         | $9543.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4364 | 2042-09-01      | 6.9090%  | 0.0000% | $1100000.00        | $34205.45          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM9431 | 2030-08-01      | 3.5800%  | 0.0000% | $1200000.00        | $1152149.87        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL2984 | 2042-10-01      | 6.9140%  | 0.0000% | $5200000.00        | $246412.58         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1438 | 2042-02-01      | 6.6890%  | 0.0000% | $20000000.00       | $360449.31         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAI2591 | 2041-05-01      | 7.5000%  | 0.0000% | $30695706.00       | $8467.99           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL0139 | 2039-02-01      | 6.9590%  | 0.0000% | $50000.00          | $817.56            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX XYAL9970 | 2027-02-01      | 2.8800%  | 0.0000% | $145000.00         | $11468.09          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN2522 | 2026-10-01      | 2.2600%  | 0.0000% | $8100000.00        | $6539343.29        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4349 | 2043-11-01      | 7.2600%  | 0.0000% | $5000000.00        | $146322.33         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM0762 | 2032-09-01      | 3.2900%  | 0.0000% | $10000.00          | $7008.31           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL3850 | 2037-10-01      | 6.6760%  | 0.0000% | $1110609.00        | $32662.12          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAL7183 | 2036-01-01      | 6.9440%  | 0.0000% | $2700000.00        | $277216.40         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1845 | 2039-06-01      | 6.4230%  | 0.0000% | $2144000.00        | $23259.96          | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.5410%  | 0.0000% | $180000.00         | $8149.17           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN3983 | 2026-12-01      | 3.2000%  | 0.0000% | $545000.00         | $508327.93         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS679740 | 2039-07-01      | 7.4080%  | 0.0000% | $43350679.00       | $337234.12         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.6680%  | 0.0000% | $2470359.00        | $6466.52           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS9339 | 2033-08-01      | 4.8200%  | 0.0000% | $1195000.00        | $1205350.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $666600.00         | $527665.35         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2691 | 2034-01-01      | 5.2400%  | 0.0000% | $1700000.00        | $1744453.49        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS0978 | 2033-02-01      | 1.6500%  | 0.0000% | $25000.00          | $20396.23          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1884 | 2034-09-01      | 4.2300%  | 0.0000% | $1174000.00        | $1128751.10        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ3809 | 2030-02-01      | 4.6500%  | 0.0000% | $1223000.00        | $1236487.04        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2664 | 2031-10-01      | 5.4400%  | 0.0000% | $500000.00         | $519911.04         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7682 | 2055-02-01      | 5.2690%  | 0.0000% | $34212340.00       | $33934202.42       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920985 | 2036-12-01      | 6.2450%  | 0.0000% | $9000000.00        | $68585.47          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924712 | 2034-09-01      | 5.5650%  | 0.0000% | $250000.00         | $32566.23          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1AE0354 | 2037-09-01      | 6.8660%  | 0.0000% | $23423435.00       | $456671.67         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB900197 | 2036-10-01      | 7.5110%  | 0.0000% | $213359.00         | $3318.92           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1906281 | 2037-01-01      | 6.6370%  | 0.0000% | $155000.00         | $1713.53           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2890 | 2032-03-01      | 4.9500%  | 0.0000% | $500000.00         | $507624.85         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8096 | 2033-04-01      | 4.7000%  | 0.0000% | $707000.00         | $700672.43         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914850 | 2037-04-01      | 6.5950%  | 0.0000% | $77816.00          | $1643.41           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1888763 | 2037-10-01      | 6.8340%  | 0.0000% | $2150000.00        | $11719.41          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  | 0.0000% | $400000.00         | $377018.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3571 | 2035-06-01      | 3.0000%  | 0.0000% | $171998.00         | $46717.96          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3835 | 2032-05-01      | 4.4550%  | 0.0000% | $1123000.00        | $1114162.83        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3767 | 2030-05-01      | 4.7100%  | 0.0000% | $6577000.00        | $6672972.68        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS6891 | 2029-10-01      | 4.4300%  | 0.0000% | $170000.00         | $169648.29         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBP4767 | 2050-05-01      | 2.7250%  | 0.0000% | $500000.00         | $163440.69         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7681 | 2055-02-01      | 5.2660%  | 0.0000% | $11767395.00       | $11510503.87       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS984511 | 2038-01-01      | 6.6510%  | 0.0000% | $6527822.00        | $465552.75         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1893580 | 2036-09-01      | 7.0650%  | 0.0000% | $166854.00         | $964.38            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924713 | 2033-08-01      | 5.1980%  | 0.0000% | $1769358.00        | $66504.30          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAE0557 | 2038-12-01      | 6.9200%  | 0.0000% | $9010000.00        | $69428.01          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD924707 | 2036-09-01      | 6.9600%  | 0.0000% | $5596852.00        | $680193.92         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0597 | 2040-03-01      | 5.1000%  | 0.0000% | $8100000.00        | $8076889.25        | Agency Mortgage-Backed Securities |
| FMAR 1N1582 G        | 2037-05-01      | 5.9800%  | 0.0000% | $3570000.00        | $25812.81          | Agency Mortgage-Backed Securities |
| FMAR 1G2603 G        | 2036-10-01      | 7.6080%  | 0.0000% | $2475000.00        | $7069.71           | Agency Mortgage-Backed Securities |
| FMAR 1B4406 G        | 2039-08-01      | 7.6540%  | 0.0000% | $1045000.00        | $9974.41           | Agency Mortgage-Backed Securities |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $75000.00          | $2075.75           | Agency Mortgage-Backed Securities |
| FMAR 1Q0317 G        | 2037-09-01      | 7.4330%  | 0.0000% | $18290445.00       | $180701.60         | Agency Mortgage-Backed Securities |
| FMAR 1G1114 G        | 2035-09-01      | 7.4770%  | 0.0000% | $1675819.00        | $9472.43           | Agency Mortgage-Backed Securities |
| FMAR 1J2876 G        | 2037-09-01      | 7.5090%  | 0.0000% | $9995224.00        | $276164.79         | Agency Mortgage-Backed Securities |
| FMAR 1L0132 G        | 2035-07-01      | 7.3750%  | 0.0000% | $42316866.00       | $351946.40         | Agency Mortgage-Backed Securities |
| FMAR 1H2617 G        | 2036-05-01      | 7.2500%  | 0.0000% | $22500000.00       | $54675.53          | Agency Mortgage-Backed Securities |
| FMAR 1N1440 G        | 2037-03-01      | 6.1850%  | 0.0000% | $125000.00         | $3571.23           | Agency Mortgage-Backed Securities |
| FMAR 1G1999 G        | 2037-06-01      | 7.6180%  | 0.0000% | $260000.00         | $3234.04           | Agency Mortgage-Backed Securities |
| FMAR 1G1850 G        | 2036-04-01      | 6.2480%  | 0.0000% | $70334541.00       | $227408.52         | Agency Mortgage-Backed Securities |
| FMAR 1N1417 G        | 2037-02-01      | 6.4650%  | 0.0000% | $12955902.00       | $33509.39          | Agency Mortgage-Backed Securities |
| FMAR 1N1457 G        | 2037-01-01      | 6.3270%  | 0.0000% | $2742606.00        | $21372.02          | Agency Mortgage-Backed Securities |
| FMAR 1N0169 G        | 2036-07-01      | 6.3870%  | 0.0000% | $4800000.00        | $47779.35          | Agency Mortgage-Backed Securities |
| FMAR 1J1433 G        | 2036-10-01      | 6.9350%  | 0.0000% | $18000000.00       | $91212.46          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1937595 | 2037-05-01      | 6.1100%  | 0.0000% | $4867292.00        | $56671.09          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888526 | 2035-08-01      | 7.3300%  | 0.0000% | $17853000.00       | $262673.79         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB922881 | 2037-02-01      | 6.0850%  | 0.0000% | $19325778.00       | $61498.13          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD0482 | 2039-12-01      | 6.7140%  | 0.0000% | $1378000.00        | $20936.82          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888043 | 2036-08-01      | 7.5480%  | 0.0000% | $18250000.00       | $240995.43         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995919 | 2037-07-01      | 7.3190%  | 0.0000% | $417135.00         | $2890.28           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB945032 | 2037-08-01      | 8.1530%  | 0.0000% | $333708.00         | $4799.84           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1883056 | 2036-07-01      | 7.8880%  | 0.0000% | $7500000.00        | $136022.74         | Agency Mortgage-Backed Securities |
| FMAR 1N1433 G        | 2037-02-01      | 6.3020%  | 0.0000% | $124000.00         | $1190.12           | Agency Mortgage-Backed Securities |
| FMAR 1Q0379 G        | 2037-11-01      | 7.0720%  | 0.0000% | $1385000.00        | $2739.15           | Agency Mortgage-Backed Securities |
| FMAR 1Q1434 G        | 2040-09-01      | 6.9830%  | 0.0000% | $7900000.00        | $128330.16         | Agency Mortgage-Backed Securities |
| FMAR 2B5130 G        | 2046-02-01      | 6.5680%  | 0.0000% | $610000.00         | $16954.80          | Agency Mortgage-Backed Securities |
| FMAR 848595 G        | 2035-06-01      | 6.9850%  | 0.0000% | $5231621.00        | $418199.81         | Agency Mortgage-Backed Securities |
| FKAR 04.190 WAWA4469 | 2030-03-01      | 4.1900%  | 0.0000% | $10464197.00       | $10373213.72       | Agency Mortgage-Backed Securities |
| FMAR 2B5468 G        | 2046-07-01      | 7.3620%  | 0.0000% | $806000.00         | $115804.39         | Agency Mortgage-Backed Securities |
| FMAR 840291 G        | 2041-11-01      | 7.4040%  | 0.0000% | $3000000.00        | $218045.88         | Agency Mortgage-Backed Securities |
| FMAR 1G1471 G        | 2037-01-01      | 6.5880%  | 0.0000% | $500000.00         | $3474.50           | Agency Mortgage-Backed Securities |
| FMAR 1G1834 G        | 2036-02-01      | 7.3200%  | 0.0000% | $24354966.00       | $103931.99         | Agency Mortgage-Backed Securities |
| FMAR 1Q1467 G        | 2039-11-01      | 7.0240%  | 0.0000% | $795000.00         | $11474.41          | Agency Mortgage-Backed Securities |
| FMAR 848777 G        | 2037-06-01      | 6.5740%  | 0.0000% | $12088248.00       | $184762.38         | Agency Mortgage-Backed Securities |
| FMAR 1N1447 G        | 2037-02-01      | 6.3200%  | 0.0000% | $1340000.00        | $5423.88           | Agency Mortgage-Backed Securities |
| FMAR 782870 G        | 2034-09-01      | 6.9980%  | 0.0000% | $447136.00         | $5610.11           | Agency Mortgage-Backed Securities |
| FMAR 782836 G        | 2034-11-01      | 6.5320%  | 0.0000% | $2700000.00        | $18222.58          | Agency Mortgage-Backed Securities |
| FKAR 01.250 WNWN2052 | 2027-03-01      | 1.2500%  | 0.0000% | $4000000.00        | $3569825.31        | Agency Mortgage-Backed Securities |
| FMAR 410567 G        | 2027-10-01      | 7.3780%  | 0.0000% | $3262376.00        | $7821.04           | Agency Mortgage-Backed Securities |
| FMAR 1Q0092 G        | 2036-03-01      | 6.4950%  | 0.0000% | $333657.00         | $4137.70           | Agency Mortgage-Backed Securities |
| FMAR 781095 G        | 2033-11-01      | 6.5420%  | 0.0000% | $11250000.00       | $64558.37          | Agency Mortgage-Backed Securities |
| FMAR 782758 G        | 2036-11-01      | 6.8950%  | 0.0000% | $6250000.00        | $32241.15          | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 7.1790%  | 0.0000% | $4675000.00        | $38794.32          | Agency Mortgage-Backed Securities |
| FMAR 848404 G        | 2036-06-01      | 6.5820%  | 0.0000% | $500000.00         | $19119.52          | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 7.5080%  | 0.0000% | $520000.00         | $11496.32          | Agency Mortgage-Backed Securities |
| FMAR 1Q1148 G        | 2037-05-01      | 6.4260%  | 0.0000% | $835000.00         | $13053.82          | Agency Mortgage-Backed Securities |

### Security 258: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P818, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP18P818
- **C.18 - Value (incl. sponsor support):** $1539000000.00
- **C.18.a - Value (excl. sponsor support):** $1539000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 | 2032-02-29      | 4.1250%  | 0.0000% | $233170600.00      | $234565354.25      | U.S. Treasuries (including strips) |
| United States Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $703129400.00      | $720685050.48      | U.S. Treasuries (including strips) |
| United States Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $509800000.00      | $443643514.00      | U.S. Treasuries (including strips) |
| United States Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $230469700.00      | $170886163.34      | U.S. Treasuries (including strips) |

### Security 259: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P859, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP18P859
- **C.18 - Value (incl. sponsor support):** $693000000.00
- **C.18.a - Value (excl. sponsor support):** $693000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 | 2032-03-31      | 4.1250%  | 0.0000% | $63033800.00       | $63184285.00       | U.S. Treasuries (including strips) |
| United States Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $698905700.00      | $643675809.28      | U.S. Treasuries (including strips) |

### Security 260: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P867, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP18P867
- **C.18 - Value (incl. sponsor support):** $1340000000.00
- **C.18.a - Value (excl. sponsor support):** $1340000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 02.000 CLBV8499 | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $621.24            | Agency Mortgage-Backed Securities |
| 06.000 FGPC G01777 G | 2035-02-01      | 6.0000%  | 0.0000% | $2017.00           | $20.07             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4963 | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $370.42            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $78.09             | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $1411.00           | $65.75             | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP880413 | 2036-10-01      | 6.0000%  | 0.0000% | $1024.00           | $2.62              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7813 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $295.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $365.54            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0734 | 2063-06-01      | 3.5000%  | 0.0000% | $1024.00           | $781.25            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5362 | 2045-07-01      | 3.5000%  | 0.0000% | $18360218.00       | $4133076.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI3800 | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $955.60            | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0332 | 2059-01-01      | 3.0000%  | 0.0000% | $1000.00           | $360.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4561 | 2045-03-01      | 3.5000%  | 0.0000% | $2048.00           | $176.21            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0452 | 2055-02-01      | 5.0000%  | 0.0000% | $2001.00           | $1932.76           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  | 0.0000% | $381586.00         | $69909.18          | Agency Mortgage-Backed Securities |
| FNMS 05.000 I4BF0136 | 2056-08-01      | 5.0000%  | 0.0000% | $1000.00           | $260.33            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2689 | 2048-04-01      | 4.0000%  | 0.0000% | $51618761.00       | $6084673.62        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $386.03            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0187 | 2057-01-01      | 4.5000%  | 0.0000% | $1000.00           | $279.58            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | 0.0000% | $2026.00           | $1472.06           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAQ9541 | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $115.64            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8255 | 2055-01-01      | 6.5000%  | 0.0000% | $9827907.00        | $9981450.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2683 | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $215.93            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA2993 | 2053-11-01      | 6.5000%  | 0.0000% | $9146900.00        | $8568830.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0168 | 2057-02-01      | 3.5000%  | 0.0000% | $244000.00         | $75788.83          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8930 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.24           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX1613 | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $151.12            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE0988 | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.42           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0285 | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $145.36            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT2728 | 2043-05-01      | 3.5000%  | 0.0000% | $1022.00           | $196.68            | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP880419 | 2036-12-01      | 5.5000%  | 0.0000% | $1023.00           | $1.21              | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0337 | 2059-01-01      | 4.5000%  | 0.0000% | $1000.00           | $414.23            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8279 | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2004.70           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2384 | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $102.69            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK3106 | 2042-02-01      | 3.5000%  | 0.0000% | $1000.00           | $156.75            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7328 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $961.49            | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0171 | 2057-01-01      | 4.0000%  | 0.0000% | $1275.00           | $346.25            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  | 0.0000% | $1770512.00        | $658032.12         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1791 | 2055-02-01      | 5.5000%  | 0.0000% | $1001.00           | $993.48            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5521 | 2054-11-01      | 5.0000%  | 0.0000% | $2016.00           | $1949.28           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA4810 | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $249.32            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0145 | 2057-03-01      | 3.5000%  | 0.0000% | $1000.00           | $312.91            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK1516 | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $115.89            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $883.53            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9451 | 2053-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2636.25           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2255 | 2042-08-01      | 3.5000%  | 0.0000% | $39343600.00       | $3762112.57        | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535533 | 2030-10-01      | 8.0000%  | 0.0000% | $1000.00           | $0.52              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR6380 | 2043-02-01      | 3.0000%  | 0.0000% | $21093279.00       | $4075340.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $241.33            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  | 0.0000% | $6000.00           | $809.44            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9815 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $122.15            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA2467 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $832.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0299 | 2058-08-01      | 3.5000%  | 0.0000% | $1000.00           | $305.01            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9280 | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $876.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $971.80            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $81681.00          | $71689.18          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $987.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9288 | 2054-10-01      | 5.5000%  | 0.0000% | $1040.00           | $1015.44           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4172 | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.44           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $930.76            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2983 | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $283.86            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8358 | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $866.21            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $968.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $829.10            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1055.91           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8512 | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $973.79            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0386 | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $991.23            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $11950096.00       | $11527100.34       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $304.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1818 | 2055-04-01      | 6.0000%  | 0.0000% | $3312067.00        | $3360076.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX8115 | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $996.52            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0564 | 2054-05-01      | 5.5000%  | 0.0000% | $300142.00         | $291719.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $900.01            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6930 | 2053-08-01      | 6.5000%  | 0.0000% | $15805064.00       | $12537431.12       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $849.25            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  | 0.0000% | $6831909.00        | $6514801.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8661 | 2054-08-01      | 5.5000%  | 0.0000% | $1040.00           | $974.51            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $964.36            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  | 0.0000% | $7388.00           | $7234.57           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $932.24            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $816.38            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $848.36            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8642 | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $602.92            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1324 | 2055-06-01      | 4.0000%  | 0.0000% | $1024.00           | $976.72            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0152 | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $972.86            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | 0.0000% | $24937429.00       | $21870405.18       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1604 | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $889.50            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  | 0.0000% | $60261050.00       | $47770758.00       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  | 0.0000% | $2112.00           | $1924.58           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | 0.0000% | $2048.00           | $1796.61           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9070 | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $927.54            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0563 | 2050-04-01      | 4.0000%  | 0.0000% | $1008.00           | $886.16            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9740 | 2055-01-01      | 5.5000%  | 0.0000% | $1853.00           | $1824.19           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | 0.0000% | $7725128.00        | $3972917.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  | 0.0000% | $14541250.00       | $12676203.08       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $866.11            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0397 | 2054-12-01      | 5.0000%  | 0.0000% | $1255944.00        | $1217053.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  | 0.0000% | $13007963.00       | $11222240.90       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  | 0.0000% | $4881248.00        | $4255717.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | 0.0000% | $7288757.00        | $6571697.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9014 | 2054-08-01      | 6.0000%  | 0.0000% | $10422470.00       | $10039710.17       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT3303 | 2051-08-01      | 2.5000%  | 0.0000% | $2000.00           | $1149.05           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4620 | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1884.93           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $748.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $432.32            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP1932 | 2050-04-01      | 3.0000%  | 0.0000% | $2000.00           | $568.71            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9626 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $306.93            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBU8739 | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $719.66            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU2530 | 2051-10-01      | 2.5000%  | 0.0000% | $5761430.00        | $3675807.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5047 | 2054-09-01      | 5.5000%  | 0.0000% | $26097768.00       | $24897582.26       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $372.58            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $432.73            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU0168 | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $655.02            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR4728 | 2051-03-01      | 2.5000%  | 0.0000% | $8644240.00        | $3742901.52        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $253.08            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1226 | 2050-09-01      | 2.0000%  | 0.0000% | $243244989.00      | $125094990.72      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $394.69            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3342 | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $219.63            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0300 | 2051-05-01      | 2.0000%  | 0.0000% | $9268.00           | $5373.86           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0828 | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $594.70            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  | 0.0000% | $12567143.00       | $7118960.02        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9209 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $552.12            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4211 | 2052-07-01      | 4.5000%  | 0.0000% | $99999000.00       | $80731716.14       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3213 | 2049-03-01      | 4.5000%  | 0.0000% | $2048.00           | $518.13            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9189 | 2051-02-01      | 2.0000%  | 0.0000% | $7939650.00        | $4508163.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $897.19            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  | 0.0000% | $1073.00           | $807.58            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1632 | 2051-09-01      | 3.0000%  | 0.0000% | $142468547.00      | $87504415.16       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $836.87            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4144 | 2052-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1325.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6868 | 2053-08-01      | 5.5000%  | 0.0000% | $4542672.00        | $3975583.40        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8819 | 2051-02-01      | 2.0000%  | 0.0000% | $39170552.00       | $20375944.86       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6350 | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $890.15            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4845 | 2052-10-01      | 5.5000%  | 0.0000% | $8197806.00        | $7141878.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2317.25           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1548 | 2051-09-01      | 2.5000%  | 0.0000% | $136556862.00      | $86100592.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5702 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $827.83            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $839.50            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $854.48            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1018.30           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $2048.00           | $1821.38           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3771 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $751.21            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8831 | 2054-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1926.53           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  | 0.0000% | $4405548.00        | $4043611.52        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1467 | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $984.24            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0070 | 2051-04-01      | 2.0000%  | 0.0000% | $84645783.00       | $48098429.48       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $490.12            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP0647 | 2050-03-01      | 4.5000%  | 0.0000% | $2800.00           | $565.13            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6022 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $649.09            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8684 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $804.51            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  | 0.0000% | $4376.00           | $3719.19           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1643 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $653.30            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0283 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $342.00            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA8905 | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $750.83            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8368 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $901.31            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $768.61            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8728 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $835.20            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0848 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $707.05            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1231 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $736.87            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG5014 | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1840.87           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5419 | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8680 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.75           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  | 0.0000% | $2001.00           | $1986.33           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8207 | 2053-08-01      | 5.5000%  | 0.0000% | $2016.00           | $1817.77           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6016 | 2051-10-01      | 2.5000%  | 0.0000% | $6493000.00        | $3865332.76        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8775 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0225 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $809.62            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | 0.0000% | $140523.00         | $122970.17         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $742.76            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7997 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $631.11            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0365 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $678.15            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $256.99            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6633 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $321.96            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8092 | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $313.38            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $166.75            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $225.31            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2997 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $243.93            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $226.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $441.52            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2074 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $760.01            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO1351 | 2049-08-01      | 4.0000%  | 0.0000% | $23198000.00       | $3734900.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2109.64           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1633 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $947.06            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1934 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $976.68            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1212.80           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  | 0.0000% | $675904.00         | $616009.66         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8896 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $998.34            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7822 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $577.47            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1335 | 2051-10-01      | 3.5000%  | 0.0000% | $1024.00           | $924.16            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS3221 | 2037-02-01      | 1.5000%  | 0.0000% | $128681.00         | $79378.92          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0813 | 2047-11-01      | 3.5000%  | 0.0000% | $2000.00           | $375.73            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | 0.0000% | $2032.00           | $1088.86           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $801.89            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8891 | 2051-02-01      | 2.0000%  | 0.0000% | $2813.00           | $1578.68           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1667 | 2051-09-01      | 2.5000%  | 0.0000% | $246870.00         | $153881.35         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4680 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $775.58            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6070 | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1673.28           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0351 | 2051-05-01      | 2.0000%  | 0.0000% | $5407638.00        | $3116577.41        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1360.05           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0762 | 2051-06-01      | 2.0000%  | 0.0000% | $81183291.00       | $47042879.74       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $531.62            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3506 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $900.02            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  | 0.0000% | $4096.00           | $2081.82           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7704 | 2050-11-01      | 2.0000%  | 0.0000% | $5980213.00        | $3271841.22        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3440 | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $863.71            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $6355409.00        | $3878418.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $821.56            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8719 | 2051-01-01      | 2.0000%  | 0.0000% | $238783210.00      | $126481999.73      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $492.00            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5963 | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $443.05            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3918 | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $737.23            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $556.17            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3470 | 2049-05-01      | 3.5000%  | 0.0000% | $2000.00           | $358.97            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8225 | 2050-12-01      | 2.0000%  | 0.0000% | $233899933.00      | $126301666.46      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6217 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $904.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4361 | 2052-08-01      | 3.5000%  | 0.0000% | $4853230.00        | $3738122.23        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2287 | 2051-12-01      | 2.5000%  | 0.0000% | $1001.00           | $623.84            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY7077 | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $919.56            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  | 0.0000% | $237171363.00      | $126716833.38      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9026 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $801.44            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6038 | 2050-06-01      | 2.5000%  | 0.0000% | $1167832.00        | $506813.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2959 | 2049-01-01      | 4.5000%  | 0.0000% | $54602236.00       | $4110523.54        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7832 | 2050-11-01      | 2.0000%  | 0.0000% | $145428414.00      | $77636294.61       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY5498 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.54           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  | 0.0000% | $2048.00           | $225.33            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7454 | 2050-10-01      | 2.0000%  | 0.0000% | $241849344.00      | $124385249.28      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $768.58            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4137 | 2052-12-01      | 5.0000%  | 0.0000% | $165975.00         | $129849.32         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4887 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $179.46            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | 0.0000% | $4310329.00        | $3724008.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $754.41            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $757.99            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $706.70            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3675 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $762.02            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4160 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $465.06            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $943.13            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX8714 | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $734.36            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7940 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $937.46            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $883.18            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $793.83            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX0662 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $449.86            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $803.77            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8691 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $967.97            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $769.13            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7150 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $936.89            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $661.12            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBW0464 | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $833.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $698.15            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $666.10            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9789 | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $743.86            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $741.35            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $945.76            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $889.24            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7112 | 2052-11-01      | 5.0000%  | 0.0000% | $4761090.00        | $3841435.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $87.77             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5313 | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $284.81            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8866 | 2048-09-01      | 4.5000%  | 0.0000% | $6481041.00        | $1315432.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4905 | 2055-03-01      | 6.0000%  | 0.0000% | $785920.00         | $793753.90         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL848942 | 2036-01-01      | 6.0000%  | 0.0000% | $1020.00           | $4.31              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH3137 | 2047-07-01      | 4.0000%  | 0.0000% | $4745368.00        | $974107.22         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9646 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $870.69            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0862 | 2052-10-01      | 5.0000%  | 0.0000% | $2012.00           | $1629.03           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0702 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $558.01            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7956 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $991.09            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $837.64            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8652 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $750.86            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2507 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $617.26            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8892 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $776.92            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q24959 G | 2044-02-01      | 4.5000%  | 0.0000% | $2208.00           | $173.19            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $956.46            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $550.42            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8411 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $702.36            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $465.01            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7619 | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $632.03            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8679 | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $533.62            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $828.60            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $750.60            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $966.05            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $882.05            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7988 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $749.13            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7860 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $582.06            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $787.88            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2115 | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $742.41            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8910 | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $757.88            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  | 0.0000% | $10126702.00       | $8873400.99        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $2047.00           | $1275.32           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q24102 G | 2043-12-01      | 4.0000%  | 0.0000% | $2051.00           | $269.18            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $6565184.00        | $6262853.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $957.02            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $864.23            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63503 G | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $330.52            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5708 | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1615.49           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9710 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $704.57            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5672 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $604.05            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6667 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $748.48            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50909 G | 2047-09-01      | 4.0000%  | 0.0000% | $2999.00           | $1032.19           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1692.93           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0086 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $778.29            | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1530 | 2036-12-01      | 1.5000%  | 0.0000% | $1000.00           | $879.84            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $222.49            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q06799 G | 2042-03-01      | 4.0000%  | 0.0000% | $2015.00           | $258.89            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2370 | 2038-07-01      | 5.5000%  | 0.0000% | $30736.00          | $248.37            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $76872.00          | $1059.88           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1173 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $943.62            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G08844 G | 2048-10-01      | 5.0000%  | 0.0000% | $1972.00           | $189.19            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8165 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $841.25            | Agency Mortgage-Backed Securities |
| 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $2527.00           | $98.54             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2785 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $675.75            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1537 | 2052-10-01      | 5.0000%  | 0.0000% | $5000.00           | $3200.05           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $671.23            | Agency Mortgage-Backed Securities |

### Security 261: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P8B6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP18P8B6
- **C.18 - Value (incl. sponsor support):** $3316000000.00
- **C.18.a - Value (excl. sponsor support):** $3316000000.00
- **C.19 - Percentage of Net Assets:** 4.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 | 2029-08-31      | 3.6250%  | 0.0000% | $1274316000.00     | $1268268089.89     | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $1300000000.00     | $1265640209.60     | U.S. Treasuries (including strips) |
| United States Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $184001100.00      | $181549783.07      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $517741400.00      | $666861944.52      | U.S. Treasuries (including strips) |

### Security 262: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PFZ5, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18PFZ5
- **C.18 - Value (incl. sponsor support):** $466000000.00
- **C.18.a - Value (excl. sponsor support):** $466000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                                        | 2042-09-25      | 1.5000%  | 0.0000% | $8802399.00        | $4777115.49        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-11-25      | 6.0000%  | 0.0000% | $22642687.00       | $22931815.63       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2053-07-25      | 5.6220%  | 0.0000% | $30081000.00       | $28961149.88       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-083 AE                                   | 2050-01-20      | 5.5000%  | 0.0000% | $87760000.00       | $37940544.11       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-12-25      | 5.5220%  | 0.0000% | $7600000.00        | $6936675.91        | Agency Collateralized Mortgage Obligation |
| FNRM CL055CB R19F055                               | 2049-10-25      | 3.0000%  | 0.0000% | $22920384.00       | $6427879.25        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-02-15      | 3.0000%  | 0.0000% | $3994000.00        | $1086942.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FB                                   | 2053-05-20      | 5.3283%  | 0.0000% | $367555000.00      | $178819759.51      | Agency Collateralized Mortgage Obligation |
| GNRA 2016-7O FK                                    | 2066-03-20      | 5.4334%  | 0.0000% | $12800000.00       | $3046556.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-077 C                                    | 2066-03-16      | 4.5000%  | 0.0000% | $19452000.00       | $15597566.75       | Agency Collateralized Mortgage Obligation |
| GNRM 2017-090 A                                    | 2051-10-16      | 2.5000%  | 0.0000% | $23000000.00       | $4214947.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-19O FA                                   | 2064-09-20      | 5.0834%  | 0.0000% | $5375016.00        | $1033166.94        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-081 EB                                   | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $50519147.20       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-050 BY                                   | 2055-03-20      | 5.0000%  | 0.0000% | $8159424.00        | $7558146.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-04O FA                                   | 2074-02-20      | 5.0283%  | 0.0000% | $200000.00         | $189920.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-01 HD                                    | 2052-03-16      | 3.2500%  | 0.0000% | $99999989.00       | $2117897.62        | Agency Collateralized Mortgage Obligation |
| FNRM CL143BG R10F143                               | 2040-12-25      | 4.0000%  | 0.0000% | $3044250.00        | $887470.70         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-72 AD                                    | 2045-01-16      | 2.2000%  | 0.0000% | $52705280.00       | $4363795.66        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB77         A-7H   20400625 FLT | 2040-06-25      | 1.1200%  | 0.0000% | $1525000.00        | $1183178.73        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-51 LG                                    | 2048-11-20      | 4.0000%  | 0.0000% | $1000000.00        | $851987.22         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-155 FA                                   | 2052-09-20      | 5.0000%  | 0.0000% | $70115500.00       | $53329625.25       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-044 HM                                   | 2052-04-20      | 4.0000%  | 0.0000% | $8000000.00        | $7584721.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 FQ                                   | 2055-03-20      | 5.4783%  | 0.0000% | $40000000.00       | $39619989.21       | Agency Collateralized Mortgage Obligation |

### Security 263: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PG19, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18PG19
- **C.18 - Value (incl. sponsor support):** $484000000.00
- **C.18.a - Value (excl. sponsor support):** $484000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| MLTI FMLY CONN AVE SEC 2019-01 B-10   20491025 FLT | 2049-10-25      | 9.9365%  | 0.0000% | $7639999.00        | $7628057.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-010 FB                                   | 2052-01-20      | 3.0000%  | 0.0000% | $76983000.00       | $48850722.94       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-078 GB                                   | 2050-06-20      | 3.5000%  | 0.0000% | $69100000.00       | $21727119.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2010-H03 FA                                   | 2060-03-20      | 4.9863%  | 0.0000% | $4720000.00        | $194448.56         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-050 EY                                   | 2055-03-20      | 5.0000%  | 0.0000% | $6891976.00        | $6269629.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-H01 FA                                   | 2059-11-20      | 5.5889%  | 0.0000% | $1559800.00        | $35604.60          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-09O FA                                   | 2073-04-20      | 5.1283%  | 0.0000% | $100000.00         | $89442.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-116 FD                                   | 2053-08-20      | 5.4283%  | 0.0000% | $100000000.00      | $56347772.75       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-12-25      | 5.8220%  | 0.0000% | $6018352.00        | $4869783.50        | Agency Collateralized Mortgage Obligation |
| FNRM CL003TB R21F003                               | 2051-02-25      | 1.2500%  | 0.0000% | $200000000.00      | $119826500.04      | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB69         A-10H  20390925 FLT | 2039-09-25      | 2.5500%  | 0.0000% | $9000000.00        | $6016326.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-4O FA                                    | 2066-06-20      | 5.2334%  | 0.0000% | $2000000.00        | $347239.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-5O FC                                    | 2067-02-20      | 5.1834%  | 0.0000% | $1100000.00        | $365821.98         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-04-25      | 5.2720%  | 0.0000% | $99792512.00       | $93774140.70       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.5 | 2058-08-26      | 3.5000%  | 0.0000% | $9580000.00        | $3244698.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-2O FA                                    | 2061-02-20      | 4.9234%  | 0.0000% | $699994.00         | $17381.31          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-5O FB                                    | 2065-02-20      | 5.0734%  | 0.0000% | $4300000.00        | $1054472.99        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G04       A-2    20301125 1.4 | 2030-11-25      | 1.4870%  | 0.0000% | $74145000.00       | $63816146.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-6O FL                                    | 2067-02-20      | 5.6275%  | 0.0000% | $7400000.00        | $2051206.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-2O BF                                    | 2067-01-20      | 5.2494%  | 0.0000% | $10000000.00       | $2843879.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H06 FS                                   | 2062-03-20      | 5.1334%  | 0.0000% | $1600000.00        | $156634.06         | Agency Collateralized Mortgage Obligation |
| FNRM CL065CA R15F065                               | 2044-02-25      | 3.5000%  | 0.0000% | $465246208.00      | $58992972.18       | Agency Collateralized Mortgage Obligation |

### Security 264: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PG35, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP18PG35
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 02.500 CLCB0843 | 2051-06-01      | 2.5000%  | 0.0000% | $71236007.00       | $46350000.08       | Agency Mortgage-Backed Securities |

### Security 265: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PG68, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18PG68
- **C.18 - Value (incl. sponsor support):** $581000000.00
- **C.18.a - Value (excl. sponsor support):** $581000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2025-09-30      | 3.0000%  | 0.0000% | $373700.00         | $373831.55         | U.S. Treasuries (including strips) |
| United States Treasury | 2038-02-15      | 4.3750%  | 0.0000% | $11872100.00       | $11776732.14       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-15      | 4.6250%  | 0.0000% | $22069600.00       | $22424162.03       | U.S. Treasuries (including strips) |
| United States Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $111790000.00      | $110218424.10      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $92726400.00       | $92846274.09       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $12804800.00       | $12490233.89       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $9146800.00        | $8394712.87        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $116665200.00      | $107926373.36      | U.S. Treasuries (including strips) |
| United States Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $92850800.00       | $94073447.25       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $25000500.00       | $25841121.44       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $94393000.00       | $89058669.49       | U.S. Treasuries (including strips) |
| United States Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $2240600.00        | $2227730.53        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-15      | 6.7500%  | 0.0000% | $14229400.00       | $14968364.97       | U.S. Treasuries (including strips) |

### Security 266: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PG92, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP18PG92
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 AW5811 X       | 2047-03-15      | 4.5000%  | 0.0000% | $1221392.00        | $78200.45          | Agency Mortgage-Backed Securities  |
| GNII SF MA3662 M       | 2046-05-20      | 3.0000%  | 0.0000% | $5898240.00        | $669680.87         | Agency Mortgage-Backed Securities  |
| GNII SF DI9687 C       | 2055-05-20      | 6.5000%  | 0.0000% | $11453424.00       | $11971486.55       | Agency Mortgage-Backed Securities  |
| GNII SP 783484 M       | 2041-09-20      | 4.5000%  | 0.0000% | $40068900.00       | $1688349.89        | Agency Mortgage-Backed Securities  |
| United States Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $92.82             | U.S. Treasuries (including strips) |
| GNII SF DI9769 C       | 2055-04-20      | 5.5000%  | 0.0000% | $226201.00         | $228001.53         | Agency Mortgage-Backed Securities  |
| GNII SF DI6657 C       | 2055-03-20      | 5.5000%  | 0.0000% | $3103896.00        | $3097362.64        | Agency Mortgage-Backed Securities  |
| GNII RG CJ9437 C       | 2049-08-20      | 5.5000%  | 0.0000% | $6217888.00        | $3716391.89        | Agency Mortgage-Backed Securities  |
| GNII SF DG2058 C       | 2054-12-20      | 5.0000%  | 0.0000% | $3048804.00        | $2923447.56        | Agency Mortgage-Backed Securities  |
| GNII SF DI6972 C       | 2055-04-20      | 5.5000%  | 0.0000% | $4042080.00        | $4040518.46        | Agency Mortgage-Backed Securities  |
| GNPL PN DC7237         | 2060-04-15      | 5.6000%  | 0.0000% | $5645488.00        | $5784221.33        | Agency Mortgage-Backed Securities  |
| GNII SF MB0148 M       | 2055-01-20      | 6.0000%  | 0.0000% | $37037440.00       | $37125890.60       | Agency Mortgage-Backed Securities  |
| GNII SF DI6967 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1002.85           | Agency Mortgage-Backed Securities  |
| GNII SF MB0367 M       | 2055-05-20      | 6.0000%  | 0.0000% | $8498480.00        | $8624965.71        | Agency Mortgage-Backed Securities  |
| GNII SF DF9809 C       | 2054-11-20      | 6.5000%  | 0.0000% | $1732372.00        | $1782868.67        | Agency Mortgage-Backed Securities  |
| GNII SF DI9583 C       | 2055-05-20      | 5.5000%  | 0.0000% | $10794816.00       | $10881050.99       | Agency Mortgage-Backed Securities  |
| GNII SF DD6741 C       | 2054-07-20      | 6.5000%  | 0.0000% | $30462880.00       | $25477304.20       | Agency Mortgage-Backed Securities  |
| GNII SF DH6441 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1038.27           | Agency Mortgage-Backed Securities  |
| GNII SF MB0363 M       | 2055-05-20      | 4.0000%  | 0.0000% | $3160468.00        | $2900678.23        | Agency Mortgage-Backed Securities  |
| GNII SF MA9538 M       | 2054-02-20      | 4.0000%  | 0.0000% | $81973888.00       | $72657550.29       | Agency Mortgage-Backed Securities  |
| GNII SF MA5465 M       | 2048-09-20      | 3.5000%  | 0.0000% | $7500416.00        | $821458.25         | Agency Mortgage-Backed Securities  |
| GNII SF MA8099 M       | 2052-06-20      | 3.5000%  | 0.0000% | $60837120.00       | $43313897.83       | Agency Mortgage-Backed Securities  |
| GNPL PN CY6540         | 2059-11-15      | 5.1800%  | 0.0000% | $7607990.00        | $7530411.01        | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M       | 2051-06-20      | 3.0000%  | 0.0000% | $19448640.00       | $9956375.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA5397 M       | 2048-05-20      | 3.5000%  | 0.0000% | $17211616.00       | $1992179.46        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBV7970   | 2037-08-01      | 3.0000%  | 0.0000% | $488819.00         | $328776.87         | Agency Mortgage-Backed Securities  |
| GNMI SF BC8968 X       | 2047-10-15      | 4.5000%  | 0.0000% | $1026.00           | $140.15            | Agency Mortgage-Backed Securities  |

### Security 267: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGA9, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP18PGA9
- **C.18 - Value (incl. sponsor support):** $797000000.00
- **C.18.a - Value (excl. sponsor support):** $797000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2029-03-31      | 4.1250%  | 0.0000% | $1400.00           | $1419.26           | U.S. Treasuries (including strips) |
| United States Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $124998000.00      | $129819848.97      | U.S. Treasuries (including strips) |
| United States Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $101.61            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $236220600.00      | $239826547.85      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $1000.00           | $995.77            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $62396500.00       | $64010447.49       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $300.00            | $302.22            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $21485200.00       | $22032097.34       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $1000.00           | $1012.75           | U.S. Treasuries (including strips) |
| United States Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $629800.00         | $624336.70         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-31      | 4.4833%  | 0.0000% | $150000000.00      | $150685829.70      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $60000000.00       | $58715013.12       | U.S. Treasuries (including strips) |
| United States Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $67.86             | U.S. Treasuries (including strips) |
| United States Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $1000.00           | $940.73            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $96.77             | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $4131100.00        | $5463303.87        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-30      | 0.2500%  | 0.0000% | $14198600.00       | $14014541.22       | U.S. Treasuries (including strips) |
| United States Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $1200.00           | $1122.29           | U.S. Treasuries (including strips) |
| United States Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $84.70             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-18      | 0.0000%  | 0.0000% | $1100.00           | $1086.14           | U.S. Treasuries (including strips) |
| United States Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $55629000.00       | $46977881.77       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $75957700.00       | $70950078.41       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $1600.00           | $1587.49           | U.S. Treasuries (including strips) |
| United States Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $9999900.00        | $9810424.50        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $1000.00           | $928.92            | U.S. Treasuries (including strips) |

### Security 268: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGB7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP18PGB7
- **C.18 - Value (incl. sponsor support):** $1066000000.00
- **C.18.a - Value (excl. sponsor support):** $1066000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2025-06-30      | 4.6250%  | 0.0000% | $63043800.00       | $64257353.12       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $110757400.00      | $111059067.05      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $19097000.00       | $19489859.05       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $21000.00          | $21639.46          | U.S. Treasuries (including strips) |
| United States Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $48400.00          | $50039.23          | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-31      | 4.5463%  | 0.0000% | $400.00            | $401.90            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $47400.00          | $48651.91          | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $200.00            | $202.82            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $700.00            | $700.17            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-31      | 4.4833%  | 0.0000% | $176591600.00      | $177399894.72      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-31      | 5.0000%  | 0.0000% | $50000000.00       | $50322604.35       | U.S. Treasuries (including strips) |
| United States Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $114000.00         | $114308.06         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 4.4919%  | 0.0000% | $100.00            | $100.35            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $252300.00         | $257520.07         | U.S. Treasuries (including strips) |
| United States Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $42400.00          | $42292.26          | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $1599800.00        | $1618604.43        | U.S. Treasuries (including strips) |
| United States Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $24800.00          | $25426.99          | U.S. Treasuries (including strips) |
| United States Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $1000.00           | $1029.54           | U.S. Treasuries (including strips) |
| United States Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $29032400.00       | $29311518.92       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $800.00            | $801.03            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $7300.00           | $7389.87           | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-15      | 4.6250%  | 0.0000% | $7787800.00        | $7912915.91        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $146500.00         | $145776.31         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $15100.00          | $15305.93          | U.S. Treasuries (including strips) |
| United States Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $19600.00          | $20327.68          | U.S. Treasuries (including strips) |
| United States Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $123752000.00      | $125353361.15      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 4.5063%  | 0.0000% | $37900.00          | $38068.21          | U.S. Treasuries (including strips) |
| United States Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| United States Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $86400.00          | $85656.17          | U.S. Treasuries (including strips) |
| United States Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $96.54             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-24      | 0.0000%  | 0.0000% | $400.00            | $398.83            | U.S. Treasuries (including strips) |
| United States Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $31192700.00       | $16007013.25       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-02-15      | 6.0000%  | 0.0000% | $100.00            | $102.94            | U.S. Treasuries (including strips) |
| United States Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $46.67             | U.S. Treasuries (including strips) |
| United States Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $75.36             | U.S. Treasuries (including strips) |
| United States Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.02             | U.S. Treasuries (including strips) |
| United States Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $84.71             | U.S. Treasuries (including strips) |
| United States Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $200.00            | $146.42            | U.S. Treasuries (including strips) |
| United States Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $73.71             | U.S. Treasuries (including strips) |
| United States Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $16188700.00       | $10914778.05       | U.S. Treasuries (including strips) |
| United States Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $88.73             | U.S. Treasuries (including strips) |
| United States Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $57.74             | U.S. Treasuries (including strips) |
| United States Treasury | 2040-05-15      | 4.3750%  | 0.0000% | $3200.00           | $3068.82           | U.S. Treasuries (including strips) |
| United States Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $62.29             | U.S. Treasuries (including strips) |
| United States Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $335602500.00      | $235937468.42      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-29      | 0.0000%  | 0.0000% | $5000000.00        | $4964800.00        | U.S. Treasuries (including strips) |
| United States Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $61.73             | U.S. Treasuries (including strips) |
| United States Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.83             | U.S. Treasuries (including strips) |
| United States Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $21408400.00       | $11604279.06       | U.S. Treasuries (including strips) |
| United States Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.20             | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $150000000.00      | $146986477.20      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-31      | 3.0000%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $19887200.00       | $19361569.21       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-30      | 2.8750%  | 0.0000% | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| United States Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.13             | U.S. Treasuries (including strips) |
| United States Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $900.00            | $557.16            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $91.78             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-30      | 3.0000%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| United States Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $1500.00           | $1447.98           | U.S. Treasuries (including strips) |
| United States Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| United States Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $88.71             | U.S. Treasuries (including strips) |
| United States Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $177.03            | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $2200.00           | $2112.36           | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-15      | 4.2500%  | 0.0000% | $800.00            | $803.92            | U.S. Treasuries (including strips) |
| United States Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $95.17             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $19835600.00       | $19284445.54       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $28839900.00       | $29062883.53       | U.S. Treasuries (including strips) |
| United States Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $6132000.00        | $5977891.44        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |

### Security 269: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGG6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP18PGG6
- **C.18 - Value (incl. sponsor support):** $338000000.00
- **C.18.a - Value (excl. sponsor support):** $338000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2025-10-31      | 5.0000%  | 0.0000% | $21973000.00       | $22114771.71       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-30      | 0.2500%  | 0.0000% | $971000.00         | $958069.03         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-02-15      | 1.6250%  | 0.0000% | $131700.00         | $129892.09         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-26      | 0.0000%  | 0.0000% | $187100.00         | $185167.26         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-08      | 0.0000%  | 0.0000% | $2313500.00        | $2302922.68        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $2513600.00        | $2471044.75        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-31      | 0.2500%  | 0.0000% | $4306100.00        | $4278962.20        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-03-31      | 2.2500%  | 0.0000% | $49985000.00       | $49358614.22       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-06-15      | 4.1250%  | 0.0000% | $4643900.00        | $4728724.61        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-31      | 4.7500%  | 0.0000% | $1445000.00        | $1468415.71        | U.S. Treasuries (including strips) |
| United States Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $4861500.00        | $5085634.81        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $1900.00           | $1946.08           | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $221852800.00      | $225224980.97      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-15      | 2.8750%  | 0.0000% | $3808800.00        | $3855218.85        | U.S. Treasuries (including strips) |
| United States Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $22138800.00       | $22439679.75       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-15      | 3.1250%  | 0.0000% | $279000.00         | $280713.31         | U.S. Treasuries (including strips) |

### Security 270: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGJ0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18PGJ0
- **C.18 - Value (incl. sponsor support):** $108000000.00
- **C.18.a - Value (excl. sponsor support):** $108000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $102.65            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $472400.00         | $484940.95         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| United States Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $15200.00          | $15393.83          | U.S. Treasuries (including strips) |
| United States Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $1000.00           | $1000.48           | U.S. Treasuries (including strips) |
| United States Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $10000.00          | $10607.98          | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $2468300.00        | $2496641.77        | U.S. Treasuries (including strips) |
| United States Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $1400.00           | $1437.77           | U.S. Treasuries (including strips) |
| United States Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| United States Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $1200.00           | $1130.27           | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $2694700.00        | $2752017.61        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $431500.00         | $432251.04         | U.S. Treasuries (including strips) |
| United States Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $38287000.00       | $32815406.51       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $1964900.00        | $1905081.66        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $205900.00         | $198535.52         | U.S. Treasuries (including strips) |
| United States Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $34198200.00       | $35390599.54       | U.S. Treasuries (including strips) |
| United States Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| United States Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $800.00            | $697.58            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $56600.00          | $47797.88          | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $100.00            | $134.23            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $448800.00         | $586280.12         | U.S. Treasuries (including strips) |
| United States Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $22118600.00       | $27808612.34       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $93.71             | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $3939300.00        | $5209651.89        | U.S. Treasuries (including strips) |
| United States Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $1100.00           | $1128.92           | U.S. Treasuries (including strips) |

### Security 271: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGL5, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP18PGL5
- **C.18 - Value (incl. sponsor support):** $89000000.00
- **C.18.a - Value (excl. sponsor support):** $89000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2025-08-07      | 0.0000%  | 0.0000% | $30278900.00       | $30033943.70       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-09      | 0.0000%  | 0.0000% | $24597700.00       | $24303511.51       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-16      | 0.0000%  | 0.0000% | $31106100.00       | $30708564.04       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-06      | 0.0000%  | 0.0000% | $5875900.00        | $5766960.81        | U.S. Treasuries (including strips) |

### Security 272: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGN1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP18PGN1
- **C.18 - Value (incl. sponsor support):** $179000000.00
- **C.18.a - Value (excl. sponsor support):** $179000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $3633300.00        | $3943811.65        | U.S. Treasuries (including strips)        |
| GNRA 2024-134 FD       | 2054-08-20      | 5.4283%  | 0.0000% | $510559.00         | $477846.19         | Agency Collateralized Mortgage Obligation |
| GNII SF MA6710 M       | 2050-06-20      | 3.0000%  | 0.0000% | $1015.00           | $260.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CIDA9706   | 2039-02-01      | 6.5000%  | 0.0000% | $1641389.00        | $1040495.21        | Agency Mortgage-Backed Securities         |
| GNII SF MA6820 M       | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $297.86            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3026   | 2052-03-01      | 3.5000%  | 0.0000% | $30723.00          | $20820.47          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1603   | 2052-05-01      | 3.5000%  | 0.0000% | $777029.00         | $553491.75         | Agency Mortgage-Backed Securities         |
| GNRA 2019-65 FA        | 2049-05-20      | 4.5000%  | 0.0000% | $19240050.00       | $3960323.02        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-05-25      | 5.8220%  | 0.0000% | $237456.00         | $235732.14         | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-10-25      | 5.4220%  | 0.0000% | $51067.00          | $48238.90          | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2042-06-25      | 8.9706%  | 0.0000% | $42742.00          | $45525.09          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $2128005.00        | $1289737.73        | Agency Collateralized Mortgage Obligation |
| FKAR 05.740 WVWV0039   | 2029-10-01      | 5.0500%  | 0.0000% | $21783717.00       | $21780799.20       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8002   | 2054-10-01      | 6.5000%  | 0.0000% | $12994.00          | $13406.23          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKAQ3610   | 2042-11-01      | 3.0000%  | 0.0000% | $7555481.00        | $485945.36         | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WAWA4456   | 2029-12-01      | 4.5000%  | 0.0000% | $7314.00           | $7317.52           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL8484   | 2046-04-01      | 2.9630%  | 0.0000% | $441003.00         | $47043.55          | Agency Mortgage-Backed Securities         |
| FMAR 1Q0473 G          | 2037-05-01      | 6.8590%  | 0.0000% | $5225801.00        | $30014.95          | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M       | 2054-01-20      | 5.5000%  | 0.0000% | $488740.00         | $414805.99         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0110   | 2048-11-01      | 3.5000%  | 0.0000% | $19889855.00       | $17476993.66       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA0859   | 2051-04-01      | 2.0000%  | 0.0000% | $1040.00           | $810.65            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA1188   | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $64.47             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM3932   | 2035-07-01      | 3.0000%  | 0.0000% | $469505.00         | $147578.12         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3723   | 2030-05-01      | 4.4400%  | 0.0000% | $2155292.00        | $2163623.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY9886   | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $754.93            | Agency Mortgage-Backed Securities         |
| FMAR 8C1018 G          | 2055-06-01      | 5.5420%  | 0.0000% | $15156928.00       | $15308851.79       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6131   | 2052-03-01      | 2.5000%  | 0.0000% | $4263240.00        | $3159573.96        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841   | 2052-12-01      | 5.0000%  | 0.0000% | $6660880.00        | $5386598.80        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1301   | 2051-08-01      | 2.5000%  | 0.0000% | $1035689.00        | $633415.15         | Agency Mortgage-Backed Securities         |
| GNII SF MA9909 M       | 2054-09-20      | 7.0000%  | 0.0000% | $210675.00         | $179293.71         | Agency Mortgage-Backed Securities         |
| GNII SF MA5077 M       | 2048-03-20      | 3.5000%  | 0.0000% | $111488.00         | $13445.79          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3982   | 2050-05-01      | 3.5000%  | 0.0000% | $347000.00         | $76287.15          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $775.72            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4215   | 2055-01-01      | 6.0000%  | 0.0000% | $321571.00         | $327058.07         | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M       | 2053-03-20      | 5.5000%  | 0.0000% | $10464768.00       | $7983141.35        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4783 C       | 2055-03-20      | 7.5000%  | 0.0000% | $2383225.00        | $2541453.15        | Agency Mortgage-Backed Securities         |
| GNII SF MA7834 M       | 2038-11-20      | 6.0000%  | 0.0000% | $333114.00         | $184182.65         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4030   | 2055-04-01      | 6.0000%  | 0.0000% | $11230354.00       | $11440642.44       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013   | 2055-06-01      | 5.5000%  | 0.0000% | $6288384.00        | $6247186.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5645   | 2055-03-01      | 5.0000%  | 0.0000% | $788076.00         | $757187.85         | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $632295.00         | $624769.49         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6251   | 2049-07-01      | 4.0000%  | 0.0000% | $300000.00         | $113101.50         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4190   | 2055-05-01      | 6.0000%  | 0.0000% | $842618.00         | $856383.29         | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $1784064.00        | $1748845.54        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX9742   | 2053-04-01      | 4.5000%  | 0.0000% | $2486032.00        | $2278391.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4617   | 2054-01-01      | 6.5000%  | 0.0000% | $4133831.00        | $3726323.30        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5318   | 2048-03-01      | 3.5000%  | 0.0000% | $1146858.00        | $210108.61         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625   | 2034-09-01      | 2.8900%  | 0.0000% | $1000.00           | $866.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562   | 2053-04-01      | 5.5000%  | 0.0000% | $1009.00           | $828.32            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG8294   | 2053-08-01      | 6.5000%  | 0.0000% | $1387661.00        | $1108208.95        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6339   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5915   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.88           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6052   | 2054-05-01      | 5.5000%  | 0.0000% | $168077.00         | $157492.88         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8977   | 2033-05-01      | 3.5800%  | 0.0000% | $1000.00           | $904.49            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY4721   | 2053-06-01      | 7.0000%  | 0.0000% | $7303.00           | $7849.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5912   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.56           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9718   | 2054-07-01      | 6.5000%  | 0.0000% | $333103.00         | $341115.75         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP2187   | 2050-03-01      | 3.0000%  | 0.0000% | $1591991.00        | $536270.15         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC5977   | 2054-11-01      | 5.0000%  | 0.0000% | $8237845.00        | $7937275.49        | Agency Mortgage-Backed Securities         |
| GNRA 2021-214 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $627.63            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-081 YF       | 2052-05-20      | 4.5000%  | 0.0000% | $1001.00           | $733.67            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-048 EF       | 2053-03-20      | 5.3283%  | 0.0000% | $17842816.00       | $8751945.11        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-03-25      | 5.4720%  | 0.0000% | $8059.00           | $7830.12           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC       | 2052-10-20      | 5.6283%  | 0.0000% | $5703368.00        | $4450850.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-120 FB       | 2053-08-20      | 5.4383%  | 0.0000% | $1000.00           | $563.64            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FA       | 2054-08-20      | 5.4383%  | 0.0000% | $45835.00          | $40361.88          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 DF       | 2053-01-20      | 5.2783%  | 0.0000% | $10692074.00       | $8597337.55        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-03-25      | 5.6720%  | 0.0000% | $1000.00           | $936.07            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB       | 2054-10-20      | 5.3283%  | 0.0000% | $9917151.00        | $9492733.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD       | 2054-08-20      | 5.4283%  | 0.0000% | $9998160.00        | $8954727.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FB       | 2054-04-20      | 5.3583%  | 0.0000% | $5731621.00        | $4595062.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 FA       | 2054-06-20      | 5.5283%  | 0.0000% | $3026127.00        | $1878800.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-025 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $16140309.00       | $10392035.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA       | 2053-05-20      | 5.3283%  | 0.0000% | $1000.00           | $799.30            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-021 FB       | 2053-02-20      | 5.2083%  | 0.0000% | $498158.00         | $367421.80         | Agency Collateralized Mortgage Obligation |

### Security 273: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGO9, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18PGO9
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLDD7754   | 2055-05-01      | 5.5000%  | 0.0000% | $7056.00           | $6801.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $10225668.00       | $9398303.56        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU8859   | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $788.18            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD8536   | 2055-05-01      | 7.0000%  | 0.0000% | $365634.00         | $373193.50         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7368   | 2051-01-01      | 2.0000%  | 0.0000% | $2298.00           | $1308.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9587   | 2047-05-01      | 4.0000%  | 0.0000% | $3226222.00        | $518434.42         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5127   | 2054-02-01      | 7.0000%  | 0.0000% | $87922.00          | $68522.83          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288   | 2053-01-01      | 5.0000%  | 0.0000% | $575112.00         | $474242.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9063   | 2054-07-01      | 6.5000%  | 0.0000% | $1809.00           | $1525.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4932   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.59           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7628   | 2053-12-01      | 6.5000%  | 0.0000% | $91120569.00       | $80848230.08       | Agency Mortgage-Backed Securities  |
| United States Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $3200.00           | $4295.35           | U.S. Treasuries (including strips) |
| FNMS 02.000 CLCB2282   | 2051-12-01      | 2.0000%  | 0.0000% | $1023.00           | $631.15            | Agency Mortgage-Backed Securities  |
| United States Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $600.00            | $592.74            | U.S. Treasuries (including strips) |
| FEPC 04.500 CLSD1569   | 2052-09-01      | 4.5000%  | 0.0000% | $1302104.00        | $1002062.21        | Agency Mortgage-Backed Securities  |

### Security 274: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGS0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP18PGS0
- **C.18 - Value (incl. sponsor support):** $44000000.00
- **C.18.a - Value (excl. sponsor support):** $44000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2010-H10 FC | 2060-05-20      | 5.4361%  | 0.0000% | $31070000.00       | $1307024.85        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-026 E  | 2055-11-20      | 6.0000%  | 0.0000% | $67872.00          | $41145.23          | Agency Collateralized Mortgage Obligation |
| GNRM 2021-028 AC | 2062-01-16      | 1.1500%  | 0.0000% | $9988620.00        | $5344495.79        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-053 AG | 2057-11-16      | 4.7500%  | 0.0000% | $878592.00         | $864047.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-053 AC | 2058-03-16      | 5.0000%  | 0.0000% | $18359241.00       | $18145007.73       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-074 AE | 2055-09-16      | 4.5000%  | 0.0000% | $2006.00           | $1958.98           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-053 AE | 2062-01-16      | 5.0000%  | 0.0000% | $8759000.00        | $8679403.42        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-005 A  | 2061-01-16      | 1.2500%  | 0.0000% | $8000000.00        | $4690660.29        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-062 AT | 2055-04-20      | 4.0000%  | 0.0000% | $1000.00           | $939.36            | Agency Collateralized Mortgage Obligation |
| GNRM 2020-002 AJ | 2061-08-16      | 2.5000%  | 0.0000% | $154000.00         | $70180.99          | Agency Collateralized Mortgage Obligation |
| GNRM 2020-014 AE | 2062-02-16      | 2.6000%  | 0.0000% | $1218546.00        | $553602.47         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-017 AE | 2061-01-16      | 1.2000%  | 0.0000% | $6000000.00        | $3677442.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H12 FB | 2062-02-20      | 5.4834%  | 0.0000% | $3951510.00        | $215199.53         | Agency Collateralized Mortgage Obligation |
| GNRA 2010-H10 FB | 2060-05-20      | 5.4363%  | 0.0000% | $34011054.00       | $2609731.99        | Agency Collateralized Mortgage Obligation |

### Security 275: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGU5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP18PGU5
- **C.18 - Value (incl. sponsor support):** $1238000000.00
- **C.18.a - Value (excl. sponsor support):** $1238000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $255471200.00      | $249999914.33      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $270957200.00      | $249999909.42      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $1669400.00        | $1564311.71        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $22906600.00       | $22357500.78       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $32700.00          | $30662.94          | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $31735500.00       | $30415498.18       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $600.00            | $573.12            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $117812200.00      | $113474052.73      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $68859200.00       | $65033250.02       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $96.33             | U.S. Treasuries (including strips) |
| United States Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $8134800.00        | $7460966.11        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $16218800.00       | $14967645.34       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $9202300.00        | $8927836.35        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $535800.00         | $535371.69         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $80986900.00       | $79779794.71       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $213771500.00      | $212999997.59      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $60038000.00       | $55160808.81       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $160677400.00      | $150084509.26      | U.S. Treasuries (including strips) |

### Security 276: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGV3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP18PGV3
- **C.18 - Value (incl. sponsor support):** $335000000.00
- **C.18.a - Value (excl. sponsor support):** $335000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $137304900.00      | $137096831.31      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $200553200.00      | $204726811.77      | U.S. Treasuries (including strips) |

### Security 277: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGX9, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP18PGX9
- **C.18 - Value (incl. sponsor support):** $77000000.00
- **C.18.a - Value (excl. sponsor support):** $77000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $24100.00          | $23241.32          | U.S. Treasuries (including strips) |
| United States Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $527300.00         | $428223.88         | U.S. Treasuries (including strips) |
| United States Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $24300.00          | $24679.24          | U.S. Treasuries (including strips) |
| United States Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $3400000.00        | $2486330.87        | U.S. Treasuries (including strips) |
| United States Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $862000.00         | $868489.12         | U.S. Treasuries (including strips) |
| United States Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $49593200.00       | $50897169.78       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $2808000.00        | $2848575.83        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $600500.00         | $601098.49         | U.S. Treasuries (including strips) |
| United States Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $2999000.00        | $2948051.78        | U.S. Treasuries (including strips) |
| United States Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $1500000.00        | $1486988.01        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $4000.00           | $4083.37           | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $13000000.00       | $12459279.87       | U.S. Treasuries (including strips) |
| United States Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $251900.00         | $251054.47         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $3300000.00        | $3212778.88        | U.S. Treasuries (including strips) |

### Security 278: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGY7, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP18PGY7
- **C.18 - Value (incl. sponsor support):** $116000000.00
- **C.18.a - Value (excl. sponsor support):** $116000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $124563400.00      | $118362794.39      | U.S. Treasuries (including strips) |

### Security 279: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PH18, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP18PH18
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 MA7312 M       | 2051-04-20      | 2.5000%  | 0.0000% | $2666081.00        | $1372943.95        | Agency Mortgage-Backed Securities         |
| GNII SF MA8431 M       | 2052-11-20      | 6.5000%  | 0.0000% | $155000.00         | $74677.62          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1050   | 2050-07-01      | 2.0000%  | 0.0000% | $7849408.00        | $3837811.74        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5024   | 2052-11-01      | 5.0000%  | 0.0000% | $4561390.00        | $3599529.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $18529266.00       | $18242341.41       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1822   | 2052-11-01      | 5.0000%  | 0.0000% | $12984925.00       | $9922858.56        | Agency Mortgage-Backed Securities         |
| GNII SF MA9854 M       | 2054-08-20      | 7.0000%  | 0.0000% | $359964.00         | $251624.73         | Agency Mortgage-Backed Securities         |
| GNII SF MB0257 M       | 2055-03-20      | 4.5000%  | 0.0000% | $42144329.00       | $39711539.87       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3691   | 2053-01-01      | 6.0000%  | 0.0000% | $12595418.00       | $10205982.22       | Agency Mortgage-Backed Securities         |
| United States Treasury | 2025-07-10      | 0.0000%  | 0.0000% | $433400.00         | $431465.30         | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-10-16      | 0.0000%  | 0.0000% | $4948500.00        | $4870407.72        | U.S. Treasuries (including strips)        |
| GNII SF MA8098 M       | 2052-06-20      | 3.0000%  | 0.0000% | $105908.00         | $73494.04          | Agency Mortgage-Backed Securities         |
| United States Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $6121200.00        | $6415819.74        | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $3081500.00        | $2328057.46        | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $6777000.00        | $5059165.52        | U.S. Treasuries (including strips)        |
| United States Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $4000000.00        | $3849508.76        | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $6000000.00        | $5769495.72        | U.S. Treasuries (including strips)        |
| GNRM 2025-063 PA       | 2055-03-20      | 5.0000%  | 0.0000% | $52705.00          | $51355.60          | Agency Collateralized Mortgage Obligation |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $289520.00         | $267283.26         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-044 GV       | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $10627071.10       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8533   | 2055-05-01      | 5.5000%  | 0.0000% | $27842117.00       | $27545062.53       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8493   | 2054-12-01      | 5.5000%  | 0.0000% | $150136.00         | $142746.51         | Agency Mortgage-Backed Securities         |
| GNII SF MB0305 M       | 2055-03-20      | 4.0000%  | 0.0000% | $841292.00         | $770877.77         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $13221909.00       | $12269007.57       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1209   | 2050-07-01      | 2.0000%  | 0.0000% | $5396644.00        | $2665757.08        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9829   | 2055-01-01      | 6.5000%  | 0.0000% | $33534000.00       | $34448856.57       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $2326004.00        | $2139203.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9957   | 2055-02-01      | 5.0000%  | 0.0000% | $287728.00         | $276825.97         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB1970   | 2054-11-01      | 5.5000%  | 0.0000% | $841341.00         | $829748.51         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1364   | 2055-04-01      | 4.5000%  | 0.0000% | $16212545.00       | $15267971.92       | Agency Mortgage-Backed Securities         |
| GNII SF MB0306 M       | 2055-04-20      | 4.5000%  | 0.0000% | $8885874.00        | $8385143.05        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP4093   | 2050-06-01      | 2.5000%  | 0.0000% | $12993366.00       | $6559741.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9645   | 2054-12-01      | 5.0000%  | 0.0000% | $5995754.00        | $5730294.39        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7243   | 2050-07-01      | 2.0000%  | 0.0000% | $5917095.00        | $3452783.77        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $18789657.00       | $16061812.44       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP9656   | 2050-07-01      | 2.0000%  | 0.0000% | $5296740.00        | $2350486.58        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8475   | 2054-11-01      | 5.5000%  | 0.0000% | $860970.00         | $807146.82         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796   | 2048-09-01      | 4.5000%  | 0.0000% | $57715847.00       | $18886962.86       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8712   | 2054-06-01      | 6.0000%  | 0.0000% | $39068604.00       | $35443111.99       | Agency Mortgage-Backed Securities         |
| United States Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $2699500.00        | $2702190.47        | U.S. Treasuries (including strips)        |
| United States Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $2000.00           | $1933.77           | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $3806700.00        | $3832868.73        | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $4456900.00        | $4509653.18        | U.S. Treasuries (including strips)        |
| Fannie Mae             | 2054-02-25      | 5.2220%  | 0.0000% | $462359.00         | $438135.73         | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-05-25      | 5.3220%  | 0.0000% | $605143.00         | $600306.32         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-01-25      | 5.1720%  | 0.0000% | $50000000.00       | $48019256.28       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-04-25      | 6.0000%  | 0.0000% | $85325.00          | $64134.65          | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2049-12-25      | 5.5000%  | 0.0000% | $4128.00           | $3805.77           | Agency Collateralized Mortgage Obligation |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $11124564.00       | $8624033.49        | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PH26, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP18PH26
- **C.18 - Value (incl. sponsor support):** $89000000.00
- **C.18.a - Value (excl. sponsor support):** $89000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2054-11-25      | 5.8220%  | 0.0000% | $102358490.00      | $93483876.49       | Agency Collateralized Mortgage Obligation |

### Security 281: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PH59, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP18PH59
- **C.18 - Value (incl. sponsor support):** $927000000.00
- **C.18.a - Value (excl. sponsor support):** $927000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CTCB9756 | 2045-01-01      | 6.0000%  | 0.0000% | $4024960.00        | $4102553.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB8985 | 2054-07-01      | 6.0000%  | 0.0000% | $1936108.00        | $1956909.28        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTCB9758 | 2045-01-01      | 6.5000%  | 0.0000% | $4404672.00        | $4437792.54        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $9851024.00        | $8771093.82        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  | 0.0000% | $574000.00         | $479052.84         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6750 | 2053-07-01      | 5.5000%  | 0.0000% | $1170000.00        | $1020570.04        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9318 | 2054-10-01      | 5.5000%  | 0.0000% | $443000.00         | $428375.40         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICA6211 | 2035-06-01      | 3.5000%  | 0.0000% | $1197000.00        | $474756.00         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB6553 | 2053-06-01      | 7.0000%  | 0.0000% | $2460016.00        | $2008011.09        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0911 | 2053-09-01      | 5.0000%  | 0.0000% | $118310606.00      | $113826055.22      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | 0.0000% | $278513.00         | $210829.78         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7750 | 2054-01-01      | 6.5000%  | 0.0000% | $3449772.00        | $3102695.49        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA5763 | 2050-05-01      | 4.5000%  | 0.0000% | $12573744.00       | $4037338.56        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4025 | 2052-07-01      | 4.5000%  | 0.0000% | $2749000.00        | $2146279.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9169 | 2054-09-01      | 6.5000%  | 0.0000% | $19855328.00       | $19752830.60       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8097 | 2055-04-01      | 6.0000%  | 0.0000% | $958430.00         | $974235.01         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBD8542 | 2032-01-01      | 2.5000%  | 0.0000% | $1500000.00        | $308769.71         | Agency Mortgage-Backed Securities         |
| GNRA 2014-129 AF     | 2041-10-20      | 4.7387%  | 0.0000% | $20000000.00       | $1575425.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-198 FC     | 2054-12-20      | 5.7583%  | 0.0000% | $100000000.00      | $87695983.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-073 AC     | 2064-11-16      | 3.5000%  | 0.0000% | $126365312.00      | $109292433.68      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FH     | 2054-09-20      | 5.3483%  | 0.0000% | $100000000.00      | $91389755.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-143 FA     | 2054-09-20      | 5.4783%  | 0.0000% | $100000000.00      | $91597672.25       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDD0548 | 2055-03-01      | 6.0000%  | 0.0000% | $826897.00         | $786686.66         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL7688 | 2030-11-01      | 3.5000%  | 0.0000% | $650000.00         | $54774.21          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL9621 | 2037-01-01      | 4.0000%  | 0.0000% | $20989000.00       | $3790826.75        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6157 | 2054-08-01      | 6.0000%  | 0.0000% | $4338184.00        | $4391951.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD8626 | 2055-05-01      | 5.0000%  | 0.0000% | $5788024.00        | $5620546.24        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY1464 | 2053-12-01      | 6.0000%  | 0.0000% | $16785504.00       | $12709075.87       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD8636 | 2055-05-01      | 5.0000%  | 0.0000% | $6682368.00        | $6492433.57        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0173 | 2055-04-01      | 6.0000%  | 0.0000% | $1096488.00        | $1119136.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3284 | 2053-06-01      | 5.5000%  | 0.0000% | $662109.00         | $641618.17         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB7582 | 2054-08-01      | 6.5000%  | 0.0000% | $2077560.00        | $1986056.88        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC4825 | 2055-03-01      | 6.0000%  | 0.0000% | $9979968.00        | $10086797.94       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6135 | 2054-07-01      | 5.5000%  | 0.0000% | $6533632.00        | $6285806.20        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB5294 | 2054-06-01      | 6.0000%  | 0.0000% | $401190.00         | $370628.92         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0142 | 2055-05-01      | 6.0000%  | 0.0000% | $1446058.00        | $1475834.26        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY0903 | 2053-04-01      | 5.5000%  | 0.0000% | $11153280.00       | $8354718.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0564 | 2055-03-01      | 6.0000%  | 0.0000% | $14807060.00       | $15237229.32       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3016 | 2055-03-01      | 6.0000%  | 0.0000% | $304623.00         | $310307.31         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB7778 | 2054-08-01      | 5.0000%  | 0.0000% | $1056080.00        | $1025960.17        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL641327 | 2032-04-01      | 6.0000%  | 0.0000% | $4000000.00        | $12936.78          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB4243 | 2054-07-01      | 6.0000%  | 0.0000% | $1537380.00        | $1559089.26        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0883 | 2055-03-01      | 6.5000%  | 0.0000% | $10981984.00       | $10847381.31       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM4131 | 2033-05-01      | 3.5000%  | 0.0000% | $33750000.00       | $8763249.06        | Agency Mortgage-Backed Securities         |
| GNRA 2024-205 PT     | 2065-03-16      | 3.0000%  | 0.0000% | $102208256.00      | $85982594.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-034 B      | 2064-11-16      | 2.7500%  | 0.0000% | $38465216.00       | $28331873.26       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLBV1490 | 2055-04-01      | 6.0000%  | 0.0000% | $3650804.00        | $3721588.13        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCA1928 | 2048-06-01      | 5.5000%  | 0.0000% | $144706.00         | $7787.09           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254310 | 2032-05-01      | 6.0000%  | 0.0000% | $4978360.00        | $13999.29          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5704 | 2055-03-01      | 6.0000%  | 0.0000% | $40889856.00       | $40880941.01       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6847 | 2054-10-01      | 6.0000%  | 0.0000% | $2106716.00        | $2133701.52        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIBP0676 | 2035-03-01      | 4.5000%  | 0.0000% | $3993356.00        | $1451698.04        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5559 | 2053-01-01      | 6.0000%  | 0.0000% | $1618490.00        | $1599683.55        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY7532 | 2054-05-01      | 5.5000%  | 0.0000% | $1341320.00        | $1132850.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD6748 | 2055-05-01      | 5.0000%  | 0.0000% | $1683626.00        | $1648121.32        | Agency Mortgage-Backed Securities         |
| GNRA 2024-036 C      | 2065-03-16      | 4.5000%  | 0.0000% | $3458728.00        | $2838626.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-026 FQ     | 2040-02-20      | 5.1889%  | 0.0000% | $150000000.00      | $6018514.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 CF     | 2054-05-20      | 5.5283%  | 0.0000% | $20200000.00       | $17372831.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 QF     | 2043-03-20      | 4.7889%  | 0.0000% | $22755280.00       | $1130548.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-124 GK     | 2055-03-16      | 3.5000%  | 0.0000% | $10855000.00       | $9714109.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-156 EH     | 2064-01-16      | 2.7500%  | 0.0000% | $54488768.00       | $44762912.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-197 LF     | 2052-11-20      | 5.0283%  | 0.0000% | $6489000.00        | $5737853.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-34 FL      | 2040-10-20      | 4.8189%  | 0.0000% | $80000000.00       | $1720658.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 MF     | 2055-03-20      | 5.3283%  | 0.0000% | $44101056.00       | $43934371.99       | Agency Collateralized Mortgage Obligation |

### Security 282: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.280000%
- **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: ARP18PH67, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PH67
- **C.18 - Value (incl. sponsor support):** $717000000.00
- **C.18.a - Value (excl. sponsor support):** $717000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNRM RC106PY R13F106                               | 2033-10-25      | 3.0000%  | 0.0000% | $7829090.00        | $4058983.40        | Agency Collateralized Mortgage Obligation |
| FNRM CL040EV R25F040                               | 2036-06-25      | 5.0000%  | 0.0000% | $6459808.00        | $6689007.01        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2042-12-15      | 1.7500%  | 0.0000% | $50000000.00       | $3886479.71        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB79         B      20400925 FLT | 2040-09-25      | 7.5000%  | 0.0000% | $40966336.00       | $32485724.68       | Agency Collateralized Mortgage Obligation |
| FNRM CL017GB R16F017                               | 2045-05-25      | 2.5000%  | 0.0000% | $25000000.00       | $1592137.88        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-12-15      | 2.7500%  | 0.0000% | $85524000.00       | $5699275.47        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2026-12-25      | 2.4642%  | 0.0000% | $71157500.00       | $48749016.95       | Agency Collateralized Mortgage Obligation |
| FNRM CL087QL R17F087                               | 2046-10-25      | 3.0000%  | 0.0000% | $6700000.00        | $5743264.57        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-214 A                                    | 2063-01-16      | 2.2500%  | 0.0000% | $36872600.00       | $23683812.44       | Agency Collateralized Mortgage Obligation |
| FNRM RC040BD R25F040                               | 2052-03-25      | 5.0000%  | 0.0000% | $153714944.00      | $153617762.00      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2044-09-15      | 2.5000%  | 0.0000% | $28287000.00       | $1812264.19        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2045-01-15      | 2.2500%  | 0.0000% | $32366000.00       | $1573158.82        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2042-08-15      | 2.0000%  | 0.0000% | $1010000.00        | $782054.22         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-200 AC                                   | 2063-08-16      | 1.6000%  | 0.0000% | $2600000.00        | $1623917.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-011 BC                                   | 2067-04-16      | 3.5000%  | 0.0000% | $10000000.00       | $8039784.44        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 UW                                   | 2051-06-20      | 5.0000%  | 0.0000% | $28036640.00       | $27940916.68       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2027-08-25      | 1.9124%  | 0.0000% | $189915566.00      | $12692.12          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 BF                                   | 2055-01-20      | 5.5783%  | 0.0000% | $27728200.00       | $27114037.58       | Agency Collateralized Mortgage Obligation |
| GNRM 2014-125 A                                    | 2047-03-16      | 2.7000%  | 0.0000% | $107500000.00      | $3900748.75        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2046-08-15      | 3.0000%  | 0.0000% | $8407000.00        | $5612312.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 YF                                   | 2055-04-20      | 6.0000%  | 0.0000% | $100000000.00      | $100203800.00      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FG                                   | 2055-04-20      | 6.0000%  | 0.0000% | $99990198.00       | $100227874.70      | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2033-12-25      | 4.7365%  | 0.0000% | $112355000.00      | $964799.22         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FM                                   | 2054-04-20      | 5.3783%  | 0.0000% | $6942000.00        | $5792711.14        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 LT                                   | 2055-05-20      | 5.0000%  | 0.0000% | $7886808.00        | $7558935.87        | Agency Collateralized Mortgage Obligation |
| FNRM RC106PL R17F106                               | 2048-01-25      | 3.0000%  | 0.0000% | $8832000.00        | $7579301.51        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-111 PG                                   | 2053-05-20      | 5.0000%  | 0.0000% | $2000000.00        | $1465118.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-019 H                                    | 2051-12-20      | 5.5000%  | 0.0000% | $7424472.00        | $4818232.96        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-002 ET                                   | 2064-05-20      | 4.5000%  | 0.0000% | $542464.00         | $484650.05         | Agency Collateralized Mortgage Obligation |
| GNRA 2006-17 AF                                    | 2036-04-20      | 4.5389%  | 0.0000% | $351272959.00      | $9259.77           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FN                                   | 2055-05-20      | 6.0000%  | 0.0000% | $104765000.00      | $104985425.56      | Agency Collateralized Mortgage Obligation |
| GNRM 2025-039 L                                    | 2055-03-20      | 5.0000%  | 0.0000% | $7731000.00        | $7100550.70        | Agency Collateralized Mortgage Obligation |
| FNRM CL148HE R12F148                               | 2043-01-25      | 2.5000%  | 0.0000% | $1837000.00        | $1440648.68        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLRA6945                               | 2052-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3546.61           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5333                               | 2045-02-01      | 5.0000%  | 0.0000% | $2965.00           | $2841.54           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO0804                               | 2037-09-01      | 5.5000%  | 0.0000% | $2022.00           | $1641.76           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9830                               | 2055-03-01      | 7.0000%  | 0.0000% | $2390.00           | $2527.40           | Agency Mortgage-Backed Securities         |
| GNII SF MA1089 M                                   | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1121.52           | Agency Mortgage-Backed Securities         |
| GNII SF MA0087 M                                   | 2042-05-20      | 3.0000%  | 0.0000% | $30000.00          | $2525.12           | Agency Mortgage-Backed Securities         |
| GNAR FB MA1113 M                                   | 2043-06-20      | 7.3750%  | 0.0000% | $182000.00         | $2072.46           | Agency Mortgage-Backed Securities         |
| GNII SF MA3174 M                                   | 2045-10-20      | 4.0000%  | 0.0000% | $50000.00          | $3845.07           | Agency Mortgage-Backed Securities         |
| GNII SF MA0023 M                                   | 2042-04-20      | 4.0000%  | 0.0000% | $43681.00          | $2368.67           | Agency Mortgage-Backed Securities         |
| GNII SF MA2752 M                                   | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $166.82            | Agency Mortgage-Backed Securities         |
| GNII SF 002495 M                                   | 2027-10-20      | 6.5000%  | 0.0000% | $4565385.00        | $1547.66           | Agency Mortgage-Backed Securities         |
| GNII SF 002548 M                                   | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $1825.26           | Agency Mortgage-Backed Securities         |
| GNAR AR 008927 M                                   | 2026-07-20      | 4.6250%  | 0.0000% | $8906461.00        | $1783.81           | Agency Mortgage-Backed Securities         |
| GNII SF MA8729 M                                   | 2052-12-20      | 7.0000%  | 0.0000% | $4488.00           | $2013.18           | Agency Mortgage-Backed Securities         |
| GNII SF MA5629 M                                   | 2031-09-20      | 7.0000%  | 0.0000% | $126722.00         | $2473.57           | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M                                   | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4718.51           | Agency Mortgage-Backed Securities         |
| GNII SF 004759 M                                   | 2025-08-20      | 4.0000%  | 0.0000% | $2000000.00        | $943.89            | Agency Mortgage-Backed Securities         |
| GNII SF 002657 M                                   | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $541.32            | Agency Mortgage-Backed Securities         |
| GNII SF 002671 M                                   | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $47.26             | Agency Mortgage-Backed Securities         |
| GNII SF 004975 M                                   | 2026-03-20      | 4.0000%  | 0.0000% | $240000.00         | $631.61            | Agency Mortgage-Backed Securities         |
| GNII SF 004954 M                                   | 2026-02-20      | 3.0000%  | 0.0000% | $1033321.00        | $2540.39           | Agency Mortgage-Backed Securities         |
| GNII SF MA3105 M                                   | 2045-09-20      | 3.5000%  | 0.0000% | $27710.00          | $2585.09           | Agency Mortgage-Backed Securities         |
| GNII SF 002426 M                                   | 2027-05-20      | 6.5000%  | 0.0000% | $400000.00         | $170.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA2305 M                                   | 2044-10-20      | 4.5000%  | 0.0000% | $50000.00          | $3313.26           | Agency Mortgage-Backed Securities         |
| GNAR AR 080011 M                                   | 2026-11-20      | 4.7500%  | 0.0000% | $3000000.00        | $716.99            | Agency Mortgage-Backed Securities         |
| GNAR AR 008911 M                                   | 2026-07-20      | 4.6250%  | 0.0000% | $5835382.00        | $827.71            | Agency Mortgage-Backed Securities         |
| GNII SF AM4929 C                                   | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $863.03            | Agency Mortgage-Backed Securities         |
| GNII SF 002603 M                                   | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $3872.28           | Agency Mortgage-Backed Securities         |
| GNII SF MA6660 M                                   | 2050-05-20      | 5.0000%  | 0.0000% | $25000.00          | $4600.01           | Agency Mortgage-Backed Securities         |
| GNII SF 002699 M                                   | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $1115.45           | Agency Mortgage-Backed Securities         |
| GNII SF 002741 M                                   | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $2221.29           | Agency Mortgage-Backed Securities         |
| GNII SF MA2826 M                                   | 2045-05-20      | 3.5000%  | 0.0000% | $30082.00          | $2412.25           | Agency Mortgage-Backed Securities         |
| GNII SF BK5991 C                                   | 2048-12-20      | 5.0000%  | 0.0000% | $400000.00         | $4315.29           | Agency Mortgage-Backed Securities         |
| GNII SF 002689 M                                   | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $4746.32           | Agency Mortgage-Backed Securities         |
| GNII SF MA6152 M                                   | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $4212.45           | Agency Mortgage-Backed Securities         |
| GNII SF MA6042 M                                   | 2049-06-20      | 5.0000%  | 0.0000% | $9867.00           | $923.54            | Agency Mortgage-Backed Securities         |
| GNII SF MA5765 M                                   | 2049-01-20      | 5.0000%  | 0.0000% | $66794.00          | $4457.90           | Agency Mortgage-Backed Securities         |
| GNII SF 002643 M                                   | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $317.94            | Agency Mortgage-Backed Securities         |
| GNII SF 004878 M                                   | 2025-12-20      | 4.0000%  | 0.0000% | $1750000.00        | $4209.84           | Agency Mortgage-Backed Securities         |
| GNII SF MA5168 M                                   | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4826.72           | Agency Mortgage-Backed Securities         |
| GNII SF MA4130 M                                   | 2046-12-20      | 5.0000%  | 0.0000% | $30000.00          | $3074.27           | Agency Mortgage-Backed Securities         |
| GNII SF MA1156 M                                   | 2043-07-20      | 3.0000%  | 0.0000% | $25000.00          | $2933.78           | Agency Mortgage-Backed Securities         |
| GNII SF MA5332 M                                   | 2048-07-20      | 5.0000%  | 0.0000% | $6720.00           | $483.37            | Agency Mortgage-Backed Securities         |
| GNII SF 002767 M                                   | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $982.04            | Agency Mortgage-Backed Securities         |
| GNII SF MA2072 M                                   | 2044-07-20      | 3.0000%  | 0.0000% | $40000.00          | $3865.45           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5111                               | 2041-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1187.49           | Agency Mortgage-Backed Securities         |
| GNII SF 002644 M                                   | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $2412.74           | Agency Mortgage-Backed Securities         |
| GNII SF 002658 M                                   | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $2051.20           | Agency Mortgage-Backed Securities         |
| GNII SF 002550 M                                   | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $11.37             | Agency Mortgage-Backed Securities         |
| GNII SF MA6314 M                                   | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $4458.56           | Agency Mortgage-Backed Securities         |
| GNII SF MA5245 M                                   | 2027-10-20      | 8.0000%  | 0.0000% | $161316.00         | $4053.59           | Agency Mortgage-Backed Securities         |
| GNII SF 004910 M                                   | 2026-01-20      | 3.5000%  | 0.0000% | $1500000.00        | $4672.97           | Agency Mortgage-Backed Securities         |
| GNII SF MA3803 M                                   | 2046-07-20      | 3.5000%  | 0.0000% | $16000.00          | $1764.38           | Agency Mortgage-Backed Securities         |
| GNII SF MA5799 M                                   | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $2106.50           | Agency Mortgage-Backed Securities         |
| GNII SF MA0319 M                                   | 2042-08-20      | 4.0000%  | 0.0000% | $25000.00          | $1609.08           | Agency Mortgage-Backed Securities         |
| GNII SF AA1000 C                                   | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $2430.40           | Agency Mortgage-Backed Securities         |
| GNII SF MA4264 M                                   | 2047-02-20      | 4.5000%  | 0.0000% | $25000.00          | $2424.31           | Agency Mortgage-Backed Securities         |
| GNII SF MA4837 M                                   | 2047-11-20      | 3.5000%  | 0.0000% | $9000.00           | $1138.86           | Agency Mortgage-Backed Securities         |
| GNII SF MA1285 M                                   | 2043-09-20      | 3.5000%  | 0.0000% | $26665.00          | $2613.49           | Agency Mortgage-Backed Securities         |
| GNII SF MA5334 M                                   | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4923.50           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0870                               | 2053-09-01      | 5.0000%  | 0.0000% | $1257.00           | $1212.34           | Agency Mortgage-Backed Securities         |
| GNII SF MA3245 M                                   | 2045-11-20      | 4.0000%  | 0.0000% | $25000.00          | $2024.86           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3PRE6066                               | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2336.31           | Agency Mortgage-Backed Securities         |
| GNRA 2023-053 NF                                   | 2053-04-20      | 5.1083%  | 0.0000% | $22936700.00       | $19207224.81       | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W17      1-A-7  20430825 5.7 | 2043-08-25      | 5.7500%  | 0.0000% | $19946304.00       | $4263581.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-030 EA                                   | 2044-02-16      | 1.8464%  | 0.0000% | $60848320.00       | $7618981.46        | Agency Collateralized Mortgage Obligation |
| GNAR AR 080393 M                                   | 2030-04-20      | 4.8750%  | 0.0000% | $1916904.00        | $2621.42           | Agency Mortgage-Backed Securities         |
| GNAR AR 080061 M                                   | 2027-04-20      | 4.8750%  | 0.0000% | $5020000.00        | $1453.99           | Agency Mortgage-Backed Securities         |
| GNAR AR 008849 M                                   | 2026-04-20      | 4.8750%  | 0.0000% | $20991201.00       | $2344.11           | Agency Mortgage-Backed Securities         |
| GNAR AR 008971 M                                   | 2026-09-20      | 4.6250%  | 0.0000% | $1456149.00        | $156.36            | Agency Mortgage-Backed Securities         |
| GNII SF 004847 M                                   | 2025-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $4926.62           | Agency Mortgage-Backed Securities         |
| GNII SF MA4265 M                                   | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2774.50           | Agency Mortgage-Backed Securities         |
| GNAR AR 080115 M                                   | 2027-09-20      | 4.6250%  | 0.0000% | $11890721.00       | $4050.28           | Agency Mortgage-Backed Securities         |
| GNII SF 002167 M                                   | 2026-02-20      | 6.5000%  | 0.0000% | $676392.00         | $70.70             | Agency Mortgage-Backed Securities         |
| GNAR AR 008949 M                                   | 2026-08-20      | 4.6250%  | 0.0000% | $25100000.00       | $4715.60           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9076                               | 2053-05-01      | 6.0000%  | 0.0000% | $1449.00           | $1238.73           | Agency Mortgage-Backed Securities         |

### Security 283: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PH83, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PH83
- **C.18 - Value (incl. sponsor support):** $715000000.00
- **C.18.a - Value (excl. sponsor support):** $715000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  | 0.0000% | $1251058.00        | $1246390.98        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI2095 | 2026-05-01      | 4.0000%  | 0.0000% | $1169988.00        | $5325.28           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAO9985 | 2027-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $97871.34          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6606 | 2053-11-01      | 5.5000%  | 0.0000% | $21247200.00       | $17589526.91       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8682 | 2033-01-01      | 3.0000%  | 0.0000% | $154940.00         | $21002.86          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNAL9541 | 2026-12-01      | 3.5000%  | 0.0000% | $21000000.00       | $226324.96         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4594 | 2044-12-01      | 4.0000%  | 0.0000% | $8605584.00        | $653702.84         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2334 | 2038-09-01      | 5.5000%  | 0.0000% | $750000.00         | $31641.89          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1385 | 2034-01-01      | 5.5000%  | 0.0000% | $12328840.00       | $84744.05          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1952 | 2052-06-01      | 4.0000%  | 0.0000% | $158759.00         | $114632.91         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8179 | 2037-06-01      | 1.5000%  | 0.0000% | $7903056.00        | $5263819.03        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAO7975 | 2027-06-01      | 3.0000%  | 0.0000% | $2600000.00        | $64147.97          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJAQ9357 | 2028-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $59060.63          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAO0326 | 2027-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $94986.15          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5249 | 2054-04-01      | 5.5000%  | 0.0000% | $9892000.00        | $8882826.44        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2501 | 2038-04-01      | 3.0000%  | 0.0000% | $100000.00         | $15296.92          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZM6472 | 2048-05-01      | 5.5000%  | 0.0000% | $1067682.00        | $262618.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7133 | 2054-12-01      | 5.5000%  | 0.0000% | $129775360.00      | $124854159.35      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CRAL8652 | 2044-07-01      | 5.0000%  | 0.0000% | $9625510.00        | $1522695.86        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNAS5737 | 2025-09-01      | 3.0000%  | 0.0000% | $34378496.00       | $145353.07         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  | 0.0000% | $200000.00         | $167205.44         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT257185 | 2028-03-01      | 6.5000%  | 0.0000% | $2035164.00        | $10694.45          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAT8798 | 2033-06-01      | 3.5000%  | 0.0000% | $300000.00         | $15255.66          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWAS5515 | 2030-06-01      | 3.5000%  | 0.0000% | $2806756.00        | $260538.27         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $15742224.00       | $9842239.29        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT256946 | 2027-10-01      | 6.5000%  | 0.0000% | $13590304.00       | $54811.00          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL827709 | 2036-01-01      | 6.0000%  | 0.0000% | $3601200.00        | $274669.36         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7565 | 2053-09-01      | 5.5000%  | 0.0000% | $40000.00          | $34101.18          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6585 | 2054-06-01      | 6.5000%  | 0.0000% | $1583364.00        | $1070201.32        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3377 | 2052-05-01      | 4.0000%  | 0.0000% | $5140248.00        | $3833439.17        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1032 | 2053-10-01      | 3.5000%  | 0.0000% | $20180544.00       | $17630989.89       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0743 | 2040-03-01      | 6.0000%  | 0.0000% | $28346144.00       | $26895727.88       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS1524 | 2042-04-01      | 2.5000%  | 0.0000% | $2485000.00        | $1731531.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3429 | 2053-06-01      | 5.5000%  | 0.0000% | $5000000.00        | $4259933.56        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM6766 | 2036-04-01      | 1.5000%  | 0.0000% | $5000000.00        | $2683322.03        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6708 | 2051-07-01      | 4.0000%  | 0.0000% | $413000.00         | $324947.62         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9716 | 2051-12-01      | 2.5000%  | 0.0000% | $795000.00         | $493319.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0471 | 2040-05-01      | 5.5000%  | 0.0000% | $5320392.00        | $5420476.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $11000.00          | $7230.52           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  | 0.0000% | $1100000.00        | $675918.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6617 | 2049-07-01      | 6.0000%  | 0.0000% | $2805408.00        | $2384515.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7565 | 2054-07-01      | 5.5000%  | 0.0000% | $7526728.00        | $7320122.95        | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBO6591 | 2049-10-01      | 2.5000%  | 0.0000% | $80000.00          | $35684.24          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7820 | 2054-12-01      | 6.0000%  | 0.0000% | $413526.00         | $412832.63         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0456 | 2051-05-01      | 2.5000%  | 0.0000% | $125000.00         | $80911.07          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTCB7855 | 2044-01-01      | 7.0000%  | 0.0000% | $3458952.00        | $2642374.01        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  | 0.0000% | $302753.00         | $223540.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6003 | 2054-06-01      | 6.0000%  | 0.0000% | $5834352.00        | $5885203.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY8969 | 2053-08-01      | 5.0000%  | 0.0000% | $11401200.00       | $9644012.89        | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0068 | 2055-09-01      | 4.0000%  | 0.0000% | $1047926.00        | $401879.13         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX0885 | 2053-02-01      | 6.5000%  | 0.0000% | $458851.00         | $380980.35         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL840231 | 2035-10-01      | 5.5000%  | 0.0000% | $983644.00         | $16931.11          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5944 | 2051-01-01      | 2.5000%  | 0.0000% | $22430000.00       | $11198421.66       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD7069 | 2047-03-01      | 4.5000%  | 0.0000% | $21657088.00       | $4410250.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5561 | 2044-12-01      | 4.5000%  | 0.0000% | $20087640.00       | $18513909.73       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0204 | 2054-12-01      | 5.0000%  | 0.0000% | $11575040.00       | $11018060.94       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNAS6138 | 2025-11-01      | 2.5000%  | 0.0000% | $27530368.00       | $141549.77         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0186 | 2039-12-01      | 5.5000%  | 0.0000% | $166625000.00      | $2799690.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0934 | 2055-06-01      | 6.0000%  | 0.0000% | $2681670.00        | $2734853.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3270 | 2053-06-01      | 6.0000%  | 0.0000% | $1133956.00        | $994872.87         | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0125 | 2056-07-01      | 4.0000%  | 0.0000% | $22408032.00       | $6284663.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6109 | 2048-06-01      | 4.5000%  | 0.0000% | $275000.00         | $11619.00          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFM5261 | 2040-11-01      | 4.0000%  | 0.0000% | $10573616.00       | $6102357.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6720 | 2053-07-01      | 4.5000%  | 0.0000% | $7052432.00        | $6106302.43        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE0950 | 2055-06-01      | 5.0000%  | 0.0000% | $19827552.00       | $19248186.53       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA7283 | 2054-01-01      | 6.5000%  | 0.0000% | $5032712.00        | $2889572.47        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE1088 | 2055-06-01      | 7.0000%  | 0.0000% | $11034840.00       | $11612865.76       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB7376 | 2039-07-01      | 5.5000%  | 0.0000% | $755021.00         | $642599.42         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD6992 | 2055-04-01      | 7.0000%  | 0.0000% | $1291400.00        | $1360151.24        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE1094 | 2055-06-01      | 7.0000%  | 0.0000% | $32630912.00       | $34290353.41       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8288 | 2055-03-01      | 7.0000%  | 0.0000% | $1184000.00        | $1255936.80        | Agency Mortgage-Backed Securities |
| GNII SF MA8643 M     | 2053-02-20      | 3.0000%  | 0.0000% | $600000.00         | $419805.04         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8169 | 2054-03-01      | 6.5000%  | 0.0000% | $852000.00         | $738159.67         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX5722 | 2053-02-01      | 5.0000%  | 0.0000% | $25387.00          | $21223.99          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5220 | 2054-12-01      | 4.5000%  | 0.0000% | $5361250.00        | $5036769.73        | Agency Mortgage-Backed Securities |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $26038304.00       | $19719152.56       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $101958400.00      | $86973280.46       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL976853 | 2029-11-01      | 5.5000%  | 0.0000% | $1046282.00        | $5303.35           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5493 | 2042-07-01      | 3.5000%  | 0.0000% | $64801152.00       | $10343221.47       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CV890541 | 2028-06-01      | 2.5000%  | 0.0000% | $7500000.00        | $387087.74         | Agency Mortgage-Backed Securities |
| GNII SF MA9777 M     | 2054-06-20      | 4.5000%  | 0.0000% | $18442560.00       | $17063325.53       | Agency Mortgage-Backed Securities |
| GNII SF MA0939 M     | 2043-04-20      | 6.0000%  | 0.0000% | $2023000.00        | $111972.80         | Agency Mortgage-Backed Securities |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $3373000.00        | $2261205.24        | Agency Mortgage-Backed Securities |
| GNCL CL CX6399       | 2066-11-15      | 5.6000%  | 0.0000% | $9127904.00        | $9493970.48        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889339 | 2028-12-01      | 6.5000%  | 0.0000% | $6500000.00        | $75724.41          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5437 | 2039-07-01      | 4.5000%  | 0.0000% | $444506.00         | $355023.80         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4958 | 2053-03-01      | 4.5000%  | 0.0000% | $2295000.00        | $1896012.42        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3667 | 2049-06-01      | 4.0000%  | 0.0000% | $855918.00         | $220986.55         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA1438 | 2028-05-01      | 2.5000%  | 0.0000% | $250000.00         | $12329.55          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $3191456.00        | $3091991.80        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4364 | 2041-06-01      | 2.0000%  | 0.0000% | $25983080.00       | $15614312.38       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA4058 | 2050-06-01      | 3.0000%  | 0.0000% | $1381454.00        | $227679.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6737 | 2053-10-01      | 5.5000%  | 0.0000% | $44704720.00       | $40227791.25       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA5577 | 2039-10-01      | 2.5000%  | 0.0000% | $471268.00         | $421842.14         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4600 | 2055-05-01      | 6.5000%  | 0.0000% | $1380036.00        | $1434398.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5105 | 2055-06-01      | 6.0000%  | 0.0000% | $1671450.00        | $1714595.70        | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $26193600.00       | $22704150.00       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4584 | 2037-04-01      | 3.0000%  | 0.0000% | $4807296.00        | $2914001.39        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $4995000.00        | $3469643.31        | Agency Mortgage-Backed Securities |
| GNCL CL CS8941       | 2066-12-15      | 5.6400%  | 0.0000% | $4693848.00        | $4706016.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5746 | 2040-05-01      | 5.5000%  | 0.0000% | $15182832.00       | $15460549.62       | Agency Mortgage-Backed Securities |
| GNII SF MA8800 M     | 2053-04-20      | 5.0000%  | 0.0000% | $5770424.00        | $4766566.18        | Agency Mortgage-Backed Securities |
| GNPL PN CC1884       | 2063-05-15      | 2.5800%  | 0.0000% | $1519996.00        | $1231253.51        | Agency Mortgage-Backed Securities |
| GNII SF MA8271 M     | 2052-09-20      | 6.0000%  | 0.0000% | $500000.00         | $313483.38         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  | 0.0000% | $86970000.00       | $53730439.29       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5753 | 2055-05-01      | 7.5000%  | 0.0000% | $1239918.00        | $1318847.05        | Agency Mortgage-Backed Securities |

### Security 284: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHA8, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP18PHA8
- **C.18 - Value (incl. sponsor support):** $1039000000.00
- **C.18.a - Value (excl. sponsor support):** $1039000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF 678519 X     | 2037-12-15      | 5.0000%  | 0.0000% | $30000.00          | $1988.17           | Agency Mortgage-Backed Securities         |
| GNMI SF 675477 X     | 2038-06-15      | 5.0000%  | 0.0000% | $363000.00         | $4182.34           | Agency Mortgage-Backed Securities         |
| GNMI SF 698263 X     | 2039-07-15      | 5.0000%  | 0.0000% | $35695.00          | $1910.17           | Agency Mortgage-Backed Securities         |
| GNMI SF 703166 X     | 2041-01-15      | 4.0000%  | 0.0000% | $75000.00          | $2606.61           | Agency Mortgage-Backed Securities         |
| GNMI SF 677101 X     | 2038-07-15      | 5.5000%  | 0.0000% | $473626.00         | $1961.17           | Agency Mortgage-Backed Securities         |
| GNMI SF 690863 X     | 2038-06-15      | 5.5000%  | 0.0000% | $110000.00         | $970.62            | Agency Mortgage-Backed Securities         |
| GNMI SF 684647 X     | 2038-03-15      | 5.0000%  | 0.0000% | $400000.00         | $2606.85           | Agency Mortgage-Backed Securities         |
| GNMI SF 686788 X     | 2038-06-15      | 5.0000%  | 0.0000% | $50000.00          | $837.77            | Agency Mortgage-Backed Securities         |
| GNMI SF 677190 X     | 2038-06-15      | 5.0000%  | 0.0000% | $307000.00         | $4180.16           | Agency Mortgage-Backed Securities         |
| GNMI SF 679371 X     | 2038-04-15      | 5.0000%  | 0.0000% | $26429.00          | $626.42            | Agency Mortgage-Backed Securities         |
| GNMI SF 701501 X     | 2038-12-15      | 5.0000%  | 0.0000% | $24000.00          | $837.46            | Agency Mortgage-Backed Securities         |
| GNMI SF 698722 X     | 2038-11-15      | 5.0000%  | 0.0000% | $50000.00          | $1219.13           | Agency Mortgage-Backed Securities         |
| GNMI SF 671050 X     | 2037-09-15      | 5.5000%  | 0.0000% | $100101.00         | $4266.84           | Agency Mortgage-Backed Securities         |
| GNMI SF 703138 X     | 2039-03-15      | 4.0000%  | 0.0000% | $14081.00          | $3360.39           | Agency Mortgage-Backed Securities         |
| GNMI SF 676977 X     | 2038-05-15      | 5.0000%  | 0.0000% | $250000.00         | $1771.11           | Agency Mortgage-Backed Securities         |
| GNMI SF 675179 X     | 2038-03-15      | 5.0000%  | 0.0000% | $105463.00         | $1076.87           | Agency Mortgage-Backed Securities         |
| GNMI SF 676389 X     | 2038-01-15      | 5.5000%  | 0.0000% | $38465.00          | $168.44            | Agency Mortgage-Backed Securities         |
| GNMI SF 690853 X     | 2038-06-15      | 5.5000%  | 0.0000% | $1250641.00        | $4547.35           | Agency Mortgage-Backed Securities         |
| GNMI SF 687818 X     | 2038-08-15      | 5.0000%  | 0.0000% | $17928.00          | $176.91            | Agency Mortgage-Backed Securities         |
| GNMI SF 702785 X     | 2039-01-15      | 5.5000%  | 0.0000% | $2255.00           | $26.39             | Agency Mortgage-Backed Securities         |
| GNMI SF 675181 X     | 2038-03-15      | 5.0000%  | 0.0000% | $165000.00         | $1424.20           | Agency Mortgage-Backed Securities         |
| GNMI SF 675376 X     | 2038-05-15      | 5.0000%  | 0.0000% | $80227.00          | $758.60            | Agency Mortgage-Backed Securities         |
| GNMI SF 700829 X     | 2038-10-15      | 5.5000%  | 0.0000% | $94811.00          | $199.46            | Agency Mortgage-Backed Securities         |
| GNMI SF 676766 X     | 2038-03-15      | 5.0000%  | 0.0000% | $94994.00          | $501.80            | Agency Mortgage-Backed Securities         |
| GNMI SF 690662 X     | 2041-01-15      | 4.0000%  | 0.0000% | $27839.00          | $3017.74           | Agency Mortgage-Backed Securities         |
| GNMI SF 693518 X     | 2038-07-15      | 5.5000%  | 0.0000% | $63212.00          | $2710.78           | Agency Mortgage-Backed Securities         |
| GNMI SF 669739 X     | 2037-07-15      | 6.0000%  | 0.0000% | $33000.00          | $2115.39           | Agency Mortgage-Backed Securities         |
| GNMI SF 705381 X     | 2039-01-15      | 5.0000%  | 0.0000% | $126102.00         | $3001.80           | Agency Mortgage-Backed Securities         |
| GNMI SF 650348 X     | 2035-11-15      | 5.5000%  | 0.0000% | $27030.00          | $346.11            | Agency Mortgage-Backed Securities         |
| GNMI SF 675478 X     | 2038-06-15      | 5.0000%  | 0.0000% | $6000.00           | $69.06             | Agency Mortgage-Backed Securities         |
| GNMI SF 680663 X     | 2038-01-15      | 5.0000%  | 0.0000% | $198166.00         | $3148.87           | Agency Mortgage-Backed Securities         |
| GNMI SF 686678 X     | 2038-05-15      | 5.0000%  | 0.0000% | $8000.00           | $118.73            | Agency Mortgage-Backed Securities         |
| GNMI SF 690955 X     | 2038-06-15      | 5.0000%  | 0.0000% | $100000.00         | $689.01            | Agency Mortgage-Backed Securities         |
| GNMI SF 744018 X     | 2041-01-15      | 5.0000%  | 0.0000% | $256922.00         | $2256.16           | Agency Mortgage-Backed Securities         |
| GNMI SF 726328 X     | 2039-09-15      | 4.0000%  | 0.0000% | $60045.00          | $3574.72           | Agency Mortgage-Backed Securities         |
| GNMI SF 493545 X     | 2031-03-15      | 6.0000%  | 0.0000% | $75005.00          | $349.03            | Agency Mortgage-Backed Securities         |
| GNMI SF 745077 X     | 2039-12-15      | 5.0000%  | 0.0000% | $3733.00           | $65.34             | Agency Mortgage-Backed Securities         |
| GNMI SF 737437 X     | 2040-09-15      | 4.0000%  | 0.0000% | $135000.00         | $16717.15          | Agency Mortgage-Backed Securities         |
| GNMI SF 744275 X     | 2040-10-15      | 4.0000%  | 0.0000% | $25000.00          | $2331.74           | Agency Mortgage-Backed Securities         |
| GNMI SF 748531 X     | 2025-09-15      | 4.0000%  | 0.0000% | $1000000.00        | $1974.40           | Agency Mortgage-Backed Securities         |
| GNMI SF 486759 X     | 2028-12-15      | 6.0000%  | 0.0000% | $57842.00          | $89.99             | Agency Mortgage-Backed Securities         |
| GNMI SF 749747 X     | 2041-02-15      | 5.0000%  | 0.0000% | $20000.00          | $4229.00           | Agency Mortgage-Backed Securities         |
| GNMI SF 486920 X     | 2035-02-15      | 5.0000%  | 0.0000% | $100000.00         | $1063.78           | Agency Mortgage-Backed Securities         |
| GNMI SF 737416 X     | 2025-09-15      | 3.5000%  | 0.0000% | $46561.00          | $46.28             | Agency Mortgage-Backed Securities         |
| GNMI SF 749799 X     | 2042-01-15      | 4.0000%  | 0.0000% | $42008.00          | $3231.55           | Agency Mortgage-Backed Securities         |
| GNMI SF 737840 X     | 2026-01-15      | 3.5000%  | 0.0000% | $304500.00         | $755.67            | Agency Mortgage-Backed Securities         |
| GNMI SF 740751 X     | 2041-01-15      | 4.0000%  | 0.0000% | $25000.00          | $578.29            | Agency Mortgage-Backed Securities         |
| GNMI SF 738240 X     | 2041-04-15      | 5.0000%  | 0.0000% | $109231.00         | $3167.38           | Agency Mortgage-Backed Securities         |
| GNMI SF 738019 X     | 2041-02-15      | 4.5000%  | 0.0000% | $96653.00          | $2413.97           | Agency Mortgage-Backed Securities         |
| GNMI SF 739794 X     | 2040-05-15      | 5.0000%  | 0.0000% | $40000.00          | $2252.50           | Agency Mortgage-Backed Securities         |
| GNMI SF 721292 X     | 2040-06-15      | 5.0000%  | 0.0000% | $67300.00          | $3401.45           | Agency Mortgage-Backed Securities         |
| GNMI SF 486470 X     | 2028-08-15      | 6.5000%  | 0.0000% | $1870000.00        | $818.26            | Agency Mortgage-Backed Securities         |
| GNMI SF 744017 X     | 2040-12-15      | 5.5000%  | 0.0000% | $14661.00          | $380.38            | Agency Mortgage-Backed Securities         |
| GNMI SF 740881 X     | 2040-06-15      | 5.0000%  | 0.0000% | $7147.00           | $885.43            | Agency Mortgage-Backed Securities         |
| GNII SF 742254 C     | 2030-05-20      | 5.0000%  | 0.0000% | $45000.00          | $617.40            | Agency Mortgage-Backed Securities         |
| GNMI SF 737898 X     | 2041-01-15      | 4.0000%  | 0.0000% | $25301.00          | $2686.44           | Agency Mortgage-Backed Securities         |
| GNMI SF 723416 X     | 2039-11-15      | 5.5000%  | 0.0000% | $1094.00           | $116.65            | Agency Mortgage-Backed Securities         |
| GNMI SF 745793 X     | 2040-07-15      | 4.5000%  | 0.0000% | $137000.00         | $4146.98           | Agency Mortgage-Backed Securities         |
| GNMI SF 724070 X     | 2039-12-15      | 5.0000%  | 0.0000% | $6670.00           | $187.89            | Agency Mortgage-Backed Securities         |
| GNMI SF 745057 X     | 2039-11-15      | 5.0000%  | 0.0000% | $81011.00          | $3862.96           | Agency Mortgage-Backed Securities         |
| GNMI SF 749734 X     | 2040-12-15      | 4.0000%  | 0.0000% | $100000.00         | $2800.05           | Agency Mortgage-Backed Securities         |
| GNMI SF 487819 X     | 2039-03-15      | 4.5000%  | 0.0000% | $343788.00         | $4576.72           | Agency Mortgage-Backed Securities         |
| GNMI SF 745106 X     | 2040-06-15      | 5.0000%  | 0.0000% | $11611.00          | $253.78            | Agency Mortgage-Backed Securities         |
| GNMI SF 490149 X     | 2029-03-15      | 6.0000%  | 0.0000% | $65000.00          | $144.60            | Agency Mortgage-Backed Securities         |
| GNMI SF 492229 X     | 2029-01-15      | 6.0000%  | 0.0000% | $137000.00         | $561.73            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3384 | 2050-08-01      | 3.0000%  | 0.0000% | $8000.00           | $2883.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8859 | 2054-07-01      | 6.0000%  | 0.0000% | $135876608.00      | $132766679.91      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0976 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.83           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR3256 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $472.68            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS313769 | 2036-05-01      | 4.6160%  | 0.0000% | $1035.00           | $1.80              | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUBM3426 | 2051-06-01      | 5.9030%  | 0.0000% | $1000.00           | $241.22            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6337 | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1198.48           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU3117 | 2051-11-01      | 3.0000%  | 0.0000% | $1002.00           | $707.80            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAW9720 | 2044-07-01      | 7.3740%  | 0.0000% | $1948.00           | $112.95            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $722.27            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3952 | 2050-11-01      | 2.0000%  | 0.0000% | $1025.00           | $614.34            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $176.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR7576 | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $185.14            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM5016 | 2031-01-01      | 3.0000%  | 0.0000% | $383146.00         | $66624.03          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  | 0.0000% | $6000.00           | $1136.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL3657 | 2043-06-01      | 3.5000%  | 0.0000% | $202585.00         | $37505.30          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 3PSE9106 | 2051-07-01      | 1.5000%  | 0.0000% | $1024.00           | $734.86            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3562 | 2030-04-01      | 4.2900%  | 0.0000% | $1794.00           | $1789.60           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1002 | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $257.70            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0311 | 2034-01-01      | 4.5700%  | 0.0000% | $1000.00           | $990.28            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q55519 G | 2048-04-01      | 4.0000%  | 0.0000% | $2000.00           | $325.77            | Agency Mortgage-Backed Securities         |
| GNMI SP 781094 X     | 2029-10-15      | 8.0000%  | 0.0000% | $122689.00         | $35.98             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI0213 | 2054-02-01      | 6.5000%  | 0.0000% | $2891.00           | $2280.52           | Agency Mortgage-Backed Securities         |
| GNMI SP 781254 X     | 2025-12-15      | 8.0000%  | 0.0000% | $250000.00         | $0.97              | Agency Mortgage-Backed Securities         |
| GNMI SP 781113 X     | 2029-11-15      | 7.0000%  | 0.0000% | $500000.00         | $650.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL794633 | 2034-10-01      | 5.5000%  | 0.0000% | $380038.00         | $5374.85           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3773 | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $251.59            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO1479 | 2038-07-01      | 3.0000%  | 0.0000% | $1231.00           | $1026.28           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD4002 | 2055-02-01      | 6.0000%  | 0.0000% | $272777.00         | $276562.68         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS0345 | 2036-01-01      | 1.6100%  | 0.0000% | $1000.00           | $698.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6240 | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $756.66            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1060 | 2050-09-01      | 4.5000%  | 0.0000% | $20503360.00       | $19526195.38       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ0233 | 2029-01-01      | 5.3000%  | 0.0000% | $1218.00           | $1261.66           | Agency Mortgage-Backed Securities         |
| GNMI SP 781340 X     | 2031-10-15      | 6.5000%  | 0.0000% | $291248.00         | $414.18            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $608.62            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7833 | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $549.21            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL3072 | 2043-02-01      | 3.0000%  | 0.0000% | $341588.00         | $58494.51          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6418 | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $566.02            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1075 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $675.15            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM1277 | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $194.74            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5381 | 2049-12-01      | 3.0000%  | 0.0000% | $7000.00           | $1385.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3268 | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $250.97            | Agency Mortgage-Backed Securities         |
| GNMI SF BD7109 X     | 2047-11-15      | 4.0000%  | 0.0000% | $42188.00          | $2214.57           | Agency Mortgage-Backed Securities         |
| GNII SF BK2509 C     | 2049-04-20      | 4.5000%  | 0.0000% | $42000.00          | $3361.01           | Agency Mortgage-Backed Securities         |
| GNMI SF BC7161 X     | 2047-08-15      | 4.0000%  | 0.0000% | $25000.00          | $2558.36           | Agency Mortgage-Backed Securities         |
| GNPL PN CO1735       | 2057-10-15      | 4.2800%  | 0.0000% | $180800.00         | $167322.06         | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01227 G | 2031-03-01      | 7.0000%  | 0.0000% | $59000.00          | $167.08            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01276 G | 2031-06-01      | 7.0000%  | 0.0000% | $70000.00          | $62.81             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01168 G | 2031-01-01      | 7.0000%  | 0.0000% | $2065561.00        | $276.33            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C62869 G | 2032-01-01      | 7.0000%  | 0.0000% | $28000.00          | $84.33             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01800 G | 2035-01-01      | 6.0000%  | 0.0000% | $14000.00          | $77.67             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01340 G | 2031-11-01      | 7.0000%  | 0.0000% | $780172.00         | $497.32            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01713 G | 2034-01-01      | 7.0000%  | 0.0000% | $24887.00          | $191.04            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01444 G | 2032-08-01      | 6.5000%  | 0.0000% | $75000.00          | $123.01            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01486 G | 2032-12-01      | 6.5000%  | 0.0000% | $151435.00         | $380.00            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G01186 G | 2031-02-01      | 7.5000%  | 0.0000% | $130000.00         | $26.61             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC N31025 G | 2033-09-01      | 4.0000%  | 0.0000% | $1000000.00        | $1347.11           | Agency Mortgage-Backed Securities         |
| GNMI SF 672935 X     | 2038-08-15      | 5.5000%  | 0.0000% | $60000.00          | $1225.73           | Agency Mortgage-Backed Securities         |
| GNMI SF 672672 X     | 2038-04-15      | 5.0000%  | 0.0000% | $135000.00         | $1444.16           | Agency Mortgage-Backed Securities         |
| GNMI SF 658167 X     | 2036-11-15      | 5.5000%  | 0.0000% | $467707.00         | $4021.47           | Agency Mortgage-Backed Securities         |
| GNMI SF 666074 X     | 2038-03-15      | 5.5000%  | 0.0000% | $14391.00          | $203.40            | Agency Mortgage-Backed Securities         |
| GNMI SF 664526 X     | 2038-01-15      | 6.0000%  | 0.0000% | $3042.00           | $40.64             | Agency Mortgage-Backed Securities         |
| GNMI SF 652203 X     | 2036-03-15      | 5.0000%  | 0.0000% | $116223.00         | $597.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 672595 X     | 2038-02-15      | 5.0000%  | 0.0000% | $30000.00          | $441.14            | Agency Mortgage-Backed Securities         |
| GNMI SF 666104 X     | 2038-04-15      | 5.0000%  | 0.0000% | $185000.00         | $4758.75           | Agency Mortgage-Backed Securities         |
| GNMI SF 665953 X     | 2038-01-15      | 5.5000%  | 0.0000% | $330080.00         | $1956.17           | Agency Mortgage-Backed Securities         |
| GNMI SF 663792 X     | 2037-01-15      | 5.0000%  | 0.0000% | $50000.00          | $461.55            | Agency Mortgage-Backed Securities         |
| GNMI SF 675308 X     | 2038-04-15      | 5.0000%  | 0.0000% | $261355.00         | $4203.79           | Agency Mortgage-Backed Securities         |
| GNMI SF 717081 X     | 2039-05-15      | 4.5000%  | 0.0000% | $132378.00         | $2345.51           | Agency Mortgage-Backed Securities         |
| GNMI SF 723606 X     | 2040-01-15      | 4.5000%  | 0.0000% | $735606.00         | $24721.79          | Agency Mortgage-Backed Securities         |
| GNMI SF 474821 X     | 2028-12-15      | 6.5000%  | 0.0000% | $392804.00         | $2138.80           | Agency Mortgage-Backed Securities         |
| GNMI SF 723365 X     | 2039-10-15      | 4.0000%  | 0.0000% | $55280.00          | $3982.58           | Agency Mortgage-Backed Securities         |
| GNMI SF 482880 X     | 2028-12-15      | 6.0000%  | 0.0000% | $345000.00         | $319.42            | Agency Mortgage-Backed Securities         |
| GNMI SF 477551 X     | 2028-11-15      | 6.0000%  | 0.0000% | $75000.00          | $562.62            | Agency Mortgage-Backed Securities         |
| GNMI SF 675306 X     | 2038-04-15      | 5.0000%  | 0.0000% | $45000.00          | $842.58            | Agency Mortgage-Backed Securities         |
| GNMI SF 684793 X     | 2038-04-15      | 5.0000%  | 0.0000% | $226378.00         | $3279.83           | Agency Mortgage-Backed Securities         |
| GNMI SF 675192 X     | 2038-03-15      | 5.5000%  | 0.0000% | $1067065.00        | $2981.98           | Agency Mortgage-Backed Securities         |
| GNMI SF 672637 X     | 2038-03-15      | 5.0000%  | 0.0000% | $125000.00         | $1428.15           | Agency Mortgage-Backed Securities         |
| GNMI SF 669740 X     | 2037-08-15      | 6.0000%  | 0.0000% | $18000.00          | $1300.43           | Agency Mortgage-Backed Securities         |
| GNMI SF 485521 X     | 2031-06-15      | 6.0000%  | 0.0000% | $237000.00         | $555.59            | Agency Mortgage-Backed Securities         |
| GNMI SF 480649 X     | 2028-12-15      | 6.0000%  | 0.0000% | $94000.00          | $175.11            | Agency Mortgage-Backed Securities         |
| GNMI SF 485384 X     | 2031-04-15      | 6.0000%  | 0.0000% | $139066.00         | $92.02             | Agency Mortgage-Backed Securities         |
| GNMI SF 733801 X     | 2040-07-15      | 5.0000%  | 0.0000% | $47429.00          | $4406.87           | Agency Mortgage-Backed Securities         |
| GNMI SF 475502 X     | 2028-08-15      | 6.0000%  | 0.0000% | $27150.00          | $126.15            | Agency Mortgage-Backed Securities         |
| GNMI SF 481576 X     | 2028-10-15      | 6.0000%  | 0.0000% | $65201.00          | $64.44             | Agency Mortgage-Backed Securities         |
| GNMI SF 484034 X     | 2028-12-15      | 6.0000%  | 0.0000% | $26000.00          | $101.30            | Agency Mortgage-Backed Securities         |
| GNMI SF 482687 X     | 2028-08-15      | 7.5000%  | 0.0000% | $44338.00          | $37.06             | Agency Mortgage-Backed Securities         |
| GNMI SF 481757 X     | 2028-06-15      | 7.5000%  | 0.0000% | $50000.00          | $501.49            | Agency Mortgage-Backed Securities         |
| GNMI SF 720216 X     | 2039-07-15      | 4.0000%  | 0.0000% | $60162.00          | $2424.47           | Agency Mortgage-Backed Securities         |
| GNMI SF 473134 X     | 2028-09-15      | 6.5000%  | 0.0000% | $995000.00         | $2852.26           | Agency Mortgage-Backed Securities         |
| GNMI SF 721542 X     | 2040-04-15      | 5.0000%  | 0.0000% | $9600.00           | $719.46            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A15455 G | 2033-11-01      | 5.0000%  | 0.0000% | $75000.00          | $855.89            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01310 G | 2032-03-01      | 6.5000%  | 0.0000% | $49100.00          | $83.17             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01383 G | 2032-07-01      | 6.0000%  | 0.0000% | $344414.00         | $823.65            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C45720 G | 2030-12-01      | 7.5000%  | 0.0000% | $88900.00          | $323.91            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01120 G | 2031-01-01      | 7.0000%  | 0.0000% | $57000.00          | $20.08             | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C41171 G | 2030-08-01      | 8.5000%  | 0.0000% | $240303.00         | $328.63            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01106 G | 2030-12-01      | 7.0000%  | 0.0000% | $175000.00         | $81.09             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01458 G | 2032-11-01      | 7.0000%  | 0.0000% | $142444.00         | $181.30            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C43899 G | 2030-10-01      | 8.5000%  | 0.0000% | $569523.00         | $4010.96           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C38679 G | 2030-06-01      | 7.0000%  | 0.0000% | $301711.00         | $158.65            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A17241 G | 2033-12-01      | 6.0000%  | 0.0000% | $29773.00          | $207.56            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01306 G | 2032-01-01      | 7.0000%  | 0.0000% | $217000.00         | $289.81            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A13713 G | 2033-09-01      | 6.0000%  | 0.0000% | $33000.00          | $66.89             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01147 G | 2031-03-01      | 7.0000%  | 0.0000% | $66069.00          | $66.05             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01364 G | 2032-06-01      | 6.5000%  | 0.0000% | $374963.00         | $597.83            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01175 G | 2031-05-01      | 7.0000%  | 0.0000% | $5000.00           | $2.32              | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A88896 G | 2039-09-01      | 5.5000%  | 0.0000% | $8000.00           | $221.53            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  | 0.0000% | $87000.00          | $849.90            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C43909 G | 2030-10-01      | 8.0000%  | 0.0000% | $82984.00          | $168.28            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C39584 G | 2030-07-01      | 8.5000%  | 0.0000% | $765000.00         | $3258.83           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01197 G | 2031-07-01      | 6.5000%  | 0.0000% | $216718.00         | $135.25            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01136 G | 2031-02-01      | 7.0000%  | 0.0000% | $125320.00         | $79.00             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A38942 G | 2035-05-01      | 5.5000%  | 0.0000% | $640419.00         | $4087.30           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC C01811 G | 2034-04-01      | 5.0000%  | 0.0000% | $94000.00          | $1051.63           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C03520 G | 2040-09-01      | 4.0000%  | 0.0000% | $1000.00           | $34.79             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0633 | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $408.28            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1099 | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $686.75            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1389 | 2052-07-01      | 3.0000%  | 0.0000% | $5000.00           | $3485.26           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1734.64           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2639 | 2053-04-01      | 4.5000%  | 0.0000% | $1079.00           | $860.50            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2067 | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1558.47           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1491 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $750.51            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1569.29           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  | 0.0000% | $3072.00           | $2515.22           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2866 | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $758.90            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7059 | 2043-09-01      | 4.0000%  | 0.0000% | $40800.00          | $4740.13           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1782 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $776.97            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A15678 G | 2033-11-01      | 7.0000%  | 0.0000% | $40000.00          | $276.05            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01188 G | 2031-06-01      | 7.0000%  | 0.0000% | $300634.00         | $194.71            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A28797 G | 2034-11-01      | 7.0000%  | 0.0000% | $6434.00           | $24.47             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C54261 G | 2031-07-01      | 7.0000%  | 0.0000% | $115224.00         | $1344.35           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A25042 G | 2034-07-01      | 7.0000%  | 0.0000% | $1459.00           | $35.40             | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A36407 G | 2035-08-01      | 5.0000%  | 0.0000% | $110754.00         | $767.49            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01161 G | 2031-04-01      | 7.0000%  | 0.0000% | $88000.00          | $54.14             | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A97047 G | 2041-02-01      | 4.5000%  | 0.0000% | $70000.00          | $2543.35           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A89145 G | 2039-10-01      | 5.5000%  | 0.0000% | $12342.00          | $374.91            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C39762 G | 2030-06-01      | 8.0000%  | 0.0000% | $34377.00          | $47.87             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C46902 G | 2030-09-01      | 6.5000%  | 0.0000% | $200000.00         | $174.78            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01186 G | 2031-06-01      | 6.0000%  | 0.0000% | $300000.00         | $259.73            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57765 G | 2031-09-01      | 7.0000%  | 0.0000% | $469492.00         | $446.00            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C48569 G | 2031-03-01      | 8.5000%  | 0.0000% | $323808.00         | $341.54            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C55711 G | 2031-03-01      | 7.0000%  | 0.0000% | $1108904.00        | $3526.68           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI2345 | 2034-08-01      | 4.5000%  | 0.0000% | $231787.00         | $3994.42           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J32204 G | 2030-07-01      | 2.5000%  | 0.0000% | $25000.00          | $2861.78           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI0678 | 2033-09-01      | 5.0000%  | 0.0000% | $371000.00         | $2426.38           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C41636 G | 2030-08-01      | 8.0000%  | 0.0000% | $6126838.00        | $2247.64           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C49267 G | 2031-03-01      | 8.0000%  | 0.0000% | $194000.00         | $3507.76           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C51923 G | 2031-05-01      | 6.0000%  | 0.0000% | $236000.00         | $221.79            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A16817 G | 2033-12-01      | 6.0000%  | 0.0000% | $50000.00          | $273.08            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A36995 G | 2035-09-01      | 5.5000%  | 0.0000% | $46043.00          | $768.24            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J32203 G | 2030-07-01      | 3.5000%  | 0.0000% | $10000.00          | $762.20            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57764 G | 2031-09-01      | 7.0000%  | 0.0000% | $53643.00          | $34.42             | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C39511 G | 2030-06-01      | 8.5000%  | 0.0000% | $989806.00         | $1751.74           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C41674 G | 2030-08-01      | 8.0000%  | 0.0000% | $3749446.00        | $1186.16           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A25837 G | 2034-08-01      | 6.0000%  | 0.0000% | $175000.00         | $387.05            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C48005 G | 2031-02-01      | 7.0000%  | 0.0000% | $1585475.00        | $1762.47           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C60443 G | 2031-11-01      | 7.0000%  | 0.0000% | $75000.00          | $1203.75           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C59349 G | 2031-10-01      | 7.0000%  | 0.0000% | $437000.00         | $88.78             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A14174 G | 2033-10-01      | 6.0000%  | 0.0000% | $55000.00          | $791.94            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A96366 G | 2041-01-01      | 4.5000%  | 0.0000% | $16000.00          | $932.96            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01166 G | 2031-04-01      | 6.0000%  | 0.0000% | $30653.00          | $34.43             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57485 G | 2031-08-01      | 7.0000%  | 0.0000% | $50070.00          | $70.87             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C48007 G | 2031-02-01      | 8.0000%  | 0.0000% | $181000.00         | $1578.00           | Agency Mortgage-Backed Securities         |
| 09.000 FGPC C40893 G | 2030-07-01      | 9.0000%  | 0.0000% | $210000.00         | $2454.96           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C47217 G | 2031-02-01      | 7.0000%  | 0.0000% | $39782.00          | $21.09             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2417 | 2038-10-01      | 6.0000%  | 0.0000% | $120000.00         | $2363.67           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2614 | 2039-03-01      | 5.0000%  | 0.0000% | $82976.00          | $3412.64           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA7009 | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $211.69            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2788 | 2039-10-01      | 4.5000%  | 0.0000% | $65000.00          | $1990.97           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS0956 | 2035-10-01      | 4.5000%  | 0.0000% | $25000.00          | $172.61            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS1030 | 2035-07-01      | 4.5000%  | 0.0000% | $56995.00          | $589.44            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1294 | 2037-01-01      | 6.0000%  | 0.0000% | $126000.00         | $807.81            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS3287 | 2039-09-01      | 6.5000%  | 0.0000% | $100000.00         | $3218.19           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2091 | 2038-03-01      | 6.5000%  | 0.0000% | $525000.00         | $4400.68           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2782 | 2039-10-01      | 4.5000%  | 0.0000% | $80131.00          | $1824.63           | Agency Mortgage-Backed Securities         |
| GNMI SF 736066 X     | 2040-06-15      | 5.0000%  | 0.0000% | $109701.00         | $2422.44           | Agency Mortgage-Backed Securities         |
| GNMI SF 740068 X     | 2040-09-15      | 4.0000%  | 0.0000% | $25000.00          | $3013.42           | Agency Mortgage-Backed Securities         |
| GNMI SF 476985 X     | 2029-03-15      | 6.0000%  | 0.0000% | $75000.00          | $304.61            | Agency Mortgage-Backed Securities         |
| GNMI SF 722513 X     | 2040-01-15      | 5.0000%  | 0.0000% | $25725.00          | $2108.05           | Agency Mortgage-Backed Securities         |
| GNMI SF 734279 X     | 2026-03-15      | 4.5000%  | 0.0000% | $1352648.00        | $3439.98           | Agency Mortgage-Backed Securities         |
| GNMI SF 482908 X     | 2029-01-15      | 6.0000%  | 0.0000% | $151705.00         | $97.81             | Agency Mortgage-Backed Securities         |
| GNMI SF 481528 X     | 2028-09-15      | 6.5000%  | 0.0000% | $995000.00         | $508.53            | Agency Mortgage-Backed Securities         |
| GNMI SF 737426 X     | 2040-09-15      | 4.0000%  | 0.0000% | $75000.00          | $2611.95           | Agency Mortgage-Backed Securities         |
| GNMI SF 717070 X     | 2039-05-15      | 5.0000%  | 0.0000% | $67541.00          | $2300.10           | Agency Mortgage-Backed Securities         |
| GNMI SF 737989 X     | 2040-12-15      | 4.0000%  | 0.0000% | $25000.00          | $1621.54           | Agency Mortgage-Backed Securities         |
| GNMI SF 732235 X     | 2040-05-15      | 5.0000%  | 0.0000% | $10931.00          | $710.74            | Agency Mortgage-Backed Securities         |
| GNMI SF 726460 X     | 2039-10-15      | 4.0000%  | 0.0000% | $55000.00          | $3589.50           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS0921 | 2035-10-01      | 4.5000%  | 0.0000% | $40293.00          | $329.27            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS1358 | 2037-04-01      | 4.5000%  | 0.0000% | $301134.00         | $4628.62           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2678 | 2035-12-01      | 5.0000%  | 0.0000% | $36000.00          | $1409.00           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3822 | 2030-08-01      | 2.5000%  | 0.0000% | $39630.00          | $4502.25           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2117 | 2038-04-01      | 5.0000%  | 0.0000% | $200000.00         | $4521.99           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1824 | 2037-12-01      | 6.0000%  | 0.0000% | $823718.00         | $4527.32           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1334 | 2037-03-01      | 6.0000%  | 0.0000% | $638588.00         | $3741.62           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3881 | 2041-06-01      | 5.5000%  | 0.0000% | $22000.00          | $1499.13           | Agency Mortgage-Backed Securities         |
| GNII JM 005145 M     | 2026-07-20      | 3.0000%  | 0.0000% | $733708.00         | $3032.35           | Agency Mortgage-Backed Securities         |
| GNII SF 004540 M     | 2039-09-20      | 4.5000%  | 0.0000% | $25000.00          | $899.00            | Agency Mortgage-Backed Securities         |
| GNII SF 003821 M     | 2036-02-20      | 6.5000%  | 0.0000% | $25000.00          | $367.10            | Agency Mortgage-Backed Securities         |
| GNII SF 003067 M     | 2031-04-20      | 6.0000%  | 0.0000% | $25000.00          | $41.92             | Agency Mortgage-Backed Securities         |
| GNII SF 003700 M     | 2035-04-20      | 4.5000%  | 0.0000% | $25000.00          | $367.19            | Agency Mortgage-Backed Securities         |
| GNII SF 003611 M     | 2034-09-20      | 6.0000%  | 0.0000% | $31000.00          | $374.20            | Agency Mortgage-Backed Securities         |
| GNII SF 005326 M     | 2027-03-20      | 3.0000%  | 0.0000% | $72000.00          | $971.04            | Agency Mortgage-Backed Securities         |
| GNII SF 004449 M     | 2039-05-20      | 6.0000%  | 0.0000% | $50000.00          | $909.67            | Agency Mortgage-Backed Securities         |
| GNII SF 003173 M     | 2031-12-20      | 6.5000%  | 0.0000% | $100074.00         | $224.75            | Agency Mortgage-Backed Securities         |
| GNII SF 003626 M     | 2034-10-20      | 6.5000%  | 0.0000% | $30000.00          | $397.19            | Agency Mortgage-Backed Securities         |
| GNII SF 003461 M     | 2033-10-20      | 6.5000%  | 0.0000% | $25000.00          | $221.64            | Agency Mortgage-Backed Securities         |
| GNII SF 003891 M     | 2036-08-20      | 6.5000%  | 0.0000% | $25000.00          | $239.37            | Agency Mortgage-Backed Securities         |
| GNII SF 003150 M     | 2031-10-20      | 6.5000%  | 0.0000% | $175000.00         | $296.80            | Agency Mortgage-Backed Securities         |
| GNII SF 003227 M     | 2032-04-20      | 6.0000%  | 0.0000% | $1200000.00        | $3777.29           | Agency Mortgage-Backed Securities         |
| GNII SF 003200 M     | 2032-02-20      | 6.0000%  | 0.0000% | $140000.00         | $532.38            | Agency Mortgage-Backed Securities         |
| GNII SF 003286 M     | 2032-09-20      | 6.5000%  | 0.0000% | $60248.00          | $214.10            | Agency Mortgage-Backed Securities         |
| GNII SF 003228 M     | 2032-04-20      | 6.5000%  | 0.0000% | $25000.00          | $51.79             | Agency Mortgage-Backed Securities         |
| GNII SF 003444 M     | 2033-09-20      | 6.0000%  | 0.0000% | $57000.00          | $669.24            | Agency Mortgage-Backed Securities         |
| GNII SF 004344 M     | 2039-01-20      | 6.0000%  | 0.0000% | $333000.00         | $4285.92           | Agency Mortgage-Backed Securities         |
| GNII SF 004050 M     | 2037-11-20      | 6.5000%  | 0.0000% | $25000.00          | $248.38            | Agency Mortgage-Backed Securities         |
| GNII SF 004116 M     | 2038-04-20      | 6.5000%  | 0.0000% | $25000.00          | $323.86            | Agency Mortgage-Backed Securities         |
| GNII SF 002866 M     | 2030-01-20      | 7.0000%  | 0.0000% | $1052000.00        | $549.57            | Agency Mortgage-Backed Securities         |
| GNII SF 002999 M     | 2030-11-20      | 7.5000%  | 0.0000% | $6105731.00        | $3594.75           | Agency Mortgage-Backed Securities         |
| GNII SF 003161 M     | 2031-11-20      | 6.5000%  | 0.0000% | $280000.00         | $589.42            | Agency Mortgage-Backed Securities         |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $276000.00         | $843.96            | Agency Mortgage-Backed Securities         |
| GNII SF 003474 M     | 2033-11-20      | 6.0000%  | 0.0000% | $212000.00         | $2036.34           | Agency Mortgage-Backed Securities         |
| GNII SF 005313 M     | 2027-02-20      | 2.5000%  | 0.0000% | $210000.00         | $3104.03           | Agency Mortgage-Backed Securities         |
| GNII SF 003240 M     | 2032-05-20      | 7.0000%  | 0.0000% | $40176.00          | $76.27             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE2315 | 2052-04-01      | 3.0000%  | 0.0000% | $3892.00           | $2947.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ7276 | 2054-10-01      | 5.5000%  | 0.0000% | $5000.00           | $4986.34           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $762.12            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE1533 | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $706.26            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3202 | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $470.12            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQN1106 | 2034-12-01      | 3.0000%  | 0.0000% | $9975.00           | $3327.94           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA3586 | 2050-09-01      | 4.0000%  | 0.0000% | $17000.00          | $4320.21           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD3009 | 2051-12-01      | 3.0000%  | 0.0000% | $7897.00           | $2792.19           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF0492 | 2052-09-01      | 5.5000%  | 0.0000% | $5000.00           | $3434.39           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2480 | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $368.02            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3563 | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $499.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG0922 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $847.29            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7245 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $970.18            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG8217 | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1418.79           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5166 | 2042-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1442.90           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA9734 | 2053-08-01      | 3.0000%  | 0.0000% | $4841.00           | $3695.04           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3089 | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $473.58            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4414 | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $530.47            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3520 | 2050-09-01      | 2.0000%  | 0.0000% | $3600.00           | $1765.59           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7338 | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1615.72           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7297 | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $804.56            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE0768 | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3615.32           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0742 | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1667.16           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ8044 | 2054-11-01      | 5.5000%  | 0.0000% | $5000.00           | $4985.77           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9979 | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $968.10            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUBM1537 | 2051-04-01      | 6.3640%  | 0.0000% | $9381.00           | $1612.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL738596 | 2033-10-01      | 5.5000%  | 0.0000% | $1815000.00        | $21550.93          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2618 | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $478.07            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6019 | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $626.36            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6136 | 2051-10-01      | 2.5000%  | 0.0000% | $6000.00           | $4170.83           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7706 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $732.18            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO0746 | 2037-08-01      | 4.5000%  | 0.0000% | $2078.00           | $1441.20           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3484 | 2050-09-01      | 3.0000%  | 0.0000% | $1254.00           | $458.11            | Agency Mortgage-Backed Securities         |
| GNMI SF 711228 X     | 2040-03-15      | 5.0000%  | 0.0000% | $87605.00          | $4350.49           | Agency Mortgage-Backed Securities         |
| GNII SF BN6768 C     | 2049-06-20      | 4.0000%  | 0.0000% | $1398818.00        | $514446.71         | Agency Mortgage-Backed Securities         |
| GNII SF 003322 M     | 2032-12-20      | 6.5000%  | 0.0000% | $96000.00          | $300.31            | Agency Mortgage-Backed Securities         |
| GNII SF 004345 M     | 2039-01-20      | 6.5000%  | 0.0000% | $25000.00          | $374.98            | Agency Mortgage-Backed Securities         |
| GNII SF 004018 M     | 2037-08-20      | 6.5000%  | 0.0000% | $126000.00         | $1461.38           | Agency Mortgage-Backed Securities         |
| GNII SF 004246 M     | 2038-09-20      | 6.5000%  | 0.0000% | $126000.00         | $1379.04           | Agency Mortgage-Backed Securities         |
| GNII SF 004195 M     | 2038-07-20      | 6.0000%  | 0.0000% | $347993.00         | $4299.64           | Agency Mortgage-Backed Securities         |
| GNII SF 004636 M     | 2040-02-20      | 4.5000%  | 0.0000% | $54000.00          | $2120.71           | Agency Mortgage-Backed Securities         |
| GNII SF 003879 M     | 2036-07-20      | 6.0000%  | 0.0000% | $101480.00         | $954.62            | Agency Mortgage-Backed Securities         |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $100000.00         | $91.22             | Agency Mortgage-Backed Securities         |
| GNII SF 003921 M     | 2036-11-20      | 6.5000%  | 0.0000% | $30000.00          | $372.84            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3VZA3579 | 2042-06-01      | 4.0000%  | 0.0000% | $1026.00           | $90.45             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3834 | 2030-07-01      | 2.5000%  | 0.0000% | $2564.00           | $244.86            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0708 | 2032-02-01      | 6.0000%  | 0.0000% | $267305.00         | $481.66            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2174 | 2030-08-01      | 4.5000%  | 0.0000% | $39634.00          | $766.71            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3VZA3582 | 2042-06-01      | 4.0000%  | 0.0000% | $1024.00           | $96.71             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA5622 | 2048-08-01      | 4.5000%  | 0.0000% | $3005.00           | $766.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0622 | 2032-03-01      | 5.5000%  | 0.0000% | $912312.00         | $1986.81           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1119 | 2042-02-01      | 3.5000%  | 0.0000% | $14000.00          | $655.83            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1135 | 2042-02-01      | 3.5000%  | 0.0000% | $1000.00           | $72.72             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS0901 | 2035-08-01      | 4.5000%  | 0.0000% | $223000.00         | $2277.30           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0784 | 2034-03-01      | 6.0000%  | 0.0000% | $33000.00          | $593.95            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1055 | 2036-03-01      | 6.0000%  | 0.0000% | $141918.00         | $695.45            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3832 | 2030-09-01      | 2.5000%  | 0.0000% | $28642.00          | $3557.89           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2334 | 2038-09-01      | 5.5000%  | 0.0000% | $55000.00          | $2320.41           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3180 | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $52.79             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS1618 | 2034-05-01      | 5.0000%  | 0.0000% | $123000.00         | $1603.85           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0602 | 2031-12-01      | 5.5000%  | 0.0000% | $478000.00         | $1174.34           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3831 | 2030-08-01      | 2.5000%  | 0.0000% | $28520.00          | $3706.33           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA4903 | 2047-04-01      | 4.5000%  | 0.0000% | $5000.00           | $540.94            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1690 | 2037-10-01      | 6.0000%  | 0.0000% | $30064.00          | $216.68            | Agency Mortgage-Backed Securities         |
| GNMI SF 608288 X     | 2033-09-15      | 4.5000%  | 0.0000% | $586724.00         | $4077.33           | Agency Mortgage-Backed Securities         |
| GNII SF 004774 M     | 2040-08-20      | 6.0000%  | 0.0000% | $151472.00         | $4447.44           | Agency Mortgage-Backed Securities         |
| GNII SF 005208 M     | 2026-10-20      | 3.0000%  | 0.0000% | $39000.00          | $435.78            | Agency Mortgage-Backed Securities         |
| GNII SF 004958 M     | 2026-02-20      | 4.5000%  | 0.0000% | $1987.00           | $5.68              | Agency Mortgage-Backed Securities         |
| GNMI SF 608223 X     | 2033-07-15      | 5.0000%  | 0.0000% | $126427.00         | $1064.99           | Agency Mortgage-Backed Securities         |
| GNII SF 752492 C     | 2040-08-20      | 4.5000%  | 0.0000% | $207723.00         | $2113.21           | Agency Mortgage-Backed Securities         |
| GNII SF 004759 M     | 2025-08-20      | 4.0000%  | 0.0000% | $1250000.00        | $589.93            | Agency Mortgage-Backed Securities         |
| GNII SF 004847 M     | 2025-11-20      | 4.0000%  | 0.0000% | $194379.00         | $319.21            | Agency Mortgage-Backed Securities         |
| GNMI SF 612525 X     | 2033-09-15      | 6.0000%  | 0.0000% | $25000.00          | $746.72            | Agency Mortgage-Backed Securities         |
| GNII SF 005063 M     | 2041-05-20      | 6.0000%  | 0.0000% | $130770.00         | $3815.06           | Agency Mortgage-Backed Securities         |
| GNMI SP 783610 X     | 2041-11-15      | 4.5000%  | 0.0000% | $95000.00          | $4092.90           | Agency Mortgage-Backed Securities         |
| GNMI SP 781445 X     | 2031-11-15      | 8.0000%  | 0.0000% | $630368.00         | $1163.72           | Agency Mortgage-Backed Securities         |
| GNMI SP 781363 X     | 2025-12-15      | 8.0000%  | 0.0000% | $741684.00         | $8.73              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2511 | 2041-12-01      | 4.0000%  | 0.0000% | $18000.00          | $2341.95           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL3483 | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $106.55            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5060 | 2043-02-01      | 3.5000%  | 0.0000% | $5000.00           | $617.28            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL4675 | 2043-01-01      | 4.0000%  | 0.0000% | $28064.00          | $2110.93           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6092 | 2043-05-01      | 3.5000%  | 0.0000% | $11673.00          | $962.78            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5051 | 2043-02-01      | 3.5000%  | 0.0000% | $10183.00          | $616.86            | Agency Mortgage-Backed Securities         |
| GNMI SP 783609 X     | 2040-10-15      | 4.5000%  | 0.0000% | $100000.00         | $3772.64           | Agency Mortgage-Backed Securities         |
| GNII SP 784656 C     | 2048-12-20      | 4.5000%  | 0.0000% | $36000.00          | $1922.67           | Agency Mortgage-Backed Securities         |
| GNMI SF 754393 X     | 2042-08-15      | 4.0000%  | 0.0000% | $25000.00          | $4559.80           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5636 | 2043-04-01      | 3.5000%  | 0.0000% | $8335.00           | $809.13            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL3855 | 2042-10-01      | 3.0000%  | 0.0000% | $26484.00          | $4831.84           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6483 | 2043-07-01      | 3.5000%  | 0.0000% | $3000.00           | $780.15            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3761 | 2042-09-01      | 3.5000%  | 0.0000% | $8378.00           | $1388.42           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2967 | 2042-04-01      | 3.5000%  | 0.0000% | $4022.00           | $358.99            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5099 | 2043-02-01      | 3.5000%  | 0.0000% | $4028.00           | $349.89            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA6505 | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $397.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ9989 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $999.55            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD8674 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $691.01            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G61846 G | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $61.12             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ9991 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $928.78            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQC6745 | 2051-08-01      | 4.5000%  | 0.0000% | $7000.00           | $2807.22           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG8087 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $789.97            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5080 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $682.82            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA7238 | 2050-02-01      | 3.5000%  | 0.0000% | $2000.00           | $547.17            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2319 | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $362.46            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA2621 | 2050-05-01      | 4.0000%  | 0.0000% | $22000.00          | $4024.70           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQA5511 | 2049-12-01      | 2.5000%  | 0.0000% | $4079.00           | $1169.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0409 | 2052-09-01      | 5.0000%  | 0.0000% | $4003.00           | $3474.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ4565 | 2054-09-01      | 5.0000%  | 0.0000% | $2016.00           | $1878.19           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4227 | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $680.37            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD7594 | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $598.98            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7918 | 2052-03-01      | 3.0000%  | 0.0000% | $1385.00           | $1106.38           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA7477 | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $227.15            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q61246 G | 2049-01-01      | 3.0000%  | 0.0000% | $2000.00           | $239.02            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G60201 G | 2044-12-01      | 4.5000%  | 0.0000% | $3000.00           | $229.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4965 | 2052-06-01      | 5.0000%  | 0.0000% | $2635.00           | $2277.05           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG7355 | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1848.03           | Agency Mortgage-Backed Securities         |
| FKAR 04.650 WNWN5218 | 2030-01-01      | 4.6500%  | 0.0000% | $48564000.00       | $48823032.27       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE3046 | 2052-06-01      | 4.5000%  | 0.0000% | $3000.00           | $2269.29           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA6411 | 2050-01-01      | 4.5000%  | 0.0000% | $1004.00           | $182.39            | Agency Mortgage-Backed Securities         |
| 08.000 FRPC G80131 G | 2027-07-17      | 8.0000%  | 0.0000% | $17010793.00       | $672.12            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD4013 | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $825.51            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q55052 G | 2048-04-01      | 3.5000%  | 0.0000% | $27906.00          | $4373.05           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD5114 | 2052-01-01      | 3.0000%  | 0.0000% | $3678.00           | $2477.50           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8274 | 2050-03-01      | 3.5000%  | 0.0000% | $12000.00          | $2417.42           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQC2074 | 2051-04-01      | 4.0000%  | 0.0000% | $2000.00           | $699.43            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $79.28             | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q63012 G | 2049-04-01      | 5.0000%  | 0.0000% | $26000.00          | $2960.54           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB0815 | 2050-07-01      | 3.0000%  | 0.0000% | $800000.00         | $270968.17         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G31106 G | 2031-09-01      | 5.0000%  | 0.0000% | $105086.00         | $167.87            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8409 | 2054-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2474.78           | Agency Mortgage-Backed Securities         |
| 09.000 FRPC G80102 G | 2027-11-25      | 9.0000%  | 0.0000% | $1000000.00        | $773.49            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q53695 G | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $220.56            | Agency Mortgage-Backed Securities         |
| GNMI SF 652778 X     | 2036-04-15      | 5.0000%  | 0.0000% | $40115.00          | $415.77            | Agency Mortgage-Backed Securities         |
| GNMI SF 648166 X     | 2037-01-15      | 5.5000%  | 0.0000% | $37287.00          | $1008.19           | Agency Mortgage-Backed Securities         |
| GNMI SF 646075 X     | 2037-12-15      | 5.0000%  | 0.0000% | $131933.00         | $967.16            | Agency Mortgage-Backed Securities         |
| GNMI SF 649449 X     | 2035-09-15      | 5.0000%  | 0.0000% | $94000.00          | $1275.16           | Agency Mortgage-Backed Securities         |
| GNMI SF 618961 X     | 2034-05-15      | 5.0000%  | 0.0000% | $200000.00         | $2232.85           | Agency Mortgage-Backed Securities         |
| GNMI SF 622278 X     | 2035-04-15      | 5.0000%  | 0.0000% | $395000.00         | $3618.57           | Agency Mortgage-Backed Securities         |
| GNMI SF 626668 X     | 2034-04-15      | 5.0000%  | 0.0000% | $25000.00          | $495.84            | Agency Mortgage-Backed Securities         |
| GNMI SF 654442 X     | 2038-04-15      | 5.0000%  | 0.0000% | $85244.00          | $1536.77           | Agency Mortgage-Backed Securities         |
| GNMI SF 646345 X     | 2037-01-15      | 5.5000%  | 0.0000% | $61251.00          | $1081.95           | Agency Mortgage-Backed Securities         |
| GNMI SF 651222 X     | 2036-01-15      | 5.0000%  | 0.0000% | $155005.00         | $2460.91           | Agency Mortgage-Backed Securities         |
| GNMI SF 646280 X     | 2035-07-15      | 5.0000%  | 0.0000% | $30000.00          | $968.42            | Agency Mortgage-Backed Securities         |
| GNMI SP 782493 X     | 2038-12-15      | 5.0000%  | 0.0000% | $50000.00          | $861.68            | Agency Mortgage-Backed Securities         |
| GNMI SF 623466 X     | 2034-06-15      | 5.0000%  | 0.0000% | $40000.00          | $554.71            | Agency Mortgage-Backed Securities         |
| GNII SF 754367 C     | 2041-07-20      | 4.5000%  | 0.0000% | $25000.00          | $177.60            | Agency Mortgage-Backed Securities         |
| GNMI SF 618777 X     | 2037-01-15      | 5.0000%  | 0.0000% | $45000.00          | $607.67            | Agency Mortgage-Backed Securities         |
| GNMI SF 644676 X     | 2035-10-15      | 5.0000%  | 0.0000% | $32000.00          | $616.19            | Agency Mortgage-Backed Securities         |
| GNMI SF 617025 X     | 2035-11-15      | 5.0000%  | 0.0000% | $50000.00          | $1779.41           | Agency Mortgage-Backed Securities         |
| GNMI SF 640866 X     | 2035-04-15      | 5.0000%  | 0.0000% | $66103.00          | $1152.47           | Agency Mortgage-Backed Securities         |
| GNMI SF 647442 X     | 2035-09-15      | 5.0000%  | 0.0000% | $132322.00         | $3286.70           | Agency Mortgage-Backed Securities         |
| GNMI SF 647773 X     | 2035-09-15      | 5.0000%  | 0.0000% | $25000.00          | $346.65            | Agency Mortgage-Backed Securities         |
| GNMI SF 636293 X     | 2035-04-15      | 5.0000%  | 0.0000% | $67000.00          | $2860.99           | Agency Mortgage-Backed Securities         |
| GNMI SF 645035 X     | 2035-07-15      | 5.0000%  | 0.0000% | $197413.00         | $1585.11           | Agency Mortgage-Backed Securities         |
| GNMI SF 640874 X     | 2035-04-15      | 5.0000%  | 0.0000% | $31000.00          | $776.92            | Agency Mortgage-Backed Securities         |
| GNMI SF 643572 X     | 2035-04-15      | 5.0000%  | 0.0000% | $55005.00          | $1300.54           | Agency Mortgage-Backed Securities         |
| GNMI SF 664352 X     | 2037-09-15      | 6.5000%  | 0.0000% | $6162.00           | $135.19            | Agency Mortgage-Backed Securities         |
| GNMI SF 632176 X     | 2034-08-15      | 6.0000%  | 0.0000% | $35194.00          | $485.86            | Agency Mortgage-Backed Securities         |
| GNMI SF 645360 X     | 2035-07-15      | 5.0000%  | 0.0000% | $58000.00          | $2108.79           | Agency Mortgage-Backed Securities         |
| GNMI SF 658297 X     | 2037-02-15      | 5.5000%  | 0.0000% | $60000.00          | $341.24            | Agency Mortgage-Backed Securities         |
| GNMI SF 631205 X     | 2035-03-15      | 5.0000%  | 0.0000% | $30078.00          | $175.50            | Agency Mortgage-Backed Securities         |
| GNMI SF 717992 X     | 2039-10-15      | 5.5000%  | 0.0000% | $14323.00          | $1066.99           | Agency Mortgage-Backed Securities         |
| GNMI SF 473188 X     | 2029-01-15      | 6.0000%  | 0.0000% | $59400.00          | $540.48            | Agency Mortgage-Backed Securities         |
| GNMI SF 454197 X     | 2028-08-15      | 7.0000%  | 0.0000% | $1073547.00        | $1085.47           | Agency Mortgage-Backed Securities         |
| GNMI SF 478962 X     | 2029-12-15      | 7.5000%  | 0.0000% | $155000.00         | $172.73            | Agency Mortgage-Backed Securities         |
| GNMI SF 723746 X     | 2040-04-15      | 5.0000%  | 0.0000% | $45000.00          | $1803.46           | Agency Mortgage-Backed Securities         |
| GNMI SF 469065 X     | 2028-02-15      | 7.0000%  | 0.0000% | $590894.00         | $682.21            | Agency Mortgage-Backed Securities         |
| GNMI SF 719472 X     | 2040-12-15      | 4.0000%  | 0.0000% | $36752.00          | $990.70            | Agency Mortgage-Backed Securities         |
| GNMI SF 470462 X     | 2029-06-15      | 6.0000%  | 0.0000% | $39000.00          | $45.86             | Agency Mortgage-Backed Securities         |
| GNMI SF 734434 X     | 2041-05-15      | 5.0000%  | 0.0000% | $66707.00          | $1841.35           | Agency Mortgage-Backed Securities         |
| GNII SF 729081 C     | 2039-11-20      | 4.5000%  | 0.0000% | $42176.00          | $1274.87           | Agency Mortgage-Backed Securities         |
| GNMI SF 719261 X     | 2040-08-15      | 4.5000%  | 0.0000% | $66754.00          | $4788.41           | Agency Mortgage-Backed Securities         |
| GNMI SP 780734 X     | 2028-03-15      | 6.5000%  | 0.0000% | $1004995.00        | $792.14            | Agency Mortgage-Backed Securities         |
| GNMI SP 780975 X     | 2029-02-15      | 6.0000%  | 0.0000% | $30138.00          | $40.52             | Agency Mortgage-Backed Securities         |
| GNMI SP 780892 X     | 2028-11-15      | 6.5000%  | 0.0000% | $55923.00          | $72.61             | Agency Mortgage-Backed Securities         |
| GNMI SF 565036 X     | 2031-07-15      | 6.0000%  | 0.0000% | $205818.00         | $516.40            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4594 | 2035-09-01      | 4.5000%  | 0.0000% | $189025.00         | $1358.02           | Agency Mortgage-Backed Securities         |
| FNRM CL061PL R98F061 | 2028-11-25      | 6.0000%  | 0.0000% | $52000.00          | $384.33            | Agency Collateralized Mortgage Obligation |
| FNRM CL090KB R20F090 | 2049-09-25      | 1.0000%  | 0.0000% | $10000.00          | $3652.83           | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2029-02-15      | 6.0000%  | 0.0000% | $74000.00          | $543.71            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-073 D      | 2064-11-16      | 3.5000%  | 0.0000% | $467543.00         | $288139.01         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-08-25      | 1.5000%  | 0.0000% | $1250.00           | $509.64            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-170 FB     | 2053-11-20      | 5.7783%  | 0.0000% | $100000000.00      | $57795361.05       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2045-03-15      | 3.5000%  | 0.0000% | $201900.00         | $1132.41           | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-08-25      | 1.5000%  | 0.0000% | $1267.00           | $509.36            | Agency Collateralized Mortgage Obligation |
| FNRM CL041OA R03F041 | 2033-05-25      | 4.0000%  | 0.0000% | $500000.00         | $31.76             | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLZI4560 | 2035-08-01      | 5.5000%  | 0.0000% | $33179.00          | $754.14            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI3717 | 2035-05-01      | 4.5000%  | 0.0000% | $66744.00          | $446.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI3182 | 2035-04-01      | 5.0000%  | 0.0000% | $90766.00          | $1391.34           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1098 | 2033-11-01      | 5.0000%  | 0.0000% | $50000.00          | $2759.20           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4998 | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $875.45            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2238 | 2053-02-01      | 4.0000%  | 0.0000% | $6000.00           | $4852.25           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD4558 | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $826.29            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0708 | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $552.04            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1377.75           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $796.51            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C54269 G | 2031-07-01      | 7.0000%  | 0.0000% | $12000.00          | $33.72             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI0320 | 2033-07-01      | 5.0000%  | 0.0000% | $279851.00         | $1944.38           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI1230 | 2033-12-01      | 6.0000%  | 0.0000% | $1878535.00        | $3588.54           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57321 G | 2031-09-01      | 7.0000%  | 0.0000% | $32168.00          | $28.17             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3847 | 2035-11-01      | 5.5000%  | 0.0000% | $100000.00         | $835.05            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C48567 G | 2031-03-01      | 8.0000%  | 0.0000% | $744256.00         | $800.44            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  | 0.0000% | $18000.00          | $4384.69           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J40419 G | 2034-03-01      | 3.5000%  | 0.0000% | $41000.00          | $3877.64           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1904 | 2034-05-01      | 5.0000%  | 0.0000% | $260000.00         | $1450.74           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C60012 G | 2031-11-01      | 7.0000%  | 0.0000% | $72458.00          | $70.15             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C59341 G | 2031-10-01      | 8.0000%  | 0.0000% | $42153.00          | $265.34            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A37660 G | 2035-09-01      | 5.5000%  | 0.0000% | $78686.00          | $238.72            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01437 G | 2032-10-01      | 7.0000%  | 0.0000% | $106365.00         | $423.36            | Agency Mortgage-Backed Securities         |
| 02.000 FGPC J32659 G | 2030-09-01      | 2.0000%  | 0.0000% | $6833.00           | $1131.66           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J32491 G | 2030-07-01      | 2.5000%  | 0.0000% | $4848.00           | $456.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI0324 | 2033-07-01      | 5.5000%  | 0.0000% | $218000.00         | $20.19             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI0448 | 2033-08-01      | 6.5000%  | 0.0000% | $250000.00         | $3181.80           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4483 | 2035-07-01      | 4.5000%  | 0.0000% | $25179.00          | $289.27            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI0253 | 2033-06-01      | 4.5000%  | 0.0000% | $31900.00          | $279.09            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A97046 G | 2041-02-01      | 4.5000%  | 0.0000% | $48000.00          | $1418.49           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI3342 | 2035-07-01      | 4.5000%  | 0.0000% | $127256.00         | $1358.84           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI2395 | 2034-08-01      | 6.5000%  | 0.0000% | $26363.00          | $114.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5086 | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $912.12            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0592 | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $531.66            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2363 | 2053-02-01      | 6.0000%  | 0.0000% | $310742000.00      | $249999197.92      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2961 | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1495.69           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2381 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $813.02            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1046 | 2052-07-01      | 4.0000%  | 0.0000% | $1024.00           | $779.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | 0.0000% | $4004.00           | $3215.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1015 | 2048-05-01      | 4.5000%  | 0.0000% | $4000.00           | $2564.17           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2563 | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1613.23           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2436.90           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1769 | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $692.09            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2088 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $762.72            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1446 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $764.42            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1586 | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1364.91           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $778.77            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $726.67            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0952 | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $692.78            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2494 | 2052-03-01      | 3.5000%  | 0.0000% | $76000.00          | $58956.44          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5246 | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1496.91           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD3304 | 2051-02-01      | 1.5000%  | 0.0000% | $1000.00           | $651.21            | Agency Mortgage-Backed Securities         |
| GNMI SF 506401 X     | 2029-04-15      | 6.0000%  | 0.0000% | $47000.00          | $41.65             | Agency Mortgage-Backed Securities         |
| GNMI SF 506209 X     | 2037-04-15      | 5.0000%  | 0.0000% | $75000.00          | $815.27            | Agency Mortgage-Backed Securities         |
| GNMI SF 496126 X     | 2029-01-15      | 6.0000%  | 0.0000% | $58038.00          | $265.70            | Agency Mortgage-Backed Securities         |
| GNMI SF 506670 X     | 2029-04-15      | 6.0000%  | 0.0000% | $54202.00          | $6.54              | Agency Mortgage-Backed Securities         |
| GNMI SF 507856 X     | 2029-05-15      | 6.0000%  | 0.0000% | $35000.00          | $697.53            | Agency Mortgage-Backed Securities         |
| GNMI SF 498448 X     | 2029-03-15      | 6.0000%  | 0.0000% | $50000.00          | $69.81             | Agency Mortgage-Backed Securities         |
| GNMI SF 740435 X     | 2040-05-15      | 5.0000%  | 0.0000% | $4569.00           | $102.13            | Agency Mortgage-Backed Securities         |
| GNMI SF 743155 X     | 2040-10-15      | 5.0000%  | 0.0000% | $25000.00          | $419.36            | Agency Mortgage-Backed Securities         |
| GNMI SF 490800 X     | 2028-11-15      | 6.0000%  | 0.0000% | $80000.00          | $241.22            | Agency Mortgage-Backed Securities         |
| GNMI SF 498194 X     | 2031-05-15      | 6.0000%  | 0.0000% | $57822.00          | $736.85            | Agency Mortgage-Backed Securities         |
| GNMI SF 497483 X     | 2029-01-15      | 6.0000%  | 0.0000% | $107527.00         | $319.48            | Agency Mortgage-Backed Securities         |
| GNMI SF 486694 X     | 2028-11-15      | 6.0000%  | 0.0000% | $135000.00         | $52.18             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0089 | 2049-09-01      | 3.0000%  | 0.0000% | $1908.00           | $756.51            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0894 | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $613.36            | Agency Mortgage-Backed Securities         |
| GNMI SP 781073 X     | 2029-07-15      | 7.5000%  | 0.0000% | $67687.00          | $34.31             | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0573 | 2051-04-01      | 2.0000%  | 0.0000% | $2999.00           | $1432.22           | Agency Mortgage-Backed Securities         |
| FNRM RC014AQ R03F014 | 2033-03-25      | 3.5000%  | 0.0000% | $200000.00         | $297.53            | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2047-06-15      | 4.0000%  | 0.0000% | $75000.00          | $1050.56           | Agency Collateralized Mortgage Obligation |
| GNMI SF 706520 X     | 2039-02-15      | 5.5000%  | 0.0000% | $91370.00          | $2413.26           | Agency Mortgage-Backed Securities         |
| GNMI SF 693648 X     | 2038-07-15      | 5.0000%  | 0.0000% | $191508.00         | $2072.70           | Agency Mortgage-Backed Securities         |
| GNMI SF 706009 X     | 2039-01-15      | 5.5000%  | 0.0000% | $808406.00         | $4628.35           | Agency Mortgage-Backed Securities         |
| GNMI SF 688041 X     | 2038-11-15      | 5.0000%  | 0.0000% | $100126.00         | $765.16            | Agency Mortgage-Backed Securities         |
| GNMI SF 678795 X     | 2037-12-15      | 6.0000%  | 0.0000% | $109639.00         | $131.03            | Agency Mortgage-Backed Securities         |
| GNMI SF 705112 X     | 2025-09-15      | 3.5000%  | 0.0000% | $34731.00          | $18.11             | Agency Mortgage-Backed Securities         |
| GNMI SF 685927 X     | 2038-06-15      | 5.0000%  | 0.0000% | $100000.00         | $830.25            | Agency Mortgage-Backed Securities         |
| GNMI SF 700394 X     | 2039-03-15      | 5.0000%  | 0.0000% | $146682.00         | $1612.60           | Agency Mortgage-Backed Securities         |
| GNMI SF 701661 X     | 2039-02-15      | 5.0000%  | 0.0000% | $23515.00          | $613.26            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI6182 | 2037-06-01      | 5.5000%  | 0.0000% | $65000.00          | $305.46            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM3025 | 2047-04-01      | 4.5000%  | 0.0000% | $6540.00           | $913.79            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI8960 | 2039-07-01      | 4.0000%  | 0.0000% | $35767.00          | $2274.87           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI4909 | 2036-06-01      | 6.0000%  | 0.0000% | $730000.00         | $3222.06           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5750 | 2036-12-01      | 6.0000%  | 0.0000% | $350000.00         | $1816.23           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI4668 | 2035-10-01      | 5.0000%  | 0.0000% | $275000.00         | $2414.70           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8073 | 2038-09-01      | 5.5000%  | 0.0000% | $150000.00         | $4425.11           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI8971 | 2039-07-01      | 4.0000%  | 0.0000% | $55319.00          | $4994.07           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7982 | 2038-08-01      | 6.0000%  | 0.0000% | $337891.00         | $4554.46           | Agency Mortgage-Backed Securities         |
| GNMI SF AB9106 X     | 2042-10-15      | 3.0000%  | 0.0000% | $12260.00          | $1330.15           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8965 | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4030 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.32           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY1269 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.44           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4702 | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1028.58           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1350 | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $902.94            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4903 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.32           | Agency Mortgage-Backed Securities         |
| GNMI SF 779839 X     | 2026-10-15      | 3.5000%  | 0.0000% | $7585.00           | $133.55            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9779 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $5000.00           | $3912.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $732.81            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $1008.00           | $408.92            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1871 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.80           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9426 | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $996.27            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX7388 | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $997.36            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX5135 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $991.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $5209152.00        | $4664120.86        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4327 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.32           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2332 | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $324.01            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $745.01            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL889834 | 2035-12-01      | 5.0000%  | 0.0000% | $10000000.00       | $283129.70         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTCB8573 | 2044-05-01      | 6.0000%  | 0.0000% | $2982644.00        | $2912658.54        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4475 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIFS8581 | 2039-07-01      | 6.0000%  | 0.0000% | $2238016.00        | $1605757.39        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4223 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.14           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA8233 | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $552.25            | Agency Mortgage-Backed Securities         |
| GNMI SF 760879 X     | 2041-02-15      | 4.0000%  | 0.0000% | $25000.00          | $3044.73           | Agency Mortgage-Backed Securities         |
| GNII SF MA0675 M     | 2028-01-20      | 3.0000%  | 0.0000% | $47000.00          | $1320.89           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4503 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.14           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4094 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.32           | Agency Mortgage-Backed Securities         |
| GNMI SF 764598 X     | 2041-08-15      | 5.0000%  | 0.0000% | $16707.00          | $2468.55           | Agency Mortgage-Backed Securities         |
| GNMI SF 765307 X     | 2041-05-15      | 5.0000%  | 0.0000% | $12064.00          | $357.24            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4236 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.19           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA2900 | 2047-01-01      | 3.0000%  | 0.0000% | $226000.00         | $38236.61          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2884 | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1030.19           | Agency Mortgage-Backed Securities         |
| GNMI SF 778690 X     | 2041-12-15      | 3.5000%  | 0.0000% | $114161.00         | $3771.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1832 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.37           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1753 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  | 0.0000% | $72388096.00       | $49702325.04       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUAL8515 | 2049-01-01      | 6.5620%  | 0.0000% | $1000.00           | $155.75            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3988 | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $446.87            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $154.47            | Agency Mortgage-Backed Securities         |
| GNMI SP 781268 X     | 2026-12-15      | 8.0000%  | 0.0000% | $250000.00         | $78.98             | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS9231 | 2028-09-01      | 4.9300%  | 0.0000% | $552678.00         | $565176.48         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ2908 | 2035-01-01      | 4.5800%  | 0.0000% | $1000.00           | $980.79            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1800 | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $654.71            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0756 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.21           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1943 | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $523.45            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 3LZT0691 | 2032-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $68.80             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8006 | 2034-09-01      | 3.0000%  | 0.0000% | $1000.00           | $136.71            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1320 | 2048-11-01      | 4.0000%  | 0.0000% | $5000.00           | $363.87            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8691 | 2033-03-01      | 3.5000%  | 0.0000% | $11000.00          | $1209.33           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1725 | 2034-01-01      | 3.5000%  | 0.0000% | $28000.00          | $3812.99           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZT1612 | 2034-01-01      | 4.5000%  | 0.0000% | $25000.00          | $3235.96           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1345 | 2033-11-01      | 3.5000%  | 0.0000% | $21000.00          | $2054.95           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0231 | 2046-04-01      | 4.5000%  | 0.0000% | $14000.00          | $3599.02           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0100 | 2034-10-01      | 2.5000%  | 0.0000% | $3000.00           | $885.53            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8012 | 2034-10-01      | 3.5000%  | 0.0000% | $12000.00          | $1704.54           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  | 0.0000% | $38000.00          | $3182.69           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB1530 | 2036-12-01      | 1.5000%  | 0.0000% | $1000.00           | $879.84            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0019 | 2034-06-01      | 3.5000%  | 0.0000% | $1000.00           | $135.70            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT0717 | 2033-10-01      | 3.5000%  | 0.0000% | $28000.00          | $2388.38           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8856 | 2027-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $2773.48           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9335 | 2035-11-01      | 4.0000%  | 0.0000% | $10000.00          | $2188.89           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8652 | 2032-04-01      | 3.5000%  | 0.0000% | $4000.00           | $439.45            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8837 | 2026-08-01      | 6.0000%  | 0.0000% | $776484.00         | $967.75            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $218.79            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT0066 | 2041-05-01      | 5.0000%  | 0.0000% | $3000.00           | $629.68            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1872 | 2034-04-01      | 3.5000%  | 0.0000% | $33000.00          | $2908.50           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1725 | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $136.18            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8816 | 2027-01-01      | 5.5000%  | 0.0000% | $1246315.00        | $4810.85           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4472 | 2042-02-01      | 3.5000%  | 0.0000% | $1000.00           | $66.12             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4510 | 2043-02-01      | 3.5000%  | 0.0000% | $13950.00          | $2018.57           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  | 0.0000% | $17000.00          | $1674.83           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4582 | 2044-09-01      | 4.0000%  | 0.0000% | $10000.00          | $677.80            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS9174 | 2029-01-01      | 6.0000%  | 0.0000% | $8926.00           | $57.96             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS9090 | 2028-06-01      | 6.0000%  | 0.0000% | $24223.00          | $2042.95           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3VZT1166 | 2043-11-01      | 3.0000%  | 0.0000% | $1000.00           | $182.83            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8716 | 2033-09-01      | 3.5000%  | 0.0000% | $2000.00           | $178.42            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8853 | 2027-08-01      | 6.5000%  | 0.0000% | $1515000.00        | $4656.25           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8861 | 2028-01-01      | 6.0000%  | 0.0000% | $376200.00         | $787.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS9132 | 2029-01-01      | 5.5000%  | 0.0000% | $173654.00         | $745.44            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $5000.00           | $693.42            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS9959 | 2044-04-01      | 5.0000%  | 0.0000% | $11442.00          | $2070.90           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8859 | 2027-12-01      | 6.0000%  | 0.0000% | $71620.00          | $283.28            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8931 | 2026-07-01      | 5.5000%  | 0.0000% | $63052.00          | $46.34             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1732 | 2034-02-01      | 3.5000%  | 0.0000% | $20000.00          | $1450.20           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8862 | 2028-02-01      | 5.5000%  | 0.0000% | $930000.00         | $3273.68           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4762 | 2048-04-01      | 3.0000%  | 0.0000% | $3000.00           | $462.92            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS8702 | 2033-05-01      | 4.0000%  | 0.0000% | $22393.00          | $2197.81           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZT0936 | 2043-09-01      | 3.0000%  | 0.0000% | $1000.00           | $114.16            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8636 | 2032-01-01      | 2.5000%  | 0.0000% | $11366.00          | $1981.82           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8836 | 2027-08-01      | 6.0000%  | 0.0000% | $250000.00         | $1312.02           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8820 | 2027-01-01      | 6.0000%  | 0.0000% | $1870000.00        | $4539.71           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8843 | 2027-09-01      | 6.0000%  | 0.0000% | $901502.00         | $3379.99           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS7744 | 2031-04-01      | 2.5000%  | 0.0000% | $16000.00          | $2700.83           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3XZT0981 | 2028-07-01      | 3.0000%  | 0.0000% | $23000.00          | $893.35            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1594 | 2049-01-01      | 4.0000%  | 0.0000% | $5000.00           | $327.06            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8935 | 2029-01-01      | 6.5000%  | 0.0000% | $400000.00         | $1457.65           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 ZTZT1316 | 2026-06-01      | 5.5000%  | 0.0000% | $50698.00          | $598.76            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4731 | 2047-08-01      | 4.0000%  | 0.0000% | $21000.00          | $2370.15           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8845 | 2027-08-01      | 5.0000%  | 0.0000% | $47625.00          | $142.15            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7854 | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $133.36            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7928 | 2033-02-01      | 3.5000%  | 0.0000% | $1000.00           | $140.05            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4772 | 2048-06-01      | 4.0000%  | 0.0000% | $13000.00          | $1064.11           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8592 | 2030-12-01      | 3.5000%  | 0.0000% | $19000.00          | $1657.04           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8633 | 2031-12-01      | 3.0000%  | 0.0000% | $1000.00           | $148.38            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3225 | 2037-11-01      | 6.0000%  | 0.0000% | $191495.00         | $3301.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2547 | 2038-09-01      | 5.0000%  | 0.0000% | $5000.00           | $43.25             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1860 | 2038-01-01      | 6.0000%  | 0.0000% | $288904.00         | $1219.20           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4394 | 2039-09-01      | 4.5000%  | 0.0000% | $28572.00          | $738.00            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4652 | 2046-02-01      | 4.0000%  | 0.0000% | $25000.00          | $2431.11           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4574 | 2044-07-01      | 4.5000%  | 0.0000% | $5838.00           | $468.61            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3351 | 2041-10-01      | 4.0000%  | 0.0000% | $10017.00          | $1012.85           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8664 | 2032-08-01      | 2.5000%  | 0.0000% | $9900.00           | $1362.64           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9926 | 2046-09-01      | 4.5000%  | 0.0000% | $24782.00          | $3619.71           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8543 | 2029-11-01      | 2.5000%  | 0.0000% | $16539.00          | $1129.98           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4308 | 2037-09-01      | 6.0000%  | 0.0000% | $150000.00         | $930.04            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01315 G | 2031-09-01      | 7.0000%  | 0.0000% | $665000.00         | $388.26            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01707 G | 2034-06-01      | 7.0000%  | 0.0000% | $5000.00           | $31.91             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C61792 G | 2031-12-01      | 7.0000%  | 0.0000% | $51943.00          | $44.17             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C75528 G | 2033-01-01      | 7.5000%  | 0.0000% | $248315.00         | $1498.45           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01317 G | 2031-10-01      | 7.0000%  | 0.0000% | $571095.00         | $264.29            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01233 G | 2031-04-01      | 7.0000%  | 0.0000% | $92316.00          | $37.43             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C61105 G | 2031-12-01      | 7.0000%  | 0.0000% | $95000.00          | $1108.55           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01443 G | 2032-08-01      | 6.5000%  | 0.0000% | $79400.00          | $93.67             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C64807 G | 2032-02-01      | 6.0000%  | 0.0000% | $350000.00         | $644.41            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC G01220 G | 2031-03-01      | 8.5000%  | 0.0000% | $208083.00         | $33.44             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66239 G | 2032-04-01      | 7.0000%  | 0.0000% | $823074.00         | $1910.24           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01217 G | 2031-03-01      | 7.0000%  | 0.0000% | $596145.00         | $378.73            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C62740 G | 2032-01-01      | 7.0000%  | 0.0000% | $15000.00          | $240.77            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C63171 G | 2032-01-01      | 7.0000%  | 0.0000% | $151376.00         | $1068.11           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01309 G | 2031-08-01      | 7.0000%  | 0.0000% | $110000.00         | $49.83             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66168 G | 2032-04-01      | 7.0000%  | 0.0000% | $26531.00          | $105.15            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C65574 G | 2032-04-01      | 7.0000%  | 0.0000% | $66000.00          | $329.13            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66605 G | 2032-04-01      | 7.0000%  | 0.0000% | $502029.00         | $1119.48           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G01158 G | 2030-12-01      | 7.5000%  | 0.0000% | $27900.00          | $12.70             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01433 G | 2032-07-01      | 6.5000%  | 0.0000% | $332400.00         | $289.84            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01641 G | 2034-01-01      | 7.0000%  | 0.0000% | $12000.00          | $71.23             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01660 G | 2034-02-01      | 6.0000%  | 0.0000% | $18000.00          | $121.08            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C64920 G | 2032-03-01      | 7.0000%  | 0.0000% | $25381.00          | $310.81            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01501 G | 2032-09-01      | 7.0000%  | 0.0000% | $57692.00          | $237.84            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01697 G | 2034-01-01      | 7.0000%  | 0.0000% | $16399.00          | $89.85             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01724 G | 2034-04-01      | 7.0000%  | 0.0000% | $42916.00          | $345.37            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C61765 G | 2031-12-01      | 6.5000%  | 0.0000% | $499200.00         | $3581.67           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C62300 G | 2032-01-01      | 6.0000%  | 0.0000% | $5161301.00        | $2127.59           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C62525 G | 2032-01-01      | 7.0000%  | 0.0000% | $642674.00         | $1582.44           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C78583 G | 2033-03-01      | 6.0000%  | 0.0000% | $1066986.00        | $1642.17           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G01941 G | 2035-10-01      | 5.0000%  | 0.0000% | $199467.00         | $1864.16           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C64672 G | 2032-03-01      | 6.5000%  | 0.0000% | $1108300.00        | $738.95            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C76042 G | 2033-01-01      | 6.0000%  | 0.0000% | $1856705.00        | $4100.56           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G01840 G | 2035-07-01      | 5.0000%  | 0.0000% | $88000.00          | $862.27            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C68825 G | 2032-07-01      | 7.5000%  | 0.0000% | $1322732.00        | $4477.59           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C64936 G | 2032-03-01      | 6.5000%  | 0.0000% | $71700.00          | $51.74             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G02382 G | 2035-06-01      | 6.0000%  | 0.0000% | $20000.00          | $326.96            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G01818 G | 2035-05-01      | 5.0000%  | 0.0000% | $1000.00           | $7.00              | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C76293 G | 2033-01-01      | 6.0000%  | 0.0000% | $2077041.00        | $3920.86           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04628 G | 2038-08-01      | 6.0000%  | 0.0000% | $3414.00           | $126.01            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4398 | 2039-10-01      | 4.5000%  | 0.0000% | $190000.00         | $4836.20           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2807 | 2039-11-01      | 4.5000%  | 0.0000% | $28440.00          | $468.86            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4381 | 2039-06-01      | 4.5000%  | 0.0000% | $53218.00          | $1188.49           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3665 | 2041-10-01      | 4.5000%  | 0.0000% | $36000.00          | $2067.28           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2339 | 2038-10-01      | 6.0000%  | 0.0000% | $220820.00         | $1348.80           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1105 | 2036-06-01      | 6.0000%  | 0.0000% | $300000.00         | $1400.46           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3004 | 2039-06-01      | 4.5000%  | 0.0000% | $52906.00          | $515.85            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4594 | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $75.96             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4526 | 2043-08-01      | 3.5000%  | 0.0000% | $3000.00           | $343.77            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3095 | 2040-05-01      | 6.0000%  | 0.0000% | $115202.00         | $1301.66           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  | 0.0000% | $11179.00          | $1223.48           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4567 | 2044-05-01      | 4.0000%  | 0.0000% | $8000.00           | $478.42            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4372 | 2039-03-01      | 6.0000%  | 0.0000% | $337410.00         | $2851.27           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4586 | 2044-10-01      | 4.0000%  | 0.0000% | $39000.00          | $2863.29           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $72.21             | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G08833 G | 2048-07-01      | 5.0000%  | 0.0000% | $39000.00          | $4131.88           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08857 G | 2049-01-01      | 4.0000%  | 0.0000% | $8000.00           | $523.99            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  | 0.0000% | $7000.00           | $582.05            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08370 G | 2039-10-01      | 5.5000%  | 0.0000% | $4316.00           | $94.64             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08847 G | 2048-11-01      | 4.0000%  | 0.0000% | $3000.00           | $218.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1805 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $770.04            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1524 | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $753.48            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2184 | 2053-01-01      | 6.0000%  | 0.0000% | $6000.00           | $4813.56           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5192 | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $749.17            | Agency Mortgage-Backed Securities         |
| GNII SF AQ0542 C     | 2046-10-20      | 4.0000%  | 0.0000% | $25000.00          | $2724.78           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5107 | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $876.47            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5302 | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $937.67            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD2991 | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1382.03           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2180 | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $800.87            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1463 | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $687.86            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0942 | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $660.73            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1340 | 2052-03-01      | 3.0000%  | 0.0000% | $2526.00           | $1746.11           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2041-01-15      | 4.5000%  | 0.0000% | $3000000.00        | $2575.44           | Agency Collateralized Mortgage Obligation |
| FNRM CL051BH R21F051 | 2051-08-25      | 1.5000%  | 0.0000% | $1000.00           | $399.26            | Agency Collateralized Mortgage Obligation |
| GNRM 2021-136 LB     | 2051-08-20      | 2.5000%  | 0.0000% | $2100.00           | $1597.88           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 AF     | 2054-09-20      | 5.5083%  | 0.0000% | $4660000.00        | $4360229.32        | Agency Collateralized Mortgage Obligation |
| FNRM CL055PC R01F055 | 2031-10-25      | 6.5000%  | 0.0000% | $140000.00         | $422.22            | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2049-02-15      | 3.5000%  | 0.0000% | $45000.00          | $4175.48           | Agency Collateralized Mortgage Obligation |
| GNRA 2018-099 AN     | 2059-09-16      | 3.2000%  | 0.0000% | $21000000.00       | $3858963.19        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2028-11-15      | 6.0000%  | 0.0000% | $15000.00          | $113.14            | Agency Collateralized Mortgage Obligation |
| FNRM CL051MB R21F051 | 2051-08-25      | 3.0000%  | 0.0000% | $2700.00           | $1530.95           | Agency Collateralized Mortgage Obligation |
| FNRM CL083MY R21F083 | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $623.19            | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLZI4593 | 2035-09-01      | 4.5000%  | 0.0000% | $26000.00          | $190.83            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4636 | 2035-10-01      | 4.5000%  | 0.0000% | $52754.00          | $334.82            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI1806 | 2034-05-01      | 4.5000%  | 0.0000% | $1000000.00        | $384.97            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4614 | 2035-09-01      | 4.5000%  | 0.0000% | $32000.00          | $259.05            | Agency Mortgage-Backed Securities         |
| GNMI SF 538709 X     | 2035-05-15      | 5.0000%  | 0.0000% | $50000.00          | $472.51            | Agency Mortgage-Backed Securities         |
| GNMI SF 490394 X     | 2029-02-15      | 6.0000%  | 0.0000% | $101437.00         | $547.14            | Agency Mortgage-Backed Securities         |
| GNMI SF 493971 X     | 2029-06-15      | 6.0000%  | 0.0000% | $25307.00          | $79.35             | Agency Mortgage-Backed Securities         |
| GNMI SF 508481 X     | 2031-05-15      | 6.0000%  | 0.0000% | $75000.00          | $183.43            | Agency Mortgage-Backed Securities         |
| GNMI SF 521292 X     | 2035-04-15      | 6.0000%  | 0.0000% | $45000.00          | $382.27            | Agency Mortgage-Backed Securities         |
| GNMI SF 535428 X     | 2031-12-15      | 6.0000%  | 0.0000% | $41200.00          | $40.61             | Agency Mortgage-Backed Securities         |
| GNMI SF 585123 X     | 2032-12-15      | 6.0000%  | 0.0000% | $75441.00          | $893.89            | Agency Mortgage-Backed Securities         |
| GNMI SF 579420 X     | 2032-05-15      | 6.0000%  | 0.0000% | $25000.00          | $152.37            | Agency Mortgage-Backed Securities         |
| GNMI SF 585059 X     | 2032-12-15      | 6.0000%  | 0.0000% | $170000.00         | $178.31            | Agency Mortgage-Backed Securities         |
| GNMI SF 580837 X     | 2034-06-15      | 5.0000%  | 0.0000% | $40000.00          | $787.54            | Agency Mortgage-Backed Securities         |
| GNMI SF 582430 X     | 2032-11-15      | 6.0000%  | 0.0000% | $28845.00          | $210.30            | Agency Mortgage-Backed Securities         |
| GNMI SF 580869 X     | 2031-12-15      | 6.0000%  | 0.0000% | $138899.00         | $274.66            | Agency Mortgage-Backed Securities         |
| GNMI SF 585099 X     | 2032-12-15      | 6.0000%  | 0.0000% | $65204.00          | $179.42            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66308 G | 2032-04-01      | 7.0000%  | 0.0000% | $141995.00         | $2105.72           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G14982 G | 2029-01-01      | 3.5000%  | 0.0000% | $1991.00           | $116.03            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G06353 G | 2039-12-01      | 5.5000%  | 0.0000% | $183044.00         | $3732.03           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C70067 G | 2032-08-01      | 6.5000%  | 0.0000% | $45700.00          | $388.81            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05546 G | 2039-07-01      | 5.5000%  | 0.0000% | $44492.00          | $778.84            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04626 G | 2038-08-01      | 6.0000%  | 0.0000% | $18149.00          | $129.12            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04688 G | 2038-09-01      | 5.5000%  | 0.0000% | $674108.00         | $4788.32           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04458 G | 2038-06-01      | 5.5000%  | 0.0000% | $446586.00         | $3276.46           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01943 G | 2035-10-01      | 6.0000%  | 0.0000% | $11555.00          | $121.87            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16574 G | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $180.77            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G06615 G | 2041-06-01      | 4.0000%  | 0.0000% | $1000.00           | $122.57            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01947 G | 2035-05-01      | 7.0000%  | 0.0000% | $4959.00           | $59.56             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G03204 G | 2035-11-01      | 5.5000%  | 0.0000% | $340840.00         | $3253.89           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G16659 G | 2032-08-01      | 2.5000%  | 0.0000% | $5538.00           | $1252.49           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67056 G | 2032-05-01      | 7.0000%  | 0.0000% | $142750.00         | $1354.65           | Agency Mortgage-Backed Securities         |
| GNMI SF 579538 X     | 2032-03-15      | 6.0000%  | 0.0000% | $98000.00          | $441.24            | Agency Mortgage-Backed Securities         |
| GNMI SF 579488 X     | 2032-02-15      | 6.0000%  | 0.0000% | $112542.00         | $1258.29           | Agency Mortgage-Backed Securities         |
| GNMI SF 580982 X     | 2032-02-15      | 6.0000%  | 0.0000% | $57566.00          | $525.68            | Agency Mortgage-Backed Securities         |
| GNMI SF 582145 X     | 2032-05-15      | 6.0000%  | 0.0000% | $38293.00          | $1026.73           | Agency Mortgage-Backed Securities         |
| GNMI SF 580684 X     | 2034-05-15      | 5.0000%  | 0.0000% | $125000.00         | $754.63            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66164 G | 2032-04-01      | 7.0000%  | 0.0000% | $45000.00          | $699.15            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67215 G | 2032-05-01      | 7.0000%  | 0.0000% | $43105.00          | $94.65             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C61298 G | 2031-11-01      | 8.0000%  | 0.0000% | $152123.00         | $1223.07           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C66957 G | 2032-05-01      | 6.5000%  | 0.0000% | $595944.00         | $149.10            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $4261.00           | $58.75             | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G02296 G | 2036-06-01      | 5.0000%  | 0.0000% | $39791.00          | $378.44            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67052 G | 2032-05-01      | 7.0000%  | 0.0000% | $57090.00          | $109.80            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G03535 G | 2037-10-01      | 5.5000%  | 0.0000% | $71420.00          | $542.74            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A44755 G | 2036-04-01      | 7.0000%  | 0.0000% | $2753721.00        | $754.06            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C77715 G | 2033-03-01      | 6.0000%  | 0.0000% | $1024835.00        | $1791.46           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68004 G | 2032-06-01      | 7.0000%  | 0.0000% | $598134.00         | $3986.55           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G01659 G | 2033-12-01      | 5.0000%  | 0.0000% | $90000.00          | $491.25            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  | 0.0000% | $8000.00           | $904.12            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C68917 G | 2032-07-01      | 6.0000%  | 0.0000% | $1560.00           | $45.25             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C75592 G | 2033-01-01      | 6.0000%  | 0.0000% | $53000.00          | $762.34            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04603 G | 2037-12-01      | 5.5000%  | 0.0000% | $1000.00           | $15.47             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G03432 G | 2037-11-01      | 5.5000%  | 0.0000% | $469315.00         | $2742.66           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C70373 G | 2032-09-01      | 6.5000%  | 0.0000% | $25800.00          | $494.28            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G04913 G | 2038-03-01      | 5.0000%  | 0.0000% | $1000.00           | $10.76             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68290 G | 2032-06-01      | 7.0000%  | 0.0000% | $252250.00         | $2366.16           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C66709 G | 2032-05-01      | 7.5000%  | 0.0000% | $13737.00          | $84.58             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G30628 G | 2032-10-01      | 4.0000%  | 0.0000% | $2000.00           | $139.33            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A72770 G | 2038-02-01      | 5.5000%  | 0.0000% | $561816.00         | $4459.01           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68162 G | 2032-06-01      | 7.0000%  | 0.0000% | $56593.00          | $31.52             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C71150 G | 2032-09-01      | 6.0000%  | 0.0000% | $11756.00          | $112.20            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C71857 G | 2032-10-01      | 7.0000%  | 0.0000% | $26000.00          | $962.54            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C70228 G | 2032-08-01      | 6.0000%  | 0.0000% | $2782.00           | $74.93             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G06193 G | 2040-05-01      | 5.5000%  | 0.0000% | $253713.00         | $3969.66           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16308 G | 2032-08-01      | 3.5000%  | 0.0000% | $1000.00           | $133.51            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08801 G | 2048-02-01      | 4.0000%  | 0.0000% | $8000.00           | $997.14            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05196 G | 2038-10-01      | 5.5000%  | 0.0000% | $544142.00         | $3430.38           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G02342 G | 2036-10-01      | 5.0000%  | 0.0000% | $75000.00          | $765.42            | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G14433 G | 2027-05-01      | 2.5000%  | 0.0000% | $1000.00           | $18.32             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A61545 G | 2036-10-01      | 5.5000%  | 0.0000% | $12000.00          | $65.78             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08785 G | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $122.53            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6778 | 2037-11-01      | 6.0000%  | 0.0000% | $91986.00          | $627.28            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI7350 | 2038-04-01      | 4.5000%  | 0.0000% | $29277.00          | $109.10            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $308.26            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8507 | 2039-02-01      | 4.5000%  | 0.0000% | $34000.00          | $514.69            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7894 | 2044-03-01      | 4.5000%  | 0.0000% | $106000.00         | $3372.58           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI5455 | 2036-06-01      | 6.5000%  | 0.0000% | $110000.00         | $513.31            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0854 | 2032-10-01      | 6.0000%  | 0.0000% | $600000.00         | $1370.68           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2484 | 2047-01-01      | 4.5000%  | 0.0000% | $16886.00          | $4477.23           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI6043 | 2036-04-01      | 5.0000%  | 0.0000% | $57000.00          | $356.58            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI6601 | 2037-09-01      | 6.5000%  | 0.0000% | $1319437.00        | $2571.51           | Agency Mortgage-Backed Securities         |
| GNMI SF 550887 X     | 2035-08-15      | 5.0000%  | 0.0000% | $350000.00         | $3370.71           | Agency Mortgage-Backed Securities         |
| GNMI SF 538327 X     | 2032-03-15      | 6.5000%  | 0.0000% | $2100000.00        | $2273.72           | Agency Mortgage-Backed Securities         |
| GNMI SF 494875 X     | 2029-08-15      | 7.5000%  | 0.0000% | $127032.00         | $197.98            | Agency Mortgage-Backed Securities         |
| GNMI SF 493571 X     | 2031-06-15      | 6.0000%  | 0.0000% | $50149.00          | $484.40            | Agency Mortgage-Backed Securities         |
| GNMI SF 499416 X     | 2029-02-15      | 6.0000%  | 0.0000% | $139338.00         | $219.27            | Agency Mortgage-Backed Securities         |
| GNMI SF 538299 X     | 2032-01-15      | 6.0000%  | 0.0000% | $58616.00          | $122.56            | Agency Mortgage-Backed Securities         |
| GNMI SF 551833 X     | 2031-10-15      | 6.0000%  | 0.0000% | $38940.00          | $519.85            | Agency Mortgage-Backed Securities         |
| GNMI SF 506399 X     | 2029-04-15      | 6.0000%  | 0.0000% | $100126.00         | $120.90            | Agency Mortgage-Backed Securities         |
| GNMI SF 552459 X     | 2032-03-15      | 6.0000%  | 0.0000% | $50006.00          | $119.02            | Agency Mortgage-Backed Securities         |
| GNMI SF 508370 X     | 2030-08-15      | 8.5000%  | 0.0000% | $152267.00         | $110.00            | Agency Mortgage-Backed Securities         |
| GNMI SF 497411 X     | 2029-01-15      | 6.0000%  | 0.0000% | $260000.00         | $585.97            | Agency Mortgage-Backed Securities         |
| GNMI SF 557580 X     | 2031-07-15      | 6.0000%  | 0.0000% | $25000.00          | $939.14            | Agency Mortgage-Backed Securities         |
| GNMI SF 497550 X     | 2029-01-15      | 6.0000%  | 0.0000% | $25442.00          | $87.65             | Agency Mortgage-Backed Securities         |
| GNMI SF 551920 X     | 2031-12-15      | 6.0000%  | 0.0000% | $88854.00          | $167.83            | Agency Mortgage-Backed Securities         |
| GNMI SF 538314 X     | 2032-02-15      | 7.0000%  | 0.0000% | $945000.00         | $1355.26           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3VZN0875 | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $397.12            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8648 | 2039-03-01      | 4.5000%  | 0.0000% | $313922.00         | $3315.74           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8754 | 2039-05-01      | 4.5000%  | 0.0000% | $318242.00         | $1903.36           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3VZN0864 | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $212.68            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $92.16             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2377 | 2046-04-01      | 4.5000%  | 0.0000% | $16804.00          | $2893.85           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8783 | 2039-05-01      | 4.5000%  | 0.0000% | $152219.00         | $834.25            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $69.97             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZN1093 | 2033-11-01      | 3.5000%  | 0.0000% | $14000.00          | $3406.44           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ1210 | 2041-02-01      | 5.0000%  | 0.0000% | $21699.00          | $3870.02           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0877 | 2033-02-01      | 6.0000%  | 0.0000% | $922000.00         | $4836.85           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9623 | 2040-01-01      | 4.5000%  | 0.0000% | $3550.00           | $81.96             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8779 | 2039-05-01      | 4.5000%  | 0.0000% | $134468.00         | $592.52            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8671 | 2039-04-01      | 4.5000%  | 0.0000% | $16554.00          | $298.11            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI8371 | 2038-12-01      | 6.0000%  | 0.0000% | $354356.00         | $4216.23           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8943 | 2039-07-01      | 4.5000%  | 0.0000% | $56167.00          | $2432.08           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6391 | 2037-08-01      | 6.0000%  | 0.0000% | $100000.00         | $697.72            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8925 | 2045-01-01      | 4.0000%  | 0.0000% | $14591.00          | $4117.27           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8302 | 2048-09-01      | 4.5000%  | 0.0000% | $1950.00           | $235.64            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $85.99             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZN3772 | 2034-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1417.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN4336 | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $141.53            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8557 | 2039-02-01      | 4.5000%  | 0.0000% | $71707.00          | $2425.79           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0748 | 2031-04-01      | 6.0000%  | 0.0000% | $95000.00          | $106.56            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN1344 | 2048-11-01      | 4.5000%  | 0.0000% | $4350000.00        | $548211.17         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8716 | 2039-04-01      | 4.5000%  | 0.0000% | $80781.00          | $916.03            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8816 | 2039-05-01      | 4.5000%  | 0.0000% | $104563.00         | $2050.72           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3904 | 2047-08-01      | 3.5000%  | 0.0000% | $19118.00          | $3369.63           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8572 | 2039-02-01      | 4.5000%  | 0.0000% | $209604.00         | $3249.99           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM0426 | 2045-11-01      | 3.5000%  | 0.0000% | $25000.00          | $3805.05           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8567 | 2039-02-01      | 4.5000%  | 0.0000% | $249513.00         | $993.03            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7996 | 2038-08-01      | 6.0000%  | 0.0000% | $30000.00          | $414.25            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8487 | 2039-01-01      | 4.5000%  | 0.0000% | $39226.00          | $100.15            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM1032 | 2046-04-01      | 4.5000%  | 0.0000% | $19016.00          | $4813.13           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5248 | 2036-09-01      | 6.0000%  | 0.0000% | $261786.00         | $2783.42           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6531 | 2037-09-01      | 6.0000%  | 0.0000% | $13000.00          | $176.55            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8167 | 2044-06-01      | 4.0000%  | 0.0000% | $1058.00           | $154.51            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6217 | 2048-04-01      | 4.0000%  | 0.0000% | $19000.00          | $3090.69           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3VZN0678 | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $181.42            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8496 | 2039-02-01      | 4.5000%  | 0.0000% | $522534.00         | $4056.21           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8976 | 2039-07-01      | 5.0000%  | 0.0000% | $1000.00           | $51.39             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  | 0.0000% | $18000.00          | $2149.89           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4628 | 2047-10-01      | 3.5000%  | 0.0000% | $14903.00          | $4291.64           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8580 | 2039-02-01      | 4.5000%  | 0.0000% | $67778.00          | $228.57            | Agency Mortgage-Backed Securities         |
| GNMI SF 764012 X     | 2027-04-15      | 3.0000%  | 0.0000% | $120588.00         | $2075.76           | Agency Mortgage-Backed Securities         |
| GNMI SF 779854 X     | 2026-10-15      | 3.5000%  | 0.0000% | $23953.00          | $298.92            | Agency Mortgage-Backed Securities         |
| GNMI SF 770478 X     | 2041-08-15      | 4.5000%  | 0.0000% | $120000.00         | $4037.60           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAU4279 | 2043-09-01      | 3.0000%  | 0.0000% | $1000.00           | $179.09            | Agency Mortgage-Backed Securities         |
| GNII JM MA2293 M     | 2044-10-20      | 3.5000%  | 0.0000% | $113000.00         | $1981.96           | Agency Mortgage-Backed Securities         |
| GNII SF MA1650 M     | 2029-02-20      | 3.0000%  | 0.0000% | $61980.00          | $2333.95           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0660 | 2055-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1018.37           | Agency Mortgage-Backed Securities         |
| GNMI SF 762563 X     | 2041-04-15      | 5.0000%  | 0.0000% | $2533.00           | $72.76             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6600 | 2054-10-01      | 6.5000%  | 0.0000% | $2048.00           | $1922.91           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5809 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $933.14            | Agency Mortgage-Backed Securities         |
| GNII SF AA1000 C     | 2027-05-20      | 3.0000%  | 0.0000% | $60000.00          | $883.78            | Agency Mortgage-Backed Securities         |
| GNMI SF 779711 X     | 2026-11-15      | 3.5000%  | 0.0000% | $8645.00           | $341.01            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4268 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.32           | Agency Mortgage-Backed Securities         |
| GNMI SF 775132 X     | 2041-09-15      | 4.0000%  | 0.0000% | $24908.00          | $1770.51           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CNMA4367 | 2031-06-01      | 1.5000%  | 0.0000% | $1000.00           | $435.55            | Agency Mortgage-Backed Securities         |
| GNMI SF 778793 X     | 2042-01-15      | 3.5000%  | 0.0000% | $1000.00           | $84.60             | Agency Mortgage-Backed Securities         |
| GNII SF MA1997 M     | 2044-06-20      | 4.5000%  | 0.0000% | $13598.00          | $931.87            | Agency Mortgage-Backed Securities         |
| GNII JM MA1752 M     | 2044-03-20      | 4.0000%  | 0.0000% | $425374.00         | $1894.44           | Agency Mortgage-Backed Securities         |
| GNII SF MA3935 M     | 2046-09-20      | 2.5000%  | 0.0000% | $12436.00          | $1707.93           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3056 | 2054-12-01      | 5.0000%  | 0.0000% | $1037.00           | $1007.11           | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $25000.00          | $2376.13           | Agency Mortgage-Backed Securities         |
| GNII SF MA2603 M     | 2045-02-20      | 4.5000%  | 0.0000% | $6134.00           | $392.10            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4933 | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1027.40           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4994 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.33           | Agency Mortgage-Backed Securities         |
| GNMI SF 764454 X     | 2041-05-15      | 5.0000%  | 0.0000% | $102320.00         | $4757.44           | Agency Mortgage-Backed Securities         |
| GNII SF MA0300 M     | 2027-08-20      | 3.0000%  | 0.0000% | $85000.00          | $2079.45           | Agency Mortgage-Backed Securities         |
| GNII SF MA5266 M     | 2048-06-20      | 5.0000%  | 0.0000% | $1000.00           | $78.03             | Agency Mortgage-Backed Securities         |
| GNII JM MA6187 M     | 2034-09-20      | 3.0000%  | 0.0000% | $1050.00           | $24.47             | Agency Mortgage-Backed Securities         |
| GNII SF BK2856 C     | 2048-12-20      | 4.5000%  | 0.0000% | $10047.00          | $701.71            | Agency Mortgage-Backed Securities         |
| GNPL PN CO3173       | 2057-09-15      | 3.7900%  | 0.0000% | $22667135.00       | $20277316.73       | Agency Mortgage-Backed Securities         |
| GNII SF BI0356 C     | 2048-07-20      | 5.0000%  | 0.0000% | $1408988.00        | $866.18            | Agency Mortgage-Backed Securities         |
| GNII SF BF7597 C     | 2048-07-20      | 4.0000%  | 0.0000% | $10675200.00       | $345507.57         | Agency Mortgage-Backed Securities         |
| GNII SF BA3288 C     | 2047-07-20      | 4.0000%  | 0.0000% | $39000.00          | $3632.05           | Agency Mortgage-Backed Securities         |
| GNPL PN CN7012       | 2057-09-15      | 3.4300%  | 0.0000% | $24585000.00       | $21416546.50       | Agency Mortgage-Backed Securities         |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $2014.00           | $141.38            | Agency Mortgage-Backed Securities         |
| GNII JM MA3213 M     | 2030-11-20      | 3.0000%  | 0.0000% | $1000.00           | $84.80             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2420 | 2054-09-01      | 5.5000%  | 0.0000% | $1037.00           | $975.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA1968 M     | 2029-05-20      | 4.0000%  | 0.0000% | $87133.00          | $2580.35           | Agency Mortgage-Backed Securities         |
| GNII JM MA4479 M     | 2032-06-20      | 2.5000%  | 0.0000% | $3000.00           | $338.12            | Agency Mortgage-Backed Securities         |
| GNII JM MA8309 M     | 2052-08-20      | 5.5000%  | 0.0000% | $2000.00           | $1482.62           | Agency Mortgage-Backed Securities         |
| GNII SF MA5565 M     | 2033-11-20      | 4.0000%  | 0.0000% | $1000.00           | $132.08            | Agency Mortgage-Backed Securities         |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $8000.00           | $3508.07           | Agency Mortgage-Backed Securities         |
| GNMI SF 771329 X     | 2043-04-15      | 3.0000%  | 0.0000% | $1000.00           | $161.66            | Agency Mortgage-Backed Securities         |
| GNII JM MA6274 M     | 2049-11-20      | 3.0000%  | 0.0000% | $3000.00           | $252.52            | Agency Mortgage-Backed Securities         |
| GNII JM MA3278 M     | 2030-12-20      | 2.5000%  | 0.0000% | $3452.00           | $299.79            | Agency Mortgage-Backed Securities         |
| GNMI SF 773940 X     | 2041-11-15      | 4.0000%  | 0.0000% | $40000.00          | $1981.33           | Agency Mortgage-Backed Securities         |
| GNII SF MA1762 M     | 2044-02-20      | 4.5000%  | 0.0000% | $9632.00           | $681.16            | Agency Mortgage-Backed Securities         |
| GNII SF MA4385 M     | 2047-04-20      | 5.0000%  | 0.0000% | $1000.00           | $94.17             | Agency Mortgage-Backed Securities         |
| GNII SF MA5024 M     | 2048-02-20      | 6.0000%  | 0.0000% | $1000.00           | $168.26            | Agency Mortgage-Backed Securities         |
| GNII SF MA2756 M     | 2045-04-20      | 4.5000%  | 0.0000% | $4174.00           | $284.52            | Agency Mortgage-Backed Securities         |
| GNII SF MA4067 M     | 2046-11-20      | 2.5000%  | 0.0000% | $25000.00          | $4281.27           | Agency Mortgage-Backed Securities         |
| GNII SF MA4838 M     | 2047-11-20      | 4.0000%  | 0.0000% | $25000.00          | $2757.40           | Agency Mortgage-Backed Securities         |
| GNII SF MA1653 M     | 2029-01-20      | 4.5000%  | 0.0000% | $139549.00         | $3183.21           | Agency Mortgage-Backed Securities         |
| GNII JM MA4953 M     | 2048-01-20      | 4.0000%  | 0.0000% | $4170.00           | $132.27            | Agency Mortgage-Backed Securities         |
| GNMI SF AB9207 X     | 2042-11-15      | 3.0000%  | 0.0000% | $2002080.00        | $187168.16         | Agency Mortgage-Backed Securities         |
| GNII SF MA4456 M     | 2037-10-20      | 6.0000%  | 0.0000% | $16000.00          | $2034.28           | Agency Mortgage-Backed Securities         |
| GNII SF MA0006 M     | 2027-04-20      | 2.5000%  | 0.0000% | $223393.00         | $3827.96           | Agency Mortgage-Backed Securities         |
| GNII SF MA2680 M     | 2045-03-20      | 4.5000%  | 0.0000% | $15153.00          | $978.66            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9668 | 2040-01-01      | 5.0000%  | 0.0000% | $46000.00          | $2418.99           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0546 | 2040-10-01      | 4.0000%  | 0.0000% | $1345.00           | $57.12             | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ5549 | 2031-12-01      | 7.5000%  | 0.0000% | $500467.00         | $2446.48           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0932 | 2033-12-01      | 6.0000%  | 0.0000% | $500000.00         | $4574.91           | Agency Mortgage-Backed Securities         |
| FEPC 08.500 CLZA0693 | 2030-08-01      | 8.5000%  | 0.0000% | $250400.00         | $138.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8767 | 2039-05-01      | 5.0000%  | 0.0000% | $100000.00         | $4409.16           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0741 | 2031-03-01      | 7.5000%  | 0.0000% | $4698549.00        | $4046.47           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZJ9339 | 2031-03-01      | 4.5000%  | 0.0000% | $112971.00         | $3266.71           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9267 | 2039-09-01      | 4.5000%  | 0.0000% | $209329.00         | $3344.97           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4394 | 2030-08-01      | 7.5000%  | 0.0000% | $9607594.00        | $2759.21           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0980 | 2036-11-01      | 6.5000%  | 0.0000% | $200000.00         | $2344.38           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9489 | 2039-12-01      | 4.5000%  | 0.0000% | $33824.00          | $895.85            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI9436 | 2039-11-01      | 4.0000%  | 0.0000% | $44714.00          | $1474.84           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8703 | 2039-04-01      | 5.0000%  | 0.0000% | $156000.00         | $1448.52           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9890 | 2040-04-01      | 5.0000%  | 0.0000% | $96746.00          | $4866.55           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8796 | 2039-05-01      | 4.5000%  | 0.0000% | $139077.00         | $1964.43           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0765 | 2031-08-01      | 6.5000%  | 0.0000% | $480514.00         | $365.92            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8850 | 2039-06-01      | 4.5000%  | 0.0000% | $175000.00         | $4454.30           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8869 | 2039-06-01      | 4.5000%  | 0.0000% | $28940.00          | $549.34            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0727 | 2030-11-01      | 6.5000%  | 0.0000% | $500000.00         | $1018.39           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9034 | 2039-08-01      | 4.5000%  | 0.0000% | $25720.00          | $892.86            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4659 | 2030-12-01      | 7.5000%  | 0.0000% | $6571144.00        | $3643.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9008 | 2039-08-01      | 5.0000%  | 0.0000% | $34830.00          | $2077.66           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA0910 | 2033-08-01      | 4.5000%  | 0.0000% | $127584.00         | $1500.27           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9471 | 2039-12-01      | 4.5000%  | 0.0000% | $43000.00          | $2927.47           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9028 | 2039-08-01      | 4.5000%  | 0.0000% | $98899.00          | $1750.49           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8817 | 2039-05-01      | 4.5000%  | 0.0000% | $37360.00          | $732.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8828 | 2033-01-01      | 5.5000%  | 0.0000% | $346541.00         | $2516.42           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ5591 | 2032-01-01      | 6.5000%  | 0.0000% | $984976.00         | $2618.95           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7466 | 2030-07-01      | 2.5000%  | 0.0000% | $3592.00           | $493.73            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI9251 | 2039-09-01      | 5.5000%  | 0.0000% | $2000.00           | $55.31             | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0782 | 2031-09-01      | 7.5000%  | 0.0000% | $1450000.00        | $2277.47           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2231 | 2046-11-01      | 4.5000%  | 0.0000% | $1821.00           | $398.19            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8576 | 2048-10-01      | 4.0000%  | 0.0000% | $4000.00           | $283.22            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0687 | 2030-07-01      | 7.5000%  | 0.0000% | $1917324.00        | $468.15            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI9474 | 2039-12-01      | 4.0000%  | 0.0000% | $73714.00          | $2849.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5531 | 2048-02-01      | 4.0000%  | 0.0000% | $1000.00           | $142.40            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $136.95            | Agency Mortgage-Backed Securities         |
| GNMI SF 566519 X     | 2034-06-15      | 5.0000%  | 0.0000% | $50059.00          | $1118.95           | Agency Mortgage-Backed Securities         |
| GNMI SP 780822 X     | 2028-07-15      | 6.5000%  | 0.0000% | $1488000.00        | $1696.77           | Agency Mortgage-Backed Securities         |
| GNMI SF 550763 X     | 2035-12-15      | 5.0000%  | 0.0000% | $204871.00         | $4218.91           | Agency Mortgage-Backed Securities         |
| GNMI SF 555660 X     | 2032-01-15      | 6.0000%  | 0.0000% | $50477.00          | $181.61            | Agency Mortgage-Backed Securities         |
| GNMI SF 518643 X     | 2029-12-15      | 7.5000%  | 0.0000% | $58433.00          | $62.44             | Agency Mortgage-Backed Securities         |
| GNMI SF 550694 X     | 2035-10-15      | 5.0000%  | 0.0000% | $48910.00          | $438.48            | Agency Mortgage-Backed Securities         |
| GNMI SF 533072 X     | 2040-03-15      | 4.0000%  | 0.0000% | $25000.00          | $649.58            | Agency Mortgage-Backed Securities         |
| GNMI SF 523001 X     | 2032-02-15      | 6.0000%  | 0.0000% | $75823.00          | $127.17            | Agency Mortgage-Backed Securities         |
| GNMI SF 542003 X     | 2031-12-15      | 6.0000%  | 0.0000% | $100000.00         | $1146.22           | Agency Mortgage-Backed Securities         |
| GNMI SF 553766 X     | 2031-05-15      | 6.0000%  | 0.0000% | $26383.00          | $465.92            | Agency Mortgage-Backed Securities         |
| GNMI SF 559461 X     | 2032-01-15      | 6.0000%  | 0.0000% | $100000.00         | $828.19            | Agency Mortgage-Backed Securities         |
| GNMI SF 500266 X     | 2029-11-15      | 8.0000%  | 0.0000% | $81485.00          | $68.57             | Agency Mortgage-Backed Securities         |
| GNMI SF 493625 X     | 2028-11-15      | 6.0000%  | 0.0000% | $105000.00         | $190.38            | Agency Mortgage-Backed Securities         |
| GNMI SF 556017 X     | 2032-01-15      | 6.0000%  | 0.0000% | $71548.00          | $226.89            | Agency Mortgage-Backed Securities         |
| GNMI SF 552830 X     | 2032-10-15      | 6.0000%  | 0.0000% | $50000.00          | $295.96            | Agency Mortgage-Backed Securities         |
| GNMI SF 550685 X     | 2035-10-15      | 5.0000%  | 0.0000% | $26416.00          | $291.78            | Agency Mortgage-Backed Securities         |
| GNMI SF 552311 X     | 2032-01-15      | 6.0000%  | 0.0000% | $50000.00          | $199.24            | Agency Mortgage-Backed Securities         |
| GNMI SF 486516 X     | 2028-09-15      | 6.5000%  | 0.0000% | $2500000.00        | $1269.81           | Agency Mortgage-Backed Securities         |
| GNMI SF 552235 X     | 2031-12-15      | 6.0000%  | 0.0000% | $60000.00          | $101.67            | Agency Mortgage-Backed Securities         |
| FNRM CL083BJ R21F083 | 2050-04-25      | 3.0000%  | 0.0000% | $1000.00           | $677.55            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 MF     | 2053-05-20      | 5.3283%  | 0.0000% | $166700000.00      | $113360564.78      | Agency Collateralized Mortgage Obligation |
| 05.000 FGPC G08014 G | 2034-10-01      | 5.0000%  | 0.0000% | $50000.00          | $574.55            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08600 G | 2044-08-01      | 4.5000%  | 0.0000% | $1000.00           | $59.68             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $44000.00          | $4333.28           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08767 G | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $103.73            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1217.30           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08300 G | 2038-11-01      | 5.5000%  | 0.0000% | $108533.00         | $541.79            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08273 G | 2038-06-01      | 5.5000%  | 0.0000% | $357720.00         | $3661.28           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $129.76            | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8092 | 2036-03-01      | 1.5000%  | 0.0000% | $631000.00         | $326226.14         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08269 G | 2038-05-01      | 5.5000%  | 0.0000% | $148809.00         | $1342.57           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  | 0.0000% | $11000.00          | $1120.59           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0979 | 2038-01-01      | 3.5000%  | 0.0000% | $5000.00           | $3780.42           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4540.39           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZT0661 | 2033-09-01      | 4.0000%  | 0.0000% | $7172.00           | $1073.70           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18710 G | 2033-10-01      | 3.5000%  | 0.0000% | $17000.00          | $1451.73           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T60772 G | 2042-02-01      | 3.5000%  | 0.0000% | $1005.00           | $59.89             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08263 G | 2038-04-01      | 5.5000%  | 0.0000% | $63350.00          | $542.98            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  | 0.0000% | $8000.00           | $597.00            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08672 G | 2045-10-01      | 4.0000%  | 0.0000% | $31920.00          | $2737.92           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08831 G | 2048-08-01      | 4.0000%  | 0.0000% | $52000.00          | $3881.23           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18597 G | 2031-04-01      | 3.5000%  | 0.0000% | $4000.00           | $478.11            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08542 G | 2043-08-01      | 4.0000%  | 0.0000% | $5000.00           | $344.31            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08886 G | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $93.46             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C91339 G | 2030-10-01      | 4.0000%  | 0.0000% | $63000.00          | $1657.67           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08694 G | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $97.37             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $1415.00           | $107.63            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC H09059 G | 2037-08-01      | 7.0000%  | 0.0000% | $295000.00         | $819.68            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC C01753 G | 2034-01-01      | 5.0000%  | 0.0000% | $30000.00          | $371.79            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08708 G | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $112.64            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C01009 G | 2030-06-01      | 7.5000%  | 0.0000% | $1450145.00        | $172.12            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C91362 G | 2031-03-01      | 4.5000%  | 0.0000% | $40000.00          | $1377.03           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18653 G | 2032-07-01      | 3.5000%  | 0.0000% | $22943.00          | $3116.94           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18582 G | 2031-01-01      | 3.0000%  | 0.0000% | $1992.00           | $199.19            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A80697 G | 2038-08-01      | 6.0000%  | 0.0000% | $12270.00          | $111.21            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01676 G | 2033-11-01      | 6.0000%  | 0.0000% | $24997672.00       | $245249.18         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G08062 G | 2035-06-01      | 5.0000%  | 0.0000% | $26000.00          | $235.06            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05267 G | 2038-12-01      | 5.5000%  | 0.0000% | $307516.00         | $2130.14           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04617 G | 2038-08-01      | 6.0000%  | 0.0000% | $43444.00          | $795.51            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67305 G | 2032-05-01      | 7.0000%  | 0.0000% | $59000.00          | $358.75            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G03794 G | 2038-01-01      | 6.0000%  | 0.0000% | $150000.00         | $931.79            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G07343 G | 2040-08-01      | 5.5000%  | 0.0000% | $3000.00           | $141.15            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A49705 G | 2036-06-01      | 6.0000%  | 0.0000% | $25000.00          | $145.00            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0684 | 2036-05-01      | 3.0000%  | 0.0000% | $1000.00           | $546.06            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2612.64           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1566 | 2033-12-01      | 3.5000%  | 0.0000% | $40000.00          | $3248.01           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8017 | 2034-11-01      | 3.5000%  | 0.0000% | $24000.00          | $3082.74           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  | 0.0000% | $1000.00           | $104.71            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0069 | 2034-09-01      | 3.0000%  | 0.0000% | $1000.00           | $178.31            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  | 0.0000% | $41000.00          | $3055.53           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8505 | 2035-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1209.05           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB0428 | 2031-03-01      | 4.0000%  | 0.0000% | $1000.00           | $221.18            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 ZLZT2230 | 2048-07-01      | 4.0000%  | 0.0000% | $2000.00           | $855.49            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8183 | 2037-10-01      | 3.5000%  | 0.0000% | $3000.00           | $1968.88           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0856 | 2035-06-01      | 3.5000%  | 0.0000% | $1000.00           | $662.39            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZT1887 | 2029-02-01      | 6.0000%  | 0.0000% | $5279.00           | $228.48            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1117 | 2039-04-01      | 6.0000%  | 0.0000% | $1000.00           | $798.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZT1807 | 2030-06-01      | 5.5000%  | 0.0000% | $244560.00         | $3664.33           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8000 | 2034-07-01      | 3.0000%  | 0.0000% | $20000.00          | $2167.03           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS9340 | 2028-11-01      | 5.5000%  | 0.0000% | $47462.00          | $2863.48           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZT2093 | 2034-06-01      | 4.0000%  | 0.0000% | $7581.00           | $994.28            | Agency Mortgage-Backed Securities         |
| GNMI SF 602141 X     | 2032-12-15      | 6.0000%  | 0.0000% | $25442.00          | $145.03            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1557.02           | Agency Mortgage-Backed Securities         |
| GNMI SF 604593 X     | 2033-09-15      | 5.0000%  | 0.0000% | $50000.00          | $1104.01           | Agency Mortgage-Backed Securities         |
| GNMI SF AY4224 X     | 2047-05-15      | 5.0000%  | 0.0000% | $8893.00           | $57.43             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3128 | 2053-06-01      | 5.0000%  | 0.0000% | $1105.00           | $971.32            | Agency Mortgage-Backed Securities         |
| GNII SF DF3699 C     | 2054-10-20      | 5.5000%  | 0.0000% | $3927692.00        | $3934225.03        | Agency Mortgage-Backed Securities         |
| GNMI SF 596752 X     | 2032-11-15      | 6.0000%  | 0.0000% | $34418.00          | $229.20            | Agency Mortgage-Backed Securities         |
| GNII SF DH7350 C     | 2055-03-20      | 6.0000%  | 0.0000% | $3698552.00        | $3773014.81        | Agency Mortgage-Backed Securities         |
| GNMI SF 599762 X     | 2032-11-15      | 6.0000%  | 0.0000% | $65000.00          | $533.51            | Agency Mortgage-Backed Securities         |
| GNII RG CE6476 C     | 2049-05-20      | 5.0000%  | 0.0000% | $1930272.00        | $477065.03         | Agency Mortgage-Backed Securities         |
| GNII SF DF4496 C     | 2054-11-20      | 5.5000%  | 0.0000% | $3929804.00        | $3943967.75        | Agency Mortgage-Backed Securities         |
| GNMI SF AP0114 X     | 2045-10-15      | 3.0000%  | 0.0000% | $23934.00          | $3063.35           | Agency Mortgage-Backed Securities         |
| GNMI SF AE8877 X     | 2037-01-15      | 5.5000%  | 0.0000% | $5000.00           | $1042.29           | Agency Mortgage-Backed Securities         |
| GNII SF DJ1500 C     | 2055-05-20      | 6.0000%  | 0.0000% | $809146.00         | $839328.22         | Agency Mortgage-Backed Securities         |
| GNMI SF AF0623 X     | 2043-09-15      | 2.5000%  | 0.0000% | $10172.00          | $502.38            | Agency Mortgage-Backed Securities         |
| GNMI SF 595077 X     | 2032-10-15      | 6.0000%  | 0.0000% | $146763.00         | $533.63            | Agency Mortgage-Backed Securities         |
| GNMI SF AF0210 X     | 2043-07-15      | 2.5000%  | 0.0000% | $24512.00          | $2432.27           | Agency Mortgage-Backed Securities         |
| GNII SF AJ2723 C     | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $2838.60           | Agency Mortgage-Backed Securities         |
| GNMI SF AE8879 X     | 2038-12-15      | 6.0000%  | 0.0000% | $5000.00           | $1118.33           | Agency Mortgage-Backed Securities         |
| GNII ET DE7672 C     | 2063-06-20      | 4.5000%  | 0.0000% | $210194.00         | $195155.13         | Agency Mortgage-Backed Securities         |
| GNII SF 002614 M     | 2028-07-20      | 6.0000%  | 0.0000% | $25000.00          | $21.22             | Agency Mortgage-Backed Securities         |
| GNMI SF 587305 X     | 2032-09-15      | 6.0000%  | 0.0000% | $25000.00          | $54.52             | Agency Mortgage-Backed Securities         |
| GNMI SF 592889 X     | 2036-06-15      | 5.0000%  | 0.0000% | $40106.00          | $3444.55           | Agency Mortgage-Backed Securities         |
| GNMI SF 587424 X     | 2032-11-15      | 6.0000%  | 0.0000% | $90134.00          | $114.27            | Agency Mortgage-Backed Securities         |
| GNMI SF 606128 X     | 2034-05-15      | 5.0000%  | 0.0000% | $334734.00         | $2566.98           | Agency Mortgage-Backed Securities         |
| GNMI SF 590196 X     | 2032-05-15      | 7.0000%  | 0.0000% | $584000.00         | $2395.28           | Agency Mortgage-Backed Securities         |
| GNMI SF 581075 X     | 2032-02-15      | 6.0000%  | 0.0000% | $25112.00          | $35.18             | Agency Mortgage-Backed Securities         |
| GNMI SF 590444 X     | 2032-09-15      | 6.0000%  | 0.0000% | $55000.00          | $40.15             | Agency Mortgage-Backed Securities         |
| GNII SF 002647 M     | 2028-09-20      | 8.0000%  | 0.0000% | $406035.00         | $116.05            | Agency Mortgage-Backed Securities         |
| GNMI SF 581142 X     | 2032-02-15      | 5.5000%  | 0.0000% | $203124.00         | $1790.24           | Agency Mortgage-Backed Securities         |
| GNMI SF 588142 X     | 2032-12-15      | 6.0000%  | 0.0000% | $83990.00          | $317.65            | Agency Mortgage-Backed Securities         |
| GNII SF 002691 M     | 2028-12-20      | 7.5000%  | 0.0000% | $1250000.00        | $652.55            | Agency Mortgage-Backed Securities         |
| GNMI SF 607473 X     | 2034-02-15      | 5.0000%  | 0.0000% | $25000.00          | $3890.93           | Agency Mortgage-Backed Securities         |
| GNMI SF 606481 X     | 2033-06-15      | 5.0000%  | 0.0000% | $70000.00          | $1482.28           | Agency Mortgage-Backed Securities         |
| GNII SF 002659 M     | 2028-10-20      | 7.0000%  | 0.0000% | $175000.00         | $174.37            | Agency Mortgage-Backed Securities         |
| GNMI SF 590477 X     | 2032-09-15      | 6.0000%  | 0.0000% | $45000.00          | $65.44             | Agency Mortgage-Backed Securities         |
| GNII SF 002152 M     | 2026-01-20      | 6.5000%  | 0.0000% | $3503173.00        | $19.20             | Agency Mortgage-Backed Securities         |
| GNMI SF 588138 X     | 2032-12-15      | 6.0000%  | 0.0000% | $148323.00         | $935.79            | Agency Mortgage-Backed Securities         |
| GNMI SF 589745 X     | 2032-05-15      | 6.0000%  | 0.0000% | $25511.00          | $247.90            | Agency Mortgage-Backed Securities         |
| GNMI SF 587527 X     | 2032-10-15      | 6.0000%  | 0.0000% | $39000.00          | $577.54            | Agency Mortgage-Backed Securities         |
| GNMI SF 586535 X     | 2032-03-15      | 6.0000%  | 0.0000% | $69273.00          | $457.93            | Agency Mortgage-Backed Securities         |
| GNMI SF 581642 X     | 2032-02-15      | 6.0000%  | 0.0000% | $53080.00          | $1357.55           | Agency Mortgage-Backed Securities         |
| GNMI SF 587345 X     | 2032-10-15      | 6.0000%  | 0.0000% | $61688.00          | $853.51            | Agency Mortgage-Backed Securities         |
| GNMI SF 592593 X     | 2033-02-15      | 6.0000%  | 0.0000% | $103626.00         | $582.66            | Agency Mortgage-Backed Securities         |
| GNMI SF 582401 X     | 2032-11-15      | 6.0000%  | 0.0000% | $152110.00         | $827.27            | Agency Mortgage-Backed Securities         |
| GNMI SF 582153 X     | 2032-06-15      | 6.0000%  | 0.0000% | $70000.00          | $192.77            | Agency Mortgage-Backed Securities         |
| GNMI SF 582403 X     | 2032-11-15      | 6.0000%  | 0.0000% | $125000.00         | $667.60            | Agency Mortgage-Backed Securities         |
| GNMI SF 580979 X     | 2032-02-15      | 6.0000%  | 0.0000% | $50000.00          | $201.41            | Agency Mortgage-Backed Securities         |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $9000.00           | $4887.45           | Agency Mortgage-Backed Securities         |
| GNII SF MA6477 M     | 2050-01-20      | 4.5000%  | 0.0000% | $224205.00         | $29815.14          | Agency Mortgage-Backed Securities         |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $2000.00           | $770.74            | Agency Mortgage-Backed Securities         |
| GNII SF MA7772 M     | 2051-12-20      | 5.0000%  | 0.0000% | $1000.00           | $551.43            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $764.12            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $1273.00           | $1000.18           | Agency Mortgage-Backed Securities         |
| GNII JM MA7043 M     | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $380.54            | Agency Mortgage-Backed Securities         |
| GNMI SF AO7556 X     | 2045-08-15      | 3.0000%  | 0.0000% | $2175.00           | $261.56            | Agency Mortgage-Backed Securities         |
| GNMI SF 708706 X     | 2039-04-15      | 4.0000%  | 0.0000% | $25000.00          | $941.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $1000.00           | $130.45            | Agency Mortgage-Backed Securities         |
| GNMI SF 714055 X     | 2039-05-15      | 5.0000%  | 0.0000% | $82000.00          | $4842.84           | Agency Mortgage-Backed Securities         |
| GNMI SF AO5842 X     | 2045-10-15      | 3.0000%  | 0.0000% | $7397.00           | $753.72            | Agency Mortgage-Backed Securities         |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $2000.00           | $1173.70           | Agency Mortgage-Backed Securities         |
| GNII SF MA4870 M     | 2032-12-20      | 2.5000%  | 0.0000% | $33195.00          | $4773.39           | Agency Mortgage-Backed Securities         |
| GNII SF MA8728 M     | 2053-01-20      | 6.5000%  | 0.0000% | $2000.00           | $1020.42           | Agency Mortgage-Backed Securities         |
| GNMI SF 712690 X     | 2039-04-15      | 5.0000%  | 0.0000% | $101745.00         | $1708.11           | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $9000.00           | $4116.39           | Agency Mortgage-Backed Securities         |
| GNMI SF 713876 X     | 2039-08-15      | 4.0000%  | 0.0000% | $78000.00          | $2825.53           | Agency Mortgage-Backed Securities         |
| GNMI SF 708708 X     | 2039-04-15      | 5.0000%  | 0.0000% | $10000.00          | $86.67             | Agency Mortgage-Backed Securities         |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $295710.00         | $142222.12         | Agency Mortgage-Backed Securities         |
| GNII JM MA6922 M     | 2050-10-20      | 2.5000%  | 0.0000% | $2000.00           | $722.32            | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8145 | 2051-05-01      | 1.5000%  | 0.0000% | $2000.00           | $1143.76           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6175 | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $991.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $232550000.00      | $171230314.75      | Agency Mortgage-Backed Securities         |
| GNMI SF 769089 X     | 2041-07-15      | 4.0000%  | 0.0000% | $65120.00          | $2587.30           | Agency Mortgage-Backed Securities         |
| GNMI SF 776431 X     | 2042-02-15      | 4.0000%  | 0.0000% | $61525.00          | $4337.68           | Agency Mortgage-Backed Securities         |
| GNII JM MA0017 M     | 2042-04-20      | 4.0000%  | 0.0000% | $12530.00          | $246.87            | Agency Mortgage-Backed Securities         |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $1000.00           | $65.82             | Agency Mortgage-Backed Securities         |
| GNII SF MA4721 M     | 2047-09-20      | 4.5000%  | 0.0000% | $1000.00           | $91.98             | Agency Mortgage-Backed Securities         |
| GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $34868.00          | $2449.10           | Agency Mortgage-Backed Securities         |
| GNII SF MA5138 M     | 2048-04-20      | 4.5000%  | 0.0000% | $6904.00           | $542.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA3602 M     | 2046-04-20      | 6.0000%  | 0.0000% | $45000.00          | $4022.19           | Agency Mortgage-Backed Securities         |
| GNII SF MA5399 M     | 2048-08-20      | 4.5000%  | 0.0000% | $1000.00           | $81.32             | Agency Mortgage-Backed Securities         |
| GNII SF MA5792 M     | 2034-03-20      | 4.0000%  | 0.0000% | $3010.00           | $348.99            | Agency Mortgage-Backed Securities         |
| GNII JM MA6809 M     | 2050-08-20      | 2.5000%  | 0.0000% | $1000.00           | $315.93            | Agency Mortgage-Backed Securities         |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $7000.00           | $3423.74           | Agency Mortgage-Backed Securities         |
| GNII SF MA8880 M     | 2053-05-20      | 6.0000%  | 0.0000% | $2169.00           | $1480.22           | Agency Mortgage-Backed Securities         |
| GNII SF MA5468 M     | 2048-09-20      | 5.0000%  | 0.0000% | $1100000.00        | $87111.00          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4562.08           | Agency Mortgage-Backed Securities         |
| GNII SF AO8590 C     | 2045-11-20      | 4.5000%  | 0.0000% | $149009.00         | $3800.61           | Agency Mortgage-Backed Securities         |
| GNII SF MA5932 M     | 2049-05-20      | 4.5000%  | 0.0000% | $6276.00           | $614.31            | Agency Mortgage-Backed Securities         |
| GNII JM MA6566 M     | 2035-04-20      | 2.5000%  | 0.0000% | $6000.00           | $795.05            | Agency Mortgage-Backed Securities         |
| GNMI SF 760098 X     | 2041-05-15      | 4.0000%  | 0.0000% | $18513.00          | $2995.44           | Agency Mortgage-Backed Securities         |
| GNII SF MA2075 M     | 2044-07-20      | 4.5000%  | 0.0000% | $1000.00           | $69.22             | Agency Mortgage-Backed Securities         |
| GNII SF MA5599 M     | 2037-09-20      | 6.0000%  | 0.0000% | $5000.00           | $886.45            | Agency Mortgage-Backed Securities         |
| GNII SF MA6044 M     | 2049-07-20      | 6.0000%  | 0.0000% | $2000.00           | $253.12            | Agency Mortgage-Backed Securities         |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $5000.00           | $3076.24           | Agency Mortgage-Backed Securities         |
| GNII SF MA8351 M     | 2052-09-20      | 6.5000%  | 0.0000% | $1000.00           | $547.20            | Agency Mortgage-Backed Securities         |
| GNII SF MA2443 M     | 2044-11-20      | 2.5000%  | 0.0000% | $30000.00          | $3694.99           | Agency Mortgage-Backed Securities         |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $3000.00           | $1730.62           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $3433.26           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $349.59            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  | 0.0000% | $14000.00          | $1521.94           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8013 | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $136.55            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  | 0.0000% | $3000.00           | $390.92            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  | 0.0000% | $2000.00           | $207.77            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  | 0.0000% | $2000.00           | $220.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $752.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $960.52            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8428 | 2054-05-01      | 4.0000%  | 0.0000% | $1000.00           | $858.58            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $2000.00           | $714.28            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  | 0.0000% | $4000.00           | $3022.75           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8043 | 2050-02-01      | 2.5000%  | 0.0000% | $5000.00           | $1225.74           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8046 | 2050-02-01      | 4.0000%  | 0.0000% | $19000.00          | $2454.10           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7270 | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $1026.40           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1319.81           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | 0.0000% | $6000.00           | $2601.60           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD6582 | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $802.95            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1790.35           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $1380000.00        | $891039.03         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $500.56            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $783.28            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $10000.00          | $2012.27           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  | 0.0000% | $10000.00          | $1453.72           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $183.72            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $2533.00           | $378.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $953.95            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $591.51            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $499.02            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6918 | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $945.31            | Agency Mortgage-Backed Securities         |
| GNMI SF 707761 X     | 2041-06-15      | 4.0000%  | 0.0000% | $58268.00          | $2209.75           | Agency Mortgage-Backed Securities         |
| GNMI SF 710937 X     | 2039-10-15      | 5.5000%  | 0.0000% | $62613.00          | $3958.72           | Agency Mortgage-Backed Securities         |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $2000.00           | $1662.77           | Agency Mortgage-Backed Securities         |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $48000.00          | $18014.07          | Agency Mortgage-Backed Securities         |
| GNII JM MA8140 M     | 2052-07-20      | 3.0000%  | 0.0000% | $1005.00           | $673.26            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $9000.00           | $562.64            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A80852 G | 2038-08-01      | 6.0000%  | 0.0000% | $15952.00          | $322.16            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08700 G | 2046-03-01      | 4.5000%  | 0.0000% | $16000.00          | $1395.81           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18689 G | 2033-05-01      | 3.5000%  | 0.0000% | $16000.00          | $1656.84           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  | 0.0000% | $20000.00          | $1764.72           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08713 G | 2046-06-01      | 4.5000%  | 0.0000% | $5000.00           | $388.09            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A82829 G | 2038-11-01      | 6.0000%  | 0.0000% | $13396.00          | $48.01             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09098 G | 2037-10-01      | 6.5000%  | 0.0000% | $401000.00         | $899.91            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC T61610 G | 2043-06-01      | 3.0000%  | 0.0000% | $50647.00          | $1123.47           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18579 G | 2030-12-01      | 3.5000%  | 0.0000% | $3000.00           | $261.93            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08627 G | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $91.11             | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08674 G | 2045-10-01      | 4.5000%  | 0.0000% | $23389.00          | $3355.30           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09197 G | 2038-10-01      | 6.5000%  | 0.0000% | $571000.00         | $4819.72           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CTSC0471 | 2042-03-01      | 1.5000%  | 0.0000% | $1000.00           | $724.72            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0821 | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $609.51            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTSC0006 | 2029-09-01      | 6.0000%  | 0.0000% | $5428.00           | $146.53            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0776 | 2051-02-01      | 2.0000%  | 0.0000% | $706920.00         | $486119.76         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A64067 G | 2037-08-01      | 6.0000%  | 0.0000% | $25690.00          | $125.78            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08799 G | 2048-02-01      | 3.0000%  | 0.0000% | $16000.00          | $2221.97           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A78593 G | 2038-06-01      | 5.5000%  | 0.0000% | $62689.00          | $547.73            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A77093 G | 2038-05-01      | 5.5000%  | 0.0000% | $1900000.00        | $23423.42          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C77416 G | 2033-03-01      | 6.0000%  | 0.0000% | $461000.00         | $1432.14           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08807 G | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $154.52            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16040 G | 2030-07-01      | 3.5000%  | 0.0000% | $5000.00           | $388.43            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04970 G | 2036-06-01      | 5.5000%  | 0.0000% | $1000.00           | $25.42             | Agency Mortgage-Backed Securities         |
| GNMI SF 569681 X     | 2032-02-15      | 6.0000%  | 0.0000% | $125000.00         | $772.15            | Agency Mortgage-Backed Securities         |
| GNMI SF 569215 X     | 2032-03-15      | 6.0000%  | 0.0000% | $25000.00          | $82.36             | Agency Mortgage-Backed Securities         |
| GNMI SF 570675 X     | 2031-11-15      | 6.0000%  | 0.0000% | $25000.00          | $474.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 600618 X     | 2037-01-15      | 5.5000%  | 0.0000% | $38142.00          | $2699.81           | Agency Mortgage-Backed Securities         |
| GNMI SF 569900 X     | 2032-06-15      | 6.0000%  | 0.0000% | $115236.00         | $400.89            | Agency Mortgage-Backed Securities         |
| GNMI SF 603764 X     | 2033-06-15      | 5.0000%  | 0.0000% | $231127.00         | $2900.40           | Agency Mortgage-Backed Securities         |
| GNMI SF 577638 X     | 2032-08-15      | 6.0000%  | 0.0000% | $50000.00          | $96.20             | Agency Mortgage-Backed Securities         |
| GNMI SF 569899 X     | 2032-06-15      | 6.5000%  | 0.0000% | $570000.00         | $747.79            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6835 | 2043-08-01      | 3.5000%  | 0.0000% | $23795.00          | $4994.66           | Agency Mortgage-Backed Securities         |
| GNMI SF 579138 X     | 2032-01-15      | 6.0000%  | 0.0000% | $118000.00         | $407.97            | Agency Mortgage-Backed Securities         |
| GNMI SF AI0334 X     | 2045-04-15      | 3.0000%  | 0.0000% | $6574.00           | $654.25            | Agency Mortgage-Backed Securities         |
| GNMI SF 575532 X     | 2032-02-15      | 6.0000%  | 0.0000% | $25000.00          | $219.55            | Agency Mortgage-Backed Securities         |
| GNMI SF AX2586 X     | 2047-04-15      | 3.0000%  | 0.0000% | $1024.00           | $465.37            | Agency Mortgage-Backed Securities         |
| GNMI SF 577982 X     | 2031-12-15      | 6.0000%  | 0.0000% | $48237.00          | $1124.63           | Agency Mortgage-Backed Securities         |
| GNMI SF 603911 X     | 2035-10-15      | 5.0000%  | 0.0000% | $65000.00          | $811.16            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6698 | 2043-08-01      | 3.5000%  | 0.0000% | $16937.00          | $3750.33           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7781 | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $211.82            | Agency Mortgage-Backed Securities         |
| GNMI SF 595079 X     | 2032-10-15      | 6.0000%  | 0.0000% | $100000.00         | $936.65            | Agency Mortgage-Backed Securities         |
| GNMI SF 570414 X     | 2031-10-15      | 6.0000%  | 0.0000% | $36600.00          | $198.88            | Agency Mortgage-Backed Securities         |
| GNMI SF 595255 X     | 2032-12-15      | 5.5000%  | 0.0000% | $35000.00          | $673.91            | Agency Mortgage-Backed Securities         |
| GNMI SF 596673 X     | 2032-10-15      | 6.0000%  | 0.0000% | $85000.00          | $140.02            | Agency Mortgage-Backed Securities         |
| GNMI SF 579632 X     | 2032-02-15      | 6.0000%  | 0.0000% | $25000.00          | $365.11            | Agency Mortgage-Backed Securities         |
| GNMI SF 569801 X     | 2032-05-15      | 6.0000%  | 0.0000% | $66050.00          | $211.67            | Agency Mortgage-Backed Securities         |
| GNMI SF 579633 X     | 2032-02-15      | 6.0000%  | 0.0000% | $64000.00          | $126.93            | Agency Mortgage-Backed Securities         |
| GNMI SF 572602 X     | 2031-11-15      | 6.0000%  | 0.0000% | $87131.00          | $225.46            | Agency Mortgage-Backed Securities         |
| GNMI SF 577972 X     | 2032-04-15      | 6.0000%  | 0.0000% | $50071.00          | $181.77            | Agency Mortgage-Backed Securities         |
| GNMI SF 579072 X     | 2031-12-15      | 6.0000%  | 0.0000% | $56300.00          | $134.49            | Agency Mortgage-Backed Securities         |
| GNMI SF 604478 X     | 2033-07-15      | 4.5000%  | 0.0000% | $45000.00          | $1795.44           | Agency Mortgage-Backed Securities         |
| GNMI SF 575246 X     | 2032-02-15      | 6.0000%  | 0.0000% | $300630.00         | $1538.05           | Agency Mortgage-Backed Securities         |
| GNMI SF 577422 X     | 2032-01-15      | 6.0000%  | 0.0000% | $70000.00          | $410.73            | Agency Mortgage-Backed Securities         |
| GNMI SF 603676 X     | 2033-05-15      | 5.5000%  | 0.0000% | $1000000.00        | $1638.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 569158 X     | 2032-03-15      | 6.0000%  | 0.0000% | $55000.00          | $153.20            | Agency Mortgage-Backed Securities         |
| GNII SF DF3673 C     | 2054-10-20      | 5.5000%  | 0.0000% | $1060910.00        | $1056365.00        | Agency Mortgage-Backed Securities         |
| GNMI SF 577438 X     | 2032-02-15      | 7.0000%  | 0.0000% | $132636.00         | $361.88            | Agency Mortgage-Backed Securities         |
| GNMI SF 576524 X     | 2032-02-15      | 6.0000%  | 0.0000% | $40000.00          | $344.56            | Agency Mortgage-Backed Securities         |
| GNMI SF 605760 X     | 2034-11-15      | 5.0000%  | 0.0000% | $30000.00          | $1240.51           | Agency Mortgage-Backed Securities         |
| GNMI SF 564553 X     | 2031-12-15      | 6.0000%  | 0.0000% | $166000.00         | $652.69            | Agency Mortgage-Backed Securities         |
| GNMI SF 561644 X     | 2031-11-15      | 6.0000%  | 0.0000% | $41000.00          | $213.07            | Agency Mortgage-Backed Securities         |
| GNMI SF 325576 X     | 2028-06-15      | 7.0000%  | 0.0000% | $828054.00         | $214.17            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3106 | 2042-05-01      | 3.5000%  | 0.0000% | $25000.00          | $3330.49           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7606 | 2030-08-01      | 2.5000%  | 0.0000% | $5469.00           | $498.39            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2636 | 2042-02-01      | 3.5000%  | 0.0000% | $21000.00          | $1803.50           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2251 | 2041-11-01      | 3.5000%  | 0.0000% | $1000.00           | $144.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9022 | 2039-08-01      | 5.0000%  | 0.0000% | $29495.00          | $3274.10           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ6588 | 2032-11-01      | 5.5000%  | 0.0000% | $26000.00          | $85.96             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8755 | 2039-05-01      | 4.5000%  | 0.0000% | $26610.00          | $100.90            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2195 | 2041-10-01      | 3.5000%  | 0.0000% | $16000.00          | $673.81            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZL0249 | 2037-03-01      | 4.0000%  | 0.0000% | $26000.00          | $4647.92           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5689 | 2032-01-01      | 6.0000%  | 0.0000% | $2000000.00        | $808.35            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ5581 | 2032-01-01      | 5.5000%  | 0.0000% | $2216000.00        | $2674.12           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7625 | 2030-07-01      | 2.5000%  | 0.0000% | $1874.00           | $176.21            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7530 | 2030-07-01      | 2.5000%  | 0.0000% | $9353.00           | $875.94            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7528 | 2030-07-01      | 2.5000%  | 0.0000% | $10000.00          | $1143.39           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4782 | 2031-01-01      | 7.5000%  | 0.0000% | $1000000.00        | $2999.23           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ1033 | 2040-11-01      | 4.0000%  | 0.0000% | $84311.00          | $3139.60           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5852 | 2032-03-01      | 6.0000%  | 0.0000% | $35000.00          | $43.98             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2350 | 2041-11-01      | 3.5000%  | 0.0000% | $3000.00           | $174.37            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3935 | 2050-11-01      | 2.5000%  | 0.0000% | $51000.00          | $24751.67          | Agency Mortgage-Backed Securities         |
| GNMI SP 782962 X     | 2040-05-15      | 5.0000%  | 0.0000% | $14786.00          | $580.01            | Agency Mortgage-Backed Securities         |
| GNMI SF 753826 X     | 2041-01-15      | 4.0000%  | 0.0000% | $33631.00          | $4882.35           | Agency Mortgage-Backed Securities         |
| GNMI SP 782070 X     | 2032-06-15      | 7.0000%  | 0.0000% | $49503.00          | $233.09            | Agency Mortgage-Backed Securities         |
| GNMI SP 782067 X     | 2032-11-15      | 7.0000%  | 0.0000% | $31677.00          | $838.75            | Agency Mortgage-Backed Securities         |
| GNMI SF 614409 X     | 2033-06-15      | 5.0000%  | 0.0000% | $43000.00          | $771.39            | Agency Mortgage-Backed Securities         |
| GNII SF 754366 C     | 2042-03-20      | 4.0000%  | 0.0000% | $20000.00          | $900.55            | Agency Mortgage-Backed Securities         |
| GNMI SP 782085 X     | 2033-11-15      | 7.0000%  | 0.0000% | $26452.00          | $524.35            | Agency Mortgage-Backed Securities         |
| GNMI SF 615516 X     | 2033-09-15      | 4.5000%  | 0.0000% | $88380.00          | $1276.44           | Agency Mortgage-Backed Securities         |
| GNMI SP 781924 X     | 2035-05-15      | 5.0000%  | 0.0000% | $50000.00          | $850.91            | Agency Mortgage-Backed Securities         |
| GNMI SF 616787 X     | 2034-12-15      | 5.0000%  | 0.0000% | $90000.00          | $1106.39           | Agency Mortgage-Backed Securities         |
| GNMI SF 757567 X     | 2026-03-15      | 3.5000%  | 0.0000% | $100000.00         | $453.96            | Agency Mortgage-Backed Securities         |
| GNMI SP 782696 X     | 2039-06-15      | 5.0000%  | 0.0000% | $55000.00          | $1955.22           | Agency Mortgage-Backed Securities         |
| GNMI SP 782429 X     | 2038-10-15      | 5.0000%  | 0.0000% | $150000.00         | $1833.75           | Agency Mortgage-Backed Securities         |
| GNMI SP 781966 X     | 2035-08-15      | 5.0000%  | 0.0000% | $70507.00          | $1209.67           | Agency Mortgage-Backed Securities         |
| GNMI SF 753864 X     | 2026-02-15      | 3.5000%  | 0.0000% | $80238.00          | $273.39            | Agency Mortgage-Backed Securities         |
| GNMI SF 616321 X     | 2034-03-15      | 5.0000%  | 0.0000% | $41000.00          | $946.06            | Agency Mortgage-Backed Securities         |
| GNMI SF 634399 X     | 2034-10-15      | 5.5000%  | 0.0000% | $56939.00          | $469.62            | Agency Mortgage-Backed Securities         |
| GNMI SF 615490 X     | 2033-08-15      | 4.5000%  | 0.0000% | $52061.00          | $687.43            | Agency Mortgage-Backed Securities         |
| GNMI SP 782958 X     | 2040-05-15      | 5.0000%  | 0.0000% | $165000.00         | $4376.40           | Agency Mortgage-Backed Securities         |
| GNMI SF 617830 X     | 2037-12-15      | 5.0000%  | 0.0000% | $100238.00         | $169.41            | Agency Mortgage-Backed Securities         |
| GNMI SF 565821 X     | 2032-01-15      | 6.0000%  | 0.0000% | $30000.00          | $339.14            | Agency Mortgage-Backed Securities         |
| GNMI SF 559847 X     | 2032-01-15      | 6.0000%  | 0.0000% | $50054.00          | $194.70            | Agency Mortgage-Backed Securities         |
| GNMI SF 567619 X     | 2032-04-15      | 6.0000%  | 0.0000% | $25025.00          | $222.64            | Agency Mortgage-Backed Securities         |
| GNMI SF 564296 X     | 2031-09-15      | 7.0000%  | 0.0000% | $265000.00         | $1171.14           | Agency Mortgage-Backed Securities         |
| GNMI SF 564710 X     | 2031-07-15      | 6.0000%  | 0.0000% | $75000.00          | $613.68            | Agency Mortgage-Backed Securities         |
| GNMI SF 552234 X     | 2031-12-15      | 6.0000%  | 0.0000% | $55000.00          | $55.85             | Agency Mortgage-Backed Securities         |
| GNMI SF 550656 X     | 2035-09-15      | 5.0000%  | 0.0000% | $50000.00          | $654.28            | Agency Mortgage-Backed Securities         |
| GNMI SF 552458 X     | 2032-03-15      | 6.0000%  | 0.0000% | $25000.00          | $306.28            | Agency Mortgage-Backed Securities         |
| GNMI SF 458371 X     | 2028-01-15      | 7.5000%  | 0.0000% | $288682.00         | $162.90            | Agency Mortgage-Backed Securities         |
| GNMI SF 541306 X     | 2031-03-15      | 6.0000%  | 0.0000% | $135819.00         | $427.81            | Agency Mortgage-Backed Securities         |
| GNMI SF 456806 X     | 2028-04-15      | 7.0000%  | 0.0000% | $1389600.00        | $407.54            | Agency Mortgage-Backed Securities         |
| GNMI SF 409568 X     | 2029-02-15      | 6.0000%  | 0.0000% | $282000.00         | $478.28            | Agency Mortgage-Backed Securities         |
| GNMI SF 463251 X     | 2037-02-15      | 5.5000%  | 0.0000% | $23736.00          | $222.16            | Agency Mortgage-Backed Securities         |
| GNMI SF 433804 X     | 2028-06-15      | 6.5000%  | 0.0000% | $768594.00         | $356.88            | Agency Mortgage-Backed Securities         |
| GNMI SF 419859 X     | 2025-11-15      | 7.5000%  | 0.0000% | $28000.00          | $4.21              | Agency Mortgage-Backed Securities         |
| GNMI SF 466728 X     | 2028-09-15      | 6.5000%  | 0.0000% | $995000.00         | $2413.83           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3613 | 2042-09-01      | 3.5000%  | 0.0000% | $24000.00          | $2445.74           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ6481 | 2032-04-01      | 6.5000%  | 0.0000% | $1044482.00        | $1205.49           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4012 | 2042-10-01      | 3.5000%  | 0.0000% | $6236.00           | $647.66            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3119 | 2042-05-01      | 3.5000%  | 0.0000% | $8000.00           | $1180.28           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ5522 | 2031-12-01      | 5.0000%  | 0.0000% | $950000.00         | $3885.63           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK7527 | 2030-07-01      | 3.5000%  | 0.0000% | $4000.00           | $304.54            | Agency Mortgage-Backed Securities         |
| GNII SP 787458 C     | 2048-10-20      | 3.5000%  | 0.0000% | $162763520.00      | $134203774.70      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ7004 | 2033-04-01      | 5.5000%  | 0.0000% | $520408.00         | $1381.51           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2445 | 2041-12-01      | 3.5000%  | 0.0000% | $5000.00           | $688.73            | Agency Mortgage-Backed Securities         |
| GNMI SP 783972 X     | 2039-12-15      | 5.0000%  | 0.0000% | $11814.00          | $1312.79           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3650 | 2042-09-01      | 3.5000%  | 0.0000% | $1001.00           | $229.86            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4615 | 2043-01-01      | 3.5000%  | 0.0000% | $3441.00           | $478.55            | Agency Mortgage-Backed Securities         |
| GNMI SP 781119 X     | 2029-07-15      | 6.0000%  | 0.0000% | $222800.00         | $255.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 622071 X     | 2033-09-15      | 4.5000%  | 0.0000% | $25000.00          | $727.85            | Agency Mortgage-Backed Securities         |
| GNMI SF 618091 X     | 2040-06-15      | 4.5000%  | 0.0000% | $99310.00          | $1194.13           | Agency Mortgage-Backed Securities         |
| GNMI SF 638600 X     | 2039-04-15      | 5.0000%  | 0.0000% | $25000.00          | $2717.68           | Agency Mortgage-Backed Securities         |
| GNMI SF 622094 X     | 2033-09-15      | 4.5000%  | 0.0000% | $59746.00          | $1140.44           | Agency Mortgage-Backed Securities         |
| GNMI SP 782074 X     | 2033-01-15      | 7.0000%  | 0.0000% | $42385.00          | $749.40            | Agency Mortgage-Backed Securities         |
| GNMI SF 635259 X     | 2035-04-15      | 5.0000%  | 0.0000% | $43000.00          | $508.94            | Agency Mortgage-Backed Securities         |
| GNMI SF 641330 X     | 2035-05-15      | 5.0000%  | 0.0000% | $26168.00          | $423.84            | Agency Mortgage-Backed Securities         |
| GNMI SF 616413 X     | 2034-05-15      | 5.0000%  | 0.0000% | $197395.00         | $4012.70           | Agency Mortgage-Backed Securities         |
| GNMI SF 613771 X     | 2033-05-15      | 6.0000%  | 0.0000% | $75000.00          | $496.09            | Agency Mortgage-Backed Securities         |
| GNMI SP 782376 X     | 2038-08-15      | 6.5000%  | 0.0000% | $3598.00           | $53.21             | Agency Mortgage-Backed Securities         |
| GNMI SF 616898 X     | 2035-11-15      | 5.0000%  | 0.0000% | $50000.00          | $1602.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 627119 X     | 2034-03-15      | 5.5000%  | 0.0000% | $70000.00          | $2564.34           | Agency Mortgage-Backed Securities         |
| GNMI SF 627433 X     | 2034-12-15      | 5.0000%  | 0.0000% | $76000.00          | $1292.79           | Agency Mortgage-Backed Securities         |
| GNMI SP 783395 X     | 2039-09-15      | 6.5000%  | 0.0000% | $2019.00           | $66.11             | Agency Mortgage-Backed Securities         |
| GNMI SF 758260 X     | 2041-03-15      | 4.0000%  | 0.0000% | $25000.00          | $3311.55           | Agency Mortgage-Backed Securities         |
| GNMI SF 649492 X     | 2035-10-15      | 5.0000%  | 0.0000% | $40000.00          | $672.23            | Agency Mortgage-Backed Securities         |
| GNMI SF 622254 X     | 2035-02-15      | 5.0000%  | 0.0000% | $50000.00          | $3683.47           | Agency Mortgage-Backed Securities         |
| GNMI SF 626088 X     | 2034-06-15      | 5.0000%  | 0.0000% | $25421.00          | $2591.10           | Agency Mortgage-Backed Securities         |
| GNMI SF 638580 X     | 2039-01-15      | 5.0000%  | 0.0000% | $25000.00          | $1863.92           | Agency Mortgage-Backed Securities         |
| GNMI SF 630942 X     | 2034-06-15      | 5.0000%  | 0.0000% | $85000.00          | $1742.79           | Agency Mortgage-Backed Securities         |
| GNMI SP 782071 X     | 2033-05-15      | 7.0000%  | 0.0000% | $58213.00          | $1118.52           | Agency Mortgage-Backed Securities         |
| GNMI SF 648235 X     | 2035-12-15      | 5.0000%  | 0.0000% | $76599.00          | $2785.85           | Agency Mortgage-Backed Securities         |
| GNMI SP 782487 X     | 2038-12-15      | 5.0000%  | 0.0000% | $25000.00          | $432.66            | Agency Mortgage-Backed Securities         |
| GNMI SP 783529 X     | 2040-04-15      | 4.5000%  | 0.0000% | $104972.00         | $4881.74           | Agency Mortgage-Backed Securities         |
| GNMI SF 617437 X     | 2037-03-15      | 5.0000%  | 0.0000% | $100000.00         | $555.67            | Agency Mortgage-Backed Securities         |
| GNMI SF 649488 X     | 2035-09-15      | 5.0000%  | 0.0000% | $120735.00         | $2247.67           | Agency Mortgage-Backed Securities         |
| GNMI SF 622598 X     | 2033-11-15      | 5.0000%  | 0.0000% | $119208.00         | $979.81            | Agency Mortgage-Backed Securities         |
| GNMI SP 782084 X     | 2034-09-15      | 6.5000%  | 0.0000% | $20073.00          | $298.17            | Agency Mortgage-Backed Securities         |
| GNMI SF 642345 X     | 2035-07-15      | 5.0000%  | 0.0000% | $50000.00          | $571.54            | Agency Mortgage-Backed Securities         |
| GNMI SF 661571 X     | 2036-12-15      | 5.5000%  | 0.0000% | $83098.00          | $312.28            | Agency Mortgage-Backed Securities         |
| GNMI SF 628103 X     | 2034-05-15      | 5.0000%  | 0.0000% | $50000.00          | $610.62            | Agency Mortgage-Backed Securities         |
| GNMI SF 622610 X     | 2033-10-15      | 5.0000%  | 0.0000% | $50000.00          | $541.57            | Agency Mortgage-Backed Securities         |
| GNMI SF 618747 X     | 2036-12-15      | 5.5000%  | 0.0000% | $32995.00          | $1436.85           | Agency Mortgage-Backed Securities         |
| GNMI SF 628003 X     | 2034-03-15      | 5.0000%  | 0.0000% | $70460.00          | $503.63            | Agency Mortgage-Backed Securities         |
| GNMI SF 627971 X     | 2034-03-15      | 5.0000%  | 0.0000% | $25155.00          | $546.60            | Agency Mortgage-Backed Securities         |
| GNMI SF 638638 X     | 2039-07-15      | 5.0000%  | 0.0000% | $50000.00          | $1975.17           | Agency Mortgage-Backed Securities         |
| GNMI SF 614511 X     | 2033-06-15      | 5.0000%  | 0.0000% | $25817.00          | $472.21            | Agency Mortgage-Backed Securities         |
| GNMI SF 623023 X     | 2034-02-15      | 5.0000%  | 0.0000% | $25000.00          | $156.06            | Agency Mortgage-Backed Securities         |
| GNMI SF 754215 X     | 2041-09-15      | 4.0000%  | 0.0000% | $158438.00         | $4561.60           | Agency Mortgage-Backed Securities         |
| GNMI SF 651978 X     | 2036-05-15      | 5.5000%  | 0.0000% | $50716.00          | $396.17            | Agency Mortgage-Backed Securities         |
| GNMI SF 436202 X     | 2028-02-15      | 7.5000%  | 0.0000% | $77568.00          | $135.12            | Agency Mortgage-Backed Securities         |
| GNMI SF 455561 X     | 2027-09-15      | 7.5000%  | 0.0000% | $59445.00          | $34.92             | Agency Mortgage-Backed Securities         |
| GNMI SF 451232 X     | 2028-10-15      | 6.0000%  | 0.0000% | $25000.00          | $458.83            | Agency Mortgage-Backed Securities         |
| GNMI SF 416046 X     | 2025-12-15      | 7.5000%  | 0.0000% | $2526191.00        | $3020.72           | Agency Mortgage-Backed Securities         |
| GNMI SF 366976 X     | 2041-06-15      | 4.5000%  | 0.0000% | $33279.00          | $2025.89           | Agency Mortgage-Backed Securities         |
| GNMI SF 405489 X     | 2025-09-15      | 7.5000%  | 0.0000% | $250000.00         | $4.87              | Agency Mortgage-Backed Securities         |
| GNMI SF 411583 X     | 2026-01-15      | 7.0000%  | 0.0000% | $50688.00          | $28.33             | Agency Mortgage-Backed Securities         |
| GNMI SF 410247 X     | 2025-12-15      | 8.0000%  | 0.0000% | $5000000.00        | $964.65            | Agency Mortgage-Backed Securities         |
| GNMI SF 449519 X     | 2028-03-15      | 7.5000%  | 0.0000% | $349105.00         | $435.51            | Agency Mortgage-Backed Securities         |
| GNMI SF 464451 X     | 2029-01-15      | 6.0000%  | 0.0000% | $47614.00          | $458.69            | Agency Mortgage-Backed Securities         |
| GNMI SF 563558 X     | 2032-04-15      | 6.0000%  | 0.0000% | $45000.00          | $192.68            | Agency Mortgage-Backed Securities         |
| GNMI SF 471296 X     | 2031-12-15      | 6.0000%  | 0.0000% | $25000.00          | $238.73            | Agency Mortgage-Backed Securities         |
| GNMI SF 436204 X     | 2028-02-15      | 7.5000%  | 0.0000% | $110427.00         | $166.44            | Agency Mortgage-Backed Securities         |
| GNMI SF 464519 X     | 2029-01-15      | 6.0000%  | 0.0000% | $33326.00          | $154.01            | Agency Mortgage-Backed Securities         |
| GNMI SP 780642 X     | 2027-09-15      | 7.0000%  | 0.0000% | $1000000.00        | $303.48            | Agency Mortgage-Backed Securities         |
| GNMI SP 780584 X     | 2027-06-15      | 7.0000%  | 0.0000% | $1035000.00        | $158.33            | Agency Mortgage-Backed Securities         |
| GNMI SF 568865 X     | 2031-12-15      | 6.0000%  | 0.0000% | $100000.00         | $392.72            | Agency Mortgage-Backed Securities         |
| GNMI SP 780881 X     | 2028-10-15      | 8.5000%  | 0.0000% | $15820000.00       | $1376.31           | Agency Mortgage-Backed Securities         |
| GNMI SF 563576 X     | 2032-05-15      | 6.0000%  | 0.0000% | $25000.00          | $109.92            | Agency Mortgage-Backed Securities         |
| GNMI SF 410853 X     | 2025-12-15      | 7.5000%  | 0.0000% | $320000.00         | $21.60             | Agency Mortgage-Backed Securities         |
| GNMI SF 429788 X     | 2033-12-15      | 6.0000%  | 0.0000% | $25000.00          | $24.01             | Agency Mortgage-Backed Securities         |
| GNMI SF 470109 X     | 2029-03-15      | 6.0000%  | 0.0000% | $92000.00          | $103.70            | Agency Mortgage-Backed Securities         |
| GNMI SF 417328 X     | 2026-03-15      | 6.0000%  | 0.0000% | $52060.00          | $20.63             | Agency Mortgage-Backed Securities         |
| GNMI SF 434180 X     | 2029-02-15      | 6.0000%  | 0.0000% | $55000.00          | $34.09             | Agency Mortgage-Backed Securities         |
| GNMI SF 462641 X     | 2028-07-15      | 6.0000%  | 0.0000% | $35000.00          | $109.14            | Agency Mortgage-Backed Securities         |
| GNMI SF 447236 X     | 2027-06-15      | 7.5000%  | 0.0000% | $100000.00         | $65.31             | Agency Mortgage-Backed Securities         |
| GNMI SF 462680 X     | 2028-04-15      | 7.0000%  | 0.0000% | $665253.00         | $337.43            | Agency Mortgage-Backed Securities         |
| GNMI SF 436262 X     | 2028-03-15      | 7.0000%  | 0.0000% | $241181.00         | $67.58             | Agency Mortgage-Backed Securities         |
| GNMI SF 458024 X     | 2029-02-15      | 6.0000%  | 0.0000% | $78058.00          | $263.06            | Agency Mortgage-Backed Securities         |
| GNMI SF 446731 X     | 2028-09-15      | 6.5000%  | 0.0000% | $497500.00         | $596.55            | Agency Mortgage-Backed Securities         |
| GNMI SF 419159 X     | 2029-01-15      | 6.0000%  | 0.0000% | $100000.00         | $88.32             | Agency Mortgage-Backed Securities         |
| GNMI SF 423825 X     | 2026-06-15      | 8.0000%  | 0.0000% | $6000000.00        | $134.34            | Agency Mortgage-Backed Securities         |
| GNMI SF 462493 X     | 2028-01-15      | 7.5000%  | 0.0000% | $365682.00         | $160.83            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68248 G | 2032-06-01      | 7.0000%  | 0.0000% | $45000.00          | $101.32            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G05904 G | 2039-09-01      | 5.0000%  | 0.0000% | $44686.00          | $489.29            | Agency Mortgage-Backed Securities         |
| GNII SF 002945 M     | 2030-07-20      | 7.5000%  | 0.0000% | $30000.00          | $4.66              | Agency Mortgage-Backed Securities         |
| GNII SF 003498 M     | 2034-01-20      | 4.5000%  | 0.0000% | $95000.00          | $747.06            | Agency Mortgage-Backed Securities         |
| GNII SF 003501 M     | 2034-01-20      | 6.0000%  | 0.0000% | $58000.00          | $740.12            | Agency Mortgage-Backed Securities         |
| GNII SF 003250 M     | 2032-06-20      | 6.5000%  | 0.0000% | $850000.00         | $2576.78           | Agency Mortgage-Backed Securities         |
| GNII SF 003107 M     | 2031-07-20      | 6.5000%  | 0.0000% | $211130.00         | $349.08            | Agency Mortgage-Backed Securities         |
| GNII SF 002482 M     | 2027-09-20      | 6.5000%  | 0.0000% | $100000.00         | $47.92             | Agency Mortgage-Backed Securities         |
| GNII SF 002139 M     | 2025-12-20      | 7.5000%  | 0.0000% | $1080306.00        | $75.65             | Agency Mortgage-Backed Securities         |
| GNII SF 002412 M     | 2027-04-20      | 7.0000%  | 0.0000% | $1000000.00        | $246.35            | Agency Mortgage-Backed Securities         |
| GNII SF 003470 M     | 2033-11-20      | 4.5000%  | 0.0000% | $25000.00          | $433.75            | Agency Mortgage-Backed Securities         |
| GNII SF 003713 M     | 2035-05-20      | 6.5000%  | 0.0000% | $25000.00          | $235.54            | Agency Mortgage-Backed Securities         |
| GNII SF 003273 M     | 2032-08-20      | 6.0000%  | 0.0000% | $30000.00          | $108.01            | Agency Mortgage-Backed Securities         |
| GNII SF 002794 M     | 2029-08-20      | 6.0000%  | 0.0000% | $60000.00          | $110.45            | Agency Mortgage-Backed Securities         |
| GNII SF 003068 M     | 2031-04-20      | 6.5000%  | 0.0000% | $276000.00         | $329.71            | Agency Mortgage-Backed Securities         |
| GNII SF 003554 M     | 2034-05-20      | 4.5000%  | 0.0000% | $40000.00          | $722.99            | Agency Mortgage-Backed Securities         |
| GNII SF 002704 M     | 2029-01-20      | 7.5000%  | 0.0000% | $1100000.00        | $1381.46           | Agency Mortgage-Backed Securities         |
| GNII SF 002867 M     | 2030-01-20      | 7.5000%  | 0.0000% | $25000.00          | $16.20             | Agency Mortgage-Backed Securities         |
| GNII SF 002326 M     | 2026-11-20      | 8.5000%  | 0.0000% | $5000000.00        | $925.64            | Agency Mortgage-Backed Securities         |
| GNII SF 003026 M     | 2031-01-20      | 7.0000%  | 0.0000% | $136401.00         | $134.93            | Agency Mortgage-Backed Securities         |
| GNII SF 002512 M     | 2027-11-20      | 8.0000%  | 0.0000% | $100000.00         | $36.64             | Agency Mortgage-Backed Securities         |
| GNII SF 002301 M     | 2026-10-20      | 7.0000%  | 0.0000% | $35000.00          | $14.00             | Agency Mortgage-Backed Securities         |
| GNII SF 002754 M     | 2029-05-20      | 6.5000%  | 0.0000% | $170000.00         | $198.60            | Agency Mortgage-Backed Securities         |
| GNII SF 002171 M     | 2026-02-20      | 8.0000%  | 0.0000% | $25000.00          | $1.38              | Agency Mortgage-Backed Securities         |
| GNII SF 003160 M     | 2031-11-20      | 6.0000%  | 0.0000% | $25000.00          | $84.75             | Agency Mortgage-Backed Securities         |
| GNII SF 002986 M     | 2030-10-20      | 7.0000%  | 0.0000% | $50070.00          | $43.61             | Agency Mortgage-Backed Securities         |
| GNII SF 003133 M     | 2031-09-20      | 6.5000%  | 0.0000% | $565000.00         | $893.77            | Agency Mortgage-Backed Securities         |
| GNII SF 003584 M     | 2034-07-20      | 6.0000%  | 0.0000% | $270000.00         | $2849.95           | Agency Mortgage-Backed Securities         |
| GNII SF 002153 M     | 2026-01-20      | 7.0000%  | 0.0000% | $1030563.00        | $48.19             | Agency Mortgage-Backed Securities         |
| GNII SF 003080 M     | 2031-05-20      | 6.5000%  | 0.0000% | $145000.00         | $276.68            | Agency Mortgage-Backed Securities         |
| GNII SF 002755 M     | 2029-05-20      | 7.0000%  | 0.0000% | $25000.00          | $34.04             | Agency Mortgage-Backed Securities         |
| GNII SF 003532 M     | 2034-03-20      | 6.5000%  | 0.0000% | $50000.00          | $656.06            | Agency Mortgage-Backed Securities         |
| GNII SF 002629 M     | 2028-08-20      | 6.0000%  | 0.0000% | $55000.00          | $71.83             | Agency Mortgage-Backed Securities         |
| GNII SF 002562 M     | 2028-03-20      | 6.0000%  | 0.0000% | $2028000.00        | $1554.20           | Agency Mortgage-Backed Securities         |
| GNII SF 002783 M     | 2029-07-20      | 7.0000%  | 0.0000% | $25000.00          | $19.70             | Agency Mortgage-Backed Securities         |
| GNII SF 002533 M     | 2028-01-20      | 6.0000%  | 0.0000% | $197355.00         | $132.44            | Agency Mortgage-Backed Securities         |
| GNMI SF 591304 X     | 2032-09-15      | 6.0000%  | 0.0000% | $99986.00          | $857.92            | Agency Mortgage-Backed Securities         |
| GNII SF 002671 M     | 2028-11-20      | 6.0000%  | 0.0000% | $186000.00         | $266.38            | Agency Mortgage-Backed Securities         |
| GNMI SF 585098 X     | 2032-12-15      | 6.0000%  | 0.0000% | $50005.00          | $269.32            | Agency Mortgage-Backed Securities         |
| GNMI SF 587435 X     | 2032-11-15      | 6.0000%  | 0.0000% | $219294.00         | $428.75            | Agency Mortgage-Backed Securities         |
| GNII SF 002099 M     | 2025-10-20      | 7.5000%  | 0.0000% | $1400000.00        | $42.30             | Agency Mortgage-Backed Securities         |
| GNII SF 002270 M     | 2026-08-20      | 8.0000%  | 0.0000% | $34682.00          | $4.60              | Agency Mortgage-Backed Securities         |
| GNMI SF 591280 X     | 2032-08-15      | 6.0000%  | 0.0000% | $53409.00          | $370.37            | Agency Mortgage-Backed Securities         |
| GNII SF 003040 M     | 2031-02-20      | 7.0000%  | 0.0000% | $50000.00          | $50.09             | Agency Mortgage-Backed Securities         |
| GNII SF 002305 M     | 2026-10-20      | 8.0000%  | 0.0000% | $30000.00          | $8.29              | Agency Mortgage-Backed Securities         |
| GNII SF 003489 M     | 2033-12-20      | 6.0000%  | 0.0000% | $443000.00         | $4816.30           | Agency Mortgage-Backed Securities         |
| GNMI SF 584379 X     | 2032-05-15      | 6.0000%  | 0.0000% | $100000.00         | $461.40            | Agency Mortgage-Backed Securities         |
| GNMI SF 606864 X     | 2033-10-15      | 6.0000%  | 0.0000% | $39524.00          | $121.71            | Agency Mortgage-Backed Securities         |
| GNII SF 002549 M     | 2028-02-20      | 7.5000%  | 0.0000% | $1007650.00        | $269.33            | Agency Mortgage-Backed Securities         |
| GNII SF 003676 M     | 2035-02-20      | 4.5000%  | 0.0000% | $25000.00          | $264.18            | Agency Mortgage-Backed Securities         |
| GNII SF 002268 M     | 2026-08-20      | 7.5000%  | 0.0000% | $1500000.00        | $117.11            | Agency Mortgage-Backed Securities         |
| GNII SF 002360 M     | 2027-01-20      | 7.5000%  | 0.0000% | $1140140.00        | $211.11            | Agency Mortgage-Backed Securities         |
| GNMI SF 710692 X     | 2039-07-15      | 5.0000%  | 0.0000% | $39036.00          | $699.04            | Agency Mortgage-Backed Securities         |
| GNMI SF 711740 X     | 2043-04-15      | 2.5000%  | 0.0000% | $6819.00           | $2150.22           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q08306 G | 2042-05-01      | 3.5000%  | 0.0000% | $3000.00           | $443.19            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3826.80           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  | 0.0000% | $4000.00           | $949.69            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q58905 G | 2048-10-01      | 4.0000%  | 0.0000% | $9000.00           | $638.10            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  | 0.0000% | $2000.00           | $392.90            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q54900 G | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $163.53            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q25332 G | 2044-03-01      | 4.5000%  | 0.0000% | $4000.00           | $271.46            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V80615 G | 2043-11-01      | 4.0000%  | 0.0000% | $1004.00           | $120.24            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q46456 G | 2047-02-01      | 3.5000%  | 0.0000% | $29506.00          | $4202.16           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q08239 G | 2042-05-01      | 3.5000%  | 0.0000% | $8000.00           | $1067.16           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $3000.00           | $2713.25           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3642 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $843.20            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD3772 | 2053-06-01      | 4.5000%  | 0.0000% | $5000.00           | $4368.15           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q11909 G | 2042-10-01      | 3.5000%  | 0.0000% | $67466.00          | $3951.56           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V83886 G | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $2578.71           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q31128 G | 2045-02-01      | 4.0000%  | 0.0000% | $22886.00          | $3414.62           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC V60905 G | 2030-07-01      | 2.5000%  | 0.0000% | $6634.00           | $634.26            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q41222 G | 2046-06-01      | 4.5000%  | 0.0000% | $41054.00          | $4951.17           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC Z40125 G | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $298.26            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1784.90           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1613.86           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1139.48           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8064 | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $222.09            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $4000.00           | $2966.10           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $773.99            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q04649 G | 2041-11-01      | 3.5000%  | 0.0000% | $11000.00          | $640.20            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $927.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8290 | 2053-01-01      | 6.0000%  | 0.0000% | $6000.00           | $4572.32           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $3502210.00        | $2920780.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $1021.00           | $1028.16           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8406 | 2054-01-01      | 4.0000%  | 0.0000% | $4000.00           | $3399.26           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G31066 G | 2035-11-01      | 4.0000%  | 0.0000% | $12000.00          | $2629.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  | 0.0000% | $6144.00           | $4999.63           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8261 | 2052-09-01      | 6.0000%  | 0.0000% | $4000.00           | $2793.79           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q25285 G | 2044-03-01      | 4.5000%  | 0.0000% | $1000.00           | $31.73             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q54160 G | 2048-02-01      | 3.5000%  | 0.0000% | $1042.00           | $173.79            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G30963 G | 2036-11-01      | 4.0000%  | 0.0000% | $7535.00           | $1317.74           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q06063 G | 2042-02-01      | 3.5000%  | 0.0000% | $20000.00          | $672.59            | Agency Mortgage-Backed Securities         |
| GNMI SF 574408 X     | 2032-02-15      | 6.0000%  | 0.0000% | $98000.00          | $423.30            | Agency Mortgage-Backed Securities         |
| GNMI SF 571286 X     | 2031-11-15      | 6.0000%  | 0.0000% | $25000.00          | $84.35             | Agency Mortgage-Backed Securities         |
| GNMI SF 596763 X     | 2032-12-15      | 6.0000%  | 0.0000% | $180000.00         | $608.88            | Agency Mortgage-Backed Securities         |
| GNMI SF 603341 X     | 2032-12-15      | 6.0000%  | 0.0000% | $25000.00          | $87.74             | Agency Mortgage-Backed Securities         |
| GNMI SF 605593 X     | 2034-12-15      | 5.0000%  | 0.0000% | $250000.00         | $1515.53           | Agency Mortgage-Backed Securities         |
| GNMI SF 577734 X     | 2032-10-15      | 6.0000%  | 0.0000% | $89658.00          | $62.16             | Agency Mortgage-Backed Securities         |
| GNMI SF 603325 X     | 2032-12-15      | 5.5000%  | 0.0000% | $25000.00          | $71.85             | Agency Mortgage-Backed Securities         |
| GNMI SF 572493 X     | 2032-01-15      | 6.0000%  | 0.0000% | $25000.00          | $184.66            | Agency Mortgage-Backed Securities         |
| GNMI SF 603093 X     | 2033-09-15      | 5.0000%  | 0.0000% | $450000.00         | $2862.81           | Agency Mortgage-Backed Securities         |
| GNMI SF 574230 X     | 2032-04-15      | 6.0000%  | 0.0000% | $40049.00          | $292.05            | Agency Mortgage-Backed Securities         |
| GNMI SF 662098 X     | 2037-01-15      | 5.5000%  | 0.0000% | $129641.00         | $1844.46           | Agency Mortgage-Backed Securities         |
| GNMI SF 648526 X     | 2035-12-15      | 5.0000%  | 0.0000% | $233456.00         | $2933.21           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C01325 G | 2032-01-01      | 7.5000%  | 0.0000% | $26711.00          | $46.38             | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2053-04-25      | 6.0000%  | 0.0000% | $5000.00           | $4792.02           | Agency Collateralized Mortgage Obligation |

### Security 285: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHF7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PHF7
- **C.18 - Value (incl. sponsor support):** $1382000000.00
- **C.18.a - Value (excl. sponsor support):** $1382000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2030-04-15      | 1.6250%  | 0.0000% | $248401600.00      | $249999282.36      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $153033800.00      | $141188902.77      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $193684600.00      | $240854599.60      | U.S. Treasuries (including strips) |
| United States Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $37707100.00       | $27605926.96       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $225982400.00      | $249999743.64      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $239928600.00      | $249992734.79      | U.S. Treasuries (including strips) |
| United States Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $260452000.00      | $249998823.83      | U.S. Treasuries (including strips) |

### Security 286: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHG5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PHG5
- **C.18 - Value (incl. sponsor support):** $1924000000.00
- **C.18.a - Value (excl. sponsor support):** $1924000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2054-08-15      | 4.2500%  | 0.0000% | $199756000.00      | $180761190.97      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $189164800.00      | $249999936.67      | U.S. Treasuries (including strips) |
| United States Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $234729500.00      | $113298595.66      | U.S. Treasuries (including strips) |
| United States Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $193092400.00      | $194354910.91      | U.S. Treasuries (including strips) |
| United States Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $201602000.00      | $234536841.99      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $260124000.00      | $249998574.45      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $246365600.00      | $249999288.36      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $217860000.00      | $220251368.61      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $248892800.00      | $249998496.06      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $12388800.00       | $19280845.10       | U.S. Treasuries (including strips) |

### Security 287: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHH3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PHH3
- **C.18 - Value (incl. sponsor support):** $1924000000.00
- **C.18.a - Value (excl. sponsor support):** $1924000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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% | $407969600.00      | $225191361.71      | U.S. Treasuries (including strips) |
| United States Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $33412000.00       | $24884687.06       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $292182000.00      | $249999989.70      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $243171200.00      | $249999568.15      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $9940300.00        | $10120175.14       | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $260371200.00      | $249999362.72      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $256393600.00      | $249990881.85      | U.S. Treasuries (including strips) |
| United States Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $130083000.00      | $98026890.22       | U.S. Treasuries (including strips) |
| United States Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $294932800.00      | $177338104.74      | U.S. Treasuries (including strips) |
| United States Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $348574300.00      | $249999650.51      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $194126600.00      | $176929373.91      | U.S. Treasuries (including strips) |

### Security 288: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHK6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PHK6
- **C.18 - Value (incl. sponsor support):** $1787000000.00
- **C.18.a - Value (excl. sponsor support):** $1787000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLQF6948 | 2053-02-01      | 5.5000%  | 0.0000% | $504478.00         | $369219.04         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC2103 | 2054-08-01      | 6.5000%  | 0.0000% | $2093550.00        | $2122462.04        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ7272 | 2054-11-01      | 5.5000%  | 0.0000% | $3389752.00        | $3349779.17        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA1419 | 2049-09-01      | 3.5000%  | 0.0000% | $97220.00          | $26105.83          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $38000.00          | $28008.03          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0107 | 2052-09-01      | 5.5000%  | 0.0000% | $998354.00         | $740027.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3171 | 2053-06-01      | 5.5000%  | 0.0000% | $100000.00         | $88024.16          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6503 | 2054-07-01      | 6.0000%  | 0.0000% | $7189960.00        | $7049336.40        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0857 | 2053-09-01      | 6.5000%  | 0.0000% | $133301.00         | $79833.04          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4699 | 2049-11-01      | 3.0000%  | 0.0000% | $400000.00         | $80013.79          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG4199 | 2053-05-01      | 4.5000%  | 0.0000% | $78898.00          | $58858.83          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CNRD5125 | 2032-11-01      | 3.5000%  | 0.0000% | $462479.00         | $259728.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1955 | 2054-09-01      | 6.0000%  | 0.0000% | $15309008.00       | $15416320.28       | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6015 | 2049-09-01      | 3.5000%  | 0.0000% | $2232084.00        | $149882.37         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB6948 | 2054-07-01      | 7.0000%  | 0.0000% | $1126950.00        | $1180821.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD1033 | 2055-02-01      | 5.0000%  | 0.0000% | $1000000.00        | $968317.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5192 | 2053-06-01      | 5.5000%  | 0.0000% | $61447000.00       | $50360818.37       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  | 0.0000% | $470000.00         | $17327.63          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0120 | 2055-03-01      | 6.0000%  | 0.0000% | $144582656.00      | $145171242.68      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9445 | 2053-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $917643.48         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7174 | 2048-08-01      | 3.0000%  | 0.0000% | $3384200.00        | $2657671.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0500 | 2055-03-01      | 6.5000%  | 0.0000% | $42200128.00       | $43630379.42       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6991 | 2054-06-01      | 6.0000%  | 0.0000% | $184590.00         | $173525.38         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $8000.00           | $5392.42           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  | 0.0000% | $102920.00         | $80151.24          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8176 | 2051-11-01      | 1.5000%  | 0.0000% | $29660.00          | $17997.51          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $108500.00         | $86421.68          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1266 | 2053-04-01      | 5.5000%  | 0.0000% | $972612.00         | $716248.11         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8196 | 2052-02-01      | 3.5000%  | 0.0000% | $13000.00          | $8079.93           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7589 | 2032-01-01      | 3.0000%  | 0.0000% | $281250.00         | $51636.34          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQA0117 | 2049-06-01      | 5.5000%  | 0.0000% | $1492880.00        | $173571.16         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH4836 | 2053-11-01      | 6.5000%  | 0.0000% | $243324.00         | $179858.95         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6766 | 2054-11-01      | 5.5000%  | 0.0000% | $125000.00         | $121424.79         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6269 | 2053-01-01      | 5.5000%  | 0.0000% | $3943076.00        | $2680774.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1962 | 2054-10-01      | 6.0000%  | 0.0000% | $1458700.00        | $1477969.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQB1567 | 2050-07-01      | 4.5000%  | 0.0000% | $5082080.00        | $2271459.50        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4525 | 2043-08-01      | 3.0000%  | 0.0000% | $42000.00          | $6972.15           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2219 | 2052-03-01      | 3.0000%  | 0.0000% | $150389.00         | $109283.12         | Agency Mortgage-Backed Securities |
| FEPC 04.500 3VZT1145 | 2044-05-01      | 4.5000%  | 0.0000% | $440610.00         | $53403.47          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0487 | 2050-08-01      | 3.5000%  | 0.0000% | $1649024.00        | $612752.79         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $2569000.00        | $1974772.88        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  | 0.0000% | $1300000.00        | $883653.98         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1944 | 2052-12-01      | 5.0000%  | 0.0000% | $63000.00          | $48520.68          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6536 | 2049-03-01      | 4.0000%  | 0.0000% | $591000.00         | $60917.71          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4778 | 2048-07-01      | 4.0000%  | 0.0000% | $750000.00         | $55539.41          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8209 | 2038-01-01      | 3.0000%  | 0.0000% | $101743.00         | $80401.89          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8243 | 2038-07-01      | 5.0000%  | 0.0000% | $40000.00          | $26796.70          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1118 | 2052-06-01      | 3.5000%  | 0.0000% | $25900.00          | $18654.05          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  | 0.0000% | $108000.00         | $23611.30          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9210 | 2034-11-01      | 3.5000%  | 0.0000% | $620000.00         | $82829.18          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB1273 | 2039-08-01      | 6.5000%  | 0.0000% | $16207584.00       | $13726798.89       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3410 | 2039-09-01      | 5.5000%  | 0.0000% | $1100000.00        | $38225.88          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY0053 | 2053-05-01      | 4.5000%  | 0.0000% | $897959.00         | $796203.44         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4794 | 2049-12-01      | 3.0000%  | 0.0000% | $1550000.00        | $424145.17         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFM4903 | 2050-11-01      | 1.5000%  | 0.0000% | $15883296.00       | $8656190.07        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4768 | 2048-05-01      | 3.5000%  | 0.0000% | $4092680.00        | $479415.97         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7103 | 2048-07-01      | 4.0000%  | 0.0000% | $467192.00         | $66277.03          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6054 | 2048-04-01      | 4.0000%  | 0.0000% | $287059.00         | $36033.23          | Agency Mortgage-Backed Securities |
| FEPC 03.500 3SZN0120 | 2042-12-01      | 3.5000%  | 0.0000% | $2199576.00        | $79270.60          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH2628 | 2047-08-01      | 4.5000%  | 0.0000% | $22678144.00       | $6324636.60        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFM5555 | 2051-01-01      | 1.5000%  | 0.0000% | $15000000.00       | $8019328.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1950 | 2052-05-01      | 4.0000%  | 0.0000% | $75000.00          | $52308.11          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP6716 | 2050-09-01      | 2.5000%  | 0.0000% | $199900000.00      | $98139669.50       | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0546 | 2061-07-01      | 2.5000%  | 0.0000% | $7000000.00        | $4056482.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7114 | 2053-09-01      | 5.5000%  | 0.0000% | $2800000.00        | $2448864.69        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5563 | 2049-10-01      | 5.0000%  | 0.0000% | $731000.00         | $279326.76         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4976 | 2050-01-01      | 3.0000%  | 0.0000% | $25000000.00       | $6940195.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZM6800 | 2048-06-01      | 5.5000%  | 0.0000% | $1045246.00        | $49265.44          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI4828 | 2036-04-01      | 6.0000%  | 0.0000% | $1006072.00        | $90672.50          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5293 | 2054-03-01      | 4.5000%  | 0.0000% | $34112040.00       | $30059059.06       | Agency Mortgage-Backed Securities |
| GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $260630.00         | $27933.76          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0000 | 2055-03-01      | 4.0000%  | 0.0000% | $271552.00         | $243285.56         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4581 | 2055-05-01      | 5.5000%  | 0.0000% | $2194324.00        | $2187498.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0221 | 2040-04-01      | 6.0000%  | 0.0000% | $5214664.00        | $5254084.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  | 0.0000% | $40155840.00       | $32678557.11       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5596 | 2045-01-01      | 4.5000%  | 0.0000% | $80997632.00       | $75612375.20       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA0976 | 2032-02-01      | 3.5000%  | 0.0000% | $7000000.00        | $391063.99         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0317 | 2039-01-01      | 5.5000%  | 0.0000% | $471700000.00      | $3637929.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3105 | 2055-05-01      | 6.0000%  | 0.0000% | $6165232.00        | $6264525.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $16337680.00       | $12468456.76       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3225 | 2054-12-01      | 6.5000%  | 0.0000% | $1528732.00        | $1596819.89        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY1467 | 2055-04-01      | 5.0000%  | 0.0000% | $2038668.00        | $1982845.15        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5732 | 2055-05-01      | 4.0000%  | 0.0000% | $801765.00         | $736289.84         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQY0582 | 2055-04-01      | 4.0000%  | 0.0000% | $200222.00         | $183649.57         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLRQ0018 | 2055-05-01      | 7.5000%  | 0.0000% | $709861.00         | $754083.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  | 0.0000% | $217844736.00      | $219242487.15      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6769 | 2053-01-01      | 5.0000%  | 0.0000% | $95756000.00       | $82859612.25       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6905 | 2048-11-01      | 3.5000%  | 0.0000% | $70041216.00       | $57078637.31       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0014 | 2055-05-01      | 6.0000%  | 0.0000% | $244219392.00      | $247708391.56      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA3997 | 2050-04-01      | 3.0000%  | 0.0000% | $560155.00         | $63467.79          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY3506 | 2055-05-01      | 7.0000%  | 0.0000% | $3670976.00        | $3859351.73        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6380 | 2052-02-01      | 2.5000%  | 0.0000% | $10910000.00       | $8162355.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0655 | 2055-03-01      | 6.0000%  | 0.0000% | $48684416.00       | $48621290.42       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL888367 | 2037-03-01      | 7.0000%  | 0.0000% | $9830000.00        | $78311.32          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6614 | 2052-01-02      | 2.5000%  | 0.0000% | $16276640.00       | $10955819.09       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5256 | 2051-05-01      | 2.0000%  | 0.0000% | $8780000.00        | $5205499.74        | Agency Mortgage-Backed Securities |
| FEPC 02.000 3JRE0029 | 2051-09-01      | 2.0000%  | 0.0000% | $3000000.00        | $1768270.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI2319 | 2054-04-01      | 5.5000%  | 0.0000% | $2726460.00        | $2636988.06        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ8976 | 2054-11-01      | 7.0000%  | 0.0000% | $91491.00          | $95766.14          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1685 | 2046-09-01      | 3.0000%  | 0.0000% | $885000.00         | $234591.88         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZK9936 | 2033-06-01      | 3.5000%  | 0.0000% | $1625450.00        | $237047.18         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD1977 | 2055-02-01      | 7.0000%  | 0.0000% | $1253420.00        | $1148588.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2968 | 2052-09-01      | 4.5000%  | 0.0000% | $75819360.00       | $65530312.16       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4818 | 2052-10-01      | 4.0000%  | 0.0000% | $2065000.00        | $1586381.01        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1186 | 2051-07-01      | 2.0000%  | 0.0000% | $42936448.00       | $25913341.49       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5632 | 2053-01-01      | 4.5000%  | 0.0000% | $8060384.00        | $6438404.33        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7739 | 2054-01-01      | 6.5000%  | 0.0000% | $248789760.00      | $165160721.17      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0654 | 2054-12-01      | 4.5000%  | 0.0000% | $13625000.00       | $12844702.59       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9223 | 2054-09-01      | 6.0000%  | 0.0000% | $35000000.00       | $31848507.61       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBP3454 | 2036-05-01      | 2.0000%  | 0.0000% | $47248640.00       | $27481216.78       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1006 | 2052-06-01      | 3.0000%  | 0.0000% | $56289000.00       | $48328084.19       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4565 | 2052-09-01      | 5.0000%  | 0.0000% | $70439440.00       | $61313076.89       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0219 | 2057-09-01      | 3.5000%  | 0.0000% | $4543912.00        | $1459382.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5236 | 2053-06-01      | 5.5000%  | 0.0000% | $1371550.00        | $1333259.64        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7589 | 2050-11-01      | 1.5000%  | 0.0000% | $41199000.00       | $20242683.82       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4450 | 2055-03-01      | 7.0000%  | 0.0000% | $1254500.00        | $1318717.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1421 | 2055-04-01      | 5.5000%  | 0.0000% | $59597840.00       | $59167363.38       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9413 | 2055-05-01      | 6.0000%  | 0.0000% | $1172400.00        | $1196541.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0396 | 2055-02-01      | 6.0000%  | 0.0000% | $7771632.00        | $7904618.86        | Agency Mortgage-Backed Securities |

### Security 289: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHO8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PHO8
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 DG6500 C | 2064-11-20      | 6.0000%  | 0.0000% | $1282974.00        | $1292602.84        | Agency Mortgage-Backed Securities |
| GNII SF MA6158 M | 2049-09-20      | 5.5000%  | 0.0000% | $6385960.00        | $973784.32         | Agency Mortgage-Backed Securities |
| GNII ET DD0867 C | 2062-04-20      | 3.5000%  | 0.0000% | $76304.00          | $65658.60          | Agency Mortgage-Backed Securities |
| GNII ET DJ5050 C | 2065-05-20      | 5.5000%  | 0.0000% | $89764.00          | $89087.77          | Agency Mortgage-Backed Securities |
| GNII ET DE7624 C | 2064-10-20      | 6.5000%  | 0.0000% | $357690.00         | $361058.34         | Agency Mortgage-Backed Securities |
| GNII SF DI7282 C | 2055-03-20      | 5.0000%  | 0.0000% | $2003076.00        | $1933968.56        | Agency Mortgage-Backed Securities |
| GNII ET DI4092 C | 2065-05-20      | 7.0000%  | 0.0000% | $733910.00         | $754590.77         | Agency Mortgage-Backed Securities |
| GNII ET DF3863 C | 2064-09-20      | 6.5000%  | 0.0000% | $904442.00         | $732252.16         | Agency Mortgage-Backed Securities |
| GNII ET DJ7215 C | 2065-03-20      | 7.0000%  | 0.0000% | $1307036.00        | $1343866.82        | Agency Mortgage-Backed Securities |
| GNII JM MA7581 M | 2051-09-20      | 3.5000%  | 0.0000% | $1708152.00        | $905010.30         | Agency Mortgage-Backed Securities |
| GNII ET DH1821 C | 2064-12-20      | 6.5000%  | 0.0000% | $239975.00         | $245602.79         | Agency Mortgage-Backed Securities |
| GNII SF MA6475 M | 2050-02-20      | 3.5000%  | 0.0000% | $70657528.00       | $9801030.96        | Agency Mortgage-Backed Securities |
| GNII SF MA5570 M | 2028-04-20      | 7.0000%  | 0.0000% | $83274.00          | $10212.85          | Agency Mortgage-Backed Securities |
| GNII SF DJ1857 C | 2055-05-20      | 6.5000%  | 0.0000% | $2662040.00        | $2754897.57        | Agency Mortgage-Backed Securities |
| GNII ET DG9642 C | 2064-10-20      | 6.5000%  | 0.0000% | $76691.00          | $78334.54          | Agency Mortgage-Backed Securities |
| GNII ET DJ2047 C | 2065-05-20      | 3.0000%  | 0.0000% | $344982.00         | $293573.01         | Agency Mortgage-Backed Securities |
| GNII JM MA9351 M | 2053-11-20      | 6.5000%  | 0.0000% | $1477412.00        | $432595.70         | Agency Mortgage-Backed Securities |
| GNII SF MA7829 M | 2052-01-20      | 3.5000%  | 0.0000% | $5545584.00        | $3699172.77        | Agency Mortgage-Backed Securities |
| GNII SF DH4692 C | 2055-05-20      | 5.5000%  | 0.0000% | $1498784.00        | $1512183.96        | Agency Mortgage-Backed Securities |
| GNII ET DH7637 C | 2065-01-20      | 2.5000%  | 0.0000% | $80437.00          | $63837.60          | Agency Mortgage-Backed Securities |
| GNII ET DH9351 C | 2065-01-20      | 6.5000%  | 0.0000% | $2969196.00        | $3037748.26        | Agency Mortgage-Backed Securities |
| GNII ET DJ5098 C | 2065-04-20      | 5.5000%  | 0.0000% | $512055.00         | $506819.01         | Agency Mortgage-Backed Securities |
| GNII ET DH3040 C | 2064-12-20      | 3.0000%  | 0.0000% | $1127476.00        | $956775.74         | Agency Mortgage-Backed Securities |
| GNII SF DH6199 C | 2055-01-20      | 6.5000%  | 0.0000% | $1443466.00        | $1533715.18        | Agency Mortgage-Backed Securities |
| GNII SF DI7603 C | 2055-05-20      | 5.5000%  | 0.0000% | $3096756.00        | $3097912.81        | Agency Mortgage-Backed Securities |
| GNII SF DI8380 C | 2055-05-20      | 5.5000%  | 0.0000% | $1191074.00        | $1195908.04        | Agency Mortgage-Backed Securities |
| GNII SF DI6493 C | 2055-05-20      | 6.0000%  | 0.0000% | $5833032.00        | $5961121.49        | Agency Mortgage-Backed Securities |
| GNII ET DG3723 C | 2065-01-20      | 6.5000%  | 0.0000% | $2655292.00        | $2716678.36        | Agency Mortgage-Backed Securities |

### Security 290: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHP5, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP18PHP5
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 MA4961 M | 2048-01-20      | 3.0000%  | 0.0000% | $14600000.00       | $2087953.64        | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M | 2055-04-20      | 5.5000%  | 0.0000% | $6553399.00        | $6514710.48        | Agency Mortgage-Backed Securities |
| GNII SF MA5119 M | 2030-11-20      | 7.5000%  | 0.0000% | $58878.00          | $7302.66           | Agency Mortgage-Backed Securities |
| GNII SF MA5715 M | 2035-05-20      | 6.5000%  | 0.0000% | $39000.00          | $6527.09           | Agency Mortgage-Backed Securities |
| GNII SF 002658 M | 2028-10-20      | 6.5000%  | 0.0000% | $3956708.00        | $3781.13           | Agency Mortgage-Backed Securities |
| GNII SF 003879 M | 2036-07-20      | 6.0000%  | 0.0000% | $2481620.00        | $23344.58          | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M | 2052-05-20      | 2.5000%  | 0.0000% | $590000.00         | $389523.43         | Agency Mortgage-Backed Securities |
| GNII SF 698489 C | 2036-01-20      | 6.0000%  | 0.0000% | $32999.00          | $1534.68           | Agency Mortgage-Backed Securities |
| GNII SF MA5335 M | 2048-07-20      | 6.5000%  | 0.0000% | $485000.00         | $66186.44          | Agency Mortgage-Backed Securities |
| GNII SF MA5083 M | 2038-10-20      | 6.5000%  | 0.0000% | $58042.00          | $6178.95           | Agency Mortgage-Backed Securities |
| GNII SF MA5053 M | 2026-12-20      | 4.0000%  | 0.0000% | $604158.00         | $29409.83          | Agency Mortgage-Backed Securities |
| GNII SF MA7193 M | 2051-02-20      | 2.5000%  | 0.0000% | $400000.00         | $182636.16         | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M | 2047-07-20      | 4.0000%  | 0.0000% | $209000.00         | $20610.31          | Agency Mortgage-Backed Securities |
| GNII SF MA2967 M | 2038-12-20      | 6.5000%  | 0.0000% | $90000.00          | $9146.95           | Agency Mortgage-Backed Securities |
| GNII SF MA3808 M | 2036-04-20      | 6.0000%  | 0.0000% | $100000.00         | $11153.66          | Agency Mortgage-Backed Securities |

### Security 291: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHQ3, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP18PHQ3
- **C.18 - Value (incl. sponsor support):** $233000000.00
- **C.18.a - Value (excl. sponsor support):** $233000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $5016200.00        | $4670933.24        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-30      | 3.0000%  | 0.0000% | $10000000.00       | $10003520.33       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $999900.00         | $984427.60         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $169117000.00      | $171039402.83      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $51611100.00       | $50961785.81       | U.S. Treasuries (including strips) |

### Security 292: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHR1, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP18PHR1
- **C.18 - Value (incl. sponsor support):** $269000000.00
- **C.18.a - Value (excl. sponsor support):** $269000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $31836900.00       | $25675621.87       | U.S. Treasuries (including strips) |
| United States Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $85717200.00       | $84674082.79       | U.S. Treasuries (including strips) |
| United States Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $30156900.00       | $19476203.22       | U.S. Treasuries (including strips) |
| United States Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $89950800.00       | $67091227.74       | U.S. Treasuries (including strips) |
| United States Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $14438000.00       | $14192721.44       | U.S. Treasuries (including strips) |
| United States Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $54192300.00       | $30753146.98       | U.S. Treasuries (including strips) |
| United States Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $718300.00         | $650473.05         | U.S. Treasuries (including strips) |
| United States Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $50692100.00       | $31866527.73       | U.S. Treasuries (including strips) |

### Security 293: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJ40, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP18PJ40
- **C.18 - Value (incl. sponsor support):** $179000000.00
- **C.18.a - Value (excl. sponsor support):** $179000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 MA9242 M | 2053-09-20      | 6.0000%  | 0.0000% | $158096291.00      | $113582607.13      | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M | 2053-07-20      | 5.5000%  | 0.0000% | $86438612.00       | $70787393.05       | Agency Mortgage-Backed Securities |

### Security 294: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJ57, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP18PJ57
- **C.18 - Value (incl. sponsor support):** $268000000.00
- **C.18.a - Value (excl. sponsor support):** $268000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 SP 785909 C       | 2051-10-20      | 3.0000%  | 0.0000% | $8167.00           | $6091.11           | Agency Mortgage-Backed Securities  |
| GNII SF BR7966 C       | 2050-03-20      | 3.0000%  | 0.0000% | $55994.00          | $16705.22          | Agency Mortgage-Backed Securities  |
| GNII SP 785665 C       | 2051-10-20      | 3.0000%  | 0.0000% | $3147.00           | $2148.59           | Agency Mortgage-Backed Securities  |
| GNII SP 785472 C       | 2051-05-20      | 3.0000%  | 0.0000% | $1024.00           | $526.78            | Agency Mortgage-Backed Securities  |
| GNII SP 785533 C       | 2051-06-20      | 3.0000%  | 0.0000% | $11267743.00       | $7192149.82        | Agency Mortgage-Backed Securities  |
| GNII SP 786088 C       | 2052-03-20      | 3.5000%  | 0.0000% | $29520250.00       | $20278532.83       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $1001.00           | $361.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0734   | 2031-05-01      | 4.5000%  | 0.0000% | $1510.00           | $50.72             | Agency Mortgage-Backed Securities  |
| GNII SF BC4662 C       | 2047-10-20      | 3.5000%  | 0.0000% | $2000.00           | $182.43            | Agency Mortgage-Backed Securities  |
| GNII SF MA4719 M       | 2047-09-20      | 3.5000%  | 0.0000% | $1000.00           | $117.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4841   | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1766.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2509   | 2055-02-01      | 6.5000%  | 0.0000% | $1883394.00        | $1940673.42        | Agency Mortgage-Backed Securities  |
| GNII SF MA7369 M       | 2051-05-20      | 3.5000%  | 0.0000% | $1024.00           | $483.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9374   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1945.24           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6058   | 2052-04-01      | 2.5000%  | 0.0000% | $7142239.00        | $5250483.78        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1046.00           | $496.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $2928498.00        | $2379715.73        | Agency Mortgage-Backed Securities  |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $1000.00           | $379.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $5341717.00        | $4131094.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $1952418.00        | $1580900.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $21797617.00       | $18612147.78       | Agency Mortgage-Backed Securities  |
| GNII SF MA6931 M       | 2050-10-20      | 2.5000%  | 0.0000% | $17261.00          | $6848.75           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555   | 2052-08-01      | 3.0000%  | 0.0000% | $15908800.00       | $10782433.47       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7002   | 2054-01-01      | 6.5000%  | 0.0000% | $25720811.00       | $22975299.89       | Agency Mortgage-Backed Securities  |
| GNII SF MA9306 M       | 2053-10-20      | 6.0000%  | 0.0000% | $2000.00           | $1445.35           | Agency Mortgage-Backed Securities  |
| GNII SF MA9016 M       | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $866.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $956.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $296000.00         | $238633.00         | Agency Mortgage-Backed Securities  |
| United States Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $1000.00           | $849.04            | U.S. Treasuries (including strips) |
| United States Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $642300.00         | $582167.20         | U.S. Treasuries (including strips) |
| United States Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $700.00            | $709.63            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-31      | 0.2500%  | 0.0000% | $199000.00         | $195698.75         | U.S. Treasuries (including strips) |
| United States Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $6700.00           | $4899.53           | U.S. Treasuries (including strips) |
| United States Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $10053900.00       | $8550336.79        | U.S. Treasuries (including strips) |
| United States Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $409800.00         | $383263.09         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $3542100.00        | $3636132.38        | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQG6211   | 2053-06-01      | 5.5000%  | 0.0000% | $4664310.00        | $3510751.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305   | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $131.56            | Agency Mortgage-Backed Securities  |
| United States Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $600.00            | $605.02            | U.S. Treasuries (including strips) |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $84182212.00       | $10353331.87       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI9872   | 2054-07-01      | 5.5000%  | 0.0000% | $10109971.00       | $9218959.89        | Agency Mortgage-Backed Securities  |
| United States Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $500.00            | $525.41            | U.S. Treasuries (including strips) |
| United States Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $194.78            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $2191000.00        | $2164505.78        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $36300.00          | $37297.95          | U.S. Treasuries (including strips) |
| United States Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $482000.00         | $373356.56         | U.S. Treasuries (including strips) |
| United States Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.16             | U.S. Treasuries (including strips) |
| GNII SP 786108 C       | 2052-03-20      | 3.5000%  | 0.0000% | $198000.00         | $147070.52         | Agency Mortgage-Backed Securities  |
| GNII SF DI3304 C       | 2055-03-20      | 6.0000%  | 0.0000% | $328919.00         | $338355.77         | Agency Mortgage-Backed Securities  |
| GNII SF MB0308 M       | 2055-04-20      | 5.5000%  | 0.0000% | $11628547.00       | $11559896.93       | Agency Mortgage-Backed Securities  |
| GNII SP 785653 C       | 2051-09-20      | 3.0000%  | 0.0000% | $13380423.00       | $8962688.96        | Agency Mortgage-Backed Securities  |
| GNII SP 785765 C       | 2051-10-20      | 3.5000%  | 0.0000% | $1000.00           | $699.28            | Agency Mortgage-Backed Securities  |
| GNPL PN CP3622         | 2057-10-15      | 4.1900%  | 0.0000% | $1867190.00        | $1716069.56        | Agency Mortgage-Backed Securities  |
| GNII SP 785701 C       | 2051-10-20      | 2.5000%  | 0.0000% | $50521193.00       | $30716695.08       | Agency Mortgage-Backed Securities  |
| GNII SF DI0136 C       | 2055-04-20      | 6.0000%  | 0.0000% | $20086688.00       | $20508899.90       | Agency Mortgage-Backed Securities  |
| GNII SP 786384 C       | 2052-09-20      | 5.5000%  | 0.0000% | $1008.00           | $951.53            | Agency Mortgage-Backed Securities  |
| GNII SF DF8844 C       | 2055-01-20      | 5.5000%  | 0.0000% | $21823.00          | $21753.84          | Agency Mortgage-Backed Securities  |
| GNII SP 785554 C       | 2051-07-20      | 2.5000%  | 0.0000% | $134752.00         | $89388.20          | Agency Mortgage-Backed Securities  |
| GNII SF BY0805 C       | 2050-09-20      | 2.5000%  | 0.0000% | $2000.00           | $833.47            | Agency Mortgage-Backed Securities  |
| GNPL PN CP1391         | 2058-02-15      | 5.2500%  | 0.0000% | $2678300.00        | $2648345.11        | Agency Mortgage-Backed Securities  |
| GNII SP 785626 C       | 2051-07-20      | 3.0000%  | 0.0000% | $1024.00           | $537.65            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD5723   | 2049-11-01      | 4.5000%  | 0.0000% | $2904003.00        | $2628631.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $1400000.00        | $1246523.34        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789   | 2052-10-01      | 5.0000%  | 0.0000% | $1116000.00        | $877218.57         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP4963   | 2050-05-01      | 3.0000%  | 0.0000% | $800435.00         | $290662.74         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA5557   | 2053-11-01      | 7.0000%  | 0.0000% | $501209.00         | $361523.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1430   | 2050-03-01      | 3.5000%  | 0.0000% | $3452764.00        | $1154315.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9310   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $825.08            | Agency Mortgage-Backed Securities  |
| GNII SF MA8725 M       | 2053-03-20      | 5.0000%  | 0.0000% | $60237934.00       | $49062114.10       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2602   | 2052-01-01      | 2.0000%  | 0.0000% | $796035.00         | $501089.61         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2793   | 2048-12-01      | 4.5000%  | 0.0000% | $12601698.00       | $2948071.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9438   | 2054-11-01      | 5.5000%  | 0.0000% | $662400.00         | $642868.09         | Agency Mortgage-Backed Securities  |
| GNII SF MA7137 M       | 2051-01-20      | 3.0000%  | 0.0000% | $186421.00         | $69962.52          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV8017   | 2052-08-01      | 4.5000%  | 0.0000% | $1300000.00        | $993746.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB4542   | 2037-06-01      | 3.0000%  | 0.0000% | $1000.00           | $672.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5606   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $994.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $2345412.00        | $2177833.01        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $2884884.00        | $1797337.90        | Agency Mortgage-Backed Securities  |

### Security 295: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJ65, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP18PJ65
- **C.18 - Value (incl. sponsor support):** $429000000.00
- **C.18.a - Value (excl. sponsor support):** $429000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2025-06-12      | 0.0000%  | 0.0000% | $15000.00          | $14977.05          | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-06-17      | 0.0000%  | 0.0000% | $1105000.00        | $1102657.40        | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-08-21      | 0.0000%  | 0.0000% | $100.00            | $99.03             | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLFS4748   | 2052-08-01      | 3.5000%  | 0.0000% | $1025.00           | $815.31            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1000   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $872.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1843   | 2054-06-01      | 5.5000%  | 0.0000% | $1001.00           | $993.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1069   | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1846.77           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8679   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.07            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1603   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $712.32            | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $98708.00          | $50960.46          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4378   | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $605.67            | Agency Mortgage-Backed Securities         |
| GNII SF MA3521 M       | 2046-03-20      | 3.5000%  | 0.0000% | $49178308.00       | $4882809.76        | Agency Mortgage-Backed Securities         |
| GNMI SF 778690 X       | 2041-12-15      | 3.5000%  | 0.0000% | $29806.00          | $984.71            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3303   | 2055-01-01      | 6.0000%  | 0.0000% | $2746.00           | $2684.76           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2833   | 2046-12-01      | 3.0000%  | 0.0000% | $40776522.00       | $7656098.63        | Agency Mortgage-Backed Securities         |
| GNII SF MA2756 M       | 2045-04-20      | 4.5000%  | 0.0000% | $1002.00           | $68.30             | Agency Mortgage-Backed Securities         |
| GNII SF MA3310 M       | 2045-12-20      | 3.5000%  | 0.0000% | $1998.00           | $208.54            | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M       | 2046-07-20      | 4.0000%  | 0.0000% | $77159.00          | $7719.85           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB5366   | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $173.64            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2448   | 2054-10-01      | 5.5000%  | 0.0000% | $6340394.00        | $6055404.53        | Agency Mortgage-Backed Securities         |
| GNII SF MA2826 M       | 2045-05-20      | 3.5000%  | 0.0000% | $50000000.00       | $4009463.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4869   | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $800.05            | Agency Mortgage-Backed Securities         |
| GNII SF MA1374 M       | 2043-10-20      | 3.0000%  | 0.0000% | $1018.00           | $141.27            | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M       | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $86.51             | Agency Mortgage-Backed Securities         |
| GNII SF DH1545 C       | 2055-01-20      | 5.0000%  | 0.0000% | $668007.00         | $650872.62         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4136   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $913.85            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2213   | 2048-11-01      | 3.0000%  | 0.0000% | $50550.00          | $9544.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2230   | 2035-04-01      | 3.0000%  | 0.0000% | $1000.00           | $104.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8348   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $857.50            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9003   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $966.70            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4624   | 2052-06-01      | 3.0000%  | 0.0000% | $14000.00          | $10176.93          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7969   | 2054-02-01      | 5.0000%  | 0.0000% | $1002.00           | $900.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1342   | 2054-04-01      | 6.0000%  | 0.0000% | $5856057.00        | $5417229.51        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1784   | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1785.61           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1207   | 2054-12-01      | 5.0000%  | 0.0000% | $1018.00           | $1001.23           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1240   | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $655.89            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL0852   | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $904.25            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX0638   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $939.20            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9276   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $846.30            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9911   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1048.77           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4497   | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $605.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8357   | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $862.72            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0114   | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $913.25            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4783   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $782.01            | Agency Mortgage-Backed Securities         |
| GNII SF MA0535 M       | 2042-11-20      | 4.0000%  | 0.0000% | $1724034.00        | $142925.77         | Agency Mortgage-Backed Securities         |
| GNII SF MA1157 M       | 2043-07-20      | 3.5000%  | 0.0000% | $473661.00         | $48093.95          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3520   | 2048-11-01      | 3.5000%  | 0.0000% | $1008.00           | $95.39             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $1088.00           | $1010.26           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6418   | 2051-03-01      | 2.0000%  | 0.0000% | $95000.00          | $53771.86          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $756.84            | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $27278784.00       | $2035233.20        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1194   | 2048-02-01      | 4.0000%  | 0.0000% | $392716.00         | $108458.31         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY4146   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $817.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $2066.00           | $770.19            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8955   | 2051-02-01      | 2.5000%  | 0.0000% | $80528.00          | $39532.68          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC3473   | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $160.43            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $196000.00         | $46333.06          | Agency Mortgage-Backed Securities         |
| United States Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $1200.00           | $819.18            | U.S. Treasuries (including strips)        |
| United States Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $30500.00          | $24465.48          | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $1036.00           | $109.11            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0419   | 2048-02-01      | 3.5000%  | 0.0000% | $64295.00          | $25962.82          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4669   | 2046-06-01      | 4.0000%  | 0.0000% | $1041.00           | $127.80            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $2362.00           | $25.16             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD6787   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $877.25            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A96471 G   | 2041-01-01      | 4.5000%  | 0.0000% | $1000.00           | $27.75             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4012   | 2042-10-01      | 3.5000%  | 0.0000% | $8415.00           | $873.97            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G16669 G   | 2033-12-01      | 4.0000%  | 0.0000% | $1750.00           | $210.89            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $1217.00           | $47.46             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8221   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $741.88            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $141000.00         | $108494.07         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2026-09-24      | 1.8750%  | 0.0000% | $8000.00           | $7802.57           | Agency Debentures and Agency Strips       |
| United States Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $98000.00          | $97609.86          | U.S. Treasuries (including strips)        |
| GNRA 2024-180 FE       | 2054-11-20      | 5.4383%  | 0.0000% | $3135251.00        | $2545222.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-187 FD       | 2054-11-20      | 5.3783%  | 0.0000% | $1534799.00        | $1453263.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 LF       | 2054-02-20      | 5.3283%  | 0.0000% | $1000.00           | $563.20            | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $601.34            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $84280.00          | $52716.16          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $159720.00         | $113798.27         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-194 FA       | 2051-11-20      | 2.5000%  | 0.0000% | $4120.00           | $2559.47           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 AF       | 2054-04-20      | 5.3783%  | 0.0000% | $16206200.00       | $11527401.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4283%  | 0.0000% | $12066044.00       | $10517263.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 JF       | 2054-01-20      | 5.3283%  | 0.0000% | $2800.00           | $1905.55           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE       | 2052-01-20      | 2.5000%  | 0.0000% | $22206000.00       | $13866522.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $6884.00           | $4385.10           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 MF       | 2053-05-20      | 5.3283%  | 0.0000% | $1002.00           | $681.39            | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $6580576.00        | $3912127.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 JF       | 2054-01-20      | 5.5283%  | 0.0000% | $1292401.00        | $705587.90         | Agency Collateralized Mortgage Obligation |
| United States Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $173800.00         | $244692.90         | U.S. Treasuries (including strips)        |
| FNMS 02.000 CLFA0821   | 2051-07-01      | 2.0000%  | 0.0000% | $1629120.00        | $1250905.49        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0403   | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $57923.75          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1877   | 2052-05-01      | 3.0000%  | 0.0000% | $79988.00          | $56065.47          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5326   | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $891.45            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9331   | 2054-10-01      | 5.5000%  | 0.0000% | $1036.00           | $991.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6101   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $892.51            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6722   | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $801.34            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6883   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $809.05            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1151   | 2052-11-01      | 4.5000%  | 0.0000% | $178644.00         | $172631.53         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8512   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $818.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8427   | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $984.81            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9973   | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $643.82            | Agency Mortgage-Backed Securities         |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $12903155.00       | $8738046.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $11651141.00       | $7061504.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 AF       | 2054-10-20      | 5.3783%  | 0.0000% | $112700.00         | $101356.30         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FD       | 2055-02-20      | 5.3983%  | 0.0000% | $159200.00         | $150191.85         | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLCA5701   | 2050-05-01      | 2.5000%  | 0.0000% | $213000.00         | $96319.68          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA6381   | 2050-07-01      | 4.5000%  | 0.0000% | $1024.00           | $263.71            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $1141.00           | $542.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICA4721   | 2034-11-01      | 3.5000%  | 0.0000% | $1000.00           | $231.36            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6302   | 2050-07-01      | 2.5000%  | 0.0000% | $6303771.00        | $3077191.00        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1439   | 2048-03-01      | 3.5000%  | 0.0000% | $108117.00         | $12049.51          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7558   | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $732.43            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZM9438   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $308.26            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8254   | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $741.53            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $1029.00           | $25.10             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5503   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $943.54            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4414   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $530.47            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG6305   | 2053-07-01      | 4.5000%  | 0.0000% | $39000.00          | $32381.78          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG1496   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $880.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8719   | 2053-08-01      | 5.5000%  | 0.0000% | $2232986.00        | $1884890.17        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7661   | 2052-07-01      | 4.0000%  | 0.0000% | $4987928.00        | $3731920.54        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9944   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $705.90            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA2572   | 2050-05-01      | 3.5000%  | 0.0000% | $412007.00         | $105340.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3382   | 2053-06-01      | 5.0000%  | 0.0000% | $100000.00         | $88303.86          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0887   | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $866.53            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2879   | 2052-08-01      | 3.0000%  | 0.0000% | $295000.00         | $211005.98         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PQU8070   | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $816.48            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8090   | 2050-09-01      | 2.0000%  | 0.0000% | $29416.00          | $14031.74          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5744   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $599.18            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE2559   | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $758.97            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4994   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $873.61            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2253   | 2052-12-01      | 3.5000%  | 0.0000% | $74012.00          | $56892.52          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U99076 G   | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $181.17            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC D98606 G   | 2031-04-01      | 3.5000%  | 0.0000% | $2449.00           | $69.60             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2494   | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $775.74            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8525   | 2055-04-01      | 6.0000%  | 0.0000% | $5759407.00        | $5743083.85        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8165   | 2037-05-01      | 3.5000%  | 0.0000% | $52405.00          | $31945.37          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD9728   | 2052-04-01      | 3.5000%  | 0.0000% | $1008.00           | $727.00            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1345   | 2033-11-01      | 3.5000%  | 0.0000% | $1001.00           | $97.95             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA3592   | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $421.01            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2932   | 2053-04-01      | 4.0000%  | 0.0000% | $1000.00           | $813.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7288   | 2055-01-01      | 5.0000%  | 0.0000% | $1461.00           | $1403.90           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB9485   | 2051-03-01      | 2.0000%  | 0.0000% | $268000.00         | $145840.77         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2351   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $842.94            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8183   | 2037-10-01      | 3.5000%  | 0.0000% | $1000.00           | $656.29            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $762.12            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q59742 G   | 2048-11-01      | 4.0000%  | 0.0000% | $208215.00         | $33494.80          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0324   | 2055-02-01      | 5.5000%  | 0.0000% | $2897660.00        | $2886883.52        | Agency Mortgage-Backed Securities         |
| GNII SF MA3376 M       | 2046-01-20      | 3.5000%  | 0.0000% | $49999000.00       | $4983302.52        | Agency Mortgage-Backed Securities         |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $643.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA9850 M       | 2054-08-20      | 5.0000%  | 0.0000% | $1120.00           | $1062.04           | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M       | 2051-11-20      | 2.5000%  | 0.0000% | $553575.00         | $343896.02         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3639   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $985.43            | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $9141550.00        | $6743928.19        | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $2022441.00        | $1260769.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $221860.00         | $156875.23         | Agency Mortgage-Backed Securities         |
| GNII SF MA9108 M       | 2053-08-20      | 6.5000%  | 0.0000% | $1000.00           | $579.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA2224 M       | 2044-09-20      | 4.0000%  | 0.0000% | $1280.00           | $86.00             | Agency Mortgage-Backed Securities         |
| GNII SF MA6821 M       | 2050-08-20      | 3.5000%  | 0.0000% | $7664032.00        | $2136195.31        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $286488.00         | $260067.61         | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $1000.00           | $718.06            | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $544380.00         | $537900.84         | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $775.22            | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $16065.00          | $12453.98          | Agency Mortgage-Backed Securities         |
| GNII SF DH0338 C       | 2055-02-20      | 5.5000%  | 0.0000% | $1507120.00        | $1508366.53        | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $1018.00           | $79.85             | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $789.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $1171388.00        | $1007013.62        | Agency Mortgage-Backed Securities         |
| GNII SF MB0368 M       | 2055-05-20      | 6.5000%  | 0.0000% | $15899744.00       | $16356911.10       | Agency Mortgage-Backed Securities         |
| GNMI SP 783639 X       | 2042-06-15      | 4.0000%  | 0.0000% | $63260000.00       | $2729478.86        | Agency Mortgage-Backed Securities         |
| GNII SF DH9270 C       | 2055-02-20      | 5.5000%  | 0.0000% | $642959.00         | $644126.71         | Agency Mortgage-Backed Securities         |
| GNII SF MA9669 M       | 2054-05-20      | 6.0000%  | 0.0000% | $491652.00         | $431007.06         | Agency Mortgage-Backed Securities         |
| GNII SF DH2709 C       | 2055-01-20      | 5.5000%  | 0.0000% | $1254179.00        | $1253642.52        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9087 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1053.22           | Agency Mortgage-Backed Securities         |
| GNII SP 785106 C       | 2050-08-20      | 3.5000%  | 0.0000% | $1008.00           | $389.32            | Agency Mortgage-Backed Securities         |
| GNII SF MA8201 M       | 2052-08-20      | 4.5000%  | 0.0000% | $1007.00           | $773.95            | Agency Mortgage-Backed Securities         |
| GNII SF MA8149 M       | 2052-07-20      | 3.5000%  | 0.0000% | $1181.00           | $853.44            | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $1736.00           | $658.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW5298   | 2053-05-01      | 6.0000%  | 0.0000% | $1165.00           | $978.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH7026   | 2053-12-01      | 5.5000%  | 0.0000% | $1086160.00        | $1065315.36        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5981   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $979.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6156   | 2055-05-01      | 5.0000%  | 0.0000% | $115500.00         | $113295.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6179   | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $878.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $1102.00           | $8.10              | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7350   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $505.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0474   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.56           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC9888   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD7990   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.68           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $29083.00          | $5107.06           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBV9862   | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $600.40            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $55600.00          | $43472.64          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8129   | 2051-02-01      | 2.5000%  | 0.0000% | $203649.00         | $96356.91          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7189   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $735.93            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2912   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $834.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDD4980   | 2055-04-01      | 4.5000%  | 0.0000% | $1003.00           | $948.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9010   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $912.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1682   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.89           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE0305   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $997.90            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2625   | 2050-05-01      | 2.5000%  | 0.0000% | $10858132.00       | $3830479.27        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9453   | 2047-04-01      | 4.0000%  | 0.0000% | $200001.00         | $31896.05          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL3598   | 2039-07-01      | 6.0000%  | 0.0000% | $420000.00         | $32739.15          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7444   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $848.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 ZK310219   | 2048-10-25      | 3.0000%  | 0.0000% | $26245419.00       | $20322261.68       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9887   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $764.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U3BF0193   | 2041-04-01      | 4.0000%  | 0.0000% | $510004.00         | $108952.67         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2047   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.61           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY4264   | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $163.13            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL8358   | 2043-10-01      | 4.0000%  | 0.0000% | $1021.00           | $159.55            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAR2887   | 2043-01-01      | 2.5000%  | 0.0000% | $1000.00           | $177.68            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9081   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $785.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAL5974   | 2037-07-01      | 5.0000%  | 0.0000% | $1000.00           | $96.39             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6621   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $632.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV4142   | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $58147.49          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ0650   | 2048-03-01      | 3.5000%  | 0.0000% | $276999.00         | $42994.04          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY2258   | 2053-05-01      | 5.0000%  | 0.0000% | $1004.00           | $865.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU3746   | 2043-08-01      | 3.5000%  | 0.0000% | $860201.00         | $98430.12          | Agency Mortgage-Backed Securities         |
| United States Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $3392400.00        | $3304561.38        | U.S. Treasuries (including strips)        |
| FNMS 03.000 CLAS8422   | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $277.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0957   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.52           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2834   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDD2386   | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $944.61            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC3212   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $938.29            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5937   | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $50.04             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0756   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3300   | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $953.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9844   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $966.91            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU1416   | 2052-01-01      | 3.0000%  | 0.0000% | $10060.00          | $6608.27           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7434   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $556.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5584   | 2055-01-01      | 5.0000%  | 0.0000% | $1001.00           | $975.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD9817   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.08           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE0219   | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1005.30           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD9290   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $975.22            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW1412   | 2052-12-01      | 6.0000%  | 0.0000% | $1130.00           | $828.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC9729   | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $942.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL254983   | 2033-11-01      | 5.5000%  | 0.0000% | $1001.00           | $7.80              | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $5359444.00        | $4158027.09        | Agency Mortgage-Backed Securities         |
| GNII SP 787664 M       | 2049-01-20      | 3.5000%  | 0.0000% | $1000.00           | $860.80            | Agency Mortgage-Backed Securities         |
| GNII SP 784134 M       | 2045-12-20      | 4.0000%  | 0.0000% | $28292773.00       | $2572871.66        | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $3143192.00        | $487084.96         | Agency Mortgage-Backed Securities         |
| GNII SF MA9541 M       | 2054-03-20      | 5.5000%  | 0.0000% | $1308.00           | $1129.41           | Agency Mortgage-Backed Securities         |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $2877241.00        | $2906787.75        | Agency Mortgage-Backed Securities         |
| GNII SF DH5124 C       | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1005.71           | Agency Mortgage-Backed Securities         |
| GNII SF DH7413 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1024.00           | $1058.16           | Agency Mortgage-Backed Securities         |
| GNII SF DG5226 C       | 2054-12-20      | 4.5000%  | 0.0000% | $5634368.00        | $5320832.03        | Agency Mortgage-Backed Securities         |
| GNPL PN CQ9709         | 2058-04-15      | 5.0000%  | 0.0000% | $1000.00           | $967.94            | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $51901.00          | $40508.34          | Agency Mortgage-Backed Securities         |
| GNII SP 783519 M       | 2041-01-20      | 4.0000%  | 0.0000% | $14002.00          | $779.35            | Agency Mortgage-Backed Securities         |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $169000.00         | $156789.43         | Agency Mortgage-Backed Securities         |
| GNII SP 785583 C       | 2051-08-20      | 3.0000%  | 0.0000% | $1040.00           | $692.98            | Agency Mortgage-Backed Securities         |
| GNII SF CX4169 C       | 2054-02-20      | 7.5000%  | 0.0000% | $1569160.00        | $1557540.79        | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1024.00           | $750.99            | Agency Mortgage-Backed Securities         |
| GNII SP 785541 C       | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $569.84            | Agency Mortgage-Backed Securities         |
| United States Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $600.00            | $629.67            | U.S. Treasuries (including strips)        |
| United States Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $1000.00           | $987.42            | U.S. Treasuries (including strips)        |
| United States Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $101100.00         | $99828.07          | U.S. Treasuries (including strips)        |
| United States Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $700.00            | $658.14            | U.S. Treasuries (including strips)        |
| United States Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips)        |
| United States Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $15544500.00       | $15548240.88       | U.S. Treasuries (including strips)        |
| United States Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $2745000.00        | $2750743.80        | U.S. Treasuries (including strips)        |
| United States Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $3600.00           | $3628.16           | U.S. Treasuries (including strips)        |
| United States Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $4061700.00        | $4072762.75        | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $3730600.00        | $3712171.24        | U.S. Treasuries (including strips)        |
| United States Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $15960000.00       | $16176906.10       | U.S. Treasuries (including strips)        |
| United States Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $310400.00         | $319851.80         | U.S. Treasuries (including strips)        |
| United States Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $2900.00           | $2945.98           | U.S. Treasuries (including strips)        |
| United States Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $26500.00          | $28127.56          | U.S. Treasuries (including strips)        |
| United States Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $3543000.00        | $3288679.18        | U.S. Treasuries (including strips)        |
| United States Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $55300.00          | $57091.16          | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $9420700.00        | $9646262.10        | U.S. Treasuries (including strips)        |
| United States Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $1000.00           | $1013.87           | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $110.63            | U.S. Treasuries (including strips)        |
| United States Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $149359000.00      | $150668754.61      | U.S. Treasuries (including strips)        |
| United States Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $98.59             | U.S. Treasuries (including strips)        |
| United States Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $300.00            | $287.96            | U.S. Treasuries (including strips)        |
| United States Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $175000.00         | $129738.49         | U.S. Treasuries (including strips)        |
| United States Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $77.34             | U.S. Treasuries (including strips)        |
| United States Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $160800.00         | $124363.95         | U.S. Treasuries (including strips)        |
| United States Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $6999500.00        | $4910081.11        | U.S. Treasuries (including strips)        |
| United States Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $1000.00           | $963.11            | U.S. Treasuries (including strips)        |
| United States Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.02             | U.S. Treasuries (including strips)        |
| United States Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $35400.00          | $34061.71          | U.S. Treasuries (including strips)        |
| United States Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $1000.00           | $904.91            | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $148100.00         | $106218.24         | U.S. Treasuries (including strips)        |
| United States Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $185400.00         | $188475.47         | U.S. Treasuries (including strips)        |
| United States Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $200.00            | $183.36            | U.S. Treasuries (including strips)        |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $4800.00           | $2884.62           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 TF       | 2053-01-20      | 5.3283%  | 0.0000% | $34400.00          | $29427.93          | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 3SZN0134   | 2043-06-01      | 3.0000%  | 0.0000% | $1002.00           | $92.34             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $35699.00          | $492.20            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD7161   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $891.67            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1936   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $745.14            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G08016 G   | 2034-10-01      | 6.0000%  | 0.0000% | $1024.00           | $14.18             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q48709 G   | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $202.17            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04216 G   | 2037-12-01      | 5.5000%  | 0.0000% | $1024.00           | $10.24             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $1333.00           | $1187.31           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0323   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $866.26            | Agency Mortgage-Backed Securities         |
| United States Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $1000.00           | $1033.87           | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $180600.00         | $169218.52         | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $15228000.00       | $13624147.98       | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $10301800.00       | $9021301.55        | U.S. Treasuries (including strips)        |
| United States Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $1000.00           | $936.64            | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $222900.00         | $210751.96         | U.S. Treasuries (including strips)        |
| United States Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $992800.00         | $667415.97         | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $83.06             | U.S. Treasuries (including strips)        |
| United States Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $7857300.00        | $3792540.16        | U.S. Treasuries (including strips)        |
| United States Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $38200.00          | $35023.57          | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $96.01             | U.S. Treasuries (including strips)        |
| FNMS 02.000 CLBT9728   | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $636.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0338   | 2059-01-01      | 4.5000%  | 0.0000% | $200000.00         | $72318.86          | Agency Mortgage-Backed Securities         |

### Security 296: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJ99, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP18PJ99
- **C.18 - Value (incl. sponsor support):** $470000000.00
- **C.18.a - Value (excl. sponsor support):** $470000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2027-02-15      | 2.2500%  | 0.0000% | $6348600.00        | $6206347.48        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $96.01             | U.S. Treasuries (including strips) |
| United States Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $55116000.00       | $46463915.78       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $3918100.00        | $5178155.51        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $1564000.00        | $1582383.63        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $984.53            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $914400.00         | $918462.18         | U.S. Treasuries (including strips) |
| United States Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.78             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $1931500.00        | $2050127.82        | U.S. Treasuries (including strips) |
| United States Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1007.82           | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $12588600.00       | $13926512.74       | U.S. Treasuries (including strips) |
| United States Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $198800.00         | $201951.87         | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $125316000.00      | $126609424.53      | U.S. Treasuries (including strips) |
| United States Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.02             | U.S. Treasuries (including strips) |
| United States Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $1000.00           | $870.00            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $200.00            | $192.62            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $1000.00           | $931.03            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $19280100.00       | $19420897.11       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $2000.00           | $2049.04           | U.S. Treasuries (including strips) |
| United States Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $4612800.00        | $4725910.44        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $200.00            | $204.16            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $156900.00         | $197048.50         | U.S. Treasuries (including strips) |
| United States Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $40607800.00       | $40177046.14       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $104.19            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $3637200.00        | $3739334.38        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $52291100.00       | $53759460.08       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $1391400.00        | $1407358.20        | U.S. Treasuries (including strips) |
| United States Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $846200.00         | $845437.30         | U.S. Treasuries (including strips) |
| United States Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $78707900.00       | $81373614.81       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $20682100.00       | $23290234.83       | U.S. Treasuries (including strips) |
| United States Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $3400.00           | $3263.54           | U.S. Treasuries (including strips) |
| United States Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $362300.00         | $392042.47         | U.S. Treasuries (including strips) |
| United States Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $4406100.00        | $3835843.77        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $7069600.00        | $7238869.14        | U.S. Treasuries (including strips) |
| United States Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $35763700.00       | $30259100.07       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $1000.00           | $1025.09           | U.S. Treasuries (including strips) |
| United States Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $200.00            | $187.33            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $4000.00           | $6504.73           | U.S. Treasuries (including strips) |
| United States Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $264500.00         | $257651.36         | U.S. Treasuries (including strips) |
| United States Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $4822600.00        | $4379985.77        | U.S. Treasuries (including strips) |
| United States Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $57.74             | U.S. Treasuries (including strips) |
| United States Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $1163200.00        | $1118598.40        | U.S. Treasuries (including strips) |

### Security 297: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJA6, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP18PJA6
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2029-01-15      | 2.5000%  | 0.0000% | $158600.00         | $247075.62         | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2051-02-25      | 4.0000%  | 0.0000% | $176338.00         | $85593.50          | Agency Collateralized Mortgage Obligation |
| United States Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $214500.00         | $332954.15         | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $1183100.00        | $1174908.22        | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $3964700.00        | $5179199.65        | U.S. Treasuries (including strips)        |
| GNMI SF 615890 X       | 2033-08-15      | 5.0000%  | 0.0000% | $5000000.00        | $59844.07          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB889589   | 2038-05-01      | 7.1570%  | 0.0000% | $11500000.00       | $122064.08         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZN1473   | 2048-11-01      | 4.0000%  | 0.0000% | $7851600.00        | $1250522.67        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS806488   | 2034-03-01      | 6.3600%  | 0.0000% | $28516800.00       | $295219.19         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U99084 G   | 2044-02-01      | 4.5000%  | 0.0000% | $9100000.00        | $1628022.15        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0934   | 2033-10-01      | 7.0000%  | 0.0000% | $2468300.00        | $26336.11          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0886   | 2035-07-01      | 5.0000%  | 0.0000% | $16361000.00       | $171815.28         | Agency Mortgage-Backed Securities         |
| FMAR 1B7420 G          | 2035-07-01      | 7.1230%  | 0.0000% | $24837700.00       | $444838.51         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD825481   | 2035-07-01      | 7.3760%  | 0.0000% | $12275100.00       | $148544.81         | Agency Mortgage-Backed Securities         |
| GNII JM 004850 M       | 2040-11-20      | 4.5000%  | 0.0000% | $2898900.00        | $34044.34          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS844532   | 2035-11-01      | 6.3020%  | 0.0000% | $5270000.00        | $60374.70          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6572   | 2050-08-01      | 2.5000%  | 0.0000% | $194797272.00      | $81247290.92       | Agency Mortgage-Backed Securities         |
| GNII SF 005255 M       | 2026-12-20      | 3.0000%  | 0.0000% | $4667400.00        | $52600.02          | Agency Mortgage-Backed Securities         |
| GNMI JP 783878 X       | 2029-04-15      | 4.0000%  | 0.0000% | $6042900.00        | $72401.01          | Agency Mortgage-Backed Securities         |

### Security 298: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJB4, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP18PJB4
- **C.18 - Value (incl. sponsor support):** $307000000.00
- **C.18.a - Value (excl. sponsor support):** $307000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2029-03-31      | 4.1250%  | 0.0000% | $27970100.00       | $28354836.98       | U.S. Treasuries (including strips) |
| United States Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $3172500.00        | $1630491.67        | U.S. Treasuries (including strips) |
| United States Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips) |
| United States Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $3756000.00        | $1816380.10        | U.S. Treasuries (including strips) |
| United States Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $2421500.00        | $2423781.76        | U.S. Treasuries (including strips) |
| United States Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $441500.00         | $418356.60         | U.S. Treasuries (including strips) |
| United States Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $24999800.00       | $24324852.27       | U.S. Treasuries (including strips) |
| United States Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $4096800.00        | $3173375.87        | U.S. Treasuries (including strips) |
| United States Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $84.39             | U.S. Treasuries (including strips) |
| United States Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $5900.00           | $4997.29           | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $44851200.00       | $45951096.83       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $549000.00         | $508340.42         | U.S. Treasuries (including strips) |
| United States Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $5000000.00        | $4591297.76        | U.S. Treasuries (including strips) |
| United States Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $22885000.00       | $17011170.78       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.18             | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $1634000.00        | $1571226.00        | U.S. Treasuries (including strips) |
| United States Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $900.00            | $1015.63           | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-15      | 4.0000%  | 0.0000% | $11799600.00       | $11975061.55       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $83699100.00       | $83345229.33       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $85613800.00       | $86038226.90       | U.S. Treasuries (including strips) |

### Security 299: FEDERAL RESERVE BANK OF NEW YORK

- **C.1 - Title:** FEDERAL RESERVE BANK OF NEW YORK 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJF5, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: ARP18PJF5
- **C.18 - Value (incl. sponsor support):** $5180000000.00
- **C.18.a - Value (excl. sponsor support):** $5180000000.00
- **C.19 - Percentage of Net Assets:** 6.4800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2025-08-15      | 3.1250%  | 0.0000% | $5150207700.00     | $5181834615.62     | U.S. Treasuries (including strips) |

### Security 300: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJG3, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP18PJG3
- **C.18 - Value (incl. sponsor support):** $1791000000.00
- **C.18.a - Value (excl. sponsor support):** $1791000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLFS3989 | 2053-01-01      | 5.0000%  | 0.0000% | $127075456.00      | $107121061.72      | Agency Mortgage-Backed Securities         |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $37155180.00       | $34470647.24       | Agency Mortgage-Backed Securities         |
| GNRA 2025-044 FB     | 2055-03-20      | 5.3783%  | 0.0000% | $100000000.00      | $96542255.30       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-047 FA     | 2055-03-20      | 5.3783%  | 0.0000% | $100000000.00      | $98804151.41       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB4138 | 2052-07-01      | 5.0000%  | 0.0000% | $3915184.00        | $2930190.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW4951 | 2053-02-01      | 5.0000%  | 0.0000% | $1705860.00        | $1265741.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3908 | 2052-11-01      | 5.0000%  | 0.0000% | $116606164.00      | $90507099.25       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC8547 | 2054-12-01      | 5.5000%  | 0.0000% | $1159702.00        | $1147864.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC9019 | 2055-02-01      | 5.5000%  | 0.0000% | $16508756.00       | $16383635.85       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV7898 | 2052-08-01      | 4.5000%  | 0.0000% | $32579899.00       | $23755676.60       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $8000.00           | $731.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0472 | 2047-02-01      | 3.5000%  | 0.0000% | $145368.00         | $130243.88         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4217 | 2052-07-01      | 5.0000%  | 0.0000% | $20135040.00       | $15266992.59       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI6516 | 2036-07-01      | 4.5000%  | 0.0000% | $10063658.00       | $601431.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB8624 | 2054-07-01      | 6.5000%  | 0.0000% | $282000.00         | $273141.91         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7340 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.36           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU2153 | 2051-10-01      | 3.5000%  | 0.0000% | $5136423.00        | $2750313.67        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB3788 | 2054-05-01      | 6.0000%  | 0.0000% | $1311838.00        | $1209331.91        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFA0504 | 2042-01-01      | 2.0000%  | 0.0000% | $5505900.00        | $4514813.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX8127 | 2053-04-01      | 5.5000%  | 0.0000% | $50000000.00       | $40779047.74       | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A86420 G | 2039-05-01      | 5.0000%  | 0.0000% | $2800192.00        | $217879.22         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3465 | 2054-09-01      | 6.0000%  | 0.0000% | $18186680.00       | $16549502.10       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0835 | 2055-01-01      | 6.0000%  | 0.0000% | $1307525.00        | $1311900.92        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP9680 | 2050-07-01      | 3.0000%  | 0.0000% | $13032340.00       | $4278516.91        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP9733 | 2042-10-01      | 3.5000%  | 0.0000% | $8020029.00        | $1246290.35        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2477 | 2048-10-01      | 4.5000%  | 0.0000% | $1008.00           | $275.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0119 | 2049-08-01      | 3.5000%  | 0.0000% | $16053145.00       | $14266200.65       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3391 | 2049-04-01      | 4.5000%  | 0.0000% | $1123584.00        | $224788.45         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX8890 | 2053-04-01      | 6.0000%  | 0.0000% | $710957.00         | $704128.98         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4023 | 2052-07-01      | 4.0000%  | 0.0000% | $82425857.00       | $62740957.97       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5738 | 2050-05-01      | 3.5000%  | 0.0000% | $20075776.00       | $8994986.92        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8115 | 2054-03-01      | 4.5000%  | 0.0000% | $18686740.00       | $16798508.31       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9958 | 2047-07-01      | 4.0000%  | 0.0000% | $107604736.00      | $26655041.18       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8530 | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $917.44            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBN9019 | 2051-02-01      | 2.0000%  | 0.0000% | $67559787.00       | $37444249.99       | Agency Mortgage-Backed Securities         |
| GNII SF MA4837 M     | 2047-11-20      | 3.5000%  | 0.0000% | $1000.00           | $126.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1073 | 2052-03-01      | 3.0000%  | 0.0000% | $2517.00           | $1741.81           | Agency Mortgage-Backed Securities         |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $6311.00           | $3086.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS5973 | 2053-10-01      | 6.5000%  | 0.0000% | $101946.00         | $85974.25          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5174 | 2053-06-01      | 6.0000%  | 0.0000% | $115362005.00      | $92615479.84       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5340 | 2053-07-01      | 6.0000%  | 0.0000% | $31378830.00       | $26455073.20       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7501 | 2054-03-01      | 5.5000%  | 0.0000% | $131365717.00      | $113763667.11      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1766 | 2055-02-01      | 5.5000%  | 0.0000% | $43592930.00       | $43630487.75       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3992 | 2053-02-01      | 5.5000%  | 0.0000% | $140308589.00      | $109539657.47      | Agency Mortgage-Backed Securities         |
| GNII SF MA4510 M     | 2047-03-20      | 3.5000%  | 0.0000% | $2000.00           | $237.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3052 | 2054-12-01      | 5.0000%  | 0.0000% | $96279376.00       | $92085030.60       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2185 | 2052-06-01      | 4.0000%  | 0.0000% | $1221300.00        | $924306.05         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1767 | 2055-01-01      | 5.5000%  | 0.0000% | $225301366.00      | $225495475.74      | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  | 0.0000% | $682189.00         | $468397.17         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $676522.00         | $665548.66         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2203 | 2048-08-01      | 4.5000%  | 0.0000% | $39300000.00       | $11993520.01       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBQ7482 | 2052-04-01      | 4.5000%  | 0.0000% | $790962.00         | $718494.11         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF2392 | 2052-10-01      | 4.5000%  | 0.0000% | $140704305.00      | $111378497.69      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV4128 | 2052-03-01      | 2.0000%  | 0.0000% | $963386.00         | $615253.91         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5173 | 2047-11-01      | 4.5000%  | 0.0000% | $178000000.00      | $46060639.70       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5894 | 2053-03-01      | 5.0000%  | 0.0000% | $58873410.00       | $49216250.53       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8870 | 2054-07-01      | 6.5000%  | 0.0000% | $15653632.00       | $14866451.95       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9333 | 2054-10-01      | 5.5000%  | 0.0000% | $114301265.00      | $107233494.89      | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9372 | 2054-10-01      | 6.5000%  | 0.0000% | $493322.00         | $492312.81         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM9966 | 2043-08-01      | 3.5000%  | 0.0000% | $36000.00          | $21696.33          | Agency Mortgage-Backed Securities         |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $1000.00           | $117.33            | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $12000.00          | $1183.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1573 | 2055-03-01      | 6.0000%  | 0.0000% | $341120.00         | $346030.54         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $2304.00           | $1851.20           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $2391000.00        | $184658.12         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | 0.0000% | $6575724.00        | $869815.25         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | 0.0000% | $1226800.00        | $389993.56         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1381 | 2055-04-01      | 6.5000%  | 0.0000% | $82565211.00       | $85161565.79       | Agency Mortgage-Backed Securities         |

### Security 301: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJJ7, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP18PJJ7
- **C.18 - Value (incl. sponsor support):** $402000000.00
- **C.18.a - Value (excl. sponsor support):** $402000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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      | 4.1250%  | 0.0000% | $843600.00         | $866791.98         | U.S. Treasuries (including strips) |
| United States Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $810400.00         | $826123.12         | U.S. Treasuries (including strips) |
| United States Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $741100.00         | $778758.21         | U.S. Treasuries (including strips) |
| United States Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $1406700.00        | $1450897.52        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $266600.00         | $270777.13         | U.S. Treasuries (including strips) |
| United States Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $821500.00         | $832799.97         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $300.00            | $302.87            | U.S. Treasuries (including strips) |
| United States Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $7000.00           | $6950.30           | U.S. Treasuries (including strips) |
| United States Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $18706000.00       | $19076930.83       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $30500.00          | $27432.08          | U.S. Treasuries (including strips) |
| United States Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $400.00            | $403.70            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $6821700.00        | $6792858.60        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $8400500.00        | $8468113.25        | U.S. Treasuries (including strips) |
| United States Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $1041500.00        | $1068439.43        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $43468600.00       | $42765553.51       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $999500.00         | $922193.28         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $300.00            | $302.93            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $171300700.00      | $173267626.71      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $16800.00          | $16359.29          | U.S. Treasuries (including strips) |
| United States Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $566800.00         | $567786.53         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-31      | 0.2500%  | 0.0000% | $100.00            | $98.34             | U.S. Treasuries (including strips) |
| United States Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $3422800.00        | $3381146.96        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $56000.00          | $53822.17          | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $999400.00         | $957831.10         | U.S. Treasuries (including strips) |
| United States Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $300.00            | $308.74            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $500.00            | $435.64            | U.S. Treasuries (including strips) |
| United States Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $1100.00           | $1057.79           | U.S. Treasuries (including strips) |
| United States Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $255800.00         | $259922.28         | U.S. Treasuries (including strips) |
| United States Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $1800.00           | $1652.17           | U.S. Treasuries (including strips) |
| United States Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $681500.00         | $621963.69         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $300.00            | $291.67            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $14654600.00       | $13663198.17       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $4031300.00        | $3743749.04        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $761900.00         | $743636.33         | U.S. Treasuries (including strips) |
| United States Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $121000.00         | $118134.13         | U.S. Treasuries (including strips) |
| United States Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $64990100.00       | $63235489.16       | U.S. Treasuries (including strips) |
| United States Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $163800.00         | $101294.75         | U.S. Treasuries (including strips) |
| United States Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $5513900.00        | $4997682.86        | U.S. Treasuries (including strips) |
| United States Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $143000.00         | $100735.43         | U.S. Treasuries (including strips) |
| United States Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $7600.00           | $5576.15           | U.S. Treasuries (including strips) |
| United States Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $116700.00         | $106224.52         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-18      | 0.0000%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| United States Treasury | 2037-02-15      | 4.7500%  | 0.0000% | $26300.00          | $27314.88          | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $946500.00         | $910890.01         | U.S. Treasuries (including strips) |
| United States Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $27300000.00       | $26399271.80       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $684700.00         | $672760.89         | U.S. Treasuries (including strips) |
| United States Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $31863900.00       | $28326229.53       | U.S. Treasuries (including strips) |
| United States Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $3596100.00        | $3155665.80        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-01      | 0.0000%  | 0.0000% | $249800.00         | $248953.93         | U.S. Treasuries (including strips) |
| United States Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $120.80            | U.S. Treasuries (including strips) |
| United States Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $210600.00         | $196962.44         | U.S. Treasuries (including strips) |

### Security 302: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJN8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP18PJN8
- **C.18 - Value (incl. sponsor support):** $18369154.00
- **C.18.a - Value (excl. sponsor support):** $18369154.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $23081100.00       | $18704178.57       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $38700.00          | $39200.78          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-06-06

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO