# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001145549-25-057882
**Filing Date:** 2025-9
**Character Count:** 1504525
**Document Hash:** 9644c1f0341c287d651acd7c5883117e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-057882.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-057882

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLSPRING FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001081400

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09253
- **FILM NUMBER:** 251298568

**BUSINESS ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203
- **BUSINESS PHONE:** 833-568-4225

**MAIL ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLS FARGO FUNDS TRUST
- **DATE OF NAME CHANGE:** 19990308

## Series and Classes Contracts Data

### Allspring Government Money Market Fund (Series ID: S000007421)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000020369 | Class A                | WFGXX           |
| C000020370 | Administrator Class    | WGAXX           |
| C000020371 | Institutional Class    | GVIXX           |
| C000020372 | Service Class          | NWGXX           |
| C000159700 | Select Class           | WFFXX           |
| C000221203 | Sweep Class            |  |
| C000240629 | Tribal Inclusion Class | AGTXX           |
| C000246242 | Roberts & Ryan Class   | RNRXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001081400

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

**Registrant Full Name:** Allspring Funds Trust

**CIK Number of Registrant:** 0001081400

**LEI of Registrant:** 549300XROIY0CTN7RZ24

**Name of Series:** Allspring Government Money Market Fund

**LEI of Series:** 549300GFSYYLVYEWA041

**EDGAR Series Identifier:** S000007421

**Total number of share classes in the series:** 8

**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            | Allspring Funds Management, LLC                         | 801-58237         |
| Independent Public Accountant | KPMG LLP<br>City: Boston<br>State: MA                   |  |
| Administrator                 | Allspring Funds Management, LLC                         |  |
| Transfer Agent                | Boston Financial Data Services, Inc.<br>CIK: 0000275143 | 084-00896         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-74295

- **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:** 45 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $128020995995.68

- **Amortized Cost of Portfolio Securities:** $127998808256.20

- **Cash:** $5586272249.19

- **Total Other Assets:** $314932068.43

- **Total Liabilities:** $2285426067.42

- **Net Assets of Series:** $131614586506.40

- **Number of Shares Outstanding (Series):** 131616855860.5120

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $83759792017.99           | $93859783198.33            | 68.1500%                  | 76.3600%                   |
| 2025-08-04 | $81476749154.50           | $91577132226.41            | 67.4100%                  | 75.7700%                   |
| 2025-08-05 | $86287261647.64           | $95015463459.75            | 69.4100%                  | 76.4400%                   |
| 2025-08-06 | $86774607916.08           | $94752903412.99            | 69.4000%                  | 75.7800%                   |
| 2025-08-07 | $89280954005.82           | $97509342389.98            | 69.5900%                  | 76.0000%                   |
| 2025-08-08 | $88783883732.80           | $96762457822.21            | 69.3200%                  | 75.5500%                   |
| 2025-08-11 | $88162904692.65           | $96416507026.21            | 69.1200%                  | 75.6000%                   |
| 2025-08-12 | $91257940466.10           | $99511614846.81            | 69.7100%                  | 76.0200%                   |
| 2025-08-13 | $90898498744.95           | $98946183744.06            | 69.6500%                  | 75.8200%                   |
| 2025-08-14 | $91452286834.02           | $100065063696.78           | 69.4800%                  | 76.0200%                   |
| 2025-08-15 | $92121034467.67           | $100319063096.53           | 69.4300%                  | 75.6100%                   |
| 2025-08-18 | $88090108898.40           | $97579425827.82            | 68.2300%                  | 75.5800%                   |
| 2025-08-19 | $85831192094.81           | $95208436215.91            | 67.7100%                  | 75.1100%                   |
| 2025-08-20 | $84828928873.40           | $93656233346.18            | 67.6900%                  | 74.7400%                   |
| 2025-08-21 | $86387822123.61           | $95589981501.70            | 67.4100%                  | 74.5900%                   |
| 2025-08-22 | $85237944501.72           | $93813375790.34            | 67.4000%                  | 74.1800%                   |
| 2025-08-25 | $84827238382.92           | $93402912463.23            | 67.0300%                  | 73.8100%                   |
| 2025-08-26 | $87210772588.11           | $95511543276.44            | 67.7300%                  | 74.1700%                   |
| 2025-08-27 | $87081444568.78           | $95289302149.94            | 67.7800%                  | 74.1700%                   |
| 2025-08-28 | $97541972314.50           | $106120129181.91           | 70.0200%                  | 76.1700%                   |
| 2025-08-29 | $91481954870.39           | $102254509074.23           | 68.3100%                  | 76.3500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3700%             |
| 2025-08-04 | 4.3700%             |
| 2025-08-05 | 4.3700%             |
| 2025-08-06 | 4.3700%             |
| 2025-08-07 | 4.3600%             |
| 2025-08-08 | 4.3700%             |
| 2025-08-11 | 4.3700%             |
| 2025-08-12 | 4.3700%             |
| 2025-08-13 | 4.3700%             |
| 2025-08-14 | 4.3700%             |
| 2025-08-15 | 4.3700%             |
| 2025-08-18 | 4.3700%             |
| 2025-08-19 | 4.3700%             |
| 2025-08-20 | 4.3700%             |
| 2025-08-21 | 4.3700%             |
| 2025-08-22 | 4.3700%             |
| 2025-08-25 | 4.3700%             |
| 2025-08-26 | 4.3700%             |
| 2025-08-27 | 4.3800%             |
| 2025-08-28 | 4.3800%             |
| 2025-08-29 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0001                      |
|  |  |
| 2025-08-04 | 1.0001                      |
|  |  |
| 2025-08-05 | 1.0001                      |
|  |  |
| 2025-08-06 | 1.0001                      |
|  |  |
| 2025-08-07 | 1.0001                      |
|  |  |
| 2025-08-08 | 1.0001                      |
|  |  |
| 2025-08-11 | 1.0001                      |
|  |  |
| 2025-08-12 | 1.0001                      |
|  |  |
| 2025-08-13 | 1.0002                      |
|  |  |
| 2025-08-14 | 1.0001                      |
|  |  |
| 2025-08-15 | 1.0001                      |
|  |  |
| 2025-08-18 | 1.0001                      |
|  |  |
| 2025-08-19 | 1.0001                      |
|  |  |
| 2025-08-20 | 1.0001                      |
|  |  |
| 2025-08-21 | 1.0001                      |
|  |  |
| 2025-08-22 | 1.0002                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0002                      |
|  |  |
| 2025-08-27 | 1.0002                      |
|  |  |
| 2025-08-28 | 1.0001                      |
|  |  |
| 2025-08-29 | 1.0002                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $838168336.63

- **Number of Shares Outstanding:** 838175841.8090

- **Expense Reimbursement/Waiver:** 61.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $2716701.93               | $353562.50              |
| 2025-08-04 | $136126.70                | $315058.04              |
| 2025-08-05 | $919528.68                | $383324.67              |
| 2025-08-06 | $530996.66                | $257487.70              |
| 2025-08-07 | $61579.55                 | $362858.88              |
| 2025-08-08 | $56539.02                 | $266583.81              |
| 2025-08-11 | $237592.73                | $785660.21              |
| 2025-08-12 | $437196.19                | $1089117.05             |
| 2025-08-13 | $33925.58                 | $191335.77              |
| 2025-08-14 | $71696.17                 | $771144.55              |
| 2025-08-15 | $380193.09                | $273672.72              |
| 2025-08-18 | $1706251.50               | $389581.20              |
| 2025-08-19 | $840858.17                | $2281267.62             |
| 2025-08-20 | $1107439.03               | $351446.10              |
| 2025-08-21 | $80100.00                 | $1159383.96             |
| 2025-08-22 | $110967.20                | $288733.79              |
| 2025-08-25 | $165263.22                | $201435.17              |
| 2025-08-26 | $1139185.43               | $100026.29              |
| 2025-08-27 | $23704.13                 | $205288.55              |
| 2025-08-28 | $10440.68                 | $709866.98              |
| 2025-08-29 | $6710.24                  | $84704.19               |

**Total Gross Subscriptions (Month):** $10772995.90

**Total Gross Redemptions (Month):** $10821539.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.8200%           |
| 2025-08-04 | 3.8100%           |
| 2025-08-05 | 3.8100%           |
| 2025-08-06 | 3.8100%           |
| 2025-08-07 | 3.8000%           |
| 2025-08-08 | 3.8000%           |
| 2025-08-11 | 3.8100%           |
| 2025-08-12 | 3.8100%           |
| 2025-08-13 | 3.8100%           |
| 2025-08-14 | 3.8100%           |
| 2025-08-15 | 3.8100%           |
| 2025-08-18 | 3.8100%           |
| 2025-08-19 | 3.8100%           |
| 2025-08-20 | 3.8100%           |
| 2025-08-21 | 3.8100%           |
| 2025-08-22 | 3.8100%           |
| 2025-08-25 | 3.8100%           |
| 2025-08-26 | 3.8100%           |
| 2025-08-27 | 3.8100%           |
| 2025-08-28 | 3.8200%           |
| 2025-08-29 | 3.8100%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 55.3700%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4380957844.08

- **Number of Shares Outstanding:** 4381016913.4170

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $4274405.19               | $387664020.07           |
| 2025-08-04 | $3798637.10               | $337166357.70           |
| 2025-08-05 | $70394524.23              | $2233797.87             |
| 2025-08-06 | $48674473.89              | $30082779.39            |
| 2025-08-07 | $120239443.16             | $32411912.79            |
| 2025-08-08 | $121313972.45             | $19831139.93            |
| 2025-08-11 | $21599874.86              | $606302.51              |
| 2025-08-12 | $94093092.31              | $70760.07               |
| 2025-08-13 | $52900500.30              | $12254973.58            |
| 2025-08-14 | $38802650.52              | $67364889.78            |
| 2025-08-15 | $22094434.87              | $203311.59              |
| 2025-08-18 | $16909279.63              | $53537575.10            |
| 2025-08-19 | $24187517.79              | $39927607.30            |
| 2025-08-20 | $701474.46                | $113442316.43           |
| 2025-08-21 | $326587.24                | $16333984.84            |
| 2025-08-22 | $42255405.01              | $6124536.05             |
| 2025-08-25 | $43641530.42              | $13789493.54            |
| 2025-08-26 | $80126083.15              | $40751.51               |
| 2025-08-27 | $96568055.52              | $12769551.78            |
| 2025-08-28 | $99296990.76              | $2905167.20             |
| 2025-08-29 | $2957424.30               | $129913516.81           |

**Total Gross Subscriptions (Month):** $1005156357.16

**Total Gross Redemptions (Month):** $1278674745.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0500%           |
| 2025-08-04 | 4.0400%           |
| 2025-08-05 | 4.0400%           |
| 2025-08-06 | 4.0400%           |
| 2025-08-07 | 4.0300%           |
| 2025-08-08 | 4.0300%           |
| 2025-08-11 | 4.0400%           |
| 2025-08-12 | 4.0400%           |
| 2025-08-13 | 4.0400%           |
| 2025-08-14 | 4.0400%           |
| 2025-08-15 | 4.0400%           |
| 2025-08-18 | 4.0400%           |
| 2025-08-19 | 4.0400%           |
| 2025-08-20 | 4.0400%           |
| 2025-08-21 | 4.0400%           |
| 2025-08-22 | 4.0400%           |
| 2025-08-25 | 4.0400%           |
| 2025-08-26 | 4.0400%           |
| 2025-08-27 | 4.0500%           |
| 2025-08-28 | 4.0500%           |
| 2025-08-29 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 89.8100%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $33372127394.35

- **Number of Shares Outstanding:** 33372353785.3660

- **Expense Reimbursement/Waiver:** 277986.59

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $311899047.06             | $743077004.64           |
| 2025-08-04 | $259813516.81             | $455061423.15           |
| 2025-08-05 | $261391399.22             | $194622847.03           |
| 2025-08-06 | $1633721822.85            | $69914017.29            |
| 2025-08-07 | $149676314.76             | $1622566006.92          |
| 2025-08-08 | $518374083.18             | $72498070.98            |
| 2025-08-11 | $111873280.56             | $743000493.41           |
| 2025-08-12 | $499301976.41             | $104879347.29           |
| 2025-08-13 | $96216284.62              | $620653264.82           |
| 2025-08-14 | $140222785.33             | $281341994.24           |
| 2025-08-15 | $909651607.46             | $378573604.04           |
| 2025-08-18 | $302686492.67             | $856114573.52           |
| 2025-08-19 | $320312631.78             | $393304474.46           |
| 2025-08-20 | $528264132.31             | $175806903.72           |
| 2025-08-21 | $831963280.96             | $253534047.00           |
| 2025-08-22 | $235223299.74             | $168651876.44           |
| 2025-08-25 | $279930789.85             | $632155315.01           |
| 2025-08-26 | $483054298.42             | $307298733.36           |
| 2025-08-27 | $864378620.40             | $295747269.61           |
| 2025-08-28 | $474434185.05             | $206041034.87           |
| 2025-08-29 | $727190447.64             | $143359645.15           |

**Total Gross Subscriptions (Month):** $9939580297.08

**Total Gross Redemptions (Month):** $8718201946.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1800%           |
| 2025-08-04 | 4.1700%           |
| 2025-08-05 | 4.1700%           |
| 2025-08-06 | 4.1700%           |
| 2025-08-07 | 4.1600%           |
| 2025-08-08 | 4.1600%           |
| 2025-08-11 | 4.1700%           |
| 2025-08-12 | 4.1700%           |
| 2025-08-13 | 4.1700%           |
| 2025-08-14 | 4.1700%           |
| 2025-08-15 | 4.1700%           |
| 2025-08-18 | 4.1700%           |
| 2025-08-19 | 4.1700%           |
| 2025-08-20 | 4.1700%           |
| 2025-08-21 | 4.1700%           |
| 2025-08-22 | 4.1700%           |
| 2025-08-25 | 4.1700%           |
| 2025-08-26 | 4.1700%           |
| 2025-08-27 | 4.1800%           |
| 2025-08-28 | 4.1800%           |
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 65.6900%         | 0.0000%              |
| Non-financial corporation |  | 17.9600%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $1238931754.17

- **Number of Shares Outstanding:** 1238942147.0330

- **Expense Reimbursement/Waiver:** 53.39

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $890313.11                | $64652170.36            |
| 2025-08-04 | $3743756.37               | $312976.97              |
| 2025-08-05 | $17442113.60              | $916549.50              |
| 2025-08-06 | $489597.23                | $8467943.36             |
| 2025-08-07 | $5836386.36               | $792039.49              |
| 2025-08-08 | $55465074.90              | $148213.52              |
| 2025-08-11 | $2291731.31               | $307012.11              |
| 2025-08-12 | $5090981.98               | $71772.92               |
| 2025-08-13 | $6661395.07               | $21626830.71            |
| 2025-08-14 | $24965765.56              | $2495603.77             |
| 2025-08-15 | $8805311.03               | $95782642.10            |
| 2025-08-18 | $59266407.47              | $74269.73               |
| 2025-08-19 | $8627894.63               | $301210.52              |
| 2025-08-20 | $1052860.55               | $17836354.64            |
| 2025-08-21 | $14256280.92              | $16012030.75            |
| 2025-08-22 | $1867776.29               | $7424845.65             |
| 2025-08-25 | $4695117.35               | $31053182.65            |
| 2025-08-26 | $3380951.65               | $19482336.07            |
| 2025-08-27 | $7728560.25               | $2940627.96             |
| 2025-08-28 | $1027490.10               | $10752457.99            |
| 2025-08-29 | $5033535.48               | $2708279.82             |

**Total Gross Subscriptions (Month):** $238619301.21

**Total Gross Redemptions (Month):** $304159350.59

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.8800%           |
| 2025-08-04 | 3.8700%           |
| 2025-08-05 | 3.8700%           |
| 2025-08-06 | 3.8700%           |
| 2025-08-07 | 3.8600%           |
| 2025-08-08 | 3.8600%           |
| 2025-08-11 | 3.8700%           |
| 2025-08-12 | 3.8700%           |
| 2025-08-13 | 3.8700%           |
| 2025-08-14 | 3.8700%           |
| 2025-08-15 | 3.8700%           |
| 2025-08-18 | 3.8700%           |
| 2025-08-19 | 3.8700%           |
| 2025-08-20 | 3.8700%           |
| 2025-08-21 | 3.8700%           |
| 2025-08-22 | 3.8700%           |
| 2025-08-25 | 3.8700%           |
| 2025-08-26 | 3.8700%           |
| 2025-08-27 | 3.8800%           |
| 2025-08-28 | 3.8800%           |
| 2025-08-29 | 3.8800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 5.0800%          | 0.0000%              |
| Non-financial corporation |  | 90.3900%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $90663955114.87

- **Number of Shares Outstanding:** 90665914724.2070

- **Expense Reimbursement/Waiver:** 2295424.19

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $3049214601.70            | $5419629432.33          |
| 2025-08-04 | $2908940522.06            | $4526867555.53          |
| 2025-08-05 | $4423803828.86            | $1779875360.65          |
| 2025-08-06 | $2484105105.59            | $2455458646.82          |
| 2025-08-07 | $6930077911.84            | $2316892080.57          |
| 2025-08-08 | $2038233324.94            | $3162541282.00          |
| 2025-08-11 | $2293788591.64            | $2568097006.81          |
| 2025-08-12 | $4807374696.17            | $1883807177.52          |
| 2025-08-13 | $1971218937.44            | $1931685828.81          |
| 2025-08-14 | $8879864513.84            | $8069403957.59          |
| 2025-08-15 | $4302432857.60            | $5813640034.43          |
| 2025-08-18 | $2252005839.52            | $5016687402.34          |
| 2025-08-19 | $3435474579.55            | $3557384537.39          |
| 2025-08-20 | $1832297391.22            | $3655597699.12          |
| 2025-08-21 | $4782335214.43            | $3247853994.01          |
| 2025-08-22 | $1658828562.37            | $3269171080.48          |
| 2025-08-25 | $4818114060.32            | $3527630116.51          |
| 2025-08-26 | $5139825357.26            | $2641882331.01          |
| 2025-08-27 | $2661673506.94            | $4000909322.80          |
| 2025-08-28 | $12671240055.80           | $4254437977.87          |
| 2025-08-29 | $4536775446.75            | $9727254618.02          |

**Total Gross Subscriptions (Month):** $87877624905.84

**Total Gross Redemptions (Month):** $82826707442.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2400%           |
| 2025-08-04 | 4.2300%           |
| 2025-08-05 | 4.2300%           |
| 2025-08-06 | 4.2300%           |
| 2025-08-07 | 4.2200%           |
| 2025-08-08 | 4.2200%           |
| 2025-08-11 | 4.2300%           |
| 2025-08-12 | 4.2300%           |
| 2025-08-13 | 4.2300%           |
| 2025-08-14 | 4.2300%           |
| 2025-08-15 | 4.2300%           |
| 2025-08-18 | 4.2300%           |
| 2025-08-19 | 4.2300%           |
| 2025-08-20 | 4.2300%           |
| 2025-08-21 | 4.2300%           |
| 2025-08-22 | 4.2300%           |
| 2025-08-25 | 4.2300%           |
| 2025-08-26 | 4.2300%           |
| 2025-08-27 | 4.2400%           |
| 2025-08-28 | 4.2400%           |
| 2025-08-29 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 57.8400%         | 0.0000%              |
| Non-financial corporation |  | 9.7400%          | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $878742357.29

- **Number of Shares Outstanding:** 878746582.9800

- **Expense Reimbursement/Waiver:** 7506.36

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $53010721.34              | $39365554.99            |
| 2025-08-04 | $63032226.31              | $36505171.53            |
| 2025-08-05 | $31693935.24              | $25140040.52            |
| 2025-08-06 | $19900084.31              | $27563155.07            |
| 2025-08-07 | $35417574.76              | $25857822.56            |
| 2025-08-08 | $36925396.05              | $26031704.21            |
| 2025-08-11 | $36072687.80              | $54397181.42            |
| 2025-08-12 | $24827932.64              | $36687573.10            |
| 2025-08-13 | $33490412.86              | $32904188.74            |
| 2025-08-14 | $29196303.73              | $37606230.60            |
| 2025-08-15 | $33895336.93              | $29521717.74            |
| 2025-08-18 | $30447291.60              | $30220197.22            |
| 2025-08-19 | $32207641.93              | $31058063.13            |
| 2025-08-20 | $30658663.70              | $35224153.86            |
| 2025-08-21 | $28977534.43              | $29006549.74            |
| 2025-08-22 | $23582399.32              | $18041561.74            |
| 2025-08-25 | $43788447.23              | $36024085.73            |
| 2025-08-26 | $36173718.07              | $34010413.85            |
| 2025-08-27 | $31416130.15              | $34316347.73            |
| 2025-08-28 | $27989943.37              | $35264367.02            |
| 2025-08-29 | $53403803.06              | $30686115.82            |

**Total Gross Subscriptions (Month):** $736108184.83

**Total Gross Redemptions (Month):** $685432196.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.8800%           |
| 2025-08-04 | 3.8700%           |
| 2025-08-05 | 3.8700%           |
| 2025-08-06 | 3.8700%           |
| 2025-08-07 | 3.8600%           |
| 2025-08-08 | 3.8800%           |
| 2025-08-11 | 3.8700%           |
| 2025-08-12 | 3.8700%           |
| 2025-08-13 | 3.8700%           |
| 2025-08-14 | 3.8700%           |
| 2025-08-15 | 3.8700%           |
| 2025-08-18 | 3.8700%           |
| 2025-08-19 | 3.8700%           |
| 2025-08-20 | 3.8700%           |
| 2025-08-21 | 3.8700%           |
| 2025-08-22 | 3.8700%           |
| 2025-08-25 | 3.8700%           |
| 2025-08-26 | 3.8700%           |
| 2025-08-27 | 3.8800%           |
| 2025-08-28 | 3.8800%           |
| 2025-08-29 | 3.8800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9900%         | 0.0000%              |

### Class: Tribal Inclusion Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $141595779.71

- **Number of Shares Outstanding:** 141597045.4900

- **Expense Reimbursement/Waiver:** 3713.67

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $504600.77                | $0.00                   |

**Total Gross Subscriptions (Month):** $504600.77

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2200%           |
| 2025-08-04 | 4.2100%           |
| 2025-08-05 | 4.2100%           |
| 2025-08-06 | 4.2100%           |
| 2025-08-07 | 4.2000%           |
| 2025-08-08 | 4.2000%           |
| 2025-08-11 | 4.2100%           |
| 2025-08-12 | 4.2100%           |
| 2025-08-13 | 4.2100%           |
| 2025-08-14 | 4.2100%           |
| 2025-08-15 | 4.2100%           |
| 2025-08-18 | 4.2100%           |
| 2025-08-19 | 4.2100%           |
| 2025-08-20 | 4.2100%           |
| 2025-08-21 | 4.2100%           |
| 2025-08-22 | 4.2100%           |
| 2025-08-25 | 4.2100%           |
| 2025-08-26 | 4.2100%           |
| 2025-08-27 | 4.2200%           |
| 2025-08-28 | 4.2200%           |
| 2025-08-29 | 4.2200%           |

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

### Class: Roberts & Ryan Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $100107925.30

- **Number of Shares Outstanding:** 100108820.2100

- **Expense Reimbursement/Waiver:** 867.32

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $384.11                   | $0.00                   |

**Total Gross Subscriptions (Month):** $384.11

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1800%           |
| 2025-08-04 | 4.1700%           |
| 2025-08-05 | 4.1700%           |
| 2025-08-06 | 4.1700%           |
| 2025-08-07 | 4.1600%           |
| 2025-08-08 | 4.1800%           |
| 2025-08-11 | 4.1700%           |
| 2025-08-12 | 4.1700%           |
| 2025-08-13 | 4.1700%           |
| 2025-08-14 | 4.1700%           |
| 2025-08-15 | 4.1700%           |
| 2025-08-18 | 4.1700%           |
| 2025-08-19 | 4.1700%           |
| 2025-08-20 | 4.1700%           |
| 2025-08-21 | 4.1700%           |
| 2025-08-22 | 4.1700%           |
| 2025-08-25 | 4.1700%           |
| 2025-08-26 | 4.1700%           |
| 2025-08-27 | 4.1800%           |
| 2025-08-28 | 4.1800%           |
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 99.8900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_4.37_0905
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA7963 M     | 2037-04-20      | 3.0000%  | 0.0000% | $110397.00         | $105169.96         | Agency Mortgage-Backed Securities |
| GNII SF MA7939 M     | 2052-02-20      | 4.0000%  | 0.0000% | $156760.98         | $147794.43         | Agency Mortgage-Backed Securities |
| GNII SF MA8876 M     | 2053-05-20      | 4.0000%  | 0.0000% | $1268541.22        | $1195955.43        | Agency Mortgage-Backed Securities |
| GNII SF MA8146 M     | 2052-07-20      | 2.0000%  | 0.0000% | $934477.63         | $766901.08         | Agency Mortgage-Backed Securities |
| GNII SF MA8341 M     | 2052-08-20      | 1.5000%  | 0.0000% | $133193.99         | $104597.73         | Agency Mortgage-Backed Securities |
| GNII SF MA8342 M     | 2052-09-20      | 2.0000%  | 0.0000% | $7976447.69        | $6546059.69        | Agency Mortgage-Backed Securities |
| GNII SF DL7975 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1281556.00        | $1306264.12        | Agency Mortgage-Backed Securities |
| GNII ET DL7999 C     | 2065-07-20      | 7.0000%  | 0.0000% | $983751.00         | $1015716.46        | Agency Mortgage-Backed Securities |
| GNII SF DL8114 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1899632.00        | $1958673.83        | Agency Mortgage-Backed Securities |
| GNII SF DL9718 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2497204.00        | $2602108.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5363 | 2054-06-01      | 6.0000%  | 0.0000% | $1168581.32        | $1208365.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5754 | 2054-07-01      | 6.5000%  | 0.0000% | $15722.73          | $16465.35          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  | 0.0000% | $22882709.03       | $23607923.11       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3108 | 2054-09-01      | 6.0000%  | 0.0000% | $948233.74         | $980514.15         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $6993740.88        | $7180660.26        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6300 | 2053-05-01      | 4.0000%  | 0.0000% | $10963940.76       | $10282533.06       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6670 | 2053-07-01      | 4.0000%  | 0.0000% | $11460591.83       | $10815109.65       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7684 | 2053-12-01      | 6.5000%  | 0.0000% | $843970.53         | $884275.66         | Agency Mortgage-Backed Securities |
| GNII SF MA7292 M     | 2032-09-20      | 6.5000%  | 0.0000% | $299551.89         | $311703.38         | Agency Mortgage-Backed Securities |
| GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $56882795.81       | $50533613.96       | Agency Mortgage-Backed Securities |
| GNII SF DM1894 C     | 2055-08-20      | 5.5000%  | 0.0000% | $6772260.00        | $6880309.90        | Agency Mortgage-Backed Securities |
| GNII SF DM3840 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1002598.00        | $1053079.37        | Agency Mortgage-Backed Securities |
| GNII SF MB0054 M     | 2035-10-20      | 1.5000%  | 0.0000% | $45955.23          | $41357.90          | Agency Mortgage-Backed Securities |
| GNII JM MB0079 M     | 2054-12-20      | 5.5000%  | 0.0000% | $1927973.02        | $1943469.64        | Agency Mortgage-Backed Securities |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $567375161.40      | $548543979.80      | Agency Mortgage-Backed Securities |
| GNII SF MB0197 M     | 2043-11-20      | 1.5000%  | 0.0000% | $99969.51          | $79528.11          | Agency Mortgage-Backed Securities |
| GNII SF MB0340 M     | 2040-05-20      | 5.0000%  | 0.0000% | $100318.74         | $101643.84         | Agency Mortgage-Backed Securities |
| GNII SF MB0343 M     | 2040-02-20      | 6.5000%  | 0.0000% | $182878.16         | $190837.12         | Agency Mortgage-Backed Securities |
| GNII JM MB0413 M     | 2053-08-20      | 6.5000%  | 0.0000% | $997093.46         | $1017968.16        | Agency Mortgage-Backed Securities |
| GNII SF MB0423 M     | 2055-05-20      | 5.0000%  | 0.0000% | $24755350.00       | $24587976.33       | Agency Mortgage-Backed Securities |
| GNII SF DI1675 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1342894.61        | $1405162.69        | Agency Mortgage-Backed Securities |
| GNII SF DI1762 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1132365.58        | $1187474.92        | Agency Mortgage-Backed Securities |
| GNII SF DI0933 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2366684.47        | $2481860.22        | Agency Mortgage-Backed Securities |
| GNII SF DI2007 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1788069.57        | $1860573.21        | Agency Mortgage-Backed Securities |
| FHDN 10/24/25        | 2025-10-24      | 0.0000%  | 0.0000% | $16542000.00       | $16442847.25       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC4724 | 2054-10-01      | 6.5000%  | 0.0000% | $121062.00         | $127892.99         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6727 | 2054-11-01      | 5.0000%  | 0.0000% | $2492719.11        | $2469534.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1984 | 2049-09-01      | 3.5000%  | 0.0000% | $26464932.74       | $24601251.59       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA2309 | 2040-07-01      | 6.0000%  | 0.0000% | $39994661.23       | $41584835.64       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5149 | 2038-09-01      | 5.5000%  | 0.0000% | $439965.24         | $451440.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  | 0.0000% | $84043.51          | $86305.36          | Agency Mortgage-Backed Securities |
| GNII SF MA8615 M     | 2038-02-20      | 4.5000%  | 0.0000% | $335225.81         | $333121.26         | Agency Mortgage-Backed Securities |
| GNII SF MA8619 M     | 2036-06-20      | 6.5000%  | 0.0000% | $36133.62          | $38129.81          | Agency Mortgage-Backed Securities |
| GNII JM MA8633 M     | 2052-01-20      | 3.0000%  | 0.0000% | $877451.53         | $759675.89         | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M     | 2053-03-20      | 4.0000%  | 0.0000% | $494583.52         | $466284.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8766 M     | 2032-12-20      | 3.0000%  | 0.0000% | $174824.46         | $165235.57         | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $22591956.16       | $22482269.71       | Agency Mortgage-Backed Securities |
| GNII SF MA9073 M     | 2038-07-20      | 6.5000%  | 0.0000% | $151110.19         | $159191.80         | Agency Mortgage-Backed Securities |
| GNII JM MA9410 M     | 2053-11-20      | 5.5000%  | 0.0000% | $508817.39         | $512280.28         | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $59108410.20       | $61728180.30       | Agency Mortgage-Backed Securities |
| GNII SF DI2224 C     | 2052-02-20      | 5.5000%  | 0.0000% | $931371.41         | $939918.40         | Agency Mortgage-Backed Securities |
| GNII SF DI2467 C     | 2055-05-20      | 5.5000%  | 0.0000% | $5052017.97        | $5175872.12        | Agency Mortgage-Backed Securities |
| GNII ET DI3223 C     | 2065-07-20      | 6.0000%  | 0.0000% | $2161988.00        | $2200669.57        | Agency Mortgage-Backed Securities |
| GNII ET DI3231 C     | 2064-12-20      | 6.0000%  | 0.0000% | $221706.17         | $225672.86         | Agency Mortgage-Backed Securities |
| GNII SF DI3258 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1460859.31        | $1546216.50        | Agency Mortgage-Backed Securities |
| GNII SF DI6404 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3495312.01        | $3644539.30        | Agency Mortgage-Backed Securities |
| GNII SF DI6416 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3354910.16        | $3498139.86        | Agency Mortgage-Backed Securities |
| GNII SF DI6974 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1509320.26        | $1536468.07        | Agency Mortgage-Backed Securities |
| GNII SF DI8206 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1478237.47        | $1550179.51        | Agency Mortgage-Backed Securities |
| GNII SF DI8255 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1244020.22        | $1237148.12        | Agency Mortgage-Backed Securities |
| GNII SF DI8242 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1078817.62        | $1131319.84        | Agency Mortgage-Backed Securities |
| GNII SF DI8309 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1016174.46        | $1068729.42        | Agency Mortgage-Backed Securities |
| GNII SF DI8375 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1252424.89        | $1292120.08        | Agency Mortgage-Backed Securities |
| GNII SF DI8762 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1451726.00        | $1479177.82        | Agency Mortgage-Backed Securities |
| GNII SF DI8825 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1116424.00        | $1138035.49        | Agency Mortgage-Backed Securities |
| GNII ET DI9251 C     | 2065-02-20      | 5.5000%  | 0.0000% | $267252.03         | $267754.40         | Agency Mortgage-Backed Securities |
| GNII ET DI9969 C     | 2064-11-20      | 6.0000%  | 0.0000% | $88819.20          | $90408.33          | Agency Mortgage-Backed Securities |
| GNII SF AR7646 C     | 2046-02-20      | 3.5000%  | 0.0000% | $110227.76         | $101585.05         | Agency Mortgage-Backed Securities |
| GNMI SF AV9700 X     | 2047-01-15      | 3.0000%  | 0.0000% | $470993.30         | $421469.93         | Agency Mortgage-Backed Securities |
| 3.00 FHOR 22-37 AR   | 2037-02-24      | 3.0000%  | 0.0000% | $2565000.00        | $2147463.32        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD2587 | 2055-01-01      | 4.0000%  | 0.0000% | $1009174.86        | $945708.98         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD4454 | 2055-03-01      | 7.5000%  | 0.0000% | $574738.00         | $619203.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD6087 | 2055-05-01      | 4.0000%  | 0.0000% | $1234435.00        | $1162388.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6158 | 2055-04-01      | 6.0000%  | 0.0000% | $9281400.21        | $9566308.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0269 | 2055-06-01      | 5.5000%  | 0.0000% | $7314364.14        | $7419433.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0961 | 2055-06-01      | 6.5000%  | 0.0000% | $8942395.78        | $9342903.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2333 | 2050-02-01      | 3.5000%  | 0.0000% | $524921.51         | $484580.35         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4543 | 2050-03-01      | 4.0000%  | 0.0000% | $443641.79         | $420945.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5563 | 2049-10-01      | 5.0000%  | 0.0000% | $279622.22         | $282009.88         | Agency Mortgage-Backed Securities |
| GNII SF MA9539 M     | 2054-03-20      | 4.5000%  | 0.0000% | $1451942.62        | $1404811.11        | Agency Mortgage-Backed Securities |
| GNII SF MA9514 M     | 2031-06-20      | 7.0000%  | 0.0000% | $52006.43          | $54568.71          | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $106187856.40      | $110839356.40      | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $28441158.58       | $26620301.89       | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $19972522.45       | $20232460.40       | Agency Mortgage-Backed Securities |
| GNII SF MA9642 M     | 2039-09-20      | 7.5000%  | 0.0000% | $86274.54          | $91288.67          | Agency Mortgage-Backed Securities |
| GNII JM MA9656 M     | 2054-05-20      | 6.0000%  | 0.0000% | $525268.78         | $533369.83         | Agency Mortgage-Backed Securities |
| GNMI SF AO0095 X     | 2045-07-15      | 3.0000%  | 0.0000% | $58206.93          | $52090.51          | Agency Mortgage-Backed Securities |
| GNII SF AO3450 C     | 2047-06-20      | 3.5000%  | 0.0000% | $1368521.32        | $1249358.99        | Agency Mortgage-Backed Securities |
| GNMI SF BA0244 X     | 2047-04-15      | 4.0000%  | 0.0000% | $89995.73          | $85350.25          | Agency Mortgage-Backed Securities |
| GNII SF BB9817 C     | 2047-08-20      | 4.0000%  | 0.0000% | $7827.34           | $7347.46           | Agency Mortgage-Backed Securities |
| GNMI SF CN3291 X     | 2052-05-15      | 5.0000%  | 0.0000% | $148390.77         | $147501.74         | Agency Mortgage-Backed Securities |
| GNII RG CN9847 C     | 2045-03-20      | 2.5000%  | 0.0000% | $1053584.03        | $891573.82         | Agency Mortgage-Backed Securities |
| GNMI SF CO1918 X     | 2052-09-15      | 5.5000%  | 0.0000% | $1062821.51        | $1107733.99        | Agency Mortgage-Backed Securities |
| GNII RG CO2147 C     | 2050-06-20      | 3.5000%  | 0.0000% | $235958.55         | $214859.66         | Agency Mortgage-Backed Securities |
| GNII SF CO2819 C     | 2052-07-20      | 2.5000%  | 0.0000% | $1137348.44        | $956697.07         | Agency Mortgage-Backed Securities |
| GNMI SF BG5655 X     | 2048-05-15      | 3.0000%  | 0.0000% | $103346.46         | $92225.39          | Agency Mortgage-Backed Securities |
| GNMI SF BG9698 X     | 2048-06-15      | 4.0000%  | 0.0000% | $413423.82         | $400950.45         | Agency Mortgage-Backed Securities |
| GNII SF BH6400 C     | 2036-03-20      | 3.5000%  | 0.0000% | $1211823.36        | $1110627.89        | Agency Mortgage-Backed Securities |
| GNII SF BL9547 C     | 2049-02-20      | 3.0000%  | 0.0000% | $146482.79         | $128911.35         | Agency Mortgage-Backed Securities |
| GNII SF BM7538 C     | 2050-02-20      | 3.0000%  | 0.0000% | $76316.35          | $68762.05          | Agency Mortgage-Backed Securities |
| GNMI SF BN0298 X     | 2049-08-15      | 2.5000%  | 0.0000% | $497853.54         | $428026.82         | Agency Mortgage-Backed Securities |
| GNMI SF BO9503 X     | 2049-10-15      | 2.5000%  | 0.0000% | $715922.30         | $615507.35         | Agency Mortgage-Backed Securities |
| GNMI SF BO9525 X     | 2050-03-15      | 2.5000%  | 0.0000% | $89075.00          | $76578.89          | Agency Mortgage-Backed Securities |
| GNII SF BR0796 C     | 2050-01-20      | 4.0000%  | 0.0000% | $1612465.93        | $1516379.26        | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $10071598.93       | $8962699.10        | Agency Mortgage-Backed Securities |
| GNII SF BR7360 C     | 2049-12-20      | 5.5000%  | 0.0000% | $440905.00         | $451202.68         | Agency Mortgage-Backed Securities |
| GNMI SF BS5817 X     | 2050-02-15      | 3.5000%  | 0.0000% | $45810.90          | $41991.56          | Agency Mortgage-Backed Securities |
| GNII SF BS7618 C     | 2050-06-20      | 3.0000%  | 0.0000% | $241318.97         | $214308.70         | Agency Mortgage-Backed Securities |
| GNII SF BV8695 C     | 2050-07-20      | 3.0000%  | 0.0000% | $586309.38         | $520674.00         | Agency Mortgage-Backed Securities |
| GNII SF BW4513 C     | 2033-01-20      | 6.5000%  | 0.0000% | $1103796.72        | $1146592.64        | Agency Mortgage-Backed Securities |
| GNII SF BW8882 C     | 2034-01-20      | 7.0000%  | 0.0000% | $1110167.24        | $1141683.16        | Agency Mortgage-Backed Securities |
| GNII SF BX2403 C     | 2050-10-20      | 3.0000%  | 0.0000% | $571525.48         | $508595.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5951 | 2055-07-01      | 6.0000%  | 0.0000% | $4083083.69        | $4212250.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6039 | 2055-08-01      | 6.0000%  | 0.0000% | $113411825.80      | $116394859.30      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE6387 | 2040-08-01      | 5.5000%  | 0.0000% | $2029732.00        | $2085648.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7969 | 2055-08-01      | 5.5000%  | 0.0000% | $10843104.00       | $11020006.83       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8730 | 2055-09-01      | 5.5000%  | 0.0000% | $7416808.00        | $7499763.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8752 | 2055-09-01      | 6.0000%  | 0.0000% | $14137712.00       | $14510448.07       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9401 | 2055-09-01      | 7.0000%  | 0.0000% | $9706928.00        | $10296395.22       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE9375 | 2047-05-01      | 3.5000%  | 0.0000% | $60672.42          | $55729.39          | Agency Mortgage-Backed Securities |
| FNMS 03.000 U4BF0513 | 2055-02-01      | 3.0000%  | 0.0000% | $135570.04         | $121235.05         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM9753 | 2050-05-01      | 5.0000%  | 0.0000% | $27973573.95       | $28278175.10       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0671 | 2052-02-01      | 3.0000%  | 0.0000% | $814017.42         | $708242.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2849 | 2052-01-01      | 2.5000%  | 0.0000% | $847812.89         | $713579.05         | Agency Mortgage-Backed Securities |
| GNII SF BY6424 C     | 2045-10-20      | 3.0000%  | 0.0000% | $133273.89         | $118368.85         | Agency Mortgage-Backed Securities |
| GNII SF BZ4587 C     | 2033-05-20      | 6.0000%  | 0.0000% | $482374.11         | $506943.67         | Agency Mortgage-Backed Securities |
| GNII SF BZ4615 C     | 2039-01-20      | 6.5000%  | 0.0000% | $783377.95         | $823839.85         | Agency Mortgage-Backed Securities |
| GNII SF BZ8527 C     | 2046-01-20      | 2.5000%  | 0.0000% | $59601.39          | $50825.77          | Agency Mortgage-Backed Securities |
| GNII SF CA4178 C     | 2051-09-20      | 3.0000%  | 0.0000% | $770517.52         | $684278.37         | Agency Mortgage-Backed Securities |
| GNPL LM CA7651       | 2058-12-15      | 3.1700%  | 0.0000% | $81837.49          | $75619.20          | Agency Mortgage-Backed Securities |
| GNII SF CC9815 C     | 2051-05-20      | 3.0000%  | 0.0000% | $75079.24          | $66677.37          | Agency Mortgage-Backed Securities |
| GNII SF CD1323 C     | 2051-06-20      | 2.5000%  | 0.0000% | $9476583.89        | $7872041.34        | Agency Mortgage-Backed Securities |
| GNII SF CF4072 C     | 2052-10-20      | 2.5000%  | 0.0000% | $1075885.26        | $901670.86         | Agency Mortgage-Backed Securities |
| GNPL PN CG6819       | 2057-06-15      | 3.0600%  | 0.0000% | $44213.76          | $40429.77          | Agency Mortgage-Backed Securities |
| GNII SF CH3068 C     | 2051-11-20      | 5.0000%  | 0.0000% | $687347.56         | $690306.52         | Agency Mortgage-Backed Securities |
| GNCL CL CJ1373       | 2065-03-15      | 5.3900%  | 0.0000% | $8615872.00        | $8676693.35        | Agency Mortgage-Backed Securities |
| GNMI SF CJ2152 X     | 2052-02-15      | 3.0000%  | 0.0000% | $1854309.08        | $1654596.90        | Agency Mortgage-Backed Securities |
| GNII SF CK5454 C     | 2052-03-20      | 4.0000%  | 0.0000% | $683160.02         | $643236.91         | Agency Mortgage-Backed Securities |
| GNII SF CM2070 C     | 2052-05-20      | 4.0000%  | 0.0000% | $1797748.14        | $1688258.28        | Agency Mortgage-Backed Securities |
| GNMI SF CN1525 X     | 2052-05-15      | 5.0000%  | 0.0000% | $47671.09          | $47385.49          | Agency Mortgage-Backed Securities |
| GNMI SF AD6371 X     | 2048-03-15      | 3.0000%  | 0.0000% | $1533284.90        | $1368291.69        | Agency Mortgage-Backed Securities |
| GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  | 0.0000% | $691750.14         | $594730.41         | Agency Mortgage-Backed Securities |
| GNII SF AM4971 C     | 2045-04-20      | 3.5000%  | 0.0000% | $901259.88         | $826421.26         | Agency Mortgage-Backed Securities |
| GNII SF AQ0053 C     | 2045-10-20      | 4.0000%  | 0.0000% | $206450.40         | $195572.76         | Agency Mortgage-Backed Securities |
| GNPL PN CQ2023       | 2065-03-15      | 5.9500%  | 0.0000% | $53314.06          | $56744.12          | Agency Mortgage-Backed Securities |
| GNII SF CQ6154 C     | 2052-11-20      | 5.0000%  | 0.0000% | $765404.07         | $761055.73         | Agency Mortgage-Backed Securities |
| GNII SF CS3934 C     | 2053-01-20      | 5.0000%  | 0.0000% | $455522.71         | $455400.13         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5559 | 2046-12-01      | 3.5000%  | 0.0000% | $33207754.96       | $31323089.41       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6789 | 2052-12-01      | 3.0000%  | 0.0000% | $4985427.15        | $4339282.55        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS6893 | 2051-08-01      | 2.0000%  | 0.0000% | $1057917.06        | $850619.86         | Agency Mortgage-Backed Securities |
| GNII SF CS5376 C     | 2053-01-20      | 5.0000%  | 0.0000% | $1122519.30        | $1128767.12        | Agency Mortgage-Backed Securities |
| GNII SF CT4983 C     | 2053-05-20      | 6.0000%  | 0.0000% | $554177.06         | $572413.18         | Agency Mortgage-Backed Securities |
| GNII SF CX2364 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1652868.62        | $1721344.58        | Agency Mortgage-Backed Securities |
| GNCL CL CX6399       | 2066-11-15      | 5.6000%  | 0.0000% | $12378704.00       | $13069219.75       | Agency Mortgage-Backed Securities |
| GNII SF CY0324 C     | 2053-10-20      | 7.5000%  | 0.0000% | $1877864.50        | $1989776.46        | Agency Mortgage-Backed Securities |
| GNII SF CZ1793 C     | 2054-01-20      | 7.0000%  | 0.0000% | $280068.32         | $288941.85         | Agency Mortgage-Backed Securities |
| GNII SF CZ5310 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1564596.94        | $1640088.22        | Agency Mortgage-Backed Securities |
| GNPL PN DA0297       | 2059-06-15      | 5.9800%  | 0.0000% | $98989.62          | $106853.77         | Agency Mortgage-Backed Securities |
| GNII SF DA4618 C     | 2054-03-20      | 7.0000%  | 0.0000% | $1157998.38        | $1237060.08        | Agency Mortgage-Backed Securities |
| GNII SF DA9642 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1160461.72        | $1225660.58        | Agency Mortgage-Backed Securities |
| GNII SF DB2858 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1215495.78        | $1259971.58        | Agency Mortgage-Backed Securities |
| GNII SF DC0579 C     | 2054-04-20      | 6.5000%  | 0.0000% | $50952.14          | $54124.09          | Agency Mortgage-Backed Securities |
| GNII SF 003976 M     | 2037-04-20      | 6.0000%  | 0.0000% | $36280.57          | $38284.48          | Agency Mortgage-Backed Securities |
| GNII SF 004922 M     | 2041-01-20      | 4.0000%  | 0.0000% | $8001704.35        | $7697888.52        | Agency Mortgage-Backed Securities |
| GNII SF 005016 M     | 2041-04-20      | 4.0000%  | 0.0000% | $282800.70         | $272061.66         | Agency Mortgage-Backed Securities |
| GNII SF 733994 C     | 2040-10-20      | 4.0000%  | 0.0000% | $451168.86         | $431816.03         | Agency Mortgage-Backed Securities |
| GNAR AR 080012 M     | 2026-11-20      | 4.7500%  | 0.0000% | $9227.76           | $9262.12           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKBT7824 | 2052-05-01      | 3.5000%  | 0.0000% | $81627.26          | $72890.55          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTBU5376 | 2044-12-01      | 4.5000%  | 0.0000% | $2039601.84        | $2022222.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5626 | 2055-02-01      | 5.5000%  | 0.0000% | $4428813.48        | $4511578.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1745 | 2055-05-01      | 6.0000%  | 0.0000% | $17495223.58       | $17987008.49       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1885 | 2055-07-01      | 5.5000%  | 0.0000% | $17992447.38       | $18314796.07       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV5950 | 2055-08-01      | 6.0000%  | 0.0000% | $39752448.00       | $40851669.45       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLBV6016 | 2055-09-01      | 7.5000%  | 0.0000% | $2933684.00        | $3149492.64        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV6616 | 2052-04-01      | 4.0000%  | 0.0000% | $298600.54         | $280151.84         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBW3146 | 2037-06-01      | 2.0000%  | 0.0000% | $1564508.97        | $1436885.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0766 | 2040-07-01      | 5.0000%  | 0.0000% | $1740727.85        | $1765983.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909211 | 2038-07-01      | 5.5000%  | 0.0000% | $971783.39         | $1007754.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0051 | 2055-08-01      | 6.5000%  | 0.0000% | $198527488.00      | $206724996.90      | Agency Mortgage-Backed Securities |
| GNMI SF 766458 X     | 2047-04-15      | 3.0000%  | 0.0000% | $687211.18         | $613243.44         | Agency Mortgage-Backed Securities |
| GNMI SF 774031 X     | 2047-08-15      | 3.0000%  | 0.0000% | $648522.16         | $579521.57         | Agency Mortgage-Backed Securities |
| GNMI SF AA0566 X     | 2042-05-15      | 3.0000%  | 0.0000% | $56759.15          | $51637.90          | Agency Mortgage-Backed Securities |
| GNMI SF AB1086 X     | 2042-11-15      | 3.0000%  | 0.0000% | $267683.98         | $243537.64         | Agency Mortgage-Backed Securities |
| GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  | 0.0000% | $509910.59         | $463913.25         | Agency Mortgage-Backed Securities |
| GNII SF AC0107 C     | 2042-11-20      | 3.5000%  | 0.0000% | $275379.78         | $249890.96         | Agency Mortgage-Backed Securities |
| GNII SF MA1967 M     | 2029-06-20      | 3.5000%  | 0.0000% | $13704.87          | $13609.91          | Agency Mortgage-Backed Securities |
| GNII SF DC7569 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1130650.03        | $1227202.40        | Agency Mortgage-Backed Securities |
| GNII ET DD1389 C     | 2063-12-20      | 7.5000%  | 0.0000% | $863149.60         | $894530.56         | Agency Mortgage-Backed Securities |
| GNII ET DD6673 C     | 2064-10-20      | 6.0000%  | 0.0000% | $41537.81          | $42280.75          | Agency Mortgage-Backed Securities |
| GNII SF DD8659 C     | 2054-09-20      | 6.5000%  | 0.0000% | $459942.12         | $467756.33         | Agency Mortgage-Backed Securities |
| GNII SF DE0184 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1283854.02        | $1283878.27        | Agency Mortgage-Backed Securities |
| GNII SF DE2635 C     | 2054-10-20      | 6.0000%  | 0.0000% | $1078791.55        | $1117405.46        | Agency Mortgage-Backed Securities |
| GNII ET DE2901 C     | 2065-01-20      | 6.5000%  | 0.0000% | $1551503.76        | $1597795.28        | Agency Mortgage-Backed Securities |
| GNII SF DE8992 C     | 2054-09-20      | 6.5000%  | 0.0000% | $1479325.06        | $1563085.27        | Agency Mortgage-Backed Securities |
| GNII SF DF0756 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1700644.11        | $1758696.74        | Agency Mortgage-Backed Securities |
| GNII ET DF3569 C     | 2064-09-20      | 6.0000%  | 0.0000% | $36290.89          | $36939.98          | Agency Mortgage-Backed Securities |
| GNII SF DF2846 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1537381.84        | $1603018.14        | Agency Mortgage-Backed Securities |
| GNII ET DF3248 C     | 2064-11-20      | 6.0000%  | 0.0000% | $928578.70         | $945186.95         | Agency Mortgage-Backed Securities |
| GNPL PN DF3879       | 2059-11-15      | 4.9800%  | 0.0000% | $272397.85         | $274352.40         | Agency Mortgage-Backed Securities |
| GNII SF DF5198 C     | 2054-07-20      | 7.5000%  | 0.0000% | $855511.21         | $914768.48         | Agency Mortgage-Backed Securities |
| GNII SF DF6062 C     | 2044-10-20      | 7.0000%  | 0.0000% | $1151077.55        | $1195825.05        | Agency Mortgage-Backed Securities |
| GNII SF DF6495 C     | 2055-02-20      | 6.0000%  | 0.0000% | $3174918.17        | $3334002.73        | Agency Mortgage-Backed Securities |
| GNPL PN DF9974       | 2059-11-15      | 4.9800%  | 0.0000% | $245604.62         | $246886.02         | Agency Mortgage-Backed Securities |
| GNII SF DG4326 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1934399.03        | $1925500.58        | Agency Mortgage-Backed Securities |
| GNII SF DG4533 C     | 2055-01-20      | 5.0000%  | 0.0000% | $1454194.79        | $1447057.44        | Agency Mortgage-Backed Securities |
| GNII SF DG5486 C     | 2054-12-20      | 5.5000%  | 0.0000% | $32568.19          | $32589.29          | Agency Mortgage-Backed Securities |
| GNII ET DG6140 C     | 2065-01-20      | 6.0000%  | 0.0000% | $164551.48         | $167495.58         | Agency Mortgage-Backed Securities |
| GNII ET DG7226 C     | 2065-03-20      | 5.5000%  | 0.0000% | $536711.96         | $537720.86         | Agency Mortgage-Backed Securities |
| GNII SP 784408 C     | 2047-10-20      | 3.5000%  | 0.0000% | $347853.32         | $321135.48         | Agency Mortgage-Backed Securities |
| GNMI SP 784135 X     | 2029-10-15      | 7.0000%  | 0.0000% | $613665.28         | $633518.85         | Agency Mortgage-Backed Securities |
| GNII SP 784156 M     | 2045-08-20      | 4.0000%  | 0.0000% | $507840.36         | $481062.50         | Agency Mortgage-Backed Securities |
| GNMI SP 784342 X     | 2041-06-15      | 6.0000%  | 0.0000% | $466352.34         | $503931.79         | Agency Mortgage-Backed Securities |
| GNII SP 784519 C     | 2047-11-20      | 3.5000%  | 0.0000% | $2225778.13        | $2113125.31        | Agency Mortgage-Backed Securities |
| GNMI SP 785441 X     | 2050-07-15      | 2.5000%  | 0.0000% | $4433873.04        | $3800620.39        | Agency Mortgage-Backed Securities |
| GNMI SP 784716 X     | 2045-11-15      | 5.5000%  | 0.0000% | $752917.40         | $791600.62         | Agency Mortgage-Backed Securities |
| GNII SP 785558 C     | 2051-07-20      | 2.5000%  | 0.0000% | $271516.18         | $231857.01         | Agency Mortgage-Backed Securities |
| GNII SP 785575 C     | 2051-08-20      | 2.5000%  | 0.0000% | $227183.61         | $191875.52         | Agency Mortgage-Backed Securities |
| GNII SP 785842 C     | 2052-01-20      | 2.5000%  | 0.0000% | $67181.60          | $56968.75          | Agency Mortgage-Backed Securities |
| GNII SP 786108 C     | 2052-03-20      | 3.5000%  | 0.0000% | $84330.44          | $75733.14          | Agency Mortgage-Backed Securities |
| GNMI SP 786111 X     | 2048-06-15      | 3.5000%  | 0.0000% | $18925348.71       | $17699690.55       | Agency Mortgage-Backed Securities |
| GNII SP 787236 C     | 2054-01-20      | 6.5000%  | 0.0000% | $862109.13         | $899552.73         | Agency Mortgage-Backed Securities |
| GNII SP 786690 C     | 2053-05-20      | 5.5000%  | 0.0000% | $160806.92         | $163881.19         | Agency Mortgage-Backed Securities |
| GNII JP 787756 M     | 2039-11-20      | 6.0000%  | 0.0000% | $33979832.43       | $35864954.26       | Agency Mortgage-Backed Securities |
| GNMI SF 752199 X     | 2046-04-15      | 2.5000%  | 0.0000% | $1800988.69        | $1548399.02        | Agency Mortgage-Backed Securities |
| GNMI SF 758873 X     | 2038-03-15      | 3.0000%  | 0.0000% | $2291144.92        | $2101285.38        | Agency Mortgage-Backed Securities |
| GNMI SF 667703 X     | 2037-05-15      | 5.5000%  | 0.0000% | $18533.93          | $19424.07          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0186 | 2039-12-01      | 5.5000%  | 0.0000% | $2655757.56        | $2761634.06        | Agency Mortgage-Backed Securities |
| GNII SF MA2826 M     | 2045-05-20      | 3.5000%  | 0.0000% | $353889.83         | $330544.50         | Agency Mortgage-Backed Securities |
| GNII SF MA2893 M     | 2045-05-20      | 4.0000%  | 0.0000% | $11835.51          | $11312.70          | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $332186.89         | $309614.20         | Agency Mortgage-Backed Securities |
| GNII SF MA3310 M     | 2045-12-20      | 3.5000%  | 0.0000% | $149753.49         | $139680.65         | Agency Mortgage-Backed Securities |
| GNII SF MA3378 M     | 2045-12-20      | 4.5000%  | 0.0000% | $6005.47           | $5925.10           | Agency Mortgage-Backed Securities |
| GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $692295.58         | $623656.78         | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $754046.05         | $717008.15         | Agency Mortgage-Backed Securities |
| GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $266119.38         | $239041.55         | Agency Mortgage-Backed Securities |
| GNII SF MA4904 M     | 2047-12-20      | 5.5000%  | 0.0000% | $589461.23         | $610820.23         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5614 | 2030-08-01      | 2.5000%  | 0.0000% | $37893.78          | $36801.39          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6541 | 2046-01-01      | 3.5000%  | 0.0000% | $138545.00         | $129259.47         | Agency Mortgage-Backed Securities |
| GNII JM MA7084 M     | 2050-12-20      | 1.5000%  | 0.0000% | $685165.44         | $530466.50         | Agency Mortgage-Backed Securities |
| GNII SF MA6475 M     | 2050-02-20      | 3.5000%  | 0.0000% | $15011797.25       | $13809085.41       | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $2183622.97        | $2068308.27        | Agency Mortgage-Backed Securities |
| GNII SF MA7054 M     | 2050-12-20      | 3.5000%  | 0.0000% | $178926.88         | $164004.06         | Agency Mortgage-Backed Securities |
| GNII SF MA7969 M     | 2035-04-20      | 6.0000%  | 0.0000% | $63843.66          | $66520.28          | Agency Mortgage-Backed Securities |
| GNII SF DK1426 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2113540.60        | $2209209.08        | Agency Mortgage-Backed Securities |
| GNII SF DK1492 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3106160.39        | $3236391.00        | Agency Mortgage-Backed Securities |
| GNII SF DK3511 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1445808.00        | $1491632.40        | Agency Mortgage-Backed Securities |
| GNII SF DK3513 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2460128.00        | $2542630.03        | Agency Mortgage-Backed Securities |
| GNII SF DK3517 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1221017.98        | $1277637.26        | Agency Mortgage-Backed Securities |
| GNII SF DK3184 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2884992.00        | $2990601.94        | Agency Mortgage-Backed Securities |
| GNII ET DK3301 C     | 2065-05-20      | 6.5000%  | 0.0000% | $1944588.05        | $2002609.81        | Agency Mortgage-Backed Securities |
| GNII SF DK4324 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1216802.02        | $1264075.32        | Agency Mortgage-Backed Securities |
| GNII SF DK4891 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1132065.51        | $1160586.51        | Agency Mortgage-Backed Securities |
| GNII SF DK4923 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2755009.77        | $2889502.61        | Agency Mortgage-Backed Securities |
| GNII SF DK4955 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1258024.00        | $1328470.13        | Agency Mortgage-Backed Securities |
| GNII SF DK4962 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1950316.00        | $2059872.19        | Agency Mortgage-Backed Securities |
| GNII SF DK4964 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1202448.00        | $1258201.37        | Agency Mortgage-Backed Securities |
| GNII SF DK5624 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3067503.27        | $3198453.62        | Agency Mortgage-Backed Securities |
| GNII SF DK5601 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2153260.98        | $2258377.91        | Agency Mortgage-Backed Securities |
| GNII SF DK7135 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1110229.13        | $1171370.06        | Agency Mortgage-Backed Securities |
| GNII SF DK7136 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3568992.54        | $3748911.01        | Agency Mortgage-Backed Securities |
| GNII SF DK6443 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1054665.10        | $1112435.91        | Agency Mortgage-Backed Securities |
| GNII SF DK6970 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1167373.27        | $1167217.88        | Agency Mortgage-Backed Securities |
| GNII SF DK7327 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1061815.27        | $1119457.45        | Agency Mortgage-Backed Securities |
| GNII SF DK7328 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1030091.53        | $1084878.44        | Agency Mortgage-Backed Securities |
| GNII SF DK8220 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3659230.00        | $3793171.24        | Agency Mortgage-Backed Securities |
| GNII SF DK9555 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1888264.00        | $1924671.20        | Agency Mortgage-Backed Securities |
| GNII SF DL0387 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1351887.60        | $1422855.69        | Agency Mortgage-Backed Securities |
| GNII ET DL1360 C     | 2065-05-20      | 3.0000%  | 0.0000% | $109598.00         | $96432.47          | Agency Mortgage-Backed Securities |
| GNII ET DL1369 C     | 2065-08-20      | 6.5000%  | 0.0000% | $3961916.00        | $4080125.93        | Agency Mortgage-Backed Securities |
| GNII SF DL2220 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1013933.10        | $1065446.43        | Agency Mortgage-Backed Securities |
| GNII SF DL2428 C     | 2055-07-20      | 5.0000%  | 0.0000% | $5117772.32        | $5098958.82        | Agency Mortgage-Backed Securities |
| GNII SF DL2512 C     | 2055-07-20      | 5.5000%  | 0.0000% | $6651849.48        | $6757978.26        | Agency Mortgage-Backed Securities |
| GNII SF DL2708 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2218461.08        | $2313172.86        | Agency Mortgage-Backed Securities |
| GNII SF DL3649 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1089133.16        | $1142138.49        | Agency Mortgage-Backed Securities |
| GNII SF DL4041 C     | 2055-07-20      | 5.5000%  | 0.0000% | $12427091.22       | $12612724.35       | Agency Mortgage-Backed Securities |
| GNII SF DL4017 C     | 2055-07-20      | 5.5000%  | 0.0000% | $9050473.12        | $9194862.36        | Agency Mortgage-Backed Securities |
| GNII SF DL4748 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1224697.77        | $1249818.50        | Agency Mortgage-Backed Securities |
| GNII SF DL4772 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3139346.11        | $3273375.96        | Agency Mortgage-Backed Securities |
| GNII SF DL4797 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1377263.52        | $1452703.75        | Agency Mortgage-Backed Securities |
| GNII SF DL4798 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1379119.92        | $1443070.47        | Agency Mortgage-Backed Securities |
| GNII SF DL4912 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1291766.00        | $1354829.44        | Agency Mortgage-Backed Securities |
| GNII SF DL4892 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1163118.00        | $1212776.81        | Agency Mortgage-Backed Securities |
| GNII SF DL4918 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1536742.00        | $1594879.51        | Agency Mortgage-Backed Securities |
| GNII SF DL4928 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1352054.00        | $1396567.22        | Agency Mortgage-Backed Securities |
| GNII ET DL5909 C     | 2065-07-20      | 7.0000%  | 0.0000% | $916192.00         | $945962.23         | Agency Mortgage-Backed Securities |
| GNII SF DL5958 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1220148.00        | $1250060.88        | Agency Mortgage-Backed Securities |
| GNII SF DL6441 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3052992.00        | $3191184.33        | Agency Mortgage-Backed Securities |
| GNII SF DL6519 C     | 2055-08-20      | 6.0000%  | 0.0000% | $10247456.00       | $10534514.57       | Agency Mortgage-Backed Securities |
| GNII SF DL6500 C     | 2055-08-20      | 5.5000%  | 0.0000% | $10767216.00       | $10857927.40       | Agency Mortgage-Backed Securities |
| GNII SF DH3034 C     | 2055-02-20      | 5.5000%  | 0.0000% | $2249273.32        | $2267701.12        | Agency Mortgage-Backed Securities |
| GNII SF DH3365 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1079253.93        | $1142324.93        | Agency Mortgage-Backed Securities |
| GNII ET DH6683 C     | 2064-11-20      | 6.0000%  | 0.0000% | $117913.11         | $120022.66         | Agency Mortgage-Backed Securities |
| GNII SF DH6973 C     | 2052-03-20      | 7.0000%  | 0.0000% | $1085041.20        | $1144453.11        | Agency Mortgage-Backed Securities |
| GNII ET DH7637 C     | 2065-01-20      | 2.5000%  | 0.0000% | $79910.72          | $64883.62          | Agency Mortgage-Backed Securities |
| GNII ET DH7710 C     | 2065-01-20      | 2.0000%  | 0.0000% | $243003.95         | $188430.26         | Agency Mortgage-Backed Securities |
| GNII SF DH7868 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1731442.28        | $1815232.74        | Agency Mortgage-Backed Securities |
| GNII ET DH7906 C     | 2065-02-20      | 6.0000%  | 0.0000% | $244889.28         | $249270.51         | Agency Mortgage-Backed Securities |
| GNII SF DJ1821 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3457672.92        | $3605275.99        | Agency Mortgage-Backed Securities |
| GNII ET DJ2150 C     | 2065-05-20      | 6.0000%  | 0.0000% | $2770246.34        | $2819810.67        | Agency Mortgage-Backed Securities |
| GNII SF DJ2258 C     | 2055-06-20      | 5.5000%  | 0.0000% | $10091190.15       | $10232918.67       | Agency Mortgage-Backed Securities |
| GNII SF DJ2840 C     | 2055-07-20      | 6.5000%  | 0.0000% | $8092962.44        | $8438463.60        | Agency Mortgage-Backed Securities |
| GNII SF DJ2850 C     | 2055-07-20      | 6.5000%  | 0.0000% | $14166236.00       | $14771028.83       | Agency Mortgage-Backed Securities |
| GNII SF DJ2957 C     | 2055-06-20      | 5.5000%  | 0.0000% | $4277280.00        | $4353820.98        | Agency Mortgage-Backed Securities |
| GNII SF DJ3087 C     | 2055-08-20      | 6.5000%  | 0.0000% | $8081280.00        | $8426274.34        | Agency Mortgage-Backed Securities |
| GNII SF DJ5267 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1408643.96        | $1441008.66        | Agency Mortgage-Backed Securities |
| GNII SF DJ5245 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1352228.72        | $1417492.23        | Agency Mortgage-Backed Securities |
| GNII ET DJ5614 C     | 2065-04-20      | 2.0000%  | 0.0000% | $594613.86         | $461082.95         | Agency Mortgage-Backed Securities |
| GNII ET DJ7156 C     | 2065-05-20      | 5.5000%  | 0.0000% | $1392994.29        | $1395612.81        | Agency Mortgage-Backed Securities |
| GNII ET DJ6897 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1307747.48        | $1346764.85        | Agency Mortgage-Backed Securities |
| GNII SF DJ6991 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1425082.00        | $1452558.69        | Agency Mortgage-Backed Securities |
| GNII ET DJ8944 C     | 2055-05-20      | 5.5000%  | 0.0000% | $333046.75         | $333672.80         | Agency Mortgage-Backed Securities |
| GNII SF DJ8858 C     | 2055-05-20      | 5.5000%  | 0.0000% | $6152173.35        | $6302998.66        | Agency Mortgage-Backed Securities |
| GNII SF DJ9321 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1001273.27        | $1052611.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ9729 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2685346.37        | $2799990.67        | Agency Mortgage-Backed Securities |
| GNII SF DK0815 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1268346.00        | $1291433.42        | Agency Mortgage-Backed Securities |
| GNII SF DK0824 C     | 2055-08-20      | 6.0000%  | 0.0000% | $5631888.00        | $5855545.29        | Agency Mortgage-Backed Securities |
| GNII SF DK0837 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1130168.00        | $1153176.84        | Agency Mortgage-Backed Securities |
| GNII SF DK0142 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1156313.71        | $1172553.88        | Agency Mortgage-Backed Securities |
| GNII SF DK0234 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1951393.96        | $2061966.88        | Agency Mortgage-Backed Securities |
| GNII SF DK0415 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1280036.73        | $1342334.13        | Agency Mortgage-Backed Securities |
| GNII SF DK0404 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1107906.75        | $1123467.06        | Agency Mortgage-Backed Securities |
| GNII SF DK0537 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1590920.98        | $1613265.11        | Agency Mortgage-Backed Securities |
| GNII SF DK0624 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1535680.00        | $1563397.15        | Agency Mortgage-Backed Securities |

### Security 2: Fixed Income Clearing Corp. - Bank of America Securities

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of America Securities 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: 03199U009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 03199U009_4.34_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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:** FICC

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $233700.00         | $236705.78         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                  | 2032-05-31      | 4.1250%  | 0.0000% | $141276600.00      | $144431792.90      | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $10399900.00       | $6880633.75        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $17574700.00       | $12258322.49       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $2954000.00        | $2452955.56        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $54000000.00       | $43721671.10       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $13199800.00       | $12658805.63       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $9920000.00        | $9578285.87        | U.S. Treasuries (including strips) |
| 5 BOND 45                        | 2045-05-15      | 5.0000%  | 0.0000% | $46368800.00       | $47758620.11       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                  | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $97.76             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                 | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $232229000.00      | $240393742.50      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                  | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $103.01            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $2587500.00        | $2646205.23        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                 | 2026-01-31      | 4.2500%  | 0.0000% | $167900.00         | $168510.35         | U.S. Treasuries (including strips) |
| 4 NOTE U 29                      | 2029-01-31      | 4.0000%  | 0.0000% | $200.00            | $203.08            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                 | 2027-06-15      | 4.6250%  | 0.0000% | $25441600.00       | $26097114.50       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $30974500.00       | $31472234.63       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $4393900.00        | $4311910.64        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $8442800.00        | $7324319.79        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                 | 2026-12-31      | 1.2500%  | 0.0000% | $132400.00         | $128367.63         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $67000.00          | $63818.38          | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                  | 2027-03-31      | 2.5000%  | 0.0000% | $2991900.00        | $2967570.49        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $23837200.00       | $22575240.75       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $12038300.00       | $11183294.14       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                  | 2029-09-30      | 3.8750%  | 0.0000% | $93891000.00       | $96185792.00       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $26750300.00       | $27645060.33       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                  | 2028-03-31      | 3.6250%  | 0.0000% | $26276900.00       | $26689226.63       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $14900.00          | $15023.72          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                  | 2026-11-30      | 1.6250%  | 0.0000% | $694800.00         | $679461.53         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $6467000.00        | $6128957.65        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                  | 2028-06-30      | 1.2500%  | 0.0000% | $176600000.00      | $165891336.80      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-06-30      | 0.8750%  | 0.0000% | $24166000.00       | $23604107.39       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                 | 2026-09-30      | 0.8750%  | 0.0000% | $200.00            | $194.46            | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2025-12-26      | 0.0000%  | 0.0000% | $100.00            | $98.72             | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2025-12-11      | 0.0000%  | 0.0000% | $379600.00         | $375390.24         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2025-10-14      | 0.0000%  | 0.0000% | $58300.00          | $58016.25          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39                    | 2039-11-15      | 4.3750%  | 0.0000% | $1577400.00        | $1558576.73        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40                    | 2040-05-15      | 4.3750%  | 0.0000% | $300.00            | $295.32            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40                    | 2040-08-15      | 3.8750%  | 0.0000% | $33659500.00       | $30827160.28       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $8211800.00        | $6753715.74        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                    | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $79.71             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                    | 2043-08-15      | 3.6250%  | 0.0000% | $1442500.00        | $1230223.25        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.66             | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $76.56             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $73.95             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $64.76             | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $4171700.00        | $3045880.42        | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $57.74             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $400.00            | $193.28            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-05-15      | 1.1250%  | 0.0000% | $300.00            | $187.41            | U.S. Treasuries (including strips) |

### Security 3: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.300000%
- **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: 066982000, C.3 - LEI: 213800LBQA1Y9L22JB70, C.5 - Other ID: 066982000_4.30_0902
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 0.625 FHOR 21-26 391 | 2026-02-17      | 0.6250%  | 0.0000% | $15325000.00       | $15083728.31       | Agency Mortgage-Backed Securities |
| 2.83 FCSB 36 Q       | 2036-12-19      | 2.8300%  | 0.0000% | $1528000.00        | $1299812.72        | Agency Mortgage-Backed Securities |
| 4.00 FCSB 37 AG      | 2037-09-08      | 4.0000%  | 0.0000% | $856000.00         | $821797.66         | Agency Mortgage-Backed Securities |
| 5.82 FCOR 25-40 AE   | 2040-03-26      | 5.8200%  | 0.0000% | $3045000.00        | $3113777.42        | Agency Mortgage-Backed Securities |
| 5.45 FCOR 25-34 DM   | 2034-07-28      | 5.4500%  | 0.0000% | $6344000.00        | $6372548.35        | Agency Mortgage-Backed Securities |
| 5.04 FCOR 25-32 EU   | 2032-02-12      | 5.0400%  | 0.0000% | $39979000.00       | $40026095.26       | Agency Mortgage-Backed Securities |
| 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  | 0.0000% | $1509000.00        | $1776986.33        | Agency Mortgage-Backed Securities |
| FMFR 00SO GB 28 M8   | 2028-07-07      | 4.5800%  | 0.0000% | $37386000.00       | $37635364.62       | Agency Mortgage-Backed Securities |
| 6.21 FNPR GDED 08/38 | 2038-08-06      | 0.0000%  | 0.0000% | $10000000.00       | $5446230.00        | Agency Mortgage-Backed Securities |
| 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  | 0.0000% | $113274000.00      | $92423881.37       | Agency Mortgage-Backed Securities |

### Security 4: Fixed Income Clearing Corp. - Barclays

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799C006, C.3 - LEI: 213800LBQA1Y9L22JB70, C.5 - Other ID: 06799C006_4.36_0902
- **C.18 - Value (incl. sponsor support):** $21750000000.00
- **C.18.a - Value (excl. sponsor support):** $21750000000.00
- **C.19 - Percentage of Net Assets:** 16.5300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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:** FICC

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE C 35                                         | 2035-05-15      | 4.2500%  | 0.0000% | $1598121600.00     | $1622176283.00     | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                                        | 2028-05-15      | 3.7500%  | 0.0000% | $368958800.00      | $374422205.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                                        | 2027-05-31      | 3.8750%  | 0.0000% | $1228955500.00     | $1244761943.00     | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                                         | 2032-05-31      | 4.1250%  | 0.0000% | $63545800.00       | $64964996.50       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                                             | 2030-05-31      | 4.0000%  | 0.0000% | $315423200.00      | $322780782.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                                        | 2030-06-30      | 3.8750%  | 0.0000% | $401783200.00      | $407461174.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                                        | 2027-06-30      | 3.7500%  | 0.0000% | $694888000.00      | $700311691.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                                        | 2028-07-15      | 3.8750%  | 0.0000% | $297544200.00      | $301232692.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                                        | 2027-07-31      | 3.8750%  | 0.0000% | $415531500.00      | $418539810.10      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note               | 2027-07-31      | 4.3024%  | 0.0000% | $365514000.00      | $366496711.50      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                                        | 2028-08-15      | 3.6250%  | 0.0000% | $1110382100.00     | $1113169243.00     | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                                         | 2026-08-15      | 1.5000%  | 0.0000% | $146300.00         | $143110.32         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                                         | 2027-11-15      | 2.2500%  | 0.0000% | $986000.00         | $963922.45         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                                         | 2027-11-15      | 2.2500%  | 0.0000% | $631000.00         | $616871.27         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                                        | 2027-08-15      | 3.7500%  | 0.0000% | $43974800.00       | $44127420.26       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                                         | 2031-08-31      | 3.7500%  | 0.0000% | $4250400.00        | $4310790.52        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                                        | 2029-08-31      | 3.6250%  | 0.0000% | $33191100.00       | $33762351.66       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                                        | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                                        | 2029-09-30      | 3.5000%  | 0.0000% | $155427900.00      | $156801710.30      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                                        | 2029-09-30      | 3.5000%  | 0.0000% | $502988000.00      | $507433856.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                                        | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $101.94            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                                        | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.14            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                                        | 2029-10-31      | 4.1250%  | 0.0000% | $524658400.00      | $541151130.70      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                                        | 2026-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50845708.95       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                                        | 2026-10-31      | 4.1250%  | 0.0000% | $99999900.00       | $101691316.20      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note               | 2026-10-31      | 4.3484%  | 0.0000% | $400.00            | $401.52            | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                                        | 2026-10-31      | 4.3484%  | 0.0000% | $24939700.00       | $25034311.99       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                                         | 2034-11-15      | 4.2500%  | 0.0000% | $7024800.00        | $7153359.80        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                                         | 2034-11-15      | 4.2500%  | 0.0000% | $199914800.00      | $203573410.40      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                                        | 2027-11-15      | 4.1250%  | 0.0000% | $116960400.00      | $119597365.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                                        | 2027-11-15      | 4.1250%  | 0.0000% | $277825500.00      | $284089296.20      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                                        | 2027-11-15      | 4.1250%  | 0.0000% | $486220000.00      | $497182215.50      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                                        | 2029-11-30      | 4.1250%  | 0.0000% | $400.00            | $411.26            | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                                            | 2027-12-15      | 4.0000%  | 0.0000% | $94991400.00       | $96600242.84       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                                         | 2031-12-31      | 4.5000%  | 0.0000% | $900.00            | $938.12            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                                        | 2026-12-31      | 4.2500%  | 0.0000% | $15447800.00       | $15647854.39       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                                        | 2027-01-31      | 4.1250%  | 0.0000% | $400.00            | $403.31            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                                        | 2027-01-31      | 4.1250%  | 0.0000% | $148945000.00      | $150177770.00      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note               | 2027-01-31      | 4.2414%  | 0.0000% | $85718800.00       | $85973507.84       | U.S. Treasuries (including strips) |
| TRFR AX 01/31/27                                        | 2027-01-31      | 4.2414%  | 0.0000% | $23591300.00       | $23661400.01       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                                         | 2035-02-15      | 4.6250%  | 0.0000% | $1034400.00        | $1070996.57        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                                        | 2027-02-28      | 4.1250%  | 0.0000% | $130489600.00      | $133903836.20      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                                         | 2032-02-29      | 4.1250%  | 0.0000% | $7298600.00        | $7546159.86        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                                         | 2032-03-31      | 4.1250%  | 0.0000% | $300490000.00      | $309545098.80      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                                             | 2030-03-31      | 4.0000%  | 0.0000% | $250000000.00      | $257458683.00      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                                        | 2028-04-15      | 3.7500%  | 0.0000% | $3044800.00        | $3098523.75        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                                        | 2027-04-30      | 3.7500%  | 0.0000% | $260893200.00      | $264380341.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                                         | 2030-04-30      | 3.8750%  | 0.0000% | $795000.00         | $811597.35         | U.S. Treasuries (including strips) |
| 4 NOTE K 32                                             | 2032-04-30      | 4.0000%  | 0.0000% | $1321591400.00     | $1346136225.00     | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-07-15      | 4.5000%  | 0.0000% | $11126000.00       | $11241440.23       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                                        | 2028-07-31      | 4.1250%  | 0.0000% | $1238800.00        | $1260697.87        | U.S. Treasuries (including strips) |
| 4  NOTE N 30                                            | 2030-07-31      | 4.0000%  | 0.0000% | $29434400.00       | $29901087.53       | U.S. Treasuries (including strips) |
| 4  NOTE N 30                                            | 2030-07-31      | 4.0000%  | 0.0000% | $2481200.00        | $2520539.86        | U.S. Treasuries (including strips) |
| 4  NOTE N 30                                            | 2030-07-31      | 4.0000%  | 0.0000% | $23782000.00       | $24159067.75       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                                         | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                                         | 2033-08-15      | 3.8750%  | 0.0000% | $405837200.00      | $401995214.30      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                                        | 2026-08-15      | 4.3750%  | 0.0000% | $9852000.00        | $9910938.62        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                                         | 2030-08-31      | 4.1250%  | 0.0000% | $35811800.00       | $37198605.33       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                                        | 2028-08-31      | 4.3750%  | 0.0000% | $500.00            | $521.77            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26                                        | 2026-09-15      | 4.6250%  | 0.0000% | $25984900.00       | $26733016.99       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                                         | 2030-09-30      | 4.6250%  | 0.0000% | $4964900.00        | $5264096.21        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                                        | 2028-09-30      | 4.6250%  | 0.0000% | $202200.00         | $212034.86         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                                        | 2028-09-30      | 4.6250%  | 0.0000% | $99861100.00       | $104718272.40      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26                                        | 2026-10-15      | 4.6250%  | 0.0000% | $19108900.00       | $19602287.82       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26                                        | 2026-10-15      | 4.6250%  | 0.0000% | $20600.00          | $21131.89          | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note               | 2025-10-31      | 4.3134%  | 0.0000% | $81203800.00       | $81495762.98       | U.S. Treasuries (including strips) |
| TRFR BK 10/31/25                                        | 2025-10-31      | 4.3134%  | 0.0000% | $1000.00           | $1003.60           | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                                        | 2028-10-31      | 4.8750%  | 0.0000% | $98588800.00       | $103878405.80      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                                        | 2028-10-31      | 4.8750%  | 0.0000% | $16800.00          | $17701.37          | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                                         | 2030-10-31      | 4.8750%  | 0.0000% | $1561800.00        | $1669612.95        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                                         | 2033-11-15      | 4.5000%  | 0.0000% | $400.00            | $417.54            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                                         | 2033-11-15      | 4.5000%  | 0.0000% | $214692000.00      | $224104302.70      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                                        | 2026-11-15      | 4.6250%  | 0.0000% | $9197100.00        | $9405763.91        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-11-30      | 4.8750%  | 0.0000% | $124042500.00      | $125718029.50      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                                         | 2030-11-30      | 4.3750%  | 0.0000% | $16921000.00       | $17603714.92       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                                        | 2028-11-30      | 4.3750%  | 0.0000% | $8901400.00        | $9204423.21        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26                                        | 2026-12-15      | 4.3750%  | 0.0000% | $4377100.00        | $4448281.12        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26                                        | 2026-12-15      | 4.3750%  | 0.0000% | $9102500.00        | $9250526.35        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26                                        | 2026-12-15      | 4.3750%  | 0.0000% | $24732000.00       | $25134195.84       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                                         | 2030-12-31      | 3.7500%  | 0.0000% | $104258000.00      | $104887314.80      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                                        | 2028-12-31      | 3.7500%  | 0.0000% | $200.00            | $202.08            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                                        | 2028-12-31      | 3.7500%  | 0.0000% | $3500000.00        | $3536410.96        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25                                        | 2025-12-31      | 4.2500%  | 0.0000% | $200.00            | $201.45            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25                                        | 2025-12-31      | 4.2500%  | 0.0000% | $1000.00           | $1007.24           | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                                            | 2027-01-15      | 4.0000%  | 0.0000% | $12153400.00       | $12249306.17       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note - When Issued | 2026-01-31      | 4.3884%  | 0.0000% | $1358600.00        | $1364212.18        | U.S. Treasuries (including strips) |
| 4 NOTE U 29                                             | 2029-01-31      | 4.0000%  | 0.0000% | $24000.00          | $24369.56          | U.S. Treasuries (including strips) |
| 4 NOTE U 29                                             | 2029-01-31      | 4.0000%  | 0.0000% | $53155600.00       | $53974099.18       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                                             | 2034-02-15      | 4.0000%  | 0.0000% | $151424600.00      | $150702416.60      | U.S. Treasuries (including strips) |
| 4 NOTE B 34                                             | 2034-02-15      | 4.0000%  | 0.0000% | $7533800.00        | $7497869.34        | U.S. Treasuries (including strips) |
| 4 NOTE B 34                                             | 2034-02-15      | 4.0000%  | 0.0000% | $615253100.00      | $612318797.40      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                                        | 2027-02-15      | 4.1250%  | 0.0000% | $471200.00         | $474397.70         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26                                        | 2026-02-28      | 4.6250%  | 0.0000% | $200.00            | $205.10            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                                         | 2031-02-28      | 4.2500%  | 0.0000% | $5720600.00        | $5976739.99        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                                         | 2031-02-28      | 4.2500%  | 0.0000% | $65791000.00       | $68736793.47       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                                         | 2029-03-31      | 4.1250%  | 0.0000% | $179773400.00      | $185851798.10      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-03-31      | 4.5000%  | 0.0000% | $22887400.00       | $23371847.85       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                                         | 2031-04-30      | 4.6250%  | 0.0000% | $3200.00           | $3383.50           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                                         | 2031-04-30      | 4.6250%  | 0.0000% | $9323500.00        | $9858148.66        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                                         | 2029-04-30      | 4.6250%  | 0.0000% | $321811800.00      | $337642430.80      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                                         | 2029-04-30      | 4.6250%  | 0.0000% | $13960000.00       | $14646723.13       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                                         | 2034-05-15      | 4.3750%  | 0.0000% | $510136800.00      | $526245849.90      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                                        | 2027-05-15      | 4.5000%  | 0.0000% | $1611400.00        | $1653571.88        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                                         | 2029-05-31      | 4.5000%  | 0.0000% | $3373100.00        | $3511611.54        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                                         | 2031-05-31      | 4.6250%  | 0.0000% | $400.00            | $421.39            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-06-30      | 4.6250%  | 0.0000% | $2859500.00        | $2897001.66        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                                        | 2027-07-15      | 4.3750%  | 0.0000% | $8678800.00        | $8836405.83        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                                        | 2027-07-15      | 4.3750%  | 0.0000% | $8888300.00        | $9049710.32        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-07-31      | 4.3750%  | 0.0000% | $47730700.00       | $48094631.79       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                                            | 2029-07-31      | 4.0000%  | 0.0000% | $6295600.00        | $6396765.09        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                                         | 2031-07-31      | 4.1250%  | 0.0000% | $53072000.00       | $54091655.30       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                                         | 2031-07-31      | 4.1250%  | 0.0000% | $5399100.00        | $5502831.18        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                                        | 2027-08-15      | 3.7500%  | 0.0000% | $50000000.00       | $50173531.50       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                                         | 2031-11-15      | 1.3750%  | 0.0000% | $12863500.00       | $11159376.94       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                                         | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $86.75             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                                        | 2026-11-30      | 1.2500%  | 0.0000% | $138300.00         | $134483.44         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                                         | 2028-11-30      | 1.5000%  | 0.0000% | $11181700.00       | $10506431.83       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                                         | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.20             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                                         | 2032-02-15      | 1.8750%  | 0.0000% | $429154900.00      | $380324503.20      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                                         | 2032-02-15      | 1.8750%  | 0.0000% | $148000000.00      | $131160162.60      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                                         | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                                         | 2029-03-31      | 2.3750%  | 0.0000% | $109969900.00      | $106463014.50      | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                                         | 2027-03-31      | 2.5000%  | 0.0000% | $7222200.00        | $7163470.57        | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                                         | 2027-03-31      | 2.5000%  | 0.0000% | $25340500.00       | $25134436.32       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                                         | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                                         | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $94.71             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                                         | 2027-05-31      | 2.6250%  | 0.0000% | $3178300.00        | $3142458.05        | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                                        | 2027-06-30      | 3.2500%  | 0.0000% | $1339914000.00     | $1337420303.00     | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                                        | 2027-07-31      | 2.7500%  | 0.0000% | $346979000.00      | $341963807.20      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                                         | 2029-07-31      | 2.6250%  | 0.0000% | $149066700.00      | $143895071.40      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                                         | 2029-07-31      | 2.6250%  | 0.0000% | $140485700.00      | $135611775.40      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                                         | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.90             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                                         | 2032-08-15      | 2.7500%  | 0.0000% | $24516300.00       | $22775059.11       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                                         | 2032-08-15      | 2.7500%  | 0.0000% | $32945700.00       | $30605771.06       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                                        | 2027-08-31      | 3.1250%  | 0.0000% | $18800000.00       | $18905959.86       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                                        | 2027-08-31      | 3.1250%  | 0.0000% | $63827800.00       | $64187543.88       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                                         | 2029-08-31      | 3.1250%  | 0.0000% | $528880000.00      | $526972416.10      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-09-15      | 3.5000%  | 0.0000% | $26594500.00       | $27008633.60       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AS 25                                        | 2025-09-15      | 3.5000%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                                         | 2029-09-30      | 3.8750%  | 0.0000% | $1000000.00        | $1024441.02        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25                                        | 2025-10-15      | 4.2500%  | 0.0000% | $1000000.00        | $1015928.35        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25                                        | 2025-10-15      | 4.2500%  | 0.0000% | $5388700.00        | $5474533.10        | U.S. Treasuries (including strips) |
| 4  NOTE R 29                                            | 2029-10-31      | 4.0000%  | 0.0000% | $26407100.00       | $27101558.51       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                                        | 2027-10-31      | 4.1250%  | 0.0000% | $11532400.00       | $11806008.25       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                                         | 2032-11-15      | 4.1250%  | 0.0000% | $469500.00         | $480017.64         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-01-15      | 3.8750%  | 0.0000% | $2184700.00        | $2193120.82        | U.S. Treasuries (including strips) |
| 4  NOTE AK 26                                           | 2026-02-15      | 4.0000%  | 0.0000% | $1476800.00        | $1478144.98        | U.S. Treasuries (including strips) |
| 4 NOTE H 30                                             | 2030-02-28      | 4.0000%  | 0.0000% | $125468200.00      | $129664936.80      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                                         | 2030-03-31      | 3.6250%  | 0.0000% | $13416600.00       | $13580532.08       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                                         | 2030-03-31      | 3.6250%  | 0.0000% | $1846800.00        | $1869365.31        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                                         | 2030-04-30      | 3.5000%  | 0.0000% | $3000.00           | $3009.89           | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                                         | 2033-05-15      | 3.3750%  | 0.0000% | $900.00            | $871.14            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                                         | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $96.79             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                                         | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                                         | 2030-05-31      | 3.7500%  | 0.0000% | $23744100.00       | $24018328.00       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-06-15      | 4.1250%  | 0.0000% | $3548000.00        | $3582638.66        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                                         | 2030-06-30      | 3.7500%  | 0.0000% | $20577500.00       | $20748357.66       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                                         | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.96             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                                         | 2028-08-15      | 2.8750%  | 0.0000% | $2067700.00        | $2028251.90        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                                         | 2028-08-15      | 2.8750%  | 0.0000% | $43275300.00       | $42449683.01       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                                         | 2028-08-15      | 2.8750%  | 0.0000% | $105999800.00      | $103977509.30      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                                         | 2029-02-15      | 2.6250%  | 0.0000% | $44700000.00       | $43319022.15       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                                         | 2029-02-15      | 2.6250%  | 0.0000% | $150899900.00      | $146237944.30      | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                                         | 2026-02-28      | 2.5000%  | 0.0000% | $200.00            | $200.95            | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26                                         | 2026-05-31      | 2.1250%  | 0.0000% | $100.00            | $99.16             | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26                                         | 2026-05-31      | 2.1250%  | 0.0000% | $576100.00         | $571280.58         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                                         | 2026-05-15      | 1.6250%  | 0.0000% | $1727400.00        | $1707638.04        | U.S. Treasuries (including strips) |
| 2 NOTE F 26                                             | 2026-11-15      | 2.0000%  | 0.0000% | $9929000.00        | $9776280.76        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                                         | 2026-07-31      | 1.8750%  | 0.0000% | $3999900.00        | $3933627.98        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                                         | 2026-07-31      | 1.8750%  | 0.0000% | $3977400.00        | $3911500.77        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                                         | 2026-10-31      | 1.6250%  | 0.0000% | $121300.00         | $118938.30         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                                         | 2026-11-30      | 1.6250%  | 0.0000% | $20832800.00       | $20372893.07       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                                         | 2026-12-31      | 1.7500%  | 0.0000% | $308100.00         | $300984.82         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27                                         | 2027-03-31      | 0.6250%  | 0.0000% | $23993700.00       | $22936142.93       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                                         | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $172.29            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                                         | 2027-08-31      | 0.5000%  | 0.0000% | $174832000.00      | $164817942.30      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                                         | 2027-09-30      | 0.3750%  | 0.0000% | $1200.00           | $1124.56           | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-09-30      | 0.2500%  | 0.0000% | $129100.00         | $128837.46         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-10-31      | 0.2500%  | 0.0000% | $1905700.00        | $1894946.16        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                                         | 2027-10-31      | 0.5000%  | 0.0000% | $59058500.00       | $55355769.58       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                                         | 2030-11-15      | 0.8750%  | 0.0000% | $1514000.00        | $1315160.90        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                                         | 2030-11-15      | 0.8750%  | 0.0000% | $6327300.00        | $5496312.79        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25                                        | 2025-11-30      | 0.3750%  | 0.0000% | $800.00            | $793.38            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                                         | 2027-12-31      | 0.6250%  | 0.0000% | $5053600.00        | $4724337.86        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-12-31      | 0.3750%  | 0.0000% | $7651700.00        | $7563410.19        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                                         | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $87.33             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-03-31      | 0.7500%  | 0.0000% | $12023900.00       | $11838723.07       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26                                         | 2026-03-31      | 0.7500%  | 0.0000% | $74999300.00       | $73844255.43       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                                         | 2028-04-30      | 1.2500%  | 0.0000% | $135505000.00      | $128070119.00      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                                         | 2031-05-15      | 1.6250%  | 0.0000% | $12134700.00       | $10849898.68       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                                         | 2031-05-15      | 1.6250%  | 0.0000% | $8273400.00        | $7397426.53        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26                                        | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $97.67             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-07-31      | 0.6250%  | 0.0000% | $3716900.00        | $3610461.09        | U.S. Treasuries (including strips) |
| 1 NOTE N 28                                             | 2028-07-31      | 1.0000%  | 0.0000% | $1133306800.00     | $1053456318.00     | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                                         | 2031-08-15      | 1.2500%  | 0.0000% | $403820700.00      | $348956223.70      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                                         | 2028-08-31      | 1.1250%  | 0.0000% | $49999300.00       | $46790837.87       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                                        | 2026-08-31      | 0.7500%  | 0.0000% | $6598500.00        | $6422519.58        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                                         | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $187.41            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                                         | 2028-09-30      | 1.2500%  | 0.0000% | $110987600.00      | $103998833.40      | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                                        | 2026-09-30      | 0.8750%  | 0.0000% | $5900.00           | $5736.64           | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-02      | 0.0000%  | 0.0000% | $300.00            | $298.95            | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-30      | 0.0000%  | 0.0000% | $34200.00          | $33971.61          | U.S. Treasuries (including strips) |
| BILL 10/30/25                                           | 2025-10-30      | 0.0000%  | 0.0000% | $100.00            | $99.33             | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-11-28      | 0.0000%  | 0.0000% | $125072000.00      | $123844168.20      | U.S. Treasuries (including strips) |
| BILL 12/26/25                                           | 2025-12-26      | 0.0000%  | 0.0000% | $45200.00          | $44621.39          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-01-22      | 0.0000%  | 0.0000% | $443000.00         | $436172.48         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-18      | 0.0000%  | 0.0000% | $7300.00           | $7286.19           | U.S. Treasuries (including strips) |
| BILL 04/16/26                                           | 2026-04-16      | 0.0000%  | 0.0000% | $37178900.00       | $36307463.76       | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-05-14      | 0.0000%  | 0.0000% | $2715000.00        | $2643598.21        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-11-20      | 0.0000%  | 0.0000% | $50000000.00       | $49554250.00       | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-16      | 0.0000%  | 0.0000% | $1500000.00        | $1497513.00        | U.S. Treasuries (including strips) |
| BILL 06/11/26                                           | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $97.08             | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-07      | 0.0000%  | 0.0000% | $200.00            | $199.18            | U.S. Treasuries (including strips) |
| BILL 10/14/25                                           | 2025-10-14      | 0.0000%  | 0.0000% | $125000000.00      | $124391625.00      | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-21      | 0.0000%  | 0.0000% | $60900.00          | $60556.40          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-02-05      | 0.0000%  | 0.0000% | $4999600.00        | $4915596.72        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-11-12      | 0.0000%  | 0.0000% | $87600.00          | $86902.97          | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27                                           | 2027-08-15      | 6.3750%  | 0.0000% | $18167000.00       | $19151765.34       | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                                           | 2027-11-15      | 6.1250%  | 0.0000% | $46100.00          | $49379.82          | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29                                           | 2029-08-15      | 6.1250%  | 0.0000% | $10600.00          | $11582.52          | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                                           | 2031-02-15      | 5.3750%  | 0.0000% | $615000.00         | $664313.67         | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                                           | 2031-02-15      | 5.3750%  | 0.0000% | $6928800.00        | $7484384.70        | U.S. Treasuries (including strips) |

### Security 5: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 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: 136998002, C.3 - LEI: N/A, C.5 - Other ID: 136998002_4.34_0902
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLSD4473             | 2053-12-01      | 6.5000%  | 0.0000% | $779.06            | $824.26            | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                 | 2052-03-20      | 3.5000%  | 0.0000% | $767.48            | $702.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1268             | 2053-10-01      | 6.5000%  | 0.0000% | $696.76            | $740.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA4378             | 2054-03-01      | 6.0000%  | 0.0000% | $1025020.79        | $1074549.45        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4933             | 2053-11-01      | 7.0000%  | 0.0000% | $741.10            | $790.88            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7399             | 2054-01-01      | 7.0000%  | 0.0000% | $569845.34         | $609379.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2697             | 2054-04-01      | 6.0000%  | 0.0000% | $763.92            | $793.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5584             | 2054-06-01      | 5.5000%  | 0.0000% | $1105426.56        | $1131802.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5819             | 2054-07-01      | 6.5000%  | 0.0000% | $1093018.61        | $1156013.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7117             | 2054-07-01      | 5.5000%  | 0.0000% | $690000.95         | $706982.41         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6670             | 2054-06-01      | 7.0000%  | 0.0000% | $676.24            | $715.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6986             | 2054-06-01      | 6.0000%  | 0.0000% | $16681.52          | $17202.14          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7781             | 2054-08-01      | 6.5000%  | 0.0000% | $1030975.62        | $1091349.09        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9793             | 2054-08-01      | 7.0000%  | 0.0000% | $983367.06         | $1054928.10        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9797             | 2054-08-01      | 7.0000%  | 0.0000% | $462397.93         | $494039.56         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0877             | 2055-03-01      | 6.5000%  | 0.0000% | $16610.00          | $17515.60          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0229             | 2054-08-01      | 5.5000%  | 0.0000% | $977.80            | $1000.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0692             | 2054-11-01      | 5.5000%  | 0.0000% | $17455.89          | $17882.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3615             | 2054-10-01      | 5.5000%  | 0.0000% | $1089432.66        | $1120378.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5298             | 2054-11-01      | 5.0000%  | 0.0000% | $972.04            | $977.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438             | 2054-06-01      | 5.5000%  | 0.0000% | $899.22            | $909.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5087             | 2052-11-01      | 5.5000%  | 0.0000% | $1557781.77        | $1594833.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5090             | 2052-11-01      | 6.0000%  | 0.0000% | $783.01            | $814.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8157             | 2054-03-01      | 6.0000%  | 0.0000% | $841.50            | $874.95            | Agency Mortgage-Backed Securities  |
| GNII SF MA8099 M                 | 2052-06-20      | 3.5000%  | 0.0000% | $32075526.82       | $29369931.18       | Agency Mortgage-Backed Securities  |
| FMAR 841660 G                    | 2050-05-01      | 3.1620%  | 0.0000% | $2819.48           | $2719.02           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB0099             | 2050-06-01      | 2.5000%  | 0.0000% | $1076.57           | $908.09            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB1310             | 2050-07-01      | 2.0000%  | 0.0000% | $1208.00           | $975.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5859             | 2054-11-01      | 5.5000%  | 0.0000% | $20709.63          | $21048.99          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8543             | 2054-05-01      | 6.0000%  | 0.0000% | $781688.07         | $812639.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9448             | 2054-11-01      | 4.5000%  | 0.0000% | $950.79            | $929.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563             | 2055-04-01      | 5.5000%  | 0.0000% | $984.15            | $1001.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1992             | 2054-10-01      | 6.0000%  | 0.0000% | $12577.92          | $13014.29          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444             | 2054-08-01      | 5.5000%  | 0.0000% | $25390333.00       | $25668783.15       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5564             | 2044-12-01      | 6.0000%  | 0.0000% | $800.30            | $826.12            | Agency Mortgage-Backed Securities  |
| GNII SF DI4922 C                 | 2055-07-20      | 6.0000%  | 0.0000% | $3021.14           | $3143.79           | Agency Mortgage-Backed Securities  |
| GNII ET DI5902 C                 | 2065-03-20      | 7.0000%  | 0.0000% | $4061.27           | $4193.24           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847             | 2052-05-01      | 4.5000%  | 0.0000% | $196885.45         | $191901.49         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7419             | 2053-02-01      | 5.5000%  | 0.0000% | $556.93            | $570.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5928             | 2053-11-01      | 6.5000%  | 0.0000% | $901634.61         | $953946.15         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1281             | 2054-08-01      | 6.0000%  | 0.0000% | $969188.76         | $1011743.58        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1407             | 2054-08-01      | 6.0000%  | 0.0000% | $1125707.46        | $1176551.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1586             | 2054-08-01      | 6.0000%  | 0.0000% | $1086278.54        | $1131623.79        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1912             | 2054-08-01      | 7.0000%  | 0.0000% | $1099833.26        | $1173405.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2179             | 2054-08-01      | 5.5000%  | 0.0000% | $919.59            | $941.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2462             | 2054-08-01      | 6.0000%  | 0.0000% | $20630.06          | $21516.48          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4504             | 2054-09-01      | 5.5000%  | 0.0000% | $925.61            | $945.78            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ7454             | 2054-10-01      | 7.0000%  | 0.0000% | $939.53            | $1001.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8522             | 2054-12-01      | 5.5000%  | 0.0000% | $788538.08         | $806347.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9228             | 2054-12-01      | 5.5000%  | 0.0000% | $947.12            | $968.50            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD0226             | 2055-03-01      | 7.0000%  | 0.0000% | $1251998.30        | $1343066.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0436             | 2055-02-01      | 6.0000%  | 0.0000% | $1835439.76        | $1912492.75        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1115             | 2055-01-01      | 7.0000%  | 0.0000% | $598.80            | $637.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4488             | 2055-04-01      | 6.0000%  | 0.0000% | $995.35            | $1036.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6819             | 2055-04-01      | 5.5000%  | 0.0000% | $1543636.35        | $1569433.26        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7380             | 2055-04-01      | 7.0000%  | 0.0000% | $2929084.98        | $3107795.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5867             | 2049-06-01      | 3.5000%  | 0.0000% | $29528572.41       | $27335846.24       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7512             | 2051-04-01      | 2.0000%  | 0.0000% | $779.92            | $623.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7856             | 2051-06-01      | 3.5000%  | 0.0000% | $637.37            | $588.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0938             | 2039-04-01      | 6.0000%  | 0.0000% | $27.68             | $29.27             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX0055             | 2054-11-01      | 6.0000%  | 0.0000% | $871.41            | $908.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1641             | 2054-12-01      | 5.5000%  | 0.0000% | $990.40            | $1011.89           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX2578             | 2054-12-01      | 4.5000%  | 0.0000% | $988.95            | $964.96            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX2653             | 2054-12-01      | 6.0000%  | 0.0000% | $648.97            | $675.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2553             | 2055-01-01      | 5.5000%  | 0.0000% | $958.62            | $972.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5177             | 2055-02-01      | 5.5000%  | 0.0000% | $1910.00           | $1935.07           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7524             | 2055-02-01      | 6.5000%  | 0.0000% | $1861668.28        | $1959894.65        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8394             | 2055-03-01      | 6.5000%  | 0.0000% | $1081855.61        | $1149269.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8572             | 2055-02-01      | 6.5000%  | 0.0000% | $1065589.46        | $1120348.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8670             | 2055-03-01      | 6.5000%  | 0.0000% | $1352963.69        | $1436537.01        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX8659             | 2055-03-01      | 7.0000%  | 0.0000% | $1133723.22        | $1217136.27        | Agency Mortgage-Backed Securities  |
| GNII SF BW0562 C                 | 2050-07-20      | 3.0000%  | 0.0000% | $370.65            | $329.16            | Agency Mortgage-Backed Securities  |
| GNII SF BX5468 C                 | 2050-09-20      | 3.0000%  | 0.0000% | $93.14             | $82.86             | Agency Mortgage-Backed Securities  |
| GNMI SF BY2839 X                 | 2051-01-15      | 2.5000%  | 0.0000% | $786.11            | $675.77            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2790             | 2050-06-01      | 2.5000%  | 0.0000% | $449.55            | $379.34            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855             | 2051-09-01      | 2.5000%  | 0.0000% | $6106947.97        | $5106882.99        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3183             | 2055-07-01      | 7.0000%  | 0.0000% | $2045208.32        | $2171404.72        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4236             | 2055-07-01      | 7.0000%  | 0.0000% | $1451543.69        | $1542585.16        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4238             | 2055-07-01      | 7.0000%  | 0.0000% | $1066098.66        | $1134274.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6692             | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2028.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6734             | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $3045.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0566             | 2061-09-01      | 5.0000%  | 0.0000% | $1284.11           | $1284.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9190             | 2051-10-01      | 2.0000%  | 0.0000% | $811.00            | $648.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3048             | 2052-10-01      | 5.0000%  | 0.0000% | $25665593.79       | $25631430.03       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2221             | 2055-04-01      | 6.0000%  | 0.0000% | $989.16            | $1027.74           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY8426             | 2055-06-01      | 7.0000%  | 0.0000% | $15988.87          | $17037.79          | Agency Mortgage-Backed Securities  |
| GNII SF CB3228 C                 | 2051-02-20      | 3.5000%  | 0.0000% | $1138.10           | $1043.33           | Agency Mortgage-Backed Securities  |
| GNII SF CD3283 C                 | 2051-09-20      | 4.0000%  | 0.0000% | $838.54            | $810.82            | Agency Mortgage-Backed Securities  |
| GNHA RM CL0587 H                 | 2072-01-20      | 5.8660%  | 0.0000% | $976.43            | $1025.01           | Agency Mortgage-Backed Securities  |
| GNHA AL CL8179 H                 | 2072-05-20      | 6.6750%  | 0.0000% | $2078654.68        | $2204755.57        | Agency Mortgage-Backed Securities  |
| GNII SF CQ0924 C                 | 2053-01-20      | 7.5000%  | 0.0000% | $1984488.44        | $2078510.20        | Agency Mortgage-Backed Securities  |
| GNMI SF CR2389 X                 | 2053-04-15      | 6.5000%  | 0.0000% | $971.41            | $1062.99           | Agency Mortgage-Backed Securities  |
| GNII SF CR8917 C                 | 2053-06-20      | 5.5000%  | 0.0000% | $2442758.61        | $2486761.92        | Agency Mortgage-Backed Securities  |
| GNII SF CR9840 C                 | 2053-01-20      | 7.5000%  | 0.0000% | $1572360.42        | $1681416.71        | Agency Mortgage-Backed Securities  |
| GNII SF CR9729 C                 | 2053-11-20      | 8.0000%  | 0.0000% | $701369.12         | $735995.87         | Agency Mortgage-Backed Securities  |
| GNII SF CS4369 C                 | 2053-07-20      | 6.0000%  | 0.0000% | $853.73            | $893.35            | Agency Mortgage-Backed Securities  |
| GNII SF CS4373 C                 | 2053-07-20      | 5.5000%  | 0.0000% | $3969.21           | $4048.78           | Agency Mortgage-Backed Securities  |
| GNII SF CS4292 C                 | 2053-06-20      | 5.5000%  | 0.0000% | $2283128.77        | $2314836.36        | Agency Mortgage-Backed Securities  |
| GNII SF CS4316 C                 | 2053-06-20      | 6.0000%  | 0.0000% | $2726606.44        | $2853133.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4104             | 2054-04-01      | 6.0000%  | 0.0000% | $942.79            | $979.81            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0126             | 2028-10-01      | 3.5100%  | 0.0000% | $969.23            | $958.68            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0752             | 2029-01-01      | 3.6500%  | 0.0000% | $1000.00           | $992.27            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL1741             | 2029-03-01      | 3.5500%  | 0.0000% | $963.56            | $952.32            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3076             | 2029-09-01      | 2.1500%  | 0.0000% | $2583.82           | $2412.25           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3435             | 2029-09-01      | 2.9000%  | 0.0000% | $1987.09           | $1908.72           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4150             | 2031-09-01      | 2.3800%  | 0.0000% | $2000.00           | $1806.20           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL6290             | 2030-05-01      | 2.0800%  | 0.0000% | $1000.00           | $911.06            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8565             | 2030-10-01      | 1.3300%  | 0.0000% | $1000.00           | $877.19            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9426             | 2030-12-01      | 1.2700%  | 0.0000% | $1778.67           | $1551.28           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM7037             | 2032-08-01      | 1.7546%  | 0.0000% | $1991.36           | $1724.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972             | 2053-10-01      | 6.5000%  | 0.0000% | $2776724.62        | $2947167.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942             | 2053-12-01      | 6.5000%  | 0.0000% | $1517.03           | $1586.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0023             | 2054-10-01      | 6.0000%  | 0.0000% | $946.40            | $985.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1341             | 2054-04-01      | 6.0000%  | 0.0000% | $563370.27         | $585677.30         | Agency Mortgage-Backed Securities  |
| GNII SF CS4317 C                 | 2053-07-20      | 6.0000%  | 0.0000% | $3538.66           | $3705.48           | Agency Mortgage-Backed Securities  |
| GNII SF CS5072 C                 | 2053-01-20      | 7.5000%  | 0.0000% | $2562134.97        | $2739840.38        | Agency Mortgage-Backed Securities  |
| GNII SF CU6166 C                 | 2053-06-20      | 6.0000%  | 0.0000% | $1947.68           | $2109.76           | Agency Mortgage-Backed Securities  |
| GNII SF CU7836 C                 | 2053-11-20      | 8.0000%  | 0.0000% | $2959.55           | $3105.85           | Agency Mortgage-Backed Securities  |
| GNII SF CU9210 C                 | 2053-06-20      | 6.5000%  | 0.0000% | $909.91            | $951.75            | Agency Mortgage-Backed Securities  |
| GNII SF CV0165 C                 | 2053-07-20      | 7.5000%  | 0.0000% | $783873.52         | $825800.82         | Agency Mortgage-Backed Securities  |
| GNII SF CV1562 C                 | 2053-06-20      | 6.5000%  | 0.0000% | $1588.60           | $1668.09           | Agency Mortgage-Backed Securities  |
| GNII SF CV6268 C                 | 2053-09-20      | 7.0000%  | 0.0000% | $828.33            | $884.94            | Agency Mortgage-Backed Securities  |
| GNII SF CV6503 C                 | 2053-04-20      | 5.5000%  | 0.0000% | $470939.78         | $477479.61         | Agency Mortgage-Backed Securities  |
| GNII SF CV7900 C                 | 2053-07-20      | 5.5000%  | 0.0000% | $1694763.46        | $1739172.66        | Agency Mortgage-Backed Securities  |
| GNII SF CW2366 C                 | 2053-07-20      | 7.5000%  | 0.0000% | $1965.28           | $2057.11           | Agency Mortgage-Backed Securities  |
| GNII SF CW2456 C                 | 2053-08-20      | 7.5000%  | 0.0000% | $976.63            | $1019.79           | Agency Mortgage-Backed Securities  |
| GNHA ML CX2308 H                 | 2073-08-20      | 6.5340%  | 0.0000% | $381.55            | $391.97            | Agency Mortgage-Backed Securities  |
| GNHA ML CX2463 H                 | 2073-08-20      | 6.5580%  | 0.0000% | $818.92            | $840.27            | Agency Mortgage-Backed Securities  |
| GNHA ML CY5061 H                 | 2073-11-20      | 6.5750%  | 0.0000% | $588.21            | $607.61            | Agency Mortgage-Backed Securities  |
| GNII SF CZ1323 C                 | 2054-04-20      | 6.0000%  | 0.0000% | $2955.47           | $3090.63           | Agency Mortgage-Backed Securities  |
| GNII SF CZ1470 C                 | 2054-08-20      | 7.5000%  | 0.0000% | $5146067.22        | $5540165.05        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1474 C                 | 2054-07-20      | 7.5000%  | 0.0000% | $1939.46           | $2097.44           | Agency Mortgage-Backed Securities  |
| GNII SF CZ1477 C                 | 2054-06-20      | 7.5000%  | 0.0000% | $8288391.91        | $8923128.01        | Agency Mortgage-Backed Securities  |
| GNII SF DA5223 C                 | 2054-06-20      | 5.5000%  | 0.0000% | $2348107.23        | $2375657.05        | Agency Mortgage-Backed Securities  |
| GNII SF DA9377 C                 | 2054-09-20      | 6.0000%  | 0.0000% | $785765.38         | $831873.05         | Agency Mortgage-Backed Securities  |
| GNII SF DB5948 C                 | 2054-03-20      | 8.0000%  | 0.0000% | $1979.39           | $2138.48           | Agency Mortgage-Backed Securities  |
| GNII SF DC4645 C                 | 2054-05-20      | 7.5000%  | 0.0000% | $2969.04           | $3239.86           | Agency Mortgage-Backed Securities  |
| GNII SF DC4651 C                 | 2054-06-20      | 7.5000%  | 0.0000% | $1915.88           | $2038.31           | Agency Mortgage-Backed Securities  |
| GNII SF 005082 M                 | 2041-06-20      | 4.5000%  | 0.0000% | $42.76             | $42.58             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2056             | 2052-12-01      | 6.0000%  | 0.0000% | $1709.42           | $1777.81           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HT471415             | 2032-05-01      | 3.4000%  | 0.0000% | $1427.52           | $1402.22           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0898             | 2031-02-01      | 1.4900%  | 0.0000% | $2000.00           | $1752.20           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1693             | 2031-04-01      | 1.9800%  | 0.0000% | $2000.00           | $1791.03           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0968             | 2031-02-01      | 1.3400%  | 0.0000% | $969.57            | $845.24            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1182             | 2031-03-01      | 1.3800%  | 0.0000% | $1000.00           | $864.22            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1195             | 2031-02-01      | 1.5800%  | 0.0000% | $32815.00          | $28762.41          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3683             | 2031-11-01      | 1.8100%  | 0.0000% | $2000.00           | $1740.68           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS4615             | 2029-01-01      | 1.6650%  | 0.0000% | $1000.00           | $923.99            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8176             | 2033-04-01      | 4.3850%  | 0.0000% | $6802186.00        | $6804502.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9994             | 2054-11-01      | 6.5000%  | 0.0000% | $835.04            | $873.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0277             | 2055-04-01      | 6.5000%  | 0.0000% | $974.67            | $1032.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0528             | 2055-06-01      | 6.5000%  | 0.0000% | $1077.67           | $1128.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA8548             | 2054-02-01      | 6.0000%  | 0.0000% | $762.71            | $797.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K0918263             | 2037-04-01      | 6.5000%  | 0.0000% | $72.21             | $73.84             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688             | 2054-10-01      | 6.5000%  | 0.0000% | $1932.90           | $2019.82           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1954             | 2054-07-01      | 5.5000%  | 0.0000% | $8325352.08        | $8485421.78        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0023             | 2055-05-01      | 6.0000%  | 0.0000% | $915.98            | $940.46            | Agency Mortgage-Backed Securities  |
| GNHA AL DC8273 H                 | 2074-07-20      | 6.7900%  | 0.0000% | $2776078.26        | $2946057.85        | Agency Mortgage-Backed Securities  |
| GNII ET DC8557 C                 | 2064-08-20      | 7.0000%  | 0.0000% | $764340.59         | $789200.35         | Agency Mortgage-Backed Securities  |
| GNII ET DD5333 C                 | 2064-08-20      | 7.0000%  | 0.0000% | $209947.10         | $216775.52         | Agency Mortgage-Backed Securities  |
| GNII ET DD5344 C                 | 2064-08-20      | 7.0000%  | 0.0000% | $6970.56           | $7197.27           | Agency Mortgage-Backed Securities  |
| GNII ET DD5363 C                 | 2064-08-20      | 7.0000%  | 0.0000% | $187679.87         | $193784.06         | Agency Mortgage-Backed Securities  |
| GNII ET DD5376 C                 | 2064-08-20      | 7.0000%  | 0.0000% | $414149.69         | $427619.67         | Agency Mortgage-Backed Securities  |
| GNII ET DD5384 C                 | 2064-08-20      | 7.0000%  | 0.0000% | $2238.47           | $2311.28           | Agency Mortgage-Backed Securities  |
| GNII ET DD5404 C                 | 2064-08-20      | 7.0000%  | 0.0000% | $1061.55           | $1096.07           | Agency Mortgage-Backed Securities  |
| GNII ET DD5408 C                 | 2064-08-20      | 7.0000%  | 0.0000% | $36126.68          | $37301.68          | Agency Mortgage-Backed Securities  |
| GNII ET DD5433 C                 | 2064-08-20      | 7.0000%  | 0.0000% | $256674.13         | $265022.32         | Agency Mortgage-Backed Securities  |
| GNII SF DD9136 C                 | 2054-10-20      | 6.5000%  | 0.0000% | $1283078.17        | $1325245.97        | Agency Mortgage-Backed Securities  |
| GNII SF DE0352 C                 | 2054-07-20      | 7.5000%  | 0.0000% | $2973.96           | $3179.96           | Agency Mortgage-Backed Securities  |
| GNII SF DE4985 C                 | 2054-09-20      | 7.5000%  | 0.0000% | $3801.86           | $4102.28           | Agency Mortgage-Backed Securities  |
| GNII SF DE7799 C                 | 2054-11-20      | 6.0000%  | 0.0000% | $4033767.58        | $4191264.69        | Agency Mortgage-Backed Securities  |
| GNII SF DE7876 C                 | 2054-11-20      | 6.0000%  | 0.0000% | $2980492.60        | $3111496.18        | Agency Mortgage-Backed Securities  |
| GNII SF DE7936 C                 | 2054-12-20      | 6.0000%  | 0.0000% | $6953.97           | $7242.65           | Agency Mortgage-Backed Securities  |
| GNII SF DE7907 C                 | 2055-01-20      | 6.0000%  | 0.0000% | $4562320.06        | $4751718.70        | Agency Mortgage-Backed Securities  |
| GNII SF DE7920 C                 | 2055-01-20      | 6.0000%  | 0.0000% | $2980.50           | $3097.46           | Agency Mortgage-Backed Securities  |
| GNII SF DE7921 C                 | 2055-01-20      | 6.0000%  | 0.0000% | $1893261.53        | $1970810.78        | Agency Mortgage-Backed Securities  |
| GNII SF DE9928 C                 | 2054-10-20      | 6.5000%  | 0.0000% | $909227.82         | $939218.29         | Agency Mortgage-Backed Securities  |
| GNII SF DF1897 C                 | 2054-10-20      | 6.5000%  | 0.0000% | $1415978.88        | $1462685.73        | Agency Mortgage-Backed Securities  |
| GNII SF DF5460 C                 | 2054-10-20      | 6.5000%  | 0.0000% | $1452474.13        | $1500563.45        | Agency Mortgage-Backed Securities  |
| GNII SF DF5455 C                 | 2054-10-20      | 6.5000%  | 0.0000% | $875.14            | $904.12            | Agency Mortgage-Backed Securities  |
| GNII SF DF5937 C                 | 2051-10-20      | 6.5000%  | 0.0000% | $1297140.01        | $1316605.61        | Agency Mortgage-Backed Securities  |
| GNII SF DG4277 C                 | 2054-10-20      | 7.5000%  | 0.0000% | $10449452.29       | $11275171.49       | Agency Mortgage-Backed Securities  |
| GNII SF DG4286 C                 | 2054-11-20      | 7.5000%  | 0.0000% | $2980.79           | $3216.34           | Agency Mortgage-Backed Securities  |
| GNII SF DG7307 C                 | 2055-01-20      | 5.5000%  | 0.0000% | $11183.04          | $11450.31          | Agency Mortgage-Backed Securities  |
| GNII SF DG7415 C                 | 2055-01-20      | 7.5000%  | 0.0000% | $1002.64           | $1086.70           | Agency Mortgage-Backed Securities  |
| GNII SP 786378 C                 | 2049-06-20      | 5.0000%  | 0.0000% | $669.72            | $680.14            | Agency Mortgage-Backed Securities  |
| GNII SP 787212 C                 | 2047-10-20      | 3.5000%  | 0.0000% | $862.37            | $789.77            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688             | 2054-02-01      | 6.5000%  | 0.0000% | $258810.20         | $274681.88         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5125             | 2054-04-01      | 7.0000%  | 0.0000% | $749.68            | $797.78            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5953             | 2054-08-01      | 6.0000%  | 0.0000% | $12657.84          | $13135.45          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM6629             | 2029-09-01      | 3.4600%  | 0.0000% | $1682.01           | $1653.41           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM9777             | 2030-09-01      | 3.3700%  | 0.0000% | $2449.49           | $2379.79           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN2147             | 2028-08-01      | 2.5700%  | 0.0000% | $312366.99         | $300720.67         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN2375             | 2031-09-01      | 2.5100%  | 0.0000% | $887.94            | $816.35            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN5620             | 2032-06-01      | 3.2600%  | 0.0000% | $1689.14           | $1605.63           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7163             | 2027-10-01      | 2.9400%  | 0.0000% | $1713.53           | $1682.31           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN6316             | 2029-08-01      | 3.2100%  | 0.0000% | $933.67            | $904.96            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7211             | 2032-10-01      | 3.3300%  | 0.0000% | $1792.82           | $1687.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN8293             | 2028-02-01      | 3.2500%  | 0.0000% | $2619.67           | $2576.53           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN9056             | 2028-05-01      | 3.3300%  | 0.0000% | $1743.08           | $1718.04           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8740             | 2052-10-01      | 4.5000%  | 0.0000% | $440440.07         | $432827.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9574             | 2052-11-01      | 4.5000%  | 0.0000% | $1008.89           | $986.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2116             | 2052-12-01      | 6.0000%  | 0.0000% | $955803.73         | $1001986.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9312             | 2053-03-01      | 6.5000%  | 0.0000% | $888.16            | $941.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9555             | 2053-03-01      | 6.5000%  | 0.0000% | $548.81            | $580.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0131             | 2053-05-01      | 5.5000%  | 0.0000% | $714.83            | $727.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY0448             | 2053-05-01      | 6.5000%  | 0.0000% | $871.67            | $921.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2840             | 2053-06-01      | 5.5000%  | 0.0000% | $838.47            | $859.95            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ2691             | 2034-01-01      | 5.2400%  | 0.0000% | $1000.00           | $1044.59           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ2025             | 2029-03-01      | 4.4200%  | 0.0000% | $991.97            | $1007.53           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2788             | 2030-01-01      | 4.4500%  | 0.0000% | $1000.00           | $1016.44           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3278             | 2030-04-01      | 4.7400%  | 0.0000% | $1000.00           | $1013.62           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3708             | 2032-05-01      | 4.7700%  | 0.0000% | $1000.00           | $1018.57           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3805             | 2035-05-01      | 5.1200%  | 0.0000% | $1000.00           | $1040.96           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3828             | 2035-05-01      | 5.1500%  | 0.0000% | $1000.00           | $1035.45           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995050             | 2037-09-01      | 6.0000%  | 0.0000% | $7.80              | $8.25              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238             | 2048-01-01      | 3.5000%  | 0.0000% | $11810141.37       | $10902558.24       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735504             | 2035-04-01      | 6.0000%  | 0.0000% | $10.46             | $10.84             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA5229             | 2050-02-01      | 3.0000%  | 0.0000% | $570.84            | $497.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0581             | 2051-05-01      | 2.0000%  | 0.0000% | $736.83            | $592.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4208             | 2050-12-01      | 2.0000%  | 0.0000% | $664.60            | $534.51            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5340             | 2044-04-01      | 6.0000%  | 0.0000% | $597.52            | $617.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5353             | 2054-05-01      | 5.5000%  | 0.0000% | $870.12            | $879.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5388             | 2054-06-01      | 5.5000%  | 0.0000% | $886.23            | $896.13            | Agency Mortgage-Backed Securities  |
| GNII SF MA6410 M                 | 2050-01-20      | 3.5000%  | 0.0000% | $35815714.24       | $32944412.19       | Agency Mortgage-Backed Securities  |
| GNII SF MA6866 M                 | 2050-07-20      | 3.0000%  | 0.0000% | $7058.70           | $6287.34           | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M                 | 2050-10-20      | 2.0000%  | 0.0000% | $37119778.35       | $30463220.50       | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M                 | 2052-04-20      | 3.5000%  | 0.0000% | $788.41            | $724.09            | Agency Mortgage-Backed Securities  |
| GNII SF DK7840 C                 | 2055-06-20      | 7.5000%  | 0.0000% | $2995.74           | $3246.91           | Agency Mortgage-Backed Securities  |
| GNII SF DH6176 C                 | 2055-01-20      | 6.0000%  | 0.0000% | $2865318.45        | $2975122.23        | Agency Mortgage-Backed Securities  |
| GNII SF DH6177 C                 | 2055-01-20      | 6.0000%  | 0.0000% | $2574320.91        | $2674870.46        | Agency Mortgage-Backed Securities  |
| GNII SF DH6178 C                 | 2055-01-20      | 6.0000%  | 0.0000% | $889777.84         | $926715.78         | Agency Mortgage-Backed Securities  |
| GNII SF DH6197 C                 | 2055-01-20      | 6.0000%  | 0.0000% | $1988.56           | $2070.50           | Agency Mortgage-Backed Securities  |
| GNHA AL DJ1381 H                 | 2075-04-20      | 6.6400%  | 0.0000% | $1551978.09        | $1644687.57        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9854 C                 | 2055-07-20      | 6.5000%  | 0.0000% | $998.81            | $1056.14           | Agency Mortgage-Backed Securities  |
| GNII SF DJ9056 C                 | 2055-04-20      | 4.5000%  | 0.0000% | $49694738.59       | $47799828.51       | Agency Mortgage-Backed Securities  |
| GNII SF DJ9934 C                 | 2055-07-20      | 6.5000%  | 0.0000% | $11227767.86       | $11872225.52       | Agency Mortgage-Backed Securities  |
| TINT 05/15/29                    | 2029-05-15      | 0.0000%  | 0.0000% | $0.23              | $0.20              | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                 | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.14            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $102.66            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $1670500.00        | $1729601.47        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $1170900.00        | $1199722.78        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30                  | 2030-04-15      | 1.6250%  | 0.0000% | $607.71            | $624.30            | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28                 | 2028-10-15      | 2.3750%  | 0.0000% | $3756802.58        | $3967747.56        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $6014800.00        | $6278494.59        | U.S. Treasuries (including strips) |
| 4 NOTE U 29                      | 2029-01-31      | 4.0000%  | 0.0000% | $49900.00          | $50668.37          | U.S. Treasuries (including strips) |
| 4 NOTE G 31                      | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $5400.00           | $5498.06           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                  | 2030-01-31      | 3.5000%  | 0.0000% | $1000.00           | $995.64            | U.S. Treasuries (including strips) |
| 4 NOTE V 28                      | 2028-02-29      | 4.0000%  | 0.0000% | $82000.00          | $84389.12          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                  | 2028-03-31      | 3.6250%  | 0.0000% | $3172000.00        | $3221773.76        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $96.79             | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $500.00            | $434.33            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $1100.00           | $1079.46           | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $32900.00          | $32187.03          | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2025-12-18      | 0.0000%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| 6 1/2 TPRN 26                    | 2026-11-15      | 0.0000%  | 0.0000% | $6788500.00        | $6516131.80        | U.S. Treasuries (including strips) |
| 1 3/4 TRIB 28                    | 2028-01-15      | 1.7500%  | 0.0000% | $647004.01         | $661381.70         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.32             | U.S. Treasuries (including strips) |

### Security 6: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480D79, C.4 - ISIN: US196480D793, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24765000.00
- **C.18.a - Value (excl. sponsor support):** $24765000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2042-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 7: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480YP6, C.4 - ISIN: US196480YP65, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $29370000.00
- **C.18.a - Value (excl. sponsor support):** $29370000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2052-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 8: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 199203AA8, C.4 - ISIN: US199203AA86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6535000.00
- **C.18.a - Value (excl. sponsor support):** $6535000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **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 9: DMA Lancaster LLC

- **C.1 - Title:** DMA Lancaster LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23346PAA7, C.4 - ISIN: US23346PAA75, C.3 - LEI: 2549005Z5PNNRPOHZP76
- **C.18 - Value (incl. sponsor support):** $13360000.00
- **C.18.a - Value (excl. sponsor support):** $13360000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2064-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: Daiwa Capital Markets, Inc.

- **C.1 - Title:** Daiwa Capital Markets, 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: 234993004, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 234993004_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLSD8531                      | 2055-05-01      | 4.5000%  | 0.0000% | $19573.20          | $18907.91          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533                      | 2055-05-01      | 5.5000%  | 0.0000% | $5488415.35        | $5544247.78        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4497                      | 2050-02-01      | 3.0000%  | 0.0000% | $1702.39           | $1550.22           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243                      | 2052-09-01      | 3.5000%  | 0.0000% | $843.02            | $765.84            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8286                      | 2053-01-01      | 4.0000%  | 0.0000% | $857.90            | $804.89            | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M                          | 2053-05-20      | 5.0000%  | 0.0000% | $34196549.00       | $34055108.27       | Agency Mortgage-Backed Securities  |
| GNII SF MA8950 M                          | 2053-06-20      | 6.5000%  | 0.0000% | $851216.28         | $882613.86         | Agency Mortgage-Backed Securities  |
| GNII SF DL8921 C                          | 2055-08-20      | 6.5000%  | 0.0000% | $4181310.00        | $4457174.25        | Agency Mortgage-Backed Securities  |
| GNII SF DL8541 C                          | 2055-07-20      | 6.0000%  | 0.0000% | $2108288.00        | $2178992.95        | Agency Mortgage-Backed Securities  |
| GNII SF DL8542 C                          | 2055-08-20      | 6.0000%  | 0.0000% | $2623790.00        | $2706950.15        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC4418                      | 2051-07-01      | 2.0000%  | 0.0000% | $83432.39          | $66485.90          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2433                      | 2051-12-01      | 2.0000%  | 0.0000% | $1122315.43        | $894354.71         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2437                      | 2051-12-01      | 2.0000%  | 0.0000% | $824442.83         | $659194.44         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2900                      | 2051-12-01      | 2.0000%  | 0.0000% | $141778.05         | $112980.60         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229                      | 2052-01-01      | 1.5000%  | 0.0000% | $729745.33         | $552878.17         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2037                      | 2054-05-01      | 6.0000%  | 0.0000% | $848.45            | $877.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0362                      | 2054-08-01      | 5.5000%  | 0.0000% | $32777559.91       | $33129124.74       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC0389                      | 2054-09-01      | 5.0000%  | 0.0000% | $1925495.29        | $1907586.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1817                      | 2054-11-01      | 5.5000%  | 0.0000% | $991.35            | $1002.83           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266                      | 2052-11-01      | 4.5000%  | 0.0000% | $834.11            | $809.10            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8272                      | 2052-12-01      | 3.0000%  | 0.0000% | $849.33            | $739.41            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8279                      | 2052-11-01      | 6.0000%  | 0.0000% | $698.34            | $718.64            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8321                      | 2053-05-01      | 4.0000%  | 0.0000% | $869.96            | $815.98            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8323                      | 2053-05-01      | 5.0000%  | 0.0000% | $13295.32          | $13202.64          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8296                      | 2053-02-01      | 3.5000%  | 0.0000% | $873.18            | $792.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300                      | 2053-02-01      | 5.5000%  | 0.0000% | $781.33            | $791.42            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314                      | 2053-04-01      | 4.5000%  | 0.0000% | $896.30            | $866.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8316                      | 2053-04-01      | 5.5000%  | 0.0000% | $807.66            | $817.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349                      | 2053-08-01      | 5.5000%  | 0.0000% | $829.28            | $839.39            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8340                      | 2053-07-01      | 4.5000%  | 0.0000% | $890.88            | $860.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342                      | 2053-07-01      | 5.5000%  | 0.0000% | $832.62            | $843.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382                      | 2053-12-01      | 5.0000%  | 0.0000% | $114959.65         | $114140.78         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362                      | 2053-09-01      | 5.5000%  | 0.0000% | $848.91            | $859.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8371                      | 2053-11-01      | 5.0000%  | 0.0000% | $896.81            | $890.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8446                      | 2054-07-01      | 5.5000%  | 0.0000% | $2547148.42        | $2575339.70        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8447                      | 2054-07-01      | 6.0000%  | 0.0000% | $829.46            | $851.63            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438                      | 2054-06-01      | 5.5000%  | 0.0000% | $27432455.43       | $27738952.16       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453                      | 2054-08-01      | 5.5000%  | 0.0000% | $6874610.02        | $6948221.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462                      | 2054-09-01      | 5.5000%  | 0.0000% | $76003980.31       | $76814773.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469                      | 2054-10-01      | 5.5000%  | 0.0000% | $914.07            | $923.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8470                      | 2054-10-01      | 6.0000%  | 0.0000% | $1748.44           | $1795.17           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474                      | 2054-11-01      | 5.0000%  | 0.0000% | $11482473.77       | $11375674.01       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475                      | 2054-11-01      | 5.5000%  | 0.0000% | $1848.44           | $1867.24           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475                      | 2054-11-01      | 5.5000%  | 0.0000% | $396126.44         | $400156.15         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8515                      | 2055-03-01      | 5.5000%  | 0.0000% | $40363545.71       | $40774155.10       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487                      | 2054-12-01      | 4.0000%  | 0.0000% | $6000002.35        | $5621198.87        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8489                      | 2054-12-01      | 4.5000%  | 0.0000% | $56683.03          | $54756.38          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491                      | 2054-12-01      | 5.0000%  | 0.0000% | $114476.32         | $113412.71         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8504                      | 2055-02-01      | 4.5000%  | 0.0000% | $9636160.85        | $9308627.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506                      | 2055-02-01      | 5.5000%  | 0.0000% | $8439400.17        | $8525252.31        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB837923                      | 2035-08-01      | 6.4900%  | 0.0000% | $48.31             | $49.84             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3901                      | 2052-06-01      | 3.5000%  | 0.0000% | $876.89            | $795.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3909                      | 2052-06-01      | 4.0000%  | 0.0000% | $6616.94           | $6208.42           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4067                      | 2052-07-01      | 4.5000%  | 0.0000% | $830792.45         | $809690.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112                      | 2052-07-01      | 3.5000%  | 0.0000% | $1592.88           | $1455.43           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4113                      | 2052-07-01      | 3.5000%  | 0.0000% | $807.76            | $736.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4263                      | 2037-07-01      | 4.5000%  | 0.0000% | $658.00            | $658.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4675                      | 2052-09-01      | 4.5000%  | 0.0000% | $26704.95          | $25861.50          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4847                      | 2052-10-01      | 5.5000%  | 0.0000% | $747.34            | $758.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024                      | 2052-11-01      | 5.0000%  | 0.0000% | $10652777.08       | $10631779.27       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5664                      | 2053-02-01      | 4.0000%  | 0.0000% | $22047.96          | $20664.92          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046                      | 2053-04-01      | 4.5000%  | 0.0000% | $272344.18         | $264478.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6733                      | 2053-07-01      | 5.0000%  | 0.0000% | $11209739.35       | $11179001.00       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8871                      | 2054-07-01      | 6.5000%  | 0.0000% | $134854.27         | $141783.83         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8193                      | 2054-03-01      | 7.0000%  | 0.0000% | $11057591.01       | $11809666.91       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4562                      | 2052-03-01      | 2.0000%  | 0.0000% | $2481.52           | $1985.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4548                      | 2052-02-01      | 2.5000%  | 0.0000% | $787.94            | $660.25            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4577                      | 2052-04-01      | 2.0000%  | 0.0000% | $840.58            | $672.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4580                      | 2052-04-01      | 3.5000%  | 0.0000% | $760.82            | $691.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4627                      | 2037-06-01      | 2.0000%  | 0.0000% | $637997.38         | $585950.55         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598                      | 2052-05-01      | 2.5000%  | 0.0000% | $830.85            | $692.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600                      | 2052-05-01      | 3.5000%  | 0.0000% | $18258.08          | $16566.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604                      | 2037-05-01      | 3.0000%  | 0.0000% | $647.06            | $619.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656                      | 2052-07-01      | 4.5000%  | 0.0000% | $790.82            | $764.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700                      | 2052-08-01      | 4.0000%  | 0.0000% | $4228.87           | $3968.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4732                      | 2052-09-01      | 4.0000%  | 0.0000% | $822.16            | $771.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733                      | 2052-09-01      | 4.5000%  | 0.0000% | $803.50            | $777.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4761                      | 2052-09-01      | 5.0000%  | 0.0000% | $689006.65         | $685697.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4806                      | 2052-11-01      | 5.0000%  | 0.0000% | $922.34            | $919.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807                      | 2052-11-01      | 5.5000%  | 0.0000% | $770.13            | $782.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4917                      | 2053-02-01      | 4.5000%  | 0.0000% | $846.84            | $820.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4963                      | 2053-03-01      | 3.5000%  | 0.0000% | $870.55            | $790.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5000                      | 2053-04-01      | 3.5000%  | 0.0000% | $911.28            | $827.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5038                      | 2053-06-01      | 5.0000%  | 0.0000% | $849.68            | $845.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071                      | 2053-07-01      | 5.0000%  | 0.0000% | $9476.91           | $9412.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072                      | 2053-07-01      | 5.5000%  | 0.0000% | $10614842.19       | $10756632.89       | Agency Mortgage-Backed Securities  |
| GNII SF MB0094 M                          | 2054-11-20      | 6.5000%  | 0.0000% | $1000000.11        | $1034675.67        | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M                          | 2055-01-20      | 4.5000%  | 0.0000% | $28999390.46       | $28036900.69       | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M                          | 2055-01-20      | 5.5000%  | 0.0000% | $1247626.57        | $1262519.21        | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M                          | 2055-02-20      | 5.5000%  | 0.0000% | $11634029.60       | $11772902.43       | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M                          | 2055-03-20      | 5.5000%  | 0.0000% | $99990.24          | $101183.81         | Agency Mortgage-Backed Securities  |
| GNII JM MB0356 M                          | 2055-03-20      | 7.0000%  | 0.0000% | $1041220.16        | $1070483.07        | Agency Mortgage-Backed Securities  |
| GNII SF MB0424 M                          | 2055-05-20      | 5.5000%  | 0.0000% | $114223690.60      | $115587153.50      | Agency Mortgage-Backed Securities  |
| GNII SF MB0485 M                          | 2055-07-20      | 5.5000%  | 0.0000% | $48169956.88       | $48744950.96       | Agency Mortgage-Backed Securities  |
| GNII SF MB0556 M                          | 2055-06-20      | 5.5000%  | 0.0000% | $20240838.00       | $20482448.39       | Agency Mortgage-Backed Securities  |
| GNII SF MB0557 M                          | 2053-01-20      | 6.0000%  | 0.0000% | $71237798.00       | $73014658.67       | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G                      | 2034-11-01      | 6.0000%  | 0.0000% | $14.06             | $14.45             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20603 G                      | 2034-05-01      | 6.0000%  | 0.0000% | $25.08             | $25.74             | Agency Mortgage-Backed Securities  |
| 02.500 FGPC T45074 G                      | 2030-02-01      | 2.5000%  | 0.0000% | $51.66             | $50.24             | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G30670 G                      | 2033-12-01      | 4.5000%  | 0.0000% | $151489.96         | $153351.01         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04153 G                      | 2038-03-01      | 5.5000%  | 0.0000% | $47344.54          | $49329.12          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G                      | 2047-09-01      | 3.5000%  | 0.0000% | $30113207.91       | $27935367.18       | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08737 G                      | 2046-12-01      | 3.0000%  | 0.0000% | $200.68            | $180.04            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18642 G                      | 2032-04-01      | 3.5000%  | 0.0000% | $104.64            | $103.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605                      | 2053-08-01      | 5.5000%  | 0.0000% | $12507723.10       | $12765191.81       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD3984                      | 2051-05-01      | 2.0000%  | 0.0000% | $2711.97           | $2161.13           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4275                      | 2053-09-01      | 6.0000%  | 0.0000% | $2057.37           | $2118.98           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G                      | 2041-11-01      | 4.0000%  | 0.0000% | $376679.19         | $367505.96         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U90316 G                      | 2042-10-01      | 4.0000%  | 0.0000% | $23606.83          | $22871.48          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U95137 G                      | 2043-08-01      | 4.0000%  | 0.0000% | $28616.61          | $27695.90          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U49046 G                      | 2029-02-01      | 4.0000%  | 0.0000% | $104.74            | $104.19            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G                      | 2046-05-01      | 3.5000%  | 0.0000% | $1702149.94        | $1590761.63        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G                      | 2047-01-01      | 3.5000%  | 0.0000% | $6378742.50        | $5934987.56        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44981 G                      | 2046-12-01      | 3.5000%  | 0.0000% | $5401659.17        | $4977370.85        | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G                      | 2031-12-01      | 7.0000%  | 0.0000% | $77.64             | $82.10             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB6890                      | 2050-12-01      | 2.0000%  | 0.0000% | $1065431.31        | $851040.49         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7053                      | 2050-12-01      | 2.0000%  | 0.0000% | $995056.60         | $792944.24         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7858                      | 2051-01-01      | 2.0000%  | 0.0000% | $99468.57          | $79264.87          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB8296                      | 2051-02-01      | 2.0000%  | 0.0000% | $87307.71          | $69623.84          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5723                      | 2054-11-01      | 5.0000%  | 0.0000% | $192136.43         | $190539.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6990                      | 2054-12-01      | 5.0000%  | 0.0000% | $27851288.63       | $27619813.48       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484                      | 2054-05-01      | 5.5000%  | 0.0000% | $933.69            | $944.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8828                      | 2054-07-01      | 5.0000%  | 0.0000% | $955.61            | $946.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9323                      | 2054-10-01      | 5.5000%  | 0.0000% | $946.44            | $965.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645                      | 2054-12-01      | 5.0000%  | 0.0000% | $963.68            | $961.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9957                      | 2055-02-01      | 5.0000%  | 0.0000% | $24951216.85       | $24902085.14       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9949                      | 2055-02-01      | 4.5000%  | 0.0000% | $61410.20          | $59322.86          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1550                      | 2052-07-01      | 3.0000%  | 0.0000% | $994.39            | $877.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFA2587                      | 2040-08-01      | 5.0000%  | 0.0000% | $1008.00           | $1023.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2198                      | 2055-07-01      | 5.0000%  | 0.0000% | $1014.88           | $1020.89           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089                      | 2053-07-01      | 4.0000%  | 0.0000% | $877.88            | $823.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5135                      | 2053-09-01      | 4.0000%  | 0.0000% | $894.49            | $838.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5137                      | 2053-09-01      | 5.0000%  | 0.0000% | $866.67            | $861.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139                      | 2053-09-01      | 6.0000%  | 0.0000% | $763.87            | $785.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5108                      | 2053-08-01      | 6.0000%  | 0.0000% | $759.05            | $780.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5201                      | 2038-11-01      | 5.5000%  | 0.0000% | $634.29            | $651.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215                      | 2053-12-01      | 5.5000%  | 0.0000% | $879.98            | $890.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5216                      | 2053-12-01      | 6.0000%  | 0.0000% | $757.76            | $779.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5248                      | 2054-01-01      | 6.5000%  | 0.0000% | $8291245.98        | $8634798.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5417                      | 2054-07-01      | 4.0000%  | 0.0000% | $969683.27         | $908463.40         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470                      | 2054-09-01      | 5.5000%  | 0.0000% | $3321509.93        | $3357936.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497                      | 2054-10-01      | 5.5000%  | 0.0000% | $345168.39         | $348764.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552                      | 2054-12-01      | 5.0000%  | 0.0000% | $864024.64         | $855988.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5553                      | 2054-12-01      | 5.5000%  | 0.0000% | $16935906.51       | $17108191.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5530                      | 2054-11-01      | 5.0000%  | 0.0000% | $950.99            | $942.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5531                      | 2054-11-01      | 5.5000%  | 0.0000% | $3902725.96        | $3942427.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5550                      | 2054-12-01      | 4.0000%  | 0.0000% | $42306998.90       | $39635993.53       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614                      | 2055-02-01      | 5.5000%  | 0.0000% | $1243899.06        | $1256552.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646                      | 2055-03-01      | 5.5000%  | 0.0000% | $3530758.20        | $3566675.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646                      | 2055-03-01      | 5.5000%  | 0.0000% | $110404.21         | $111527.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5647                      | 2055-03-01      | 6.0000%  | 0.0000% | $23416.89          | $24032.09          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5698                      | 2055-05-01      | 4.5000%  | 0.0000% | $146256.85         | $141285.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5725                      | 2055-05-01      | 3.5000%  | 0.0000% | $600838.08         | $545165.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5760                      | 2055-07-01      | 5.5000%  | 0.0000% | $1999792.12        | $2020135.56        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5789                      | 2055-08-01      | 4.0000%  | 0.0000% | $30996919.27       | $29039963.21       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793                      | 2055-08-01      | 6.0000%  | 0.0000% | $899911.21         | $923528.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822                      | 2055-08-01      | 5.5000%  | 0.0000% | $101084274.00      | $102112581.90      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823                      | 2055-08-01      | 6.0000%  | 0.0000% | $251002.00         | $257589.21         | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                          | 2053-07-20      | 5.5000%  | 0.0000% | $702151.58         | $713571.92         | Agency Mortgage-Backed Securities  |
| GNII SF MA9305 M                          | 2053-11-20      | 5.5000%  | 0.0000% | $4375438.06        | $4456942.75        | Agency Mortgage-Backed Securities  |
| GNII SF DI4706 C                          | 2055-08-20      | 6.5000%  | 0.0000% | $1023648.00        | $1071115.13        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC A23606 G                      | 2034-06-01      | 5.0000%  | 0.0000% | $8.01              | $8.16              | Agency Mortgage-Backed Securities  |
| FHFR 03SO 09/25 6931                      | 2025-09-19      | 4.4350%  | 0.0000% | $19260000.00       | $19428897.36       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535                      | 2041-12-01      | 4.0000%  | 0.0000% | $1223.90           | $1190.10           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL3994                      | 2042-10-01      | 3.0000%  | 0.0000% | $224.71            | $206.41            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313                      | 2043-03-01      | 3.0000%  | 0.0000% | $5502817.57        | $5074111.39        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE7181                      | 2052-06-01      | 3.5000%  | 0.0000% | $1559.57           | $1416.54           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2389                      | 2052-10-01      | 5.5000%  | 0.0000% | $813.46            | $824.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4916                      | 2052-12-01      | 5.0000%  | 0.0000% | $12266710.88       | $12193403.66       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF5620                      | 2052-12-01      | 5.0000%  | 0.0000% | $747.98            | $745.85            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017                      | 2053-05-01      | 5.0000%  | 0.0000% | $639913.64         | $637994.47         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5435                      | 2053-06-01      | 5.0000%  | 0.0000% | $895.01            | $888.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6312                      | 2053-07-01      | 5.5000%  | 0.0000% | $22519.21          | $22801.48          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7562                      | 2053-07-01      | 5.5000%  | 0.0000% | $713.99            | $728.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400                      | 2053-12-01      | 6.0000%  | 0.0000% | $7545615.79        | $7847037.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4561                      | 2054-09-01      | 5.5000%  | 0.0000% | $6384.22           | $6457.87           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600                      | 2054-10-01      | 5.5000%  | 0.0000% | $3458487.06        | $3496062.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8436                      | 2054-12-01      | 5.0000%  | 0.0000% | $28717059.68       | $28474655.79       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8821                      | 2054-12-01      | 5.0000%  | 0.0000% | $114430.26         | $113365.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD2310                      | 2055-02-01      | 4.5000%  | 0.0000% | $319130.62         | $308283.37         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5924                      | 2055-04-01      | 6.0000%  | 0.0000% | $1128236.13        | $1162055.77        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD7069                      | 2055-04-01      | 4.5000%  | 0.0000% | $355382.57         | $343303.12         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD7084                      | 2055-04-01      | 4.5000%  | 0.0000% | $603215.96         | $582712.65         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7303                      | 2055-06-01      | 5.5000%  | 0.0000% | $106339.69         | $107460.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7437                      | 2055-04-01      | 6.5000%  | 0.0000% | $1017016.31        | $1064433.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7875                      | 2055-04-01      | 6.0000%  | 0.0000% | $148957.20         | $152893.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD8106                      | 2055-04-01      | 4.5000%  | 0.0000% | $356992.79         | $344860.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD8142                      | 2055-05-01      | 4.5000%  | 0.0000% | $238224.82         | $230127.56         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9348                      | 2055-06-01      | 6.5000%  | 0.0000% | $5788307.84        | $6060940.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE0113                      | 2055-06-01      | 4.5000%  | 0.0000% | $588038.04         | $568052.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE1494                      | 2055-06-01      | 4.5000%  | 0.0000% | $396684.27         | $383202.56         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1830                      | 2055-05-01      | 6.5000%  | 0.0000% | $1257058.50        | $1317718.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1927                      | 2055-06-01      | 6.5000%  | 0.0000% | $1205510.32        | $1258195.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2523                      | 2052-08-01      | 3.0000%  | 0.0000% | $2558202.00        | $2266964.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2545                      | 2055-08-01      | 6.0000%  | 0.0000% | $8557205.00        | $8782282.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2716                      | 2055-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1021.19           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664                      | 2049-03-01      | 4.0000%  | 0.0000% | $808.17            | $771.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4044                      | 2035-08-01      | 2.0000%  | 0.0000% | $931245.57         | $861478.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4088                      | 2050-03-01      | 3.5000%  | 0.0000% | $304.33            | $277.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4870                      | 2050-11-01      | 2.0000%  | 0.0000% | $1777984.64        | $1416846.72        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5197                      | 2050-03-01      | 3.5000%  | 0.0000% | $1224.20           | $1122.18           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293                      | 2051-01-01      | 3.0000%  | 0.0000% | $564.91            | $493.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6163                      | 2051-02-01      | 2.5000%  | 0.0000% | $752.94            | $628.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM6733                      | 2035-02-01      | 2.5000%  | 0.0000% | $350.72            | $338.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6965                      | 2051-04-01      | 2.5000%  | 0.0000% | $750.70            | $627.68            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7035                      | 2051-05-01      | 2.0000%  | 0.0000% | $131705.93         | $104954.29         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7411                      | 2051-05-01      | 2.0000%  | 0.0000% | $799.18            | $636.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599                      | 2051-01-01      | 3.5000%  | 0.0000% | $13999.88          | $12838.45          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8104                      | 2051-07-01      | 3.0000%  | 0.0000% | $682.15            | $593.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8433                      | 2051-08-01      | 2.0000%  | 0.0000% | $748.48            | $605.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAE0201                      | 2037-08-01      | 5.5000%  | 0.0000% | $22.51             | $23.20             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX2709                      | 2055-01-01      | 6.0000%  | 0.0000% | $911.76            | $936.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX3769                      | 2055-01-01      | 5.0000%  | 0.0000% | $17009304.61       | $16866662.69       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX8207                      | 2055-03-01      | 4.5000%  | 0.0000% | $679574.18         | $657111.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M                          | 2054-03-20      | 5.5000%  | 0.0000% | $8628195.68        | $8750688.26        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM2669                      | 2047-02-01      | 4.5000%  | 0.0000% | $96.32             | $94.98             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465                      | 2042-09-01      | 3.5000%  | 0.0000% | $7578014.40        | $7134414.27        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531                      | 2042-06-01      | 3.5000%  | 0.0000% | $1723985.28        | $1623077.36        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN0949                      | 2048-10-01      | 4.0000%  | 0.0000% | $6968776.50        | $6609265.06        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTZA2197                      | 2031-03-01      | 4.5000%  | 0.0000% | $31.66             | $31.93             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4883                      | 2047-03-01      | 4.0000%  | 0.0000% | $3750178.50        | $3592487.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9527                      | 2054-11-01      | 6.0000%  | 0.0000% | $1901675.94        | $1951582.89        | Agency Mortgage-Backed Securities  |
| 4.07 FCOR 26-28 LK                        | 2028-08-21      | 4.0700%  | 0.0000% | $10200000.00       | $10200483.93       | Agency Mortgage-Backed Securities  |
| 5.05 FCOR 25-32 EV                        | 2032-08-25      | 5.0500%  | 0.0000% | $17850000.00       | $17834526.03       | Agency Mortgage-Backed Securities  |
| 4.53 FCOR 25-30 IT                        | 2030-02-25      | 4.5300%  | 0.0000% | $47352000.00       | $47313329.20       | Agency Mortgage-Backed Securities  |
| 4.21 FCOR 26-29 JM                        | 2029-08-27      | 4.2100%  | 0.0000% | $14300000.00       | $14296366.21       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1021                      | 2049-06-01      | 3.0000%  | 0.0000% | $1881966.15        | $1681482.80        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1293                      | 2049-09-01      | 3.0000%  | 0.0000% | $194486.39         | $172774.57         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3523                      | 2050-09-01      | 2.0000%  | 0.0000% | $53901.35          | $42982.69          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3952                      | 2050-11-01      | 2.0000%  | 0.0000% | $1404329.35        | $1121884.39        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5391                      | 2051-06-01      | 3.0000%  | 0.0000% | $17735.59          | $15431.37          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA4539                      | 2051-02-01      | 1.5000%  | 0.0000% | $32637420.15       | $24756549.35       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5204                      | 2051-05-01      | 2.0000%  | 0.0000% | $812.58            | $647.53            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5715                      | 2051-10-01      | 2.0000%  | 0.0000% | $128081.17         | $102688.12         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7183                      | 2052-04-01      | 4.0000%  | 0.0000% | $1517125.14        | $1422209.40        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6388                      | 2051-12-01      | 2.5000%  | 0.0000% | $726.43            | $617.22            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6567                      | 2051-12-01      | 3.0000%  | 0.0000% | $715.02            | $633.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6605                      | 2052-01-01      | 3.0000%  | 0.0000% | $766.23            | $666.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7326                      | 2052-05-01      | 3.5000%  | 0.0000% | $1676.21           | $1522.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE3530                      | 2055-06-01      | 5.0000%  | 0.0000% | $998.73            | $997.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3531                      | 2055-08-01      | 5.5000%  | 0.0000% | $999.28            | $1009.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3600                      | 2055-09-01      | 6.0000%  | 0.0000% | $1899580.00        | $1964125.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3979                      | 2055-08-01      | 6.5000%  | 0.0000% | $1236199.00        | $1307922.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4265                      | 2055-07-01      | 6.5000%  | 0.0000% | $1138300.90        | $1188099.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4257                      | 2055-07-01      | 6.5000%  | 0.0000% | $1748634.82        | $1824547.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4285                      | 2055-07-01      | 6.5000%  | 0.0000% | $833349.39         | $878784.90         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4286                      | 2055-07-01      | 6.5000%  | 0.0000% | $1068665.69        | $1123582.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5289                      | 2055-09-01      | 6.5000%  | 0.0000% | $5217416.00        | $5448190.43        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5003                      | 2055-08-01      | 6.0000%  | 0.0000% | $3962352.00        | $4071675.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5109                      | 2055-07-01      | 6.5000%  | 0.0000% | $5742032.89        | $6014122.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7805                      | 2055-08-01      | 6.5000%  | 0.0000% | $4235712.00        | $4409755.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8279                      | 2055-09-01      | 6.5000%  | 0.0000% | $1001999.00        | $1048536.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8758                      | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $994.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9157                      | 2055-09-01      | 6.0000%  | 0.0000% | $1762237.00        | $1809022.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9369                      | 2055-09-01      | 6.0000%  | 0.0000% | $4706875.00        | $4830678.37        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA7651                      | 2046-01-01      | 4.0000%  | 0.0000% | $193.26            | $184.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327                      | 2045-12-01      | 3.5000%  | 0.0000% | $4465448.23        | $4170684.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351                      | 2047-03-01      | 4.0000%  | 0.0000% | $686178.18         | $650784.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBE9610                      | 2047-06-01      | 3.5000%  | 0.0000% | $257.45            | $237.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U3BF0234                      | 2042-06-01      | 3.5000%  | 0.0000% | $305.08            | $288.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U3BF0344                      | 2043-06-01      | 3.0000%  | 0.0000% | $332.84            | $314.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224                      | 2047-04-01      | 4.0000%  | 0.0000% | $7691027.08        | $7367627.93        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986                      | 2047-10-01      | 4.0000%  | 0.0000% | $257048.76         | $245940.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170                      | 2047-11-01      | 4.0000%  | 0.0000% | $204165.73         | $195104.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281                      | 2048-01-01      | 4.5000%  | 0.0000% | $374605.40         | $368446.89         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0879                      | 2052-03-01      | 2.5000%  | 0.0000% | $782.69            | $658.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0147                      | 2051-11-01      | 3.0000%  | 0.0000% | $1492681.98        | $1309814.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0563                      | 2051-06-01      | 3.0000%  | 0.0000% | $671.66            | $594.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS0730                      | 2051-02-01      | 4.0000%  | 0.0000% | $729.76            | $691.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0764                      | 2047-02-01      | 2.0000%  | 0.0000% | $776.46            | $632.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1144                      | 2052-03-01      | 3.0000%  | 0.0000% | $793.16            | $697.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1289                      | 2052-03-01      | 3.0000%  | 0.0000% | $731.08            | $649.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1373                      | 2051-11-01      | 3.0000%  | 0.0000% | $827.27            | $719.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS1435                      | 2035-09-01      | 3.5000%  | 0.0000% | $417.88            | $413.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528                      | 2052-04-01      | 3.0000%  | 0.0000% | $17976047.98       | $15903253.85       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2009                      | 2052-05-01      | 3.0000%  | 0.0000% | $15941.29          | $14099.43          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3575                      | 2052-09-01      | 4.5000%  | 0.0000% | $15410.26          | $15018.69          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2914                      | 2052-09-01      | 4.5000%  | 0.0000% | $785.80            | $764.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS3312                      | 2037-03-01      | 2.0000%  | 0.0000% | $669.18            | $618.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3353                      | 2052-11-01      | 4.5000%  | 0.0000% | $3375590.54        | $3283136.49        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTFS3386                      | 2038-05-01      | 3.5000%  | 0.0000% | $673.02            | $651.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4371                      | 2052-02-01      | 3.5000%  | 0.0000% | $22588.99          | $20557.07          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377                      | 2052-04-01      | 3.0000%  | 0.0000% | $24453.90          | $21293.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3810                      | 2053-01-01      | 4.5000%  | 0.0000% | $781.96            | $764.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1386                      | 2055-04-01      | 5.5000%  | 0.0000% | $5051148.21        | $5102532.42        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY3488                      | 2055-05-01      | 4.5000%  | 0.0000% | $60415.98          | $58362.44          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY3140                      | 2055-04-01      | 4.5000%  | 0.0000% | $426842.92         | $412426.30         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3465                      | 2055-05-01      | 5.5000%  | 0.0000% | $13567.16          | $13795.57          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQY3685                      | 2055-05-01      | 4.0000%  | 0.0000% | $63143.79          | $59157.28          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4504                      | 2055-06-01      | 5.5000%  | 0.0000% | $2159938.08        | $2181910.65        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7972                      | 2055-06-01      | 6.0000%  | 0.0000% | $3240974.28        | $3326029.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8922                      | 2055-07-01      | 5.5000%  | 0.0000% | $999.09            | $1019.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8931                      | 2055-07-01      | 6.0000%  | 0.0000% | $999.14            | $1031.78           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8339                      | 2055-07-01      | 6.5000%  | 0.0000% | $5408446.76        | $5645885.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8744                      | 2055-07-01      | 6.5000%  | 0.0000% | $1170068.34        | $1220637.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9755                      | 2055-07-01      | 5.5000%  | 0.0000% | $999.08            | $1014.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9965                      | 2055-05-01      | 5.5000%  | 0.0000% | $4420780.25        | $4495203.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0040                      | 2055-08-01      | 6.0000%  | 0.0000% | $1008444.00        | $1041389.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0180                      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.37           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0543                      | 2055-08-01      | 6.0000%  | 0.0000% | $210215.00         | $216091.91         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0684                      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.12           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQZ0749                      | 2055-08-01      | 4.0000%  | 0.0000% | $5145671.00        | $4820804.78        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0917                      | 2055-08-01      | 6.0000%  | 0.0000% | $283000.00         | $293800.32         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2657                      | 2055-09-01      | 6.0000%  | 0.0000% | $1125206.00        | $1167434.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1924                      | 2055-08-01      | 5.5000%  | 0.0000% | $1160905.00        | $1179265.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1899                      | 2055-08-01      | 6.0000%  | 0.0000% | $1837972.00        | $1887315.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2151                      | 2055-09-01      | 6.0000%  | 0.0000% | $9574538.00        | $9861301.80        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4751                      | 2048-01-01      | 3.5000%  | 0.0000% | $137.65            | $127.07            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8641                      | 2032-02-01      | 2.5000%  | 0.0000% | $177.54            | $171.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9495                      | 2045-10-01      | 3.5000%  | 0.0000% | $197.29            | $184.64            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794                      | 2048-10-01      | 4.5000%  | 0.0000% | $220.03            | $216.66            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0132                      | 2047-05-01      | 4.0000%  | 0.0000% | $264.84            | $253.13            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543                      | 2048-08-01      | 4.5000%  | 0.0000% | $489.91            | $484.74            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945                      | 2045-02-01      | 4.0000%  | 0.0000% | $5558598.92        | $5352436.66        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142                      | 2042-10-01      | 4.0000%  | 0.0000% | $6508758.00        | $6299638.84        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0424                      | 2035-10-01      | 2.0000%  | 0.0000% | $471.75            | $435.94            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0587                      | 2036-12-01      | 2.5000%  | 0.0000% | $588.88            | $553.96            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7390                      | 2052-05-01      | 4.0000%  | 0.0000% | $784.48            | $739.85            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270                      | 2053-06-01      | 5.5000%  | 0.0000% | $13776.04          | $14015.37          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9622                      | 2053-08-01      | 5.5000%  | 0.0000% | $2081.79           | $2119.65           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3PRE6054                      | 2050-04-01      | 4.5000%  | 0.0000% | $53.87             | $51.46             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5820                      | 2054-05-01      | 6.0000%  | 0.0000% | $16095015.60       | $16536126.34       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI6785                      | 2054-05-01      | 6.5000%  | 0.0000% | $841.29            | $879.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256                      | 2047-12-01      | 4.5000%  | 0.0000% | $301763.43         | $296644.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787                      | 2048-02-01      | 4.0000%  | 0.0000% | $486600.69         | $464561.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239                      | 2048-08-01      | 4.5000%  | 0.0000% | $1416753.05        | $1395083.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286                      | 2048-09-01      | 4.5000%  | 0.0000% | $904825.13         | $894499.27         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBK4791                      | 2033-08-01      | 4.0000%  | 0.0000% | $158.39            | $158.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723                      | 2048-08-01      | 4.0000%  | 0.0000% | $609207.97         | $584229.29         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2007                      | 2048-09-01      | 4.0000%  | 0.0000% | $1856.01           | $1772.33           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244                      | 2049-01-01      | 4.0000%  | 0.0000% | $4363450.91        | $4163086.09        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTBM5752                      | 2037-10-01      | 4.0000%  | 0.0000% | $248.47            | $246.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBM6096                      | 2043-07-01      | 3.5000%  | 0.0000% | $266.88            | $251.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0213                      | 2048-08-01      | 4.5000%  | 0.0000% | $77.49             | $76.00             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803                      | 2049-02-01      | 4.5000%  | 0.0000% | $304397.48         | $301164.78         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBN7466                      | 2050-10-01      | 2.0000%  | 0.0000% | $281309.68         | $226191.42         | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004                      | 2054-01-01      | 8.0000%  | 0.0000% | $1273136.41        | $1381761.96        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8075                      | 2050-08-01      | 2.0000%  | 0.0000% | $5679073.21        | $4568601.75        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6865                      | 2051-12-01      | 2.0000%  | 0.0000% | $15304282.40       | $12373566.74       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ7006                      | 2052-01-01      | 2.0000%  | 0.0000% | $835917.00         | $667116.57         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ7559                      | 2050-11-01      | 2.0000%  | 0.0000% | $1050605.70        | $839198.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ8497                      | 2050-12-01      | 2.0000%  | 0.0000% | $29677.58          | $23696.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ9291                      | 2050-12-01      | 2.0000%  | 0.0000% | $154080.93         | $122869.61         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2619                      | 2051-02-01      | 2.0000%  | 0.0000% | $648.67            | $523.98            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2822                      | 2050-12-01      | 2.0000%  | 0.0000% | $701.73            | $566.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR3319                      | 2051-03-01      | 2.0000%  | 0.0000% | $945794.17         | $753687.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4012                      | 2053-03-01      | 5.5000%  | 0.0000% | $791.32            | $806.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4531                      | 2052-11-01      | 5.5000%  | 0.0000% | $2880.53           | $3001.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4840                      | 2053-05-01      | 5.5000%  | 0.0000% | $822.60            | $832.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858                      | 2053-02-01      | 6.0000%  | 0.0000% | $7564210.40        | $7902638.22        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125                      | 2051-10-01      | 2.5000%  | 0.0000% | $1733.38           | $1445.13           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452                      | 2052-06-01      | 3.5000%  | 0.0000% | $9240.30           | $8442.98           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5493                      | 2052-07-01      | 2.5000%  | 0.0000% | $17899.94          | $14947.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5551                      | 2047-07-01      | 5.0000%  | 0.0000% | $3095.54           | $3165.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5635                      | 2052-11-01      | 4.0000%  | 0.0000% | $877.51            | $823.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5869                      | 2053-04-01      | 4.5000%  | 0.0000% | $3386.23           | $3300.19           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7096                      | 2054-01-01      | 6.0000%  | 0.0000% | $789.55            | $811.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6451                      | 2053-08-01      | 5.5000%  | 0.0000% | $899309.45         | $912606.44         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6605                      | 2052-06-01      | 2.0000%  | 0.0000% | $117998.10         | $94308.28          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6631                      | 2052-07-01      | 2.5000%  | 0.0000% | $909.20            | $760.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6838                      | 2053-11-01      | 5.5000%  | 0.0000% | $876.04            | $886.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943                      | 2052-06-01      | 3.0000%  | 0.0000% | $4481.89           | $3899.52           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7065                      | 2053-03-01      | 3.0000%  | 0.0000% | $889.61            | $774.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8065                      | 2054-03-01      | 5.5000%  | 0.0000% | $876.78            | $888.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8066                      | 2053-09-01      | 5.5000%  | 0.0000% | $870.81            | $882.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS7209                      | 2051-01-01      | 4.5000%  | 0.0000% | $889.58            | $873.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7274                      | 2054-02-01      | 5.0000%  | 0.0000% | $890.09            | $881.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7427                      | 2054-03-01      | 5.5000%  | 0.0000% | $887.18            | $909.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS7610                      | 2054-04-01      | 4.5000%  | 0.0000% | $942.00            | $913.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7827                      | 2049-12-01      | 3.5000%  | 0.0000% | $873.10            | $808.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7879                      | 2052-07-01      | 2.5000%  | 0.0000% | $10169.34          | $8487.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961                      | 2054-09-01      | 5.5000%  | 0.0000% | $59870405.06       | $60706302.37       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8210                      | 2054-05-01      | 6.0000%  | 0.0000% | $874.03            | $911.10            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS8233                      | 2054-05-01      | 7.0000%  | 0.0000% | $11669882.67       | $12418627.52       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8288                      | 2052-03-01      | 2.0000%  | 0.0000% | $119196.97         | $95318.31          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2286                      | 2055-09-01      | 5.5000%  | 0.0000% | $1985723.00        | $2017805.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2297                      | 2055-07-01      | 6.0000%  | 0.0000% | $1720920.00        | $1771843.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0849                      | 2055-04-01      | 6.0000%  | 0.0000% | $995.55            | $1021.79           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0096                      | 2054-11-01      | 5.0000%  | 0.0000% | $952.79            | $949.29            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL1026                      | 2055-04-01      | 4.5000%  | 0.0000% | $13053323.00       | $12609692.77       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1028                      | 2055-04-01      | 6.0000%  | 0.0000% | $40033897.92       | $41084534.20       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1083                      | 2054-05-01      | 6.0000%  | 0.0000% | $910.62            | $938.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1244                      | 2055-05-01      | 5.5000%  | 0.0000% | $4572908.87        | $4624764.64        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1523                      | 2050-07-01      | 3.5000%  | 0.0000% | $1036.46           | $951.97            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL1854                      | 2051-09-01      | 4.5000%  | 0.0000% | $998.89            | $986.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2030                      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.33           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2061                      | 2055-08-01      | 5.5000%  | 0.0000% | $470919.00         | $476374.96         | Agency Mortgage-Backed Securities  |
| GNII SF CY9021 C                          | 2054-03-20      | 6.0000%  | 0.0000% | $1115167.16        | $1142615.51        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1153                      | 2037-11-01      | 2.5000%  | 0.0000% | $850.51            | $799.16            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1597                      | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $943.22            | Agency Mortgage-Backed Securities  |
| FEPC 01.000 CISB1627                      | 2036-10-01      | 1.0000%  | 0.0000% | $1000.00           | $892.68            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8377                      | 2040-04-01      | 4.5000%  | 0.0000% | $947.59            | $948.69            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0784                      | 2051-12-01      | 2.0000%  | 0.0000% | $782.63            | $630.51            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837                      | 2052-01-01      | 3.0000%  | 0.0000% | $13984105.05       | $12363813.41       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0856                      | 2052-01-01      | 2.0000%  | 0.0000% | $72185.55          | $57881.66          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0537                      | 2051-03-01      | 2.0000%  | 0.0000% | $694446.08         | $554991.27         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0934                      | 2051-04-01      | 2.0000%  | 0.0000% | $778536.90         | $621642.68         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0972                      | 2052-04-01      | 4.0000%  | 0.0000% | $607458.25         | $575000.00         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445                      | 2052-08-01      | 4.5000%  | 0.0000% | $1081.26           | $1054.59           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1447                      | 2052-08-01      | 4.5000%  | 0.0000% | $17738690.93       | $17271719.89       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549                      | 2052-04-01      | 3.5000%  | 0.0000% | $13829.65          | $12649.18          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1641                      | 2052-09-01      | 4.5000%  | 0.0000% | $11756.29          | $11457.56          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2670                      | 2052-06-01      | 3.5000%  | 0.0000% | $801.20            | $738.73            | Agency Mortgage-Backed Securities  |
| FMFR 00SO GB 26 J7                        | 2027-04-23      | 4.4850%  | 0.0000% | $4408000.00        | $4430322.23        | Agency Mortgage-Backed Securities  |
| FNFR SOFR A 11/05/27                      | 2027-11-05      | 4.6200%  | 0.0000% | $174000.00         | $174933.08         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI9484                      | 2041-09-01      | 4.5000%  | 0.0000% | $21.88             | $21.73             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT2642                      | 2051-05-01      | 2.5000%  | 0.0000% | $555.87            | $467.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT4771                      | 2051-08-01      | 2.0000%  | 0.0000% | $129055.83         | $102842.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBT7848                      | 2052-07-01      | 3.5000%  | 0.0000% | $838.92            | $761.18            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1302                      | 2052-02-01      | 2.0000%  | 0.0000% | $81085.13          | $64615.41          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450                      | 2052-01-01      | 2.0000%  | 0.0000% | $59446.55          | $47477.91          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5256                      | 2054-12-01      | 4.5000%  | 0.0000% | $131028.80         | $126575.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5422                      | 2055-01-01      | 4.5000%  | 0.0000% | $37941.65          | $36652.02          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU7817                      | 2051-12-01      | 2.0000%  | 0.0000% | $789437.84         | $629090.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV0919                      | 2052-05-01      | 3.0000%  | 0.0000% | $823.94            | $717.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV2634                      | 2052-07-01      | 4.0000%  | 0.0000% | $802.36            | $752.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV5836                      | 2055-07-01      | 5.5000%  | 0.0000% | $2520124.64        | $2553992.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTBV5899                      | 2045-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.92           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV7517                      | 2052-05-01      | 2.0000%  | 0.0000% | $28016.44          | $22325.84          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV8670                      | 2052-04-01      | 2.0000%  | 0.0000% | $272289.44         | $217436.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1330                      | 2052-11-01      | 5.0000%  | 0.0000% | $764.77            | $765.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8686                      | 2053-07-01      | 2.5000%  | 0.0000% | $7333.25           | $6169.27           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9801                      | 2054-11-01      | 5.5000%  | 0.0000% | $929.61            | $940.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS9860                      | 2052-06-01      | 2.0000%  | 0.0000% | $77777.03          | $62166.76          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9366                      | 2052-04-01      | 2.5000%  | 0.0000% | $931.63            | $779.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9930                      | 2054-03-01      | 4.5000%  | 0.0000% | $957.00            | $936.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 ZLFP0034                      | 2050-10-25      | 2.5000%  | 0.0000% | $867.84            | $724.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CI890897                      | 2034-04-01      | 4.5000%  | 0.0000% | $161.87            | $164.58            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ2231                      | 2054-08-01      | 7.0000%  | 0.0000% | $10686077.52       | $11358760.15       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2305                      | 2054-09-01      | 6.0000%  | 0.0000% | $17794303.14       | $18455836.02       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3053                      | 2054-12-01      | 5.0000%  | 0.0000% | $2654710.01        | $2644247.51        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ3133                      | 2054-10-01      | 7.5000%  | 0.0000% | $1744779.61        | $1885304.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3159                      | 2054-12-01      | 6.0000%  | 0.0000% | $15606276.28       | $16077221.68       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4148                      | 2055-05-01      | 5.5000%  | 0.0000% | $50475876.30       | $51078193.72       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4163                      | 2055-05-01      | 6.0000%  | 0.0000% | $1007.59           | $1053.82           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4299                      | 2055-06-01      | 5.0000%  | 0.0000% | $9212927.28        | $9148831.93        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4591                      | 2055-08-01      | 6.0000%  | 0.0000% | $1058.67           | $1090.70           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0027                      | 2055-07-01      | 5.5000%  | 0.0000% | $377736.21         | $381578.83         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028                      | 2055-07-01      | 6.0000%  | 0.0000% | $978.21            | $1003.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0012                      | 2055-06-01      | 5.0000%  | 0.0000% | $21222637.47       | $21025243.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0040                      | 2055-08-01      | 5.5000%  | 0.0000% | $1608624.62        | $1624988.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041                      | 2055-08-01      | 6.0000%  | 0.0000% | $1194999.92        | $1226361.10        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0047                      | 2055-08-01      | 4.5000%  | 0.0000% | $1066234.00        | $1029992.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0048                      | 2055-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $990698.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0025                      | 2040-08-01      | 5.0000%  | 0.0000% | $2483449.00        | $2518053.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0027                      | 2040-08-01      | 6.0000%  | 0.0000% | $1706162.00        | $1768799.76        | Agency Mortgage-Backed Securities  |
| GNMI SF 760393 X                          | 2041-10-15      | 5.0000%  | 0.0000% | $24.90             | $24.93             | Agency Mortgage-Backed Securities  |
| GNII SF DF0796 C                          | 2055-08-20      | 7.0000%  | 0.0000% | $1515148.00        | $1607392.40        | Agency Mortgage-Backed Securities  |
| GNMI SP 783402 X                          | 2032-10-15      | 5.6000%  | 0.0000% | $521.42            | $538.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254                      | 2052-07-01      | 3.5000%  | 0.0000% | $841.26            | $768.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284                      | 2052-12-01      | 6.0000%  | 0.0000% | $750.91            | $772.26            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2355                      | 2052-12-01      | 4.5000%  | 0.0000% | $793.51            | $771.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872                      | 2053-05-01      | 5.0000%  | 0.0000% | $879.85            | $875.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990                      | 2053-03-01      | 6.0000%  | 0.0000% | $18378785.09       | $19221740.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129                      | 2052-10-01      | 5.0000%  | 0.0000% | $882.16            | $875.49            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3152                      | 2052-02-01      | 3.0000%  | 0.0000% | $29142.74          | $25428.18          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3389                      | 2053-07-01      | 6.0000%  | 0.0000% | $1380673.59        | $1439774.25        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4656                      | 2053-11-01      | 5.0000%  | 0.0000% | $832.03            | $834.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708                      | 2053-12-01      | 5.5000%  | 0.0000% | $822.55            | $832.13            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4808                      | 2054-01-01      | 7.0000%  | 0.0000% | $5227012.77        | $5592644.63        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4921                      | 2054-01-01      | 7.0000%  | 0.0000% | $11302449.42       | $12134416.44       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4977                      | 2053-11-01      | 5.0000%  | 0.0000% | $899.08            | $892.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999                      | 2053-08-01      | 5.0000%  | 0.0000% | $880.77            | $873.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5061                      | 2054-03-01      | 5.5000%  | 0.0000% | $872.71            | $893.36            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284                      | 2054-01-01      | 2.0000%  | 0.0000% | $63621.34          | $50846.53          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5403                      | 2054-03-01      | 5.5000%  | 0.0000% | $15587380.92       | $15925124.83       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5454                      | 2054-05-01      | 6.5000%  | 0.0000% | $13148.57          | $13913.24          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5763                      | 2054-07-01      | 5.5000%  | 0.0000% | $909.03            | $923.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077                      | 2041-10-01      | 4.0000%  | 0.0000% | $72.73             | $70.98             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6727                      | 2042-03-01      | 3.5000%  | 0.0000% | $1048.82           | $991.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325                      | 2032-04-01      | 4.0000%  | 0.0000% | $136317.05         | $135303.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL1611                      | 2027-04-01      | 3.0000%  | 0.0000% | $23.44             | $23.22             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063                      | 2042-01-01      | 4.5000%  | 0.0000% | $244734.30         | $245468.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065                      | 2041-06-01      | 4.5000%  | 0.0000% | $43.13             | $43.26             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521                      | 2043-03-01      | 3.5000%  | 0.0000% | $5273270.13        | $4964637.34        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971                      | 2044-10-01      | 4.0000%  | 0.0000% | $10748475.33       | $10389703.17       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685                      | 2035-01-01      | 4.0000%  | 0.0000% | $148.40            | $146.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL8047                      | 2030-11-01      | 3.5000%  | 0.0000% | $112.47            | $111.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAL7904                      | 2035-09-01      | 3.5000%  | 0.0000% | $118.92            | $116.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL7964                      | 2031-02-01      | 3.5000%  | 0.0000% | $123.73            | $122.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL8560                      | 2041-05-01      | 3.0000%  | 0.0000% | $149.87            | $138.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159                      | 2042-05-01      | 4.0000%  | 0.0000% | $5394191.38        | $5264143.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989                      | 2042-06-01      | 4.0000%  | 0.0000% | $88898.88          | $86187.56          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244                      | 2042-08-01      | 3.5000%  | 0.0000% | $241833.85         | $227227.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAP9766                      | 2042-10-01      | 4.0000%  | 0.0000% | $46186.16          | $44701.79          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087                      | 2042-10-01      | 3.5000%  | 0.0000% | $670407.69         | $627909.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646                      | 2032-11-01      | 3.5000%  | 0.0000% | $285770.32         | $280163.57         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMB0294                      | 2055-01-01      | 4.0000%  | 0.0000% | $10000006.33       | $9368667.04        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126                      | 2043-02-01      | 3.5000%  | 0.0000% | $333515.86         | $313098.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718                      | 2043-04-01      | 3.5000%  | 0.0000% | $370480.87         | $348452.90         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3905                      | 2030-05-01      | 4.1050%  | 0.0000% | $158011.00         | $158327.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305                      | 2048-09-01      | 4.0000%  | 0.0000% | $12586369.07       | $12070316.75       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2946                      | 2049-01-01      | 4.0000%  | 0.0000% | $9011850.42        | $8554148.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737                      | 2037-07-01      | 3.5000%  | 0.0000% | $136052.55         | $130665.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAC3263                      | 2029-09-01      | 4.5000%  | 0.0000% | $25.46             | $25.51             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA1222                      | 2032-10-01      | 4.0000%  | 0.0000% | $84.91             | $84.67             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CWMA1554                      | 2028-08-01      | 3.0000%  | 0.0000% | $57.25             | $56.51             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1591                      | 2043-08-01      | 4.5000%  | 0.0000% | $50427.97          | $49947.39          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1629                      | 2043-09-01      | 4.5000%  | 0.0000% | $44855.04          | $44427.57          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1664                      | 2043-10-01      | 4.5000%  | 0.0000% | $28740.14          | $28466.25          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2230                      | 2035-04-01      | 3.0000%  | 0.0000% | $105.55            | $100.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3058                      | 2047-07-01      | 4.0000%  | 0.0000% | $17396.69          | $16622.19          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3120                      | 2047-09-01      | 3.5000%  | 0.0000% | $2553.44           | $2358.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA3286                      | 2028-02-01      | 3.0000%  | 0.0000% | $62.35             | $61.59             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3384                      | 2048-06-01      | 4.0000%  | 0.0000% | $356.61            | $340.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398                      | 2051-08-01      | 2.0000%  | 0.0000% | $110277.78         | $88312.16          | Agency Mortgage-Backed Securities  |
| GNII JM MA5388 M                          | 2048-07-20      | 4.0000%  | 0.0000% | $54.82             | $50.64             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6898                      | 2054-06-01      | 6.0000%  | 0.0000% | $5425433.17        | $5613661.34        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016                      | 2049-10-01      | 3.0000%  | 0.0000% | $169.17            | $148.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8074                      | 2050-07-01      | 3.0000%  | 0.0000% | $629.33            | $549.64            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089                      | 2050-07-01      | 2.5000%  | 0.0000% | $422.92            | $357.00            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8098                      | 2050-10-01      | 2.0000%  | 0.0000% | $1269.32           | $1021.12           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7412                      | 2055-01-01      | 5.5000%  | 0.0000% | $922.15            | $932.01            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7520                      | 2050-05-01      | 4.0000%  | 0.0000% | $154330.65         | $147865.91         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548                      | 2051-11-01      | 2.5000%  | 0.0000% | $730.40            | $621.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544                      | 2051-07-01      | 3.0000%  | 0.0000% | $1325114.70        | $1180030.99        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8157                      | 2051-07-01      | 3.0000%  | 0.0000% | $2400.54           | $2097.54           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8190                      | 2052-01-01      | 3.0000%  | 0.0000% | $7911.93           | $6903.27           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8191                      | 2052-01-01      | 3.5000%  | 0.0000% | $1262.47           | $1149.23           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8168                      | 2051-09-01      | 3.0000%  | 0.0000% | $1297.39           | $1133.09           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173                      | 2051-10-01      | 2.5000%  | 0.0000% | $1059.86           | $884.65            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178                      | 2051-11-01      | 2.5000%  | 0.0000% | $9069.10           | $7594.85           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221                      | 2052-06-01      | 3.5000%  | 0.0000% | $32780.49          | $29781.02          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8227                      | 2052-07-01      | 4.0000%  | 0.0000% | $6707.86           | $6294.80           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206                      | 2052-04-01      | 3.0000%  | 0.0000% | $4810.95           | $4186.43           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213                      | 2052-05-01      | 3.0000%  | 0.0000% | $818.61            | $712.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS2885                      | 2044-07-01      | 3.5000%  | 0.0000% | $137.97            | $129.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892                      | 2044-07-01      | 4.0000%  | 0.0000% | $14466240.49       | $13953254.74       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3707                      | 2044-11-01      | 4.0000%  | 0.0000% | $125.64            | $120.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487                      | 2046-01-01      | 4.0000%  | 0.0000% | $11501091.21       | $11057472.40       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS8429                      | 2031-12-01      | 2.5000%  | 0.0000% | $190.38            | $183.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319                      | 2043-06-01      | 3.5000%  | 0.0000% | $6445996.05        | $6064645.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4133                      | 2049-09-01      | 3.0000%  | 0.0000% | $378.09            | $336.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA4185                      | 2049-09-01      | 4.5000%  | 0.0000% | $968.02            | $944.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA5461                      | 2035-03-01      | 2.5000%  | 0.0000% | $184.93            | $174.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA5630                      | 2035-05-01      | 2.5000%  | 0.0000% | $498.36            | $470.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635                      | 2050-08-01      | 2.5000%  | 0.0000% | $605.10            | $515.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8517                      | 2051-01-01      | 2.0000%  | 0.0000% | $2386568.79        | $1906084.61        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8587                      | 2051-01-01      | 2.0000%  | 0.0000% | $157248.04         | $125657.31         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8817                      | 2051-02-01      | 2.0000%  | 0.0000% | $723.90            | $580.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297                      | 2051-02-01      | 3.0000%  | 0.0000% | $1990528.64        | $1773209.36        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9440                      | 2036-03-01      | 2.5000%  | 0.0000% | $540.86            | $511.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0153                      | 2051-04-01      | 2.0000%  | 0.0000% | $570397.76         | $454540.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409                      | 2051-08-01      | 3.0000%  | 0.0000% | $840.98            | $731.71            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1867                      | 2051-10-01      | 2.5000%  | 0.0000% | $799.18            | $669.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496                      | 2052-05-01      | 3.0000%  | 0.0000% | $829.74            | $722.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3596                      | 2052-05-01      | 3.5000%  | 0.0000% | $746.03            | $687.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049                      | 2052-03-01      | 2.5000%  | 0.0000% | $15697.67          | $13090.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3343                      | 2052-04-01      | 2.0000%  | 0.0000% | $66028.57          | $52824.55          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3348                      | 2052-04-01      | 2.0000%  | 0.0000% | $833.74            | $670.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4438                      | 2051-10-01      | 2.5000%  | 0.0000% | $735.14            | $615.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465                      | 2051-11-01      | 2.0000%  | 0.0000% | $795.68            | $637.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3833                      | 2049-11-01      | 2.5000%  | 0.0000% | $1678.17           | $1416.55           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3906                      | 2050-01-01      | 3.5000%  | 0.0000% | $907.13            | $831.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3939                      | 2050-02-01      | 3.5000%  | 0.0000% | $152.14            | $139.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4047                      | 2050-06-01      | 2.0000%  | 0.0000% | $534.55            | $428.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4026                      | 2050-05-01      | 4.0000%  | 0.0000% | $626.82            | $594.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4074                      | 2035-07-01      | 2.0000%  | 0.0000% | $364.50            | $336.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4048                      | 2050-06-01      | 3.0000%  | 0.0000% | $302.38            | $266.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4055                      | 2050-06-01      | 2.5000%  | 0.0000% | $400.46            | $338.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4080                      | 2050-07-01      | 3.5000%  | 0.0000% | $1298.26           | $1190.07           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4097                      | 2050-08-01      | 3.0000%  | 0.0000% | $335.18            | $294.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4123                      | 2035-09-01      | 2.0000%  | 0.0000% | $1578.29           | $1458.47           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNMA4172                      | 2030-11-01      | 1.5000%  | 0.0000% | $315.03            | $298.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4160                      | 2050-10-01      | 3.0000%  | 0.0000% | $416.15            | $365.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4208                      | 2050-12-01      | 2.0000%  | 0.0000% | $664.60            | $534.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4357                      | 2051-06-01      | 3.0000%  | 0.0000% | $575.07            | $502.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5296                      | 2054-03-01      | 5.5000%  | 0.0000% | $24835.05          | $25115.08          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4511                      | 2052-01-01      | 2.0000%  | 0.0000% | $435074.22         | $347838.16         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4514                      | 2052-01-01      | 3.5000%  | 0.0000% | $641.18            | $585.35            | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M                          | 2052-04-20      | 3.0000%  | 0.0000% | $299999.76         | $266466.79         | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M                          | 2052-04-20      | 3.5000%  | 0.0000% | $122835544.10      | $112814893.40      | Agency Mortgage-Backed Securities  |
| GNII ET DK7116 C                          | 2065-07-20      | 7.0000%  | 0.0000% | $678718.00         | $700771.89         | Agency Mortgage-Backed Securities  |
| GNII ET DL5759 C                          | 2065-08-20      | 6.5000%  | 0.0000% | $539315.00         | $555405.76         | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE C 35                           | 2035-05-15      | 4.2500%  | 0.0000% | $80541000.00       | $81753290.89       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                          | 2027-06-30      | 3.7500%  | 0.0000% | $100000000.00      | $100780513.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                          | 2027-07-31      | 3.8750%  | 0.0000% | $25000000.00       | $25180991.70       | U.S. Treasuries (including strips) |
| 5 BOND 45                                 | 2045-05-15      | 5.0000%  | 0.0000% | $410000.00         | $422289.00         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                          | 2029-10-31      | 4.1250%  | 0.0000% | $676600.00         | $697869.04         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                          | 2027-01-31      | 4.1250%  | 0.0000% | $124179900.00      | $125207697.20      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                           | 2029-05-31      | 4.5000%  | 0.0000% | $111173700.00      | $115738889.50      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 4.3254%  | 0.0000% | $6000000.00        | $6024156.61        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                          | 2026-09-30      | 0.8750%  | 0.0000% | $95213500.00       | $92577226.04       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                           | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28                           | 2028-07-15      | 0.7500%  | 0.0000% | $1284460.00        | $1284980.36        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                           | 2027-12-31      | 0.6250%  | 0.0000% | $4631400.00        | $4329645.87        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                           | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $87.33             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                           | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $94.51             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                           | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.41             | U.S. Treasuries (including strips) |
| BILL 10/30/25                             | 2025-10-30      | 0.0000%  | 0.0000% | $2000000.00        | $1986644.00        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-10-09      | 0.0000%  | 0.0000% | $16296800.00       | $16226511.90       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41                             | 2041-02-15      | 2.1250%  | 0.0000% | $5889200.00        | $5788609.07        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                             | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.15             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                             | 2047-11-15      | 2.7500%  | 0.0000% | $1259700.00        | $893162.82         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                             | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.49             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                             | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $62.78             | U.S. Treasuries (including strips) |

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXJ33, C.4 - ISIN: US3130AXJ331, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150027892.50
- **C.18.a - Value (excl. sponsor support):** $150027892.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **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 12: 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: 3130AYCW4, C.4 - ISIN: US3130AYCW47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244118376.60
- **C.18.a - Value (excl. sponsor support):** $244118376.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 13: 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: 3130AYCZ7, C.4 - ISIN: US3130AYCZ77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100049691.00
- **C.18.a - Value (excl. sponsor support):** $100049691.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225117949.50
- **C.18.a - Value (excl. sponsor support):** $225117949.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **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 15: 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: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $396194107.32
- **C.18.a - Value (excl. sponsor support):** $396194107.32
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 16: 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: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100038302.00
- **C.18.a - Value (excl. sponsor support):** $100038302.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200109178.00
- **C.18.a - Value (excl. sponsor support):** $200109178.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 18: 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: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170100026.30
- **C.18.a - Value (excl. sponsor support):** $170100026.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **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? No, C.23 Categorized at Level 3? No

### Security 19: 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: 3130B1WF0, C.4 - ISIN: US3130B1WF01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100048854.00
- **C.18.a - Value (excl. sponsor support):** $100048854.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 20: 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: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50027833.50
- **C.18.a - Value (excl. sponsor support):** $50027833.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 21: 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: 3130B27M1, C.4 - ISIN: US3130B27M17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145049207.20
- **C.18.a - Value (excl. sponsor support):** $145049207.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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: 3130B2F26, C.4 - ISIN: US3130B2F265, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200091618.00
- **C.18.a - Value (excl. sponsor support):** $200091618.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50037901.00
- **C.18.a - Value (excl. sponsor support):** $50037901.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 24: 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: 3130B2FF7, C.4 - ISIN: US3130B2FF76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150068713.50
- **C.18.a - Value (excl. sponsor support):** $150068713.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LH6, C.4 - ISIN: US3130B2LH68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150126385.50
- **C.18.a - Value (excl. sponsor support):** $150126385.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T96, C.4 - ISIN: US3130B2T969, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300177828.00
- **C.18.a - Value (excl. sponsor support):** $300177828.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.530000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $100007250.00
- **C.18.a - Value (excl. sponsor support):** $100007250.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100019785.00
- **C.18.a - Value (excl. sponsor support):** $100019785.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 29: 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: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248084129.04
- **C.18.a - Value (excl. sponsor support):** $248084129.04
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: 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: 3130B3TW3, C.4 - ISIN: US3130B3TW37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19997822.20
- **C.18.a - Value (excl. sponsor support):** $19997822.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **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 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150043951.50
- **C.18.a - Value (excl. sponsor support):** $150043951.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **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 32: 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: 3130B4N31, C.4 - ISIN: US3130B4N315, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172780023.58
- **C.18.a - Value (excl. sponsor support):** $172780023.58
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **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 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4P47, C.4 - ISIN: US3130B4P476, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106466384.04
- **C.18.a - Value (excl. sponsor support):** $106466384.04
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **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 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4QU8, C.4 - ISIN: US3130B4QU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $68995884.84
- **C.18.a - Value (excl. sponsor support):** $68995884.84
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150020784.00
- **C.18.a - Value (excl. sponsor support):** $150020784.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **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 36: 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: 3130B5J82, C.4 - ISIN: US3130B5J823, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199997484.00
- **C.18.a - Value (excl. sponsor support):** $199997484.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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: 3130B5NG9, C.4 - ISIN: US3130B5NG98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99942850.00
- **C.18.a - Value (excl. sponsor support):** $99942850.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **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 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5QZ4, C.4 - ISIN: US3130B5QZ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499748720.00
- **C.18.a - Value (excl. sponsor support):** $499748720.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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: 3130B5R42, C.4 - ISIN: US3130B5R420, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499988820.00
- **C.18.a - Value (excl. sponsor support):** $499988820.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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? No, C.23 Categorized at Level 3? No

### Security 40: 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: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159910448.00
- **C.18.a - Value (excl. sponsor support):** $159910448.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: 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: 3130B5X94, C.4 - ISIN: US3130B5X949, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150055315.50
- **C.18.a - Value (excl. sponsor support):** $150055315.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 42: 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: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $370151000.70
- **C.18.a - Value (excl. sponsor support):** $370151000.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **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 43: 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: N/A
- **C.18 - Value (incl. sponsor support):** $199771228.00
- **C.18.a - Value (excl. sponsor support):** $199771228.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249820355.00
- **C.18.a - Value (excl. sponsor support):** $249820355.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 45: 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: 3130B6JY3, C.4 - ISIN: US3130B6JY34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249999460.00
- **C.18.a - Value (excl. sponsor support):** $249999460.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6K47, C.4 - ISIN: US3130B6K472, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299987469.00
- **C.18.a - Value (excl. sponsor support):** $299987469.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **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 47: 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: 3130B6PC4, C.4 - ISIN: US3130B6PC40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299970216.00
- **C.18.a - Value (excl. sponsor support):** $299970216.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **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 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: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000250.00
- **C.18.a - Value (excl. sponsor support):** $100000250.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **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 49: 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: 3130B6S49, C.4 - ISIN: US3130B6S491, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249997947.50
- **C.18.a - Value (excl. sponsor support):** $249997947.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **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 50: 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: 3130B6WA0, C.4 - ISIN: US3130B6WA01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249992227.50
- **C.18.a - Value (excl. sponsor support):** $249992227.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-02
- **C.13 - Final Legal Maturity Date:** 2027-07-02
- **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 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XL5, C.4 - ISIN: US3130B6XL56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300056217.00
- **C.18.a - Value (excl. sponsor support):** $300056217.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Q2, C.4 - ISIN: US3130B76Q21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250002332.50
- **C.18.a - Value (excl. sponsor support):** $250002332.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: 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: 3130B7DZ4, C.4 - ISIN: US3130B7DZ46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249998287.50
- **C.18.a - Value (excl. sponsor support):** $249998287.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GD0, C.4 - ISIN: US3130B7GD07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499471150.00
- **C.18.a - Value (excl. sponsor support):** $499471150.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100017948.00
- **C.18.a - Value (excl. sponsor support):** $100017948.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **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 56: 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: 3130B7HQ0, C.4 - ISIN: US3130B7HQ01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499601065.00
- **C.18.a - Value (excl. sponsor support):** $499601065.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **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 57: 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: 3130B7JG0, C.4 - ISIN: US3130B7JG01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500098440.00
- **C.18.a - Value (excl. sponsor support):** $500098440.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: 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: 3130B7JW5, C.4 - ISIN: US3130B7JW50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150032664.00
- **C.18.a - Value (excl. sponsor support):** $150032664.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: 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: 3130B7KH6, C.4 - ISIN: US3130B7KH64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499917700.00
- **C.18.a - Value (excl. sponsor support):** $499917700.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LE6, C.4 - ISIN: US313313LE67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $54974333.15
- **C.18.a - Value (excl. sponsor support):** $54974333.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LH9, C.4 - ISIN: US313313LH98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24979583.25
- **C.18.a - Value (excl. sponsor support):** $24979583.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LM8, C.4 - ISIN: US313313LM83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24967916.75
- **C.18.a - Value (excl. sponsor support):** $24967916.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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 63: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LV8, C.4 - ISIN: US313313LV82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9977833.30
- **C.18.a - Value (excl. sponsor support):** $9977833.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MB1, C.4 - ISIN: US313313MB10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39883333.20
- **C.18.a - Value (excl. sponsor support):** $39883333.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MH8, C.4 - ISIN: US313313MH89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39855333.20
- **C.18.a - Value (excl. sponsor support):** $39855333.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MU9, C.4 - ISIN: US313313MU90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24880416.75
- **C.18.a - Value (excl. sponsor support):** $24880416.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MY1, C.4 - ISIN: US313313MY13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24869027.75
- **C.18.a - Value (excl. sponsor support):** $24869027.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NG9, C.4 - ISIN: US313313NG97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248462500.00
- **C.18.a - Value (excl. sponsor support):** $248462500.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NH7, C.4 - ISIN: US313313NH70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178872499.80
- **C.18.a - Value (excl. sponsor support):** $178872499.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **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? Yes, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NJ3, C.4 - ISIN: US313313NJ37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248405555.00
- **C.18.a - Value (excl. sponsor support):** $248405555.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NN4, C.4 - ISIN: US313313NN49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69521666.90
- **C.18.a - Value (excl. sponsor support):** $69521666.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **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? Yes, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NQ7, C.4 - ISIN: US313313NQ79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24823472.25
- **C.18.a - Value (excl. sponsor support):** $24823472.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 73: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NW4, C.4 - ISIN: US313313NW48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24809458.25
- **C.18.a - Value (excl. sponsor support):** $24809458.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **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 74: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QH4, C.4 - ISIN: US313313QH44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19771969.40
- **C.18.a - Value (excl. sponsor support):** $19771969.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **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 75: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QQ4, C.4 - ISIN: US313313QQ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24695590.25
- **C.18.a - Value (excl. sponsor support):** $24695590.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313US5, C.4 - ISIN: US313313US52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34226500.00
- **C.18.a - Value (excl. sponsor support):** $34226500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **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 77: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UU0, C.4 - ISIN: US313313UU09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $63549687.50
- **C.18.a - Value (excl. sponsor support):** $63549687.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 78: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14603200.05
- **C.18.a - Value (excl. sponsor support):** $14603200.05
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **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 79: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19334155.60
- **C.18.a - Value (excl. sponsor support):** $19334155.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34265596.73
- **C.18.a - Value (excl. sponsor support):** $34265596.73
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $482293428.40
- **C.18.a - Value (excl. sponsor support):** $482293428.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NP7, C.4 - ISIN: US313385NP73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248263195.00
- **C.18.a - Value (excl. sponsor support):** $248263195.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **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 83: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NX0, C.4 - ISIN: US313385NX08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $347293187.50
- **C.18.a - Value (excl. sponsor support):** $347293187.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178164075.60
- **C.18.a - Value (excl. sponsor support):** $178164075.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 85: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62218939.86
- **C.18.a - Value (excl. sponsor support):** $62218939.86
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **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 86: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $493113750.00
- **C.18.a - Value (excl. sponsor support):** $493113750.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 87: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197158056.00
- **C.18.a - Value (excl. sponsor support):** $197158056.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SK3, C.4 - ISIN: US313385SK32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $111110216.25
- **C.18.a - Value (excl. sponsor support):** $111110216.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TG1, C.4 - ISIN: US313385TG11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $344409097.50
- **C.18.a - Value (excl. sponsor support):** $344409097.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $102110403.78
- **C.18.a - Value (excl. sponsor support):** $102110403.78
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **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 91: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN6A3, C.4 - ISIN: US3133EN6A33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29990506.50
- **C.18.a - Value (excl. sponsor support):** $29990506.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: 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: 3133ENP95, C.4 - ISIN: US3133ENP954, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29996267.70
- **C.18.a - Value (excl. sponsor support):** $29996267.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: 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: 3133EP4W2, C.4 - ISIN: US3133EP4W26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30007284.00
- **C.18.a - Value (excl. sponsor support):** $30007284.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 94: 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: 3133EP5K7, C.4 - ISIN: US3133EP5K78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10023311.70
- **C.18.a - Value (excl. sponsor support):** $10023311.70
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: 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: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50026695.00
- **C.18.a - Value (excl. sponsor support):** $50026695.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 96: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWD3, C.4 - ISIN: US3133EPWD32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10054255.00
- **C.18.a - Value (excl. sponsor support):** $10054255.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: 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: 3133EPY58, C.4 - ISIN: US3133EPY589, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160022801.60
- **C.18.a - Value (excl. sponsor support):** $160022801.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 98: 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: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39998864.40
- **C.18.a - Value (excl. sponsor support):** $39998864.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 99: 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: 3133ER2H3, C.4 - ISIN: US3133ER2H31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24004453.92
- **C.18.a - Value (excl. sponsor support):** $24004453.92
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **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 100: 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: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139998957.00
- **C.18.a - Value (excl. sponsor support):** $139998957.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 101: 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: 3133ER5A5, C.4 - ISIN: US3133ER5A50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124999441.25
- **C.18.a - Value (excl. sponsor support):** $124999441.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **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 102: 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: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99984508.00
- **C.18.a - Value (excl. sponsor support):** $99984508.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **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 103: 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: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129982721.70
- **C.18.a - Value (excl. sponsor support):** $129982721.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **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 104: 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: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144998789.25
- **C.18.a - Value (excl. sponsor support):** $144998789.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 105: 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: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39987400.80
- **C.18.a - Value (excl. sponsor support):** $39987400.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 106: 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: 3133ERA68, C.4 - ISIN: US3133ERA684, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250095697.50
- **C.18.a - Value (excl. sponsor support):** $250095697.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: 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: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100004979.00
- **C.18.a - Value (excl. sponsor support):** $100004979.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: 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: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $66382971.34
- **C.18.a - Value (excl. sponsor support):** $66382971.34
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **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 109: 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: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60033471.60
- **C.18.a - Value (excl. sponsor support):** $60033471.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **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 110: 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: 3133ERBX8, C.4 - ISIN: US3133ERBX80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100028448.00
- **C.18.a - Value (excl. sponsor support):** $100028448.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.313400%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERCM1, C.4 - ISIN: US3133ERCM17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150120343.50
- **C.18.a - Value (excl. sponsor support):** $150120343.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **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 112: 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: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40013577.20
- **C.18.a - Value (excl. sponsor support):** $40013577.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: 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: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $210027318.90
- **C.18.a - Value (excl. sponsor support):** $210027318.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 114: 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: 3133ERDZ1, C.4 - ISIN: US3133ERDZ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25003220.60
- **C.18.a - Value (excl. sponsor support):** $25003220.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 115: 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: 3133ERET4, C.4 - ISIN: US3133ERET42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200057312.00
- **C.18.a - Value (excl. sponsor support):** $200057312.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 116: 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: 3133EREY3, C.4 - ISIN: US3133EREY37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100015499.00
- **C.18.a - Value (excl. sponsor support):** $100015499.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: 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: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200053790.00
- **C.18.a - Value (excl. sponsor support):** $200053790.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 118: 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: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450050814.00
- **C.18.a - Value (excl. sponsor support):** $450050814.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 119: 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: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90024447.60
- **C.18.a - Value (excl. sponsor support):** $90024447.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: 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: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65013575.90
- **C.18.a - Value (excl. sponsor support):** $65013575.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 121: 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: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90051976.80
- **C.18.a - Value (excl. sponsor support):** $90051976.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 122: 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: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60025243.20
- **C.18.a - Value (excl. sponsor support):** $60025243.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 123: 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: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150047280.00
- **C.18.a - Value (excl. sponsor support):** $150047280.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 124: 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: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155066428.35
- **C.18.a - Value (excl. sponsor support):** $155066428.35
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **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? 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. 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $280194084.80
- **C.18.a - Value (excl. sponsor support):** $280194084.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: 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: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $185059229.60
- **C.18.a - Value (excl. sponsor support):** $185059229.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **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 127: 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: 3133ERM99, C.4 - ISIN: US3133ERM994, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50446597.42
- **C.18.a - Value (excl. sponsor support):** $50446597.42
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **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 128: 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: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60016208.40
- **C.18.a - Value (excl. sponsor support):** $60016208.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 129: 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: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175054206.25
- **C.18.a - Value (excl. sponsor support):** $175054206.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **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 130: 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: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62046800.08
- **C.18.a - Value (excl. sponsor support):** $62046800.08
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: 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: 3133ERQ53, C.4 - ISIN: US3133ERQ532, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $375162112.50
- **C.18.a - Value (excl. sponsor support):** $375162112.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: 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: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150094483.50
- **C.18.a - Value (excl. sponsor support):** $150094483.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: 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: 3133ERQJ3, C.4 - ISIN: US3133ERQJ32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110075137.70
- **C.18.a - Value (excl. sponsor support):** $110075137.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 134: 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: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50043305.50
- **C.18.a - Value (excl. sponsor support):** $50043305.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 135: 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: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45061524.90
- **C.18.a - Value (excl. sponsor support):** $45061524.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 136: 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: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70055156.50
- **C.18.a - Value (excl. sponsor support):** $70055156.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 137: 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: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70058782.50
- **C.18.a - Value (excl. sponsor support):** $70058782.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 138: 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: 3133ERS44, C.4 - ISIN: US3133ERS447, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225053106.75
- **C.18.a - Value (excl. sponsor support):** $225053106.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 139: 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: N/A
- **C.18 - Value (incl. sponsor support):** $174049614.93
- **C.18.a - Value (excl. sponsor support):** $174049614.93
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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 140: 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: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150081313.50
- **C.18.a - Value (excl. sponsor support):** $150081313.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 141: 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: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25021237.50
- **C.18.a - Value (excl. sponsor support):** $25021237.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **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 142: 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: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125062428.75
- **C.18.a - Value (excl. sponsor support):** $125062428.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 143: 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: 3133ERTJ0, C.4 - ISIN: US3133ERTJ05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250039800.00
- **C.18.a - Value (excl. sponsor support):** $250039800.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **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 144: 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: 3133ERV24, C.4 - ISIN: US3133ERV243, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39992952.72
- **C.18.a - Value (excl. sponsor support):** $39992952.72
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVS7, C.4 - ISIN: US3133ERVS75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100033695.00
- **C.18.a - Value (excl. sponsor support):** $100033695.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **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 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: 3133ERX71, C.4 - ISIN: US3133ERX710, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $38999395.89
- **C.18.a - Value (excl. sponsor support):** $38999395.89
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **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 147: 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: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $165039982.80
- **C.18.a - Value (excl. sponsor support):** $165039982.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 148: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175177712.50
- **C.18.a - Value (excl. sponsor support):** $175177712.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: 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: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124949716.25
- **C.18.a - Value (excl. sponsor support):** $124949716.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **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 150: 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: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $399990092.00
- **C.18.a - Value (excl. sponsor support):** $399990092.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 151: 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: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149997190.50
- **C.18.a - Value (excl. sponsor support):** $149997190.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 152: 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: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60019140.00
- **C.18.a - Value (excl. sponsor support):** $60019140.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **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. 4.323400%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFL6, C.4 - ISIN: US3133ETFL62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95074029.70
- **C.18.a - Value (excl. sponsor support):** $95074029.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFP7, C.4 - ISIN: US3133ETFP76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150006534.00
- **C.18.a - Value (excl. sponsor support):** $150006534.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: 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: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $115010565.05
- **C.18.a - Value (excl. sponsor support):** $115010565.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **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 156: 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: 3133ETJW8, C.4 - ISIN: US3133ETJW81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $108074286.46
- **C.18.a - Value (excl. sponsor support):** $108074286.46
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **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 157: 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: 3133ETJY4, C.4 - ISIN: US3133ETJY48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229999512.40
- **C.18.a - Value (excl. sponsor support):** $229999512.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: 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: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124998865.00
- **C.18.a - Value (excl. sponsor support):** $124998865.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **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? 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. 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139979599.20
- **C.18.a - Value (excl. sponsor support):** $139979599.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: 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: 3133ETLQ8, C.4 - ISIN: US3133ETLQ85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $279998196.80
- **C.18.a - Value (excl. sponsor support):** $279998196.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: 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: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $209995228.80
- **C.18.a - Value (excl. sponsor support):** $209995228.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: 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: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64993108.05
- **C.18.a - Value (excl. sponsor support):** $64993108.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99997026.00
- **C.18.a - Value (excl. sponsor support):** $99997026.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: 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: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $319995222.40
- **C.18.a - Value (excl. sponsor support):** $319995222.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: 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: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124997342.50
- **C.18.a - Value (excl. sponsor support):** $124997342.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **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 166: 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: 3133ETQP5, C.4 - ISIN: US3133ETQP57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $84999247.75
- **C.18.a - Value (excl. sponsor support):** $84999247.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 167: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.338600%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQW0, C.4 - ISIN: US3133ETQW09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199943466.00
- **C.18.a - Value (excl. sponsor support):** $199943466.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2027-07-23
- **C.13 - Final Legal Maturity Date:** 2027-07-23
- **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 168: 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: 3133ETRT6, C.4 - ISIN: US3133ETRT60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149997490.50
- **C.18.a - Value (excl. sponsor support):** $149997490.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: 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: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64999881.05
- **C.18.a - Value (excl. sponsor support):** $64999881.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 170: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.308400%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49998608.50
- **C.18.a - Value (excl. sponsor support):** $49998608.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: 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: 3133ETSB4, C.4 - ISIN: US3133ETSB44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129997182.90
- **C.18.a - Value (excl. sponsor support):** $129997182.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: 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: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999612.00
- **C.18.a - Value (excl. sponsor support):** $99999612.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 173: 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: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $89998880.40
- **C.18.a - Value (excl. sponsor support):** $89998880.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **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 174: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUL9, C.4 - ISIN: US3133ETUL97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $33296818.52
- **C.18.a - Value (excl. sponsor support):** $33296818.52
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: 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: 3133ETUX3, C.4 - ISIN: US3133ETUX36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100046885.00
- **C.18.a - Value (excl. sponsor support):** $100046885.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-08-24
- **C.13 - Final Legal Maturity Date:** 2027-08-24
- **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 176: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3134A2HG6, C.4 - ISIN: US3134A2HG69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19777521.60
- **C.18.a - Value (excl. sponsor support):** $19777521.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 177: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100040147.00
- **C.18.a - Value (excl. sponsor support):** $100040147.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 178: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.450000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $255134782.80
- **C.18.a - Value (excl. sponsor support):** $255134782.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 179: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.455000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $1128704131.44
- **C.18.a - Value (excl. sponsor support):** $1128704131.44
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 180: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $141104256.81
- **C.18.a - Value (excl. sponsor support):** $141104256.81
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 181: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.450000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $300188904.00
- **C.18.a - Value (excl. sponsor support):** $300188904.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 182: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249963240.00
- **C.18.a - Value (excl. sponsor support):** $249963240.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 183: 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: 3135G06G3, C.4 - ISIN: US3135G06G36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24831806.50
- **C.18.a - Value (excl. sponsor support):** $24831806.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50016460.50
- **C.18.a - Value (excl. sponsor support):** $50016460.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 185: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149084576.87
- **C.18.a - Value (excl. sponsor support):** $149084576.87
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 186: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.475000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $329260304.80
- **C.18.a - Value (excl. sponsor support):** $329260304.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 187: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 2.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G0K36, C.4 - ISIN: US3135G0K368, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $227645939.55
- **C.18.a - Value (excl. sponsor support):** $227645939.55
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **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 188: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $183067953.41
- **C.18.a - Value (excl. sponsor support):** $183067953.41
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 189: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $478489467.22
- **C.18.a - Value (excl. sponsor support):** $478489467.22
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 190: Fortis Family Insurance LLC

- **C.1 - Title:** Fortis Family Insurance LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 349575AA8, C.4 - ISIN: US349575AA87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10345000.00
- **C.18.a - Value (excl. sponsor support):** $10345000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2070-08-01
- **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 191: Gillean 2019 Family Trust

- **C.1 - Title:** Gillean 2019 Family Trust 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 375702AA5, C.4 - ISIN: US375702AA54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6140000.00
- **C.18.a - Value (excl. sponsor support):** $6140000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2039-12-01
- **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 192: Hacienda Senior Villas LP A California LP

- **C.1 - Title:** Hacienda Senior Villas LP A California LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 404515AA6, C.4 - ISIN: US404515AA67, C.3 - LEI: 549300Y6NSRDF98IH132
- **C.18 - Value (incl. sponsor support):** $20575000.00
- **C.18.a - Value (excl. sponsor support):** $20575000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **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 193: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 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: 45699W001, C.3 - LEI: N/A, C.5 - Other ID: 45699W001_4.34_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $131896800.00      | $133849879.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $903000000.00      | $886150187.10      | U.S. Treasuries (including strips) |

### Security 194: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.380000%
- **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: 46799N008, C.3 - LEI: N/A, C.5 - Other ID: 46799N008_4.38_0918
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNAR XX.XXX WS806483 | 2035-05-01      | 4.1880%  | 0.0000% | $639797.43         | $633465.07         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS5553 | 2034-05-01      | 3.5400%  | 0.0000% | $13482927.05       | $12627008.36       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS6984 | 2032-10-01      | 4.2900%  | 0.0000% | $5817000.00        | $5819702.97        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8403 | 2034-01-01      | 4.5400%  | 0.0000% | $8068000.00        | $8143928.84        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8420 | 2033-05-01      | 4.2700%  | 0.0000% | $16208945.47       | $16139427.11       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8472 | 2033-06-01      | 4.4000%  | 0.0000% | $12869000.00       | $12908176.09       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8720 | 2033-06-01      | 4.4000%  | 0.0000% | $14779242.33       | $14803217.54       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8760 | 2033-07-01      | 4.3400%  | 0.0000% | $48480000.00       | $48404398.15       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS9099 | 2033-09-01      | 4.5700%  | 0.0000% | $5688000.00        | $5763425.41        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS9298 | 2033-09-01      | 4.5800%  | 0.0000% | $3540628.99        | $3588258.32        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS9299 | 2033-09-01      | 4.5800%  | 0.0000% | $8617867.51        | $8733796.98        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ0446 | 2034-02-01      | 4.4050%  | 0.0000% | $9920000.00        | $9891788.62        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ0512 | 2034-02-01      | 4.6900%  | 0.0000% | $4525000.00        | $4604982.90        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ1735 | 2034-09-01      | 4.4000%  | 0.0000% | $7653000.00        | $7588808.33        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ1736 | 2034-09-01      | 4.4000%  | 0.0000% | $13964000.00       | $13846873.07       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ1751 | 2034-09-01      | 4.2500%  | 0.0000% | $30547000.00       | $30035354.73       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ1450 | 2034-07-01      | 4.6800%  | 0.0000% | $11711000.00       | $11849049.27       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ1567 | 2034-09-01      | 4.4000%  | 0.0000% | $9736000.00        | $9654336.59        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3612 | 2035-04-01      | 4.6950%  | 0.0000% | $18643000.00       | $18824203.75       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAC5271 | 2039-11-01      | 6.8350%  | 0.0000% | $186113.34         | $192904.45         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAD0900 | 2040-04-01      | 6.7110%  | 0.0000% | $898707.04         | $936271.80         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0732 | 2040-12-01      | 7.0430%  | 0.0000% | $1619323.58        | $1682508.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  | 0.0000% | $159712928.33      | $165191986.90      | Agency Mortgage-Backed Securities  |
| FKAR 04.500 WRWR1004 | 2034-04-01      | 4.5000%  | 0.0000% | $13914637.00       | $13881895.86       | Agency Mortgage-Backed Securities  |
| BILL 10/23/25        | 2025-10-23      | 0.0000%  | 0.0000% | $300.00            | $298.11            | U.S. Treasuries (including strips) |
| FMAR 1B3340 G        | 2037-04-01      | 6.9950%  | 0.0000% | $41571.87          | $42824.91          | Agency Mortgage-Backed Securities  |
| FMAR 1B3757 G        | 2038-03-01      | 6.9250%  | 0.0000% | $131111.02         | $135376.99         | Agency Mortgage-Backed Securities  |
| FMAR 1B4946 G        | 2040-09-01      | 7.4000%  | 0.0000% | $265104.90         | $274695.74         | Agency Mortgage-Backed Securities  |
| FMAR 1N1781 G        | 2037-10-01      | 5.9120%  | 0.0000% | $313925.04         | $315256.78         | Agency Mortgage-Backed Securities  |
| FMAR 1H2628 G        | 2036-07-01      | 6.2500%  | 0.0000% | $137252.58         | $142637.84         | Agency Mortgage-Backed Securities  |
| FMAR 1G2527 G        | 2036-11-01      | 6.8150%  | 0.0000% | $137933.46         | $141166.69         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0389 G        | 2038-01-01      | 7.4100%  | 0.0000% | $95201.00          | $98359.23          | Agency Mortgage-Backed Securities  |
| FMAR 1Q0544 G        | 2038-04-01      | 6.7750%  | 0.0000% | $545562.85         | $563583.58         | Agency Mortgage-Backed Securities  |
| FKAR 04.590 WNWN2495 | 2032-11-01      | 4.5900%  | 0.0000% | $9425000.00        | $9593707.50        | Agency Mortgage-Backed Securities  |
| FKAR 04.470 WNWN4012 | 2033-12-01      | 4.4700%  | 0.0000% | $20189000.00       | $20255253.58       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544876 | 2036-04-01      | 5.8900%  | 0.0000% | $33568.40          | $34108.49          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337 | 2044-10-01      | 6.6030%  | 0.0000% | $1791450.24        | $1859029.51        | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $44882400.00       | $45672944.64       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $9362800.00        | $9583257.11        | U.S. Treasuries (including strips) |

### Security 195: Ken-Vin Life Co. LLC

- **C.1 - Title:** Ken-Vin Life Co. LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 48849PAB4, C.4 - ISIN: US48849PAB40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45930000.00
- **C.18.a - Value (excl. sponsor support):** $45930000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2075-02-01
- **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 196: L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021

- **C.1 - Title:** L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50248DAA6, C.4 - ISIN: US50248DAA63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21350000.00
- **C.18.a - Value (excl. sponsor support):** $21350000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2071-04-01
- **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 197: La Mesa Senior Living LP

- **C.1 - Title:** La Mesa Senior Living LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 503667AA5, C.4 - ISIN: US503667AA54, C.3 - LEI: 549300MT3J8CYDB9JX03
- **C.18 - Value (incl. sponsor support):** $48125000.00
- **C.18.a - Value (excl. sponsor support):** $48125000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2057-08-01
- **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 198: Legado Encino LLC

- **C.1 - Title:** Legado Encino LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 52473EAA6, C.4 - ISIN: US52473EAA64, C.3 - LEI: 549300TDU6EBKEPEUV84
- **C.18 - Value (incl. sponsor support):** $19500000.00
- **C.18.a - Value (excl. sponsor support):** $19500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2059-12-01
- **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 199: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55285MAB7, C.4 - ISIN: US55285MAB72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10920000.00
- **C.18.a - Value (excl. sponsor support):** $10920000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: Mitchell 2019 Irrevocable Life Insurance Trust

- **C.1 - Title:** Mitchell 2019 Irrevocable Life Insurance Trust 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60669LAA7, C.4 - ISIN: US60669LAA70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25905000.00
- **C.18.a - Value (excl. sponsor support):** $25905000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2059-09-01
- **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 201: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 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: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_4.35_0904
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | 0.0000% | $9722131.92        | $8125606.62        | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M     | 2052-02-20      | 4.0000%  | 0.0000% | $54881.50          | $51748.21          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $2813623.30        | $2800109.15        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $1368500.22        | $1191827.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $2632761.57        | $2667321.25        | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $56874.13          | $53664.61          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $3164.19           | $2760.03           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $20382.10          | $19123.73          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $2824632.25        | $2869760.77        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8278 | 2052-12-01      | 6.0000%  | 0.0000% | $396238.33         | $407660.56         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8308 | 2053-03-01      | 5.5000%  | 0.0000% | $764984.63         | $774866.53         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $414697.89         | $419756.28         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $20767.63          | $20997.48          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $108774.02         | $109888.60         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $15735.92          | $16156.49          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $1912.72           | $1932.18           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $1839.46           | $1887.78           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $2362.29           | $2510.51           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL759666 | 2031-04-01      | 6.5000%  | 0.0000% | $0.83              | $0.87              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL759854 | 2034-02-01      | 5.5000%  | 0.0000% | $16144.71          | $16753.53          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL766715 | 2034-03-01      | 5.5000%  | 0.0000% | $7485.22           | $7599.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL779607 | 2034-07-01      | 5.5000%  | 0.0000% | $804.49            | $832.90            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL785986 | 2034-07-01      | 6.0000%  | 0.0000% | $8418.27           | $8639.20           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL800078 | 2034-10-01      | 6.0000%  | 0.0000% | $11860.17          | $12524.28          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5397 | 2053-01-01      | 6.0000%  | 0.0000% | $18552.21          | $19063.24          | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $2509.59           | $2059.55           | Agency Mortgage-Backed Securities |
| GNII SF MA7256 M     | 2051-03-20      | 3.0000%  | 0.0000% | $5394395.57        | $4801623.42        | Agency Mortgage-Backed Securities |
| GNII SF MA7425 M     | 2051-06-20      | 6.0000%  | 0.0000% | $18515.43          | $19553.69          | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $5714.72           | $4881.97           | Agency Mortgage-Backed Securities |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $570963.07         | $468574.30         | Agency Mortgage-Backed Securities |
| GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $1540502.23        | $1316020.93        | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $68764424.89       | $66482546.21       | Agency Mortgage-Backed Securities |
| GNAR AT MB0571 M     | 2055-08-20      | 4.0000%  | 0.0000% | $8000000.00        | $7931256.89        | Agency Mortgage-Backed Securities |
| GNAR AT MB0573 M     | 2055-08-20      | 4.5000%  | 0.0000% | $6000000.00        | $6015786.00        | Agency Mortgage-Backed Securities |
| GNAR AT MB0574 M     | 2055-08-20      | 5.0000%  | 0.0000% | $8500000.00        | $8592300.56        | Agency Mortgage-Backed Securities |
| 05.500 FGPC G04445 G | 2038-06-01      | 5.5000%  | 0.0000% | $4333.58           | $4506.87           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3657 | 2052-12-01      | 5.0000%  | 0.0000% | $267704.94         | $270831.43         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3663 | 2053-08-01      | 5.5000%  | 0.0000% | $397002.86         | $403290.51         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3636 | 2053-08-01      | 6.0000%  | 0.0000% | $80083.90          | $82744.02          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3890 | 2052-08-01      | 3.0000%  | 0.0000% | $3970448.36        | $3458813.73        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3993 | 2053-09-01      | 5.5000%  | 0.0000% | $224891.12         | $229498.19         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4113 | 2053-11-01      | 6.0000%  | 0.0000% | $628051.94         | $650025.39         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4229 | 2053-11-01      | 6.0000%  | 0.0000% | $3410854.97        | $3527017.32        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB4903 | 2050-11-01      | 2.5000%  | 0.0000% | $22354.86          | $18987.87          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0532 | 2046-06-01      | 4.5000%  | 0.0000% | $6438.46           | $6379.64           | Agency Mortgage-Backed Securities |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $27598436.09       | $26904335.42       | Agency Mortgage-Backed Securities |
| GNII SF MA8400 M     | 2034-07-20      | 6.0000%  | 0.0000% | $79132.96          | $81060.77          | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $2497712.97        | $2433371.88        | Agency Mortgage-Backed Securities |
| GNII SF MA8462 M     | 2037-12-20      | 6.0000%  | 0.0000% | $220573.43         | $225946.96         | Agency Mortgage-Backed Securities |
| GNII SF MA9302 M     | 2053-11-20      | 4.0000%  | 0.0000% | $87896.87          | $82867.51          | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $229124.23         | $216013.77         | Agency Mortgage-Backed Securities |
| GNII SF 002687 M     | 2028-12-20      | 6.0000%  | 0.0000% | $201.01            | $205.91            | Agency Mortgage-Backed Securities |
| 1.78 FHOR 20-37 AE   | 2037-08-12      | 1.7800%  | 0.0000% | $7000000.00        | $5061654.89        | Agency Mortgage-Backed Securities |
| 0.375 FHLB 26 3R     | 2026-03-13      | 0.3750%  | 0.0000% | $8000000.00        | $7861881.33        | Agency Mortgage-Backed Securities |
| 2.40 FHOR 21-36 ER   | 2036-05-12      | 2.4000%  | 0.0000% | $7000000.00        | $5642268.33        | Agency Mortgage-Backed Securities |
| 4.25 FHOR 26-30 C5   | 2030-08-28      | 4.2500%  | 0.0000% | $4040000.00        | $4040468.86        | Agency Mortgage-Backed Securities |
| 4.50 FHLB 36 HI      | 2036-09-12      | 4.5000%  | 0.0000% | $9500000.00        | $9478691.50        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI0512 | 2033-08-01      | 4.5000%  | 0.0000% | $265.76            | $266.77            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI2237 | 2034-07-01      | 5.5000%  | 0.0000% | $1963.10           | $1992.37           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI6891 | 2037-12-01      | 5.5000%  | 0.0000% | $7618.69           | $7903.81           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI8375 | 2038-12-01      | 5.5000%  | 0.0000% | $3637.85           | $3778.62           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI9418 | 2039-12-01      | 4.5000%  | 0.0000% | $1419.30           | $1423.28           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ3686 | 2029-06-01      | 6.0000%  | 0.0000% | $0.72              | $0.74              | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ5596 | 2032-01-01      | 6.0000%  | 0.0000% | $240.41            | $246.72            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZJ9223 | 2027-12-01      | 5.0000%  | 0.0000% | $2065.84           | $2075.59           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK3541 | 2026-09-01      | 3.0000%  | 0.0000% | $16637.25          | $16526.75          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3339 | 2026-06-01      | 4.0000%  | 0.0000% | $430.59            | $429.76            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZK3343 | 2026-06-01      | 4.5000%  | 0.0000% | $5608.27           | $5615.47           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK3703 | 2026-11-01      | 3.0000%  | 0.0000% | $2358.86           | $2341.12           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK7524 | 2030-07-01      | 3.0000%  | 0.0000% | $6174.74           | $6057.44           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK7625 | 2030-07-01      | 2.5000%  | 0.0000% | $2239.73           | $2170.66           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1258 | 2041-04-01      | 4.5000%  | 0.0000% | $35822.33          | $35922.81          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1395 | 2041-05-01      | 4.5000%  | 0.0000% | $873.98            | $869.97            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2273 | 2041-11-01      | 3.5000%  | 0.0000% | $6308.75           | $5992.36           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL5916 | 2043-05-01      | 3.5000%  | 0.0000% | $11859.26          | $11150.38          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL6330 | 2043-07-01      | 3.0000%  | 0.0000% | $72868.89          | $66822.11          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL8611 | 2044-10-01      | 4.5000%  | 0.0000% | $14672.61          | $14496.53          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM0503 | 2045-11-01      | 4.0000%  | 0.0000% | $70028.51          | $67096.28          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQE5114 | 2052-07-01      | 5.5000%  | 0.0000% | $12227719.18       | $12403282.06       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6108 | 2053-01-01      | 5.5000%  | 0.0000% | $868821.57         | $879859.76         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8222 | 2053-02-01      | 6.5000%  | 0.0000% | $120479.61         | $126491.61         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  | 0.0000% | $4927.03           | $5103.75           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH1378 | 2053-09-01      | 6.0000%  | 0.0000% | $775772.71         | $799023.91         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2995 | 2027-01-01      | 4.5000%  | 0.0000% | $4.94              | $4.95              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5007 | 2047-05-01      | 4.5000%  | 0.0000% | $13261.13          | $13231.64          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7346 | 2051-05-01      | 3.0000%  | 0.0000% | $5399.90           | $4738.41           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0601 | 2037-09-01      | 6.0000%  | 0.0000% | $23358.53          | $24705.68          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0207 | 2033-11-01      | 4.5000%  | 0.0000% | $199.70            | $199.84            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAE0551 | 2025-11-01      | 4.0000%  | 0.0000% | $4.76              | $4.76              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAE0627 | 2025-12-01      | 3.5000%  | 0.0000% | $1.63              | $1.63              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAE0705 | 2026-01-01      | 4.0000%  | 0.0000% | $2.14              | $2.14              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE0981 | 2041-03-01      | 3.5000%  | 0.0000% | $6468.35           | $6142.59           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAE1806 | 2025-10-01      | 3.5000%  | 0.0000% | $4.32              | $4.32              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE3558 | 2040-09-01      | 3.5000%  | 0.0000% | $16113.25          | $15308.54          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAE3069 | 2025-09-25      | 4.0000%  | 0.0000% | $5.11              | $5.11              | Agency Mortgage-Backed Securities |
| GNII SF MA9601 M     | 2054-04-20      | 3.5000%  | 0.0000% | $10470663.67       | $9627798.51        | Agency Mortgage-Backed Securities |
| GNII SF 002798 M     | 2029-08-20      | 7.5000%  | 0.0000% | $49.60             | $51.30             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM1284 | 2046-06-01      | 4.5000%  | 0.0000% | $593.97            | $586.84            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2661 | 2047-02-01      | 3.5000%  | 0.0000% | $413174.14         | $382819.15         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  | 0.0000% | $2426.25           | $2253.08           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM2825 | 2047-03-01      | 4.0000%  | 0.0000% | $1032.49           | $986.84            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM2930 | 2047-04-01      | 4.5000%  | 0.0000% | $3537.14           | $3470.81           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4300 | 2047-09-01      | 4.5000%  | 0.0000% | $175922.24         | $172097.69         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZN5189 | 2034-04-01      | 3.5000%  | 0.0000% | $562.49            | $549.86            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0784 | 2031-11-01      | 6.0000%  | 0.0000% | $3710.52           | $3829.83           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0547 | 2028-08-01      | 6.0000%  | 0.0000% | $2.90              | $2.98              | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0577 | 2029-02-01      | 6.5000%  | 0.0000% | $1.27              | $1.33              | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0591 | 2029-04-01      | 6.0000%  | 0.0000% | $9.52              | $9.79              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA1041 | 2040-03-01      | 5.5000%  | 0.0000% | $4301.35           | $4460.59           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA1070 | 2040-10-01      | 4.5000%  | 0.0000% | $21502.51          | $21562.84          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA1329 | 2043-04-01      | 3.0000%  | 0.0000% | $13606.93          | $12460.80          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZA1356 | 2043-02-01      | 2.5000%  | 0.0000% | $142123.57         | $126361.28         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZA2576 | 2025-10-01      | 3.5000%  | 0.0000% | $6.64              | $6.63              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZA2619 | 2026-04-01      | 4.0000%  | 0.0000% | $3.79              | $3.78              | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA1898 | 2025-09-25      | 5.0000%  | 0.0000% | $0.40              | $0.40              | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA1918 | 2026-01-01      | 5.0000%  | 0.0000% | $189.16            | $189.33            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA2077 | 2028-07-01      | 5.0000%  | 0.0000% | $2288.45           | $2303.73           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA2111 | 2029-01-01      | 5.0000%  | 0.0000% | $1758.12           | $1772.78           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2143 | 2029-11-01      | 4.5000%  | 0.0000% | $4595.07           | $4632.29           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2181 | 2030-10-01      | 4.0000%  | 0.0000% | $7670.34           | $7653.38           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2219 | 2031-09-01      | 4.0000%  | 0.0000% | $44732.91          | $44608.92          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2445 | 2037-02-01      | 3.0000%  | 0.0000% | $1966.84           | $1868.81           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2519 | 2038-08-01      | 3.5000%  | 0.0000% | $10312.23          | $9971.91           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA3780 | 2030-03-01      | 2.5000%  | 0.0000% | $27929.46          | $27154.29          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA3831 | 2030-08-01      | 2.5000%  | 0.0000% | $38877.73          | $37722.50          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CNZA3884 | 2026-09-01      | 2.5000%  | 0.0000% | $10617.78          | $10525.18          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4196 | 2043-04-01      | 3.0000%  | 0.0000% | $49245.07          | $45135.63          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6116 | 2049-01-01      | 4.5000%  | 0.0000% | $163731.57         | $162266.17         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0824 | 2034-12-01      | 5.5000%  | 0.0000% | $1265.50           | $1303.54           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0889 | 2035-07-01      | 5.0000%  | 0.0000% | $80614.89          | $82534.81          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS0892 | 2035-06-01      | 6.0000%  | 0.0000% | $4694.44           | $4868.72           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS0418 | 2028-06-01      | 6.0000%  | 0.0000% | $4.99              | $5.12              | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0934 | 2035-10-01      | 5.0000%  | 0.0000% | $2438.36           | $2496.98           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1071 | 2036-05-01      | 5.5000%  | 0.0000% | $2136.81           | $2226.24           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1211 | 2036-12-01      | 5.5000%  | 0.0000% | $470.22            | $489.91            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1383 | 2037-04-01      | 5.5000%  | 0.0000% | $608.25            | $633.73            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1611 | 2037-10-01      | 5.5000%  | 0.0000% | $20840.59          | $21696.88          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2593 | 2039-01-01      | 5.5000%  | 0.0000% | $5684.64           | $5908.95           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1986 | 2038-03-01      | 6.0000%  | 0.0000% | $8128.68           | $8597.85           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2243 | 2038-07-01      | 5.5000%  | 0.0000% | $7511.65           | $7795.81           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2257 | 2036-06-01      | 5.5000%  | 0.0000% | $54831.25          | $57034.57          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2369 | 2038-01-01      | 4.5000%  | 0.0000% | $181.75            | $182.71            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2391 | 2038-09-01      | 5.0000%  | 0.0000% | $13411.43          | $13737.28          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2872 | 2038-01-01      | 5.5000%  | 0.0000% | $6368.47           | $6619.13           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2897 | 2039-03-01      | 5.5000%  | 0.0000% | $1779.66           | $1845.55           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2951 | 2040-08-01      | 4.5000%  | 0.0000% | $4399.29           | $4411.64           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3059 | 2038-12-01      | 5.5000%  | 0.0000% | $30722.48          | $31859.60          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ9030 | 2054-11-01      | 5.0000%  | 0.0000% | $6416814.03        | $6358773.24        | Agency Mortgage-Backed Securities |
| 3.20 FCSB 37 R       | 2037-08-17      | 3.2000%  | 0.0000% | $7500000.00        | $6510050.00        | Agency Mortgage-Backed Securities |
| 1.60 FCSB 31 BM      | 2031-04-22      | 1.6000%  | 0.0000% | $4700000.00        | $4194258.59        | Agency Mortgage-Backed Securities |
| 4.32 FCOR 25-28 LJ   | 2028-08-21      | 4.3200%  | 0.0000% | $4900000.00        | $4899593.30        | Agency Mortgage-Backed Securities |
| 4.53 FCOR 25-30 IT   | 2030-02-25      | 4.5300%  | 0.0000% | $20000000.00       | $19982226.67       | Agency Mortgage-Backed Securities |
| 3.97 FCOR 26-27 NW   | 2027-08-26      | 3.9700%  | 0.0000% | $5085000.00        | $5081088.79        | Agency Mortgage-Backed Securities |
| 4.00 FCOR 27-29 JL   | 2029-08-27      | 4.0000%  | 0.0000% | $8828000.00        | $8826059.80        | Agency Mortgage-Backed Securities |
| 3 5/8 FCSB 27 HR     | 2027-08-27      | 3.6250%  | 0.0000% | $23000000.00       | $22963070.94       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3523 | 2050-09-01      | 2.0000%  | 0.0000% | $16469.86          | $13133.60          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2903 | 2050-06-01      | 3.0000%  | 0.0000% | $12029513.12       | $10580237.48       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3175 | 2050-07-01      | 3.0000%  | 0.0000% | $19788.39          | $17257.46          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5286 | 2051-05-01      | 2.5000%  | 0.0000% | $638591.36         | $533226.63         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $6083.12           | $5122.77           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6989 | 2052-03-01      | 3.0000%  | 0.0000% | $12969860.39       | $11291279.44       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBA0781 | 2030-11-01      | 3.0000%  | 0.0000% | $3199.34           | $3126.20           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4745 | 2046-10-01      | 3.0000%  | 0.0000% | $635.20            | $570.65            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $1436.89           | $1368.98           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS0198 | 2040-05-01      | 4.0000%  | 0.0000% | $2551.81           | $2521.38           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS2920 | 2036-07-01      | 3.0000%  | 0.0000% | $1209.20           | $1164.59           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0863 | 2055-08-01      | 5.5000%  | 0.0000% | $1150504.00        | $1164187.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0066 | 2055-08-01      | 5.5000%  | 0.0000% | $2740300.00        | $2772895.26        | Agency Mortgage-Backed Securities |
| GNII SF 003132 M     | 2031-09-20      | 6.0000%  | 0.0000% | $187.43            | $193.40            | Agency Mortgage-Backed Securities |
| GNII SF 003160 M     | 2031-11-20      | 6.0000%  | 0.0000% | $321.87            | $336.14            | Agency Mortgage-Backed Securities |
| GNII SF 003172 M     | 2031-12-20      | 6.0000%  | 0.0000% | $107.32            | $112.27            | Agency Mortgage-Backed Securities |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $221.84            | $231.11            | Agency Mortgage-Backed Securities |
| GNII SF 003238 M     | 2032-05-20      | 6.0000%  | 0.0000% | $539.62            | $563.16            | Agency Mortgage-Backed Securities |
| GNII SF 003376 M     | 2033-04-20      | 6.0000%  | 0.0000% | $1831.24           | $1897.61           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3073 | 2040-05-01      | 5.5000%  | 0.0000% | $4242.06           | $4404.26           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3251 | 2035-12-01      | 4.5000%  | 0.0000% | $8004.96           | $8047.85           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3433 | 2041-03-01      | 5.5000%  | 0.0000% | $38515.60          | $39956.77          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4461 | 2041-10-01      | 4.0000%  | 0.0000% | $220.27            | $215.05            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3881 | 2041-06-01      | 5.5000%  | 0.0000% | $129.17            | $134.38            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4086 | 2044-07-01      | 4.5000%  | 0.0000% | $1033.75           | $1025.17           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4114 | 2041-03-01      | 5.0000%  | 0.0000% | $4679.02           | $4798.28           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS4191 | 2035-07-01      | 5.5000%  | 0.0000% | $1546.49           | $1611.19           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS4349 | 2038-08-01      | 6.0000%  | 0.0000% | $991.98            | $1048.89           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $88409.33          | $80990.23          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4552 | 2044-02-01      | 3.5000%  | 0.0000% | $1918.66           | $1801.95           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4657 | 2046-03-01      | 4.5000%  | 0.0000% | $178.80            | $176.66            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4632 | 2045-10-01      | 3.0000%  | 0.0000% | $27266.18          | $24553.84          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4646 | 2046-01-01      | 3.0000%  | 0.0000% | $1576478.70        | $1419113.55        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4724 | 2047-06-01      | 4.5000%  | 0.0000% | $101444.34         | $100158.63         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $6355.66           | $5647.15           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4735 | 2047-09-01      | 3.5000%  | 0.0000% | $40043.90          | $37100.96          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6210 | 2026-02-01      | 4.0000%  | 0.0000% | $129.28            | $129.23            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6125 | 2025-10-01      | 4.0000%  | 0.0000% | $18.10             | $18.11             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7187 | 2027-09-01      | 4.0000%  | 0.0000% | $68.43             | $68.24             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6310 | 2026-05-01      | 4.5000%  | 0.0000% | $2.04              | $2.04              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6365 | 2026-07-01      | 4.0000%  | 0.0000% | $2.71              | $2.71              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6486 | 2026-06-01      | 4.0000%  | 0.0000% | $2.30              | $2.30              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6481 | 2026-07-01      | 4.5000%  | 0.0000% | $212.79            | $213.04            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6543 | 2026-06-01      | 4.5000%  | 0.0000% | $6.04              | $6.05              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6561 | 2026-09-01      | 4.5000%  | 0.0000% | $1.41              | $1.41              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6651 | 2026-07-01      | 4.5000%  | 0.0000% | $3.62              | $3.62              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6666 | 2026-06-01      | 4.5000%  | 0.0000% | $51.34             | $51.45             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6724 | 2026-03-01      | 4.5000%  | 0.0000% | $8.00              | $8.01              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6840 | 2026-09-01      | 4.5000%  | 0.0000% | $5.45              | $5.46              | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS6869 | 2029-01-01      | 3.5000%  | 0.0000% | $809.53            | $803.80            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6911 | 2026-06-01      | 4.5000%  | 0.0000% | $2.66              | $2.67              | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS6941 | 2028-03-01      | 2.0000%  | 0.0000% | $11914.45          | $11656.21          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6964 | 2026-07-01      | 4.5000%  | 0.0000% | $5.69              | $5.70              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS7969 | 2026-09-01      | 4.5000%  | 0.0000% | $112.09            | $112.35            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8069 | 2033-05-01      | 3.0000%  | 0.0000% | $7569.46           | $7398.93           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS7237 | 2026-11-01      | 4.5000%  | 0.0000% | $4.20              | $4.20              | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7463 | 2031-06-01      | 3.5000%  | 0.0000% | $5079.14           | $5036.63           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7848 | 2029-07-01      | 4.0000%  | 0.0000% | $14.05             | $14.01             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8522 | 2029-04-01      | 3.0000%  | 0.0000% | $73297.79          | $72140.67          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8594 | 2031-01-01      | 3.0000%  | 0.0000% | $2295.83           | $2247.49           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZS8807 | 2026-08-01      | 5.0000%  | 0.0000% | $9.76              | $9.77              | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9817 | 2046-09-01      | 3.5000%  | 0.0000% | $38713.51          | $36198.69          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9856 | 2042-10-01      | 4.5000%  | 0.0000% | $11706.26          | $11739.09          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZS9031 | 2033-12-01      | 4.5000%  | 0.0000% | $3608.34           | $3647.57           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZS9130 | 2032-01-01      | 4.5000%  | 0.0000% | $11378.52          | $11470.39          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZS9181 | 2035-12-01      | 4.0000%  | 0.0000% | $2865.33           | $2859.52           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9378 | 2043-07-01      | 3.5000%  | 0.0000% | $460356.73         | $433601.36         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | 0.0000% | $7694.29           | $7200.77           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZT0799 | 2031-09-01      | 5.0000%  | 0.0000% | $5.65              | $5.70              | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0714 | 2048-10-01      | 5.0000%  | 0.0000% | $224625.97         | $226171.15         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZT1416 | 2033-07-01      | 3.0000%  | 0.0000% | $5454.47           | $5325.22           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT1475 | 2046-11-01      | 3.5000%  | 0.0000% | $155068.86         | $144482.66         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1595 | 2049-01-01      | 4.5000%  | 0.0000% | $562.62            | $551.84            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1970 | 2033-04-01      | 3.5000%  | 0.0000% | $22206.68          | $21993.33          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB0805 | 2038-03-01      | 4.5000%  | 0.0000% | $41709.00          | $41842.51          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0867 | 2037-06-01      | 2.5000%  | 0.0000% | $165831.38         | $156026.01         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0093 | 2031-12-01      | 2.5000%  | 0.0000% | $2300.74           | $2222.27           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0084 | 2032-02-01      | 3.0000%  | 0.0000% | $984.17            | $967.50            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0100 | 2034-10-01      | 2.5000%  | 0.0000% | $5159.75           | $4920.50           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB0257 | 2033-11-01      | 4.0000%  | 0.0000% | $3659.00           | $3657.31           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $1819.14           | $1752.03           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA7804 | 2052-08-01      | 5.5000%  | 0.0000% | $3853532.94        | $3909169.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8418 | 2053-01-01      | 6.0000%  | 0.0000% | $300067.88         | $311409.45         | Agency Mortgage-Backed Securities |
| 6.51 FHLB 32 A       | 2032-01-02      | 6.5100%  | 0.0000% | $12000000.00       | $13774086.00       | Agency Mortgage-Backed Securities |
| FEPC 03.000 ZLSI2097 | 2050-07-25      | 3.0000%  | 0.0000% | $16341237.74       | $14339539.61       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5932 | 2054-05-01      | 5.5000%  | 0.0000% | $1082721.40        | $1094484.93        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4105 | 2040-09-01      | 4.5000%  | 0.0000% | $8000000.00        | $8009704.00        | Agency Mortgage-Backed Securities |
| 4.75 FHLB 35 A       | 2035-09-14      | 4.7500%  | 0.0000% | $2000000.00        | $2094615.67        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4673 | 2049-11-01      | 3.0000%  | 0.0000% | $7601.43           | $6775.55           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $286.86            | $273.43            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBO4944 | 2034-11-01      | 2.5000%  | 0.0000% | $12160.42          | $11533.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS4267 | 2038-03-01      | 4.5000%  | 0.0000% | $13235.92          | $13297.74          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0775 | 2054-05-01      | 6.0000%  | 0.0000% | $8777.75           | $9047.16           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL0445 | 2052-12-01      | 3.0000%  | 0.0000% | $404076.77         | $356892.05         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2025 | 2055-06-01      | 6.0000%  | 0.0000% | $17803360.00       | $18297272.69       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2360 | 2053-07-01      | 4.5000%  | 0.0000% | $5468640.00        | $5289257.67        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1358 | 2054-04-01      | 6.5000%  | 0.0000% | $438616.82         | $458554.39         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2688 | 2054-10-01      | 6.5000%  | 0.0000% | $11198693.35       | $11702282.42       | Agency Mortgage-Backed Securities |
| GNII SF CU2153 C     | 2053-05-20      | 5.5000%  | 0.0000% | $14200640.88       | $14397842.02       | Agency Mortgage-Backed Securities |
| GNII SF CU2161 C     | 2053-06-20      | 6.5000%  | 0.0000% | $1668864.02        | $1740053.68        | Agency Mortgage-Backed Securities |
| GNII SF CU2165 C     | 2053-07-20      | 6.0000%  | 0.0000% | $1819577.54        | $1877226.61        | Agency Mortgage-Backed Securities |
| GNII SF CU2172 C     | 2053-08-20      | 6.5000%  | 0.0000% | $9803792.68        | $10222008.32       | Agency Mortgage-Backed Securities |
| GNII SF DB6827 C     | 2054-04-20      | 6.0000%  | 0.0000% | $11074563.88       | $11425424.52       | Agency Mortgage-Backed Securities |
| GNII SF 003986 M     | 2037-05-20      | 6.0000%  | 0.0000% | $5942.02           | $6335.65           | Agency Mortgage-Backed Securities |
| GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $2877.54           | $3101.42           | Agency Mortgage-Backed Securities |
| GNII SF 004017 M     | 2037-08-20      | 6.0000%  | 0.0000% | $4659.20           | $4920.15           | Agency Mortgage-Backed Securities |
| GNII SF 004049 M     | 2037-11-20      | 6.0000%  | 0.0000% | $103.48            | $109.28            | Agency Mortgage-Backed Securities |
| GNII JM 004239 M     | 2038-09-20      | 6.0000%  | 0.0000% | $513.48            | $526.40            | Agency Mortgage-Backed Securities |
| GNII JM 004240 M     | 2038-09-20      | 6.5000%  | 0.0000% | $691.52            | $714.91            | Agency Mortgage-Backed Securities |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $5.03              | $5.20              | Agency Mortgage-Backed Securities |
| GNII SF 004291 M     | 2038-11-20      | 6.0000%  | 0.0000% | $410.20            | $433.19            | Agency Mortgage-Backed Securities |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $50.58             | $50.76             | Agency Mortgage-Backed Securities |
| GNII JM 004364 M     | 2039-02-20      | 6.0000%  | 0.0000% | $51.40             | $52.19             | Agency Mortgage-Backed Securities |
| GNII JM 004337 M     | 2039-01-20      | 6.0000%  | 0.0000% | $370.56            | $380.07            | Agency Mortgage-Backed Securities |
| GNII JM 004515 M     | 2039-08-20      | 6.0000%  | 0.0000% | $113.61            | $117.19            | Agency Mortgage-Backed Securities |
| GNII SF 004749 M     | 2040-07-20      | 6.0000%  | 0.0000% | $16363.33          | $17254.42          | Agency Mortgage-Backed Securities |
| GNII SP 781301 M     | 2031-06-20      | 6.0000%  | 0.0000% | $68.13             | $70.52             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB0981 | 2038-09-01      | 5.0000%  | 0.0000% | $56282.31          | $57098.68          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1245 | 2037-06-01      | 2.5000%  | 0.0000% | $34020.29          | $32012.22          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8133 | 2036-12-01      | 2.5000%  | 0.0000% | $10909.73          | $10262.72          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $3648.35           | $3542.63           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8186 | 2037-09-01      | 4.5000%  | 0.0000% | $5919.30           | $5926.22           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8248 | 2038-08-01      | 5.5000%  | 0.0000% | $7898.95           | $8111.42           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  | 0.0000% | $124961.66         | $128221.01         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8270 | 2038-11-01      | 6.0000%  | 0.0000% | $5803.26           | $6021.09           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8278 | 2039-01-01      | 5.5000%  | 0.0000% | $13307.66          | $13665.74          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  | 0.0000% | $16474.21          | $16907.77          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8333 | 2039-10-01      | 4.5000%  | 0.0000% | $14564.63          | $14582.25          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8371 | 2040-03-01      | 5.0000%  | 0.0000% | $3625.63           | $3676.15           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0741 | 2051-10-01      | 3.5000%  | 0.0000% | $23209.45          | $21228.34          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1692 | 2052-10-01      | 5.0000%  | 0.0000% | $22733.33          | $22740.53          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1799 | 2052-11-01      | 5.5000%  | 0.0000% | $7793.34           | $7949.04           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $14206.04          | $13845.06          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD2601 | 2053-02-01      | 2.5000%  | 0.0000% | $135397.78         | $113287.93         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1803 | 2052-09-01      | 5.5000%  | 0.0000% | $539902.70         | $549785.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $21213.03          | $21207.25          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | 0.0000% | $5332.50           | $4887.30           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1966 | 2052-11-01      | 4.0000%  | 0.0000% | $241418.57         | $227123.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190302 | 2029-06-01      | 6.0000%  | 0.0000% | $6.74              | $6.92              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190370 | 2036-06-01      | 6.0000%  | 0.0000% | $218.61            | $231.22            | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZL310151 | 2044-09-01      | 5.5000%  | 0.0000% | $1361.25           | $1402.39           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL357275 | 2032-05-01      | 6.5000%  | 0.0000% | $7.45              | $7.75              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL449274 | 2029-02-01      | 6.0000%  | 0.0000% | $6.49              | $6.66              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL493235 | 2029-04-01      | 6.0000%  | 0.0000% | $10.40             | $10.70             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL589499 | 2031-08-01      | 6.5000%  | 0.0000% | $10.35             | $10.77             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH5618 | 2026-02-01      | 4.0000%  | 0.0000% | $308.88            | $308.45            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH7742 | 2041-03-01      | 4.5000%  | 0.0000% | $10836.02          | $10706.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH9719 | 2041-04-01      | 4.5000%  | 0.0000% | $6463.04           | $6481.19           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAI1807 | 2026-04-01      | 4.5000%  | 0.0000% | $328.68            | $329.21            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  | 0.0000% | $1393.40           | $1473.86           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889643 | 2038-03-01      | 6.0000%  | 0.0000% | $62.79             | $66.03             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CI890611 | 2027-01-01      | 4.5000%  | 0.0000% | $11.08             | $11.09             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1862 | 2054-06-01      | 6.0000%  | 0.0000% | $7214351.92        | $7429279.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3251 | 2055-01-01      | 5.5000%  | 0.0000% | $4711515.15        | $4805452.29        | Agency Mortgage-Backed Securities |
| GNII SF 698489 C     | 2036-01-20      | 6.0000%  | 0.0000% | $1457.79           | $1517.00           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2394 | 2052-11-01      | 4.5000%  | 0.0000% | $164136.58         | $159553.88         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD2535 | 2052-04-01      | 2.5000%  | 0.0000% | $1938123.29        | $1635765.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2509 | 2053-03-01      | 5.5000%  | 0.0000% | $13603828.24       | $13917461.48       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2567 | 2052-09-01      | 4.5000%  | 0.0000% | $27254.13          | $26419.88          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3541 | 2051-09-01      | 3.0000%  | 0.0000% | $3501199.50        | $3061197.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2887 | 2053-05-01      | 6.0000%  | 0.0000% | $229225.60         | $237317.64         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  | 0.0000% | $1329137.79        | $1348790.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  | 0.0000% | $46997.02          | $47912.42          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3222 | 2053-04-01      | 5.0000%  | 0.0000% | $393398.17         | $394648.35         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5272 | 2054-05-01      | 6.0000%  | 0.0000% | $762505.40         | $789295.01         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5348 | 2053-11-01      | 5.5000%  | 0.0000% | $8700387.87        | $8798682.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4547 | 2053-12-01      | 6.0000%  | 0.0000% | $14028921.77       | $14430382.76       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $12442.01          | $10832.80          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD4596 | 2052-04-01      | 2.5000%  | 0.0000% | $7165476.27        | $6088214.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $90480.61          | $91534.32          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD4760 | 2054-01-01      | 7.0000%  | 0.0000% | $24412714.27       | $26098154.49       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4976 | 2054-02-01      | 5.5000%  | 0.0000% | $504947.59         | $510615.01         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5096 | 2054-03-01      | 5.5000%  | 0.0000% | $348072.78         | $356930.81         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $252709.59         | $231380.45         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD5573 | 2052-08-01      | 3.0000%  | 0.0000% | $19390.41          | $17150.88          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6097 | 2053-05-01      | 4.5000%  | 0.0000% | $1745287.72        | $1691862.71        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD6088 | 2051-12-01      | 2.5000%  | 0.0000% | $4979400.96        | $4246788.88        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6112 | 2047-07-01      | 5.0000%  | 0.0000% | $1402648.70        | $1439632.19        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6151 | 2054-01-01      | 6.0000%  | 0.0000% | $2182683.18        | $2244026.77        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6682 | 2053-10-01      | 5.5000%  | 0.0000% | $5937291.76        | $6004441.21        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $12341.62          | $11211.71          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6671 | 2052-04-01      | 3.0000%  | 0.0000% | $4976120.19        | $4439706.04        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAJ9355 | 2027-01-01      | 3.0000%  | 0.0000% | $98.61             | $97.82             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL0846 | 2026-10-01      | 3.5000%  | 0.0000% | $41.10             | $40.94             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL0849 | 2026-07-01      | 4.5000%  | 0.0000% | $1.17              | $1.18              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0393 | 2041-06-01      | 4.5000%  | 0.0000% | $344.66            | $345.63            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL2617 | 2040-10-01      | 6.0000%  | 0.0000% | $12306.29          | $13016.88          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1953 | 2027-01-01      | 4.5000%  | 0.0000% | $4.54              | $4.54              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL2117 | 2042-03-01      | 4.0000%  | 0.0000% | $8956.09           | $8751.27           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL5956 | 2027-05-01      | 4.0000%  | 0.0000% | $13.24             | $13.23             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL6449 | 2027-01-01      | 4.5000%  | 0.0000% | $1.15              | $1.15              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL6761 | 2030-05-01      | 3.0000%  | 0.0000% | $18184.09          | $17870.47          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL6848 | 2044-06-01      | 5.0000%  | 0.0000% | $101.47            | $103.77            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7299 | 2027-08-01      | 4.0000%  | 0.0000% | $168.41            | $167.69            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL9746 | 2027-01-01      | 4.5000%  | 0.0000% | $10.48             | $10.49             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CWAO6572 | 2027-06-01      | 4.0000%  | 0.0000% | $1.94              | $1.94              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CWAP4608 | 2027-08-01      | 4.0000%  | 0.0000% | $10573.82          | $10573.76          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL994459 | 2038-11-01      | 6.0000%  | 0.0000% | $916.43            | $949.15            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995570 | 2039-01-01      | 5.5000%  | 0.0000% | $151.37            | $156.66            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA4463 | 2039-04-01      | 4.5000%  | 0.0000% | $93.73             | $94.03             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAB1460 | 2025-09-25      | 4.0000%  | 0.0000% | $0.33              | $0.33              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB1496 | 2025-09-25      | 3.5000%  | 0.0000% | $11.91             | $11.91             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAB2133 | 2026-01-01      | 4.0000%  | 0.0000% | $5.64              | $5.63              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA0535 | 2025-09-25      | 4.0000%  | 0.0000% | $2.44              | $2.44              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2758 | 2036-09-01      | 3.5000%  | 0.0000% | $2230.11           | $2165.03           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA2774 | 2031-10-01      | 2.0000%  | 0.0000% | $11112.52          | $10611.81          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2897 | 2037-02-01      | 3.0000%  | 0.0000% | $5173.84           | $4926.80           | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $13735179.93       | $12375552.78       | Agency Mortgage-Backed Securities |
| GNII SF MA3808 M     | 2036-04-20      | 6.0000%  | 0.0000% | $9850.47           | $10376.74          | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $224173.98         | $201924.34         | Agency Mortgage-Backed Securities |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | 0.0000% | $30301.50          | $28178.04          | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $21611.75          | $20550.16          | Agency Mortgage-Backed Securities |
| GNII SF MA4651 M     | 2047-08-20      | 3.0000%  | 0.0000% | $24245.46          | $21795.29          | Agency Mortgage-Backed Securities |
| GNII SF MA4967 M     | 2048-01-20      | 6.0000%  | 0.0000% | $5955.11           | $6289.10           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6897 | 2054-07-01      | 6.0000%  | 0.0000% | $25841778.43       | $26519961.46       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $31262.74          | $28694.17          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  | 0.0000% | $112.43            | $110.20            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $216.15            | $205.86            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $396.34            | $348.95            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  | 0.0000% | $155.28            | $147.65            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $568.62            | $498.80            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8083 | 2050-08-01      | 2.5000%  | 0.0000% | $436926.53         | $368281.20         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $11243.95          | $10411.93          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7547 | 2051-11-01      | 2.5000%  | 0.0000% | $7083.81           | $6056.52           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  | 0.0000% | $38147382.55       | $30843362.57       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $93002.08          | $82819.50          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $1302337.38        | $1151166.40        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7554 | 2052-04-01      | 2.5000%  | 0.0000% | $2851943.26        | $2423194.79        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $9008.43           | $7581.26           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $2521519.68        | $2118995.48        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  | 0.0000% | $272977.82         | $249202.06         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $2595481.48        | $2260205.83        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6233 | 2045-11-01      | 4.5000%  | 0.0000% | $511.63            | $505.49            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7838 | 2046-08-01      | 3.0000%  | 0.0000% | $3967.43           | $3558.47           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5993 | 2043-05-01      | 3.0000%  | 0.0000% | $3340.22           | $3040.87           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAZ5719 | 2030-09-01      | 3.0000%  | 0.0000% | $13254.19          | $13012.48          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3658 | 2034-05-01      | 3.5000%  | 0.0000% | $200.97            | $198.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  | 0.0000% | $3122.50           | $2862.30           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5344 | 2039-04-01      | 4.5000%  | 0.0000% | $6927.71           | $6936.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $4855.64           | $4909.89           | Agency Mortgage-Backed Securities |
| GNII SF MA6193 M     | 2034-10-20      | 4.0000%  | 0.0000% | $170811.98         | $169522.71         | Agency Mortgage-Backed Securities |
| GNII JM MA5753 M     | 2049-02-20      | 4.0000%  | 0.0000% | $52003.54          | $48036.77          | Agency Mortgage-Backed Securities |
| GNII SF MA6044 M     | 2049-07-20      | 6.0000%  | 0.0000% | $11099.41          | $11722.49          | Agency Mortgage-Backed Securities |
| GNII SF MA7143 M     | 2051-01-20      | 6.0000%  | 0.0000% | $2627.32           | $2774.49           | Agency Mortgage-Backed Securities |
| GNII JM MA6328 M     | 2049-12-20      | 2.5000%  | 0.0000% | $570721.91         | $479739.96         | Agency Mortgage-Backed Securities |
| GNII SF MA6574 M     | 2035-03-20      | 4.0000%  | 0.0000% | $153255.30         | $150683.08         | Agency Mortgage-Backed Securities |
| GNII SF MA6764 M     | 2050-07-20      | 2.0000%  | 0.0000% | $1238.78           | $1016.63           | Agency Mortgage-Backed Securities |
| GNII SF MA6842 M     | 2035-09-20      | 3.5000%  | 0.0000% | $29580.80          | $28732.78          | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $473388.46         | $388497.39         | Agency Mortgage-Backed Securities |
| GNII SF MA6908 M     | 2035-10-20      | 3.5000%  | 0.0000% | $4618.61           | $4486.28           | Agency Mortgage-Backed Securities |
| GNII JM MA6925 M     | 2050-10-20      | 4.0000%  | 0.0000% | $69067.15          | $63801.34          | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $152981370.80      | $125547765.60      | Agency Mortgage-Backed Securities |
| GNII SF MA6995 M     | 2050-11-20      | 2.5000%  | 0.0000% | $1173905.95        | $1004199.58        | Agency Mortgage-Backed Securities |
| GNII SF MA7026 M     | 2035-12-20      | 3.5000%  | 0.0000% | $135644.04         | $131755.43         | Agency Mortgage-Backed Securities |
| GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $27210.50          | $25654.09          | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $13964852.56       | $13605117.96       | Agency Mortgage-Backed Securities |

### Security 202: Morris Family Insurance Trust/The

- **C.1 - Title:** Morris Family Insurance Trust/The 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 618052AA2, C.4 - ISIN: US618052AA20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8170000.00
- **C.18.a - Value (excl. sponsor support):** $8170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2069-10-01
- **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 203: Natixis

- **C.1 - Title:** Natixis 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 63899Y008, C.3 - LEI: N/A, C.5 - Other ID: 63899Y008_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1281400000.00
- **C.18.a - Value (excl. sponsor support):** $1281400000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 02/15/28               | 2028-02-15      | 0.0000%  | 0.0000% | $63589472.44       | $58164082.24       | U.S. Treasuries (including strips) |
| TINT 11/15/28               | 2028-11-15      | 0.0000%  | 0.0000% | $16017500.00       | $14243898.24       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51               | 2051-05-15      | 2.3750%  | 0.0000% | $521368664.00      | $327309529.40      | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42               | 2042-02-15      | 2.3750%  | 0.0000% | $118650720.40      | $85828078.91       | U.S. Treasuries (including strips) |
| 4 BOND 52                   | 2052-11-15      | 4.0000%  | 0.0000% | $2458494.04        | $2137165.77        | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53               | 2053-02-15      | 1.5000%  | 0.0000% | $72495758.23       | $56077691.14       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-02-15      | 3.8750%  | 0.0000% | $161948778.00      | $143940265.70      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                 | 2030-03-31      | 4.0000%  | 0.0000% | $96075079.31       | $98941453.54       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28            | 2028-10-31      | 4.8750%  | 0.0000% | $64070000.00       | $67507561.29       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28            | 2028-11-30      | 4.3750%  | 0.0000% | $575925.23         | $595530.99         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28            | 2028-12-31      | 3.7500%  | 0.0000% | $1107770.30        | $1119294.58        | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34             | 2034-01-15      | 1.7500%  | 0.0000% | $1018855.32        | $1026369.32        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26            | 2026-04-30      | 4.8750%  | 0.0000% | $1440934.30        | $1472139.48        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34             | 2034-07-15      | 1.8750%  | 0.0000% | $73733191.17       | $74935322.29       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29             | 2029-02-28      | 1.8750%  | 0.0000% | $12173300.00       | $11595227.69       | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32             | 2032-07-15      | 0.6250%  | 0.0000% | $48918867.64       | $46491673.21       | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AF 25            | 2025-10-31      | 0.2500%  | 0.0000% | $60866500.00       | $60523031.01       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26            | 2026-07-31      | 0.6250%  | 0.0000% | $832013.02         | $808187.10         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-15      | 0.0000%  | 0.0000% | $48481833.07       | $47770992.43       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39               | 2039-05-15      | 4.2500%  | 0.0000% | $8585380.00        | $8430189.36        | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43               | 2043-02-15      | 0.6250%  | 0.0000% | $64104450.76       | $47602796.64       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43               | 2043-11-15      | 3.7500%  | 0.0000% | $7806352.87        | $6832921.20        | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44               | 2044-02-15      | 1.3750%  | 0.0000% | $22987939.73       | $19203000.70       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $48052500.00       | $32939944.87       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47               | 2047-08-15      | 2.7500%  | 0.0000% | $118529500.00      | $83468615.69       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49               | 2049-05-15      | 2.8750%  | 0.0000% | $6303975.44        | $4506726.23        | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50               | 2050-02-15      | 0.2500%  | 0.0000% | $6259551.06        | $3555857.58        | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51               | 2051-02-15      | 0.1250%  | 0.0000% | $872.79            | $464.44            | U.S. Treasuries (including strips) |

### Security 204: Fixed Income Clearing Corp. - Northern Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - Northern Trust Co. 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: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_4.35_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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:** FICC

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-02-16      | 4.2500%  | 0.0000% | $30512000.00       | $27205011.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51692591.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50638583.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50638583.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51692591.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51692591.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $44203461.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $44203461.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48486070.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $4300000.00        | $3880369.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48486070.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50638583.79       | U.S. Treasuries (including strips) |
| WI TREASURY SEC | 2048-11-15      | 3.3750%  | 0.0000% | $50000000.00       | $39798570.98       | U.S. Treasuries (including strips) |
| WI TREASURY SEC | 2048-11-15      | 3.3750%  | 0.0000% | $25000000.00       | $19899285.49       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $51032605.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $50000000.00       | $42001695.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50638583.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51692591.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51692591.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $26200000.00       | $26534617.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $25000000.00       | $22101730.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $50000000.00       | $45120581.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $50000000.00       | $42001695.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $2000000.00        | $1680067.84        | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $51032605.26       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $1288200.00        | $1314804.05        | U.S. Treasuries (including strips) |

### Security 205: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 689878AA4, C.4 - ISIN: US689878AA49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13785000.00
- **C.18.a - Value (excl. sponsor support):** $13785000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532J5, C.4 - ISIN: US6903532J52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6915600.00
- **C.18.a - Value (excl. sponsor support):** $6915600.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **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

### Security 207: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532P1, C.4 - ISIN: US6903532P13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7161625.00
- **C.18.a - Value (excl. sponsor support):** $7161625.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532T3, C.4 - ISIN: US6903532T35, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3899000.00
- **C.18.a - Value (excl. sponsor support):** $3899000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **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

### Security 209: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532U0, C.4 - ISIN: US6903532U08, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7607160.00
- **C.18.a - Value (excl. sponsor support):** $7607160.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **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

### Security 210: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533H8, C.4 - ISIN: US6903533H87, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8864108.00
- **C.18.a - Value (excl. sponsor support):** $8864108.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **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 211: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533J4, C.4 - ISIN: US6903533J44, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3899000.00
- **C.18.a - Value (excl. sponsor support):** $3899000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **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

### Security 212: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533K1, C.4 - ISIN: US6903533K17, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3073600.00
- **C.18.a - Value (excl. sponsor support):** $3073600.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **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

### Security 213: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533U9, C.4 - ISIN: US6903533U98, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $347368.37
- **C.18.a - Value (excl. sponsor support):** $347368.37
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2666667.01
- **C.18.a - Value (excl. sponsor support):** $2666667.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **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

### Security 215: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2965352.42
- **C.18.a - Value (excl. sponsor support):** $2965352.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2038-09-20
- **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

### Security 216: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534D6, C.4 - ISIN: US6903534D64, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2228360.00
- **C.18.a - Value (excl. sponsor support):** $2228360.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **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

### Security 217: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534E4, C.4 - ISIN: US6903534E48, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6940220.00
- **C.18.a - Value (excl. sponsor support):** $6940220.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **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

### Security 218: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8035713.38
- **C.18.a - Value (excl. sponsor support):** $8035713.38
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **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

### Security 219: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $16999999.03
- **C.18.a - Value (excl. sponsor support):** $16999999.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **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

### Security 220: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537A9, C.4 - ISIN: US6903537A98, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $39302326.05
- **C.18.a - Value (excl. sponsor support):** $39302326.05
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-12-20
- **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

### Security 221: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $4366400.01
- **C.18.a - Value (excl. sponsor support):** $4366400.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **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

### Security 222: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8187000.02
- **C.18.a - Value (excl. sponsor support):** $8187000.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **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

### Security 223: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2565260.01
- **C.18.a - Value (excl. sponsor support):** $2565260.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **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

### Security 224: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P76, C.4 - ISIN: US690353P763, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $16116560.00
- **C.18.a - Value (excl. sponsor support):** $16116560.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **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 225: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P84, C.4 - ISIN: US690353P847, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6792452.60
- **C.18.a - Value (excl. sponsor support):** $6792452.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q75, C.4 - ISIN: US690353Q753, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7164672.50
- **C.18.a - Value (excl. sponsor support):** $7164672.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6930120.80
- **C.18.a - Value (excl. sponsor support):** $6930120.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **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 228: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T56, C.4 - ISIN: US690353T567, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9220800.00
- **C.18.a - Value (excl. sponsor support):** $9220800.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **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

### Security 229: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T80, C.4 - ISIN: US690353T807, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10867385.00
- **C.18.a - Value (excl. sponsor support):** $10867385.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11684506.00
- **C.18.a - Value (excl. sponsor support):** $11684506.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **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 231: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V87, C.4 - ISIN: US690353V878, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $13646500.00
- **C.18.a - Value (excl. sponsor support):** $13646500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **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

### Security 232: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VS3, C.4 - ISIN: US690353VS38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $12716000.00
- **C.18.a - Value (excl. sponsor support):** $12716000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9393500.00
- **C.18.a - Value (excl. sponsor support):** $9393500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **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 234: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W94, C.4 - ISIN: US690353W942, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8185585.00
- **C.18.a - Value (excl. sponsor support):** $8185585.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353WB9, C.4 - ISIN: US690353WB93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11834189.07
- **C.18.a - Value (excl. sponsor support):** $11834189.07
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2032-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XK8, C.4 - ISIN: US690353XK83, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6931660.02
- **C.18.a - Value (excl. sponsor support):** $6931660.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **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

### Security 237: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YG6, C.4 - ISIN: US690353YG62, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $13538463.01
- **C.18.a - Value (excl. sponsor support):** $13538463.01
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2033-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YY7, C.4 - ISIN: US690353YY78, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2729000.01
- **C.18.a - Value (excl. sponsor support):** $2729000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **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

### Security 239: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z59, C.4 - ISIN: US690353Z598, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2133250.00
- **C.18.a - Value (excl. sponsor support):** $2133250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3948557.20
- **C.18.a - Value (excl. sponsor support):** $3948557.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **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 241: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZD2, C.4 - ISIN: US690353ZD23, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6385860.02
- **C.18.a - Value (excl. sponsor support):** $6385860.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **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

### Security 242: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZF7, C.4 - ISIN: US690353ZF70, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3711440.01
- **C.18.a - Value (excl. sponsor support):** $3711440.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **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

### Security 243: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZP5, C.4 - ISIN: US690353ZP52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3820600.01
- **C.18.a - Value (excl. sponsor support):** $3820600.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **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

### Security 244: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZT7, C.4 - ISIN: US690353ZT74, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11079740.03
- **C.18.a - Value (excl. sponsor support):** $11079740.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **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

### Security 245: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZU4, C.4 - ISIN: US690353ZU48, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10554783.57
- **C.18.a - Value (excl. sponsor support):** $10554783.57
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: PNC Bank NA

- **C.1 - Title:** PNC 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: 69399J003, C.3 - LEI: AD6GFRVSDT01YPT1CS68, C.5 - Other ID: 69399J003_4.34_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0364 M | 2055-05-20      | 4.5000%  | 0.0000% | $266339819.20      | $257500000.60      | Agency Mortgage-Backed Securities |

### Security 247: Plaza Patria Court Ltd. a California LP

- **C.1 - Title:** Plaza Patria Court Ltd. a California LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 72820VAA6, C.4 - ISIN: US72820VAA61, C.3 - LEI: 549300PD6SGONNYS0B90
- **C.18 - Value (incl. sponsor support):** $17325000.00
- **C.18.a - Value (excl. sponsor support):** $17325000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **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 248: Renaissance 88 Co. LP

- **C.1 - Title:** Renaissance 88 Co. LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 75972XAA1, C.4 - ISIN: US75972XAA19, C.3 - LEI: 254900D7X1HWVKEPZK68
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2062-04-01
- **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 249: Rock Hill SI LLC

- **C.1 - Title:** Rock Hill SI LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77227PAA7, C.4 - ISIN: US77227PAA75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35700000.00
- **C.18.a - Value (excl. sponsor support):** $35700000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2061-06-01
- **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 250: Rohnert Park 668 LP

- **C.1 - Title:** Rohnert Park 668 LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77540BAA8, C.4 - ISIN: US77540BAA89, C.3 - LEI: 5493003XKPAFCX3G2362
- **C.18 - Value (incl. sponsor support):** $20920000.00
- **C.18.a - Value (excl. sponsor support):** $20920000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2058-06-01
- **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 251: Senior Living Riverside LP

- **C.1 - Title:** Senior Living Riverside LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 81723AAA1, C.4 - ISIN: US81723AAA16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $43940000.00
- **C.18.a - Value (excl. sponsor support):** $43940000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **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 252: 17th Street Rentals LLC

- **C.1 - Title:** 17th Street Rentals LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 81815VAA4, C.4 - ISIN: US81815VAA44, C.3 - LEI: 549300NEPGL3MYTX1E03
- **C.18 - Value (incl. sponsor support):** $18200000.00
- **C.18.a - Value (excl. sponsor support):** $18200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2061-02-01
- **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 253: Southside Brookshore Associates LP

- **C.1 - Title:** Southside Brookshore Associates LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 84471LAA5, C.4 - ISIN: US84471LAA52, C.3 - LEI: 549300WK0XETJF5RWI83
- **C.18 - Value (incl. sponsor support):** $7640000.00
- **C.18.a - Value (excl. sponsor support):** $7640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2059-09-01
- **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 254: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 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: 857466007, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 857466007_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $13586.07          | $14306.83          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  | 0.0000% | $361865.13         | $380607.41         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB9816 | 2054-09-01      | 6.5000%  | 0.0000% | $2535771.70        | $2657026.10        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0438 | 2054-09-01      | 6.5000%  | 0.0000% | $2274515.87        | $2394522.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1867 | 2054-09-01      | 5.5000%  | 0.0000% | $9606049.85        | $9802356.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2953 | 2054-09-01      | 5.5000%  | 0.0000% | $3473086.82        | $3516527.42        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $2298859.85        | $2282834.24        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $1590539.00        | $1609618.76        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $159992.51         | $161780.07         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  | 0.0000% | $12735002.02       | $12302139.30       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL796097 | 2034-10-01      | 6.0000%  | 0.0000% | $490376.47         | $515636.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  | 0.0000% | $6378921.78        | $5983818.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4088 | 2052-07-01      | 4.0000%  | 0.0000% | $394797.90         | $373155.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $5881487.92        | $6083486.32        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5330 | 2052-12-01      | 6.5000%  | 0.0000% | $12545402.07       | $13274158.91       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | 0.0000% | $7875126.12        | $7927723.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  | 0.0000% | $11329562.66       | $11575049.11       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $1972430.78        | $1917222.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5160 | 2052-11-01      | 6.5000%  | 0.0000% | $8108395.41        | $8527052.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  | 0.0000% | $10417533.16       | $10666832.83       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5460 | 2053-01-01      | 5.5000%  | 0.0000% | $3651534.12        | $3705477.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5489 | 2053-01-01      | 6.0000%  | 0.0000% | $10274148.30       | $10572701.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | 0.0000% | $10628127.99       | $10907411.58       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $9107486.92        | $9442748.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | 0.0000% | $270073.74         | $281722.20         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  | 0.0000% | $7036647.07        | $7455535.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  | 0.0000% | $1805286.48        | $1873949.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | 0.0000% | $906.85            | $921.65            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  | 0.0000% | $8236173.86        | $8428519.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7119 | 2053-09-01      | 6.0000%  | 0.0000% | $2495650.14        | $2567534.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7138 | 2053-09-01      | 6.5000%  | 0.0000% | $14581238.36       | $15210703.94       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6466 | 2053-06-01      | 6.0000%  | 0.0000% | $9059340.42        | $9365262.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6616 | 2053-06-01      | 6.0000%  | 0.0000% | $26346815.20       | $27158867.96       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  | 0.0000% | $4619820.66        | $4658492.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $11178281.02       | $11378515.09       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB6778 | 2053-07-01      | 7.0000%  | 0.0000% | $2148124.91        | $2281939.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $7024907.71        | $7116286.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | 0.0000% | $79974165.96       | $82267718.43       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  | 0.0000% | $1591392.40        | $1612279.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7434 | 2053-11-01      | 5.5000%  | 0.0000% | $7347717.28        | $7515067.26        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB7876 | 2054-01-01      | 7.5000%  | 0.0000% | $229401.16         | $247412.21         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $184746.55         | $189150.49         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $47148.86          | $37728.78          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $1575.87           | $1320.49           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $2327276.08        | $2250771.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $31198.29          | $30251.07          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $1980585.77        | $2012033.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $12885718.22       | $13057520.64       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $1659.49           | $1650.59           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $7580747.66        | $7803141.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $129082083.30      | $130806333.10      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  | 0.0000% | $653812.89         | $674238.37         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $293773.14         | $311083.03         | Agency Mortgage-Backed Securities |
| 06.000 FGPC G04641 G | 2038-08-01      | 6.0000%  | 0.0000% | $727116.46         | $770006.64         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $108.68            | $113.02            | Agency Mortgage-Backed Securities |
| 06.500 FGPC G06374 G | 2035-11-01      | 6.5000%  | 0.0000% | $704329.36         | $733809.46         | Agency Mortgage-Backed Securities |
| 06.000 FGPC G07058 G | 2039-09-01      | 6.0000%  | 0.0000% | $359522.40         | $390012.30         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  | 0.0000% | $2746986.75        | $2560376.31        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $1965676.60        | $1820889.23        | Agency Mortgage-Backed Securities |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | 0.0000% | $681451.13         | $718667.60         | Agency Mortgage-Backed Securities |
| 05.875 FRPC G80376 G | 2038-12-20      | 5.8750%  | 0.0000% | $106.40            | $110.50            | Agency Mortgage-Backed Securities |
| 05.000 FRPC G80393 G | 2036-08-20      | 5.0000%  | 0.0000% | $157.07            | $158.49            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  | 0.0000% | $1360435.90        | $1426178.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  | 0.0000% | $5984527.44        | $6211404.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0198 | 2054-10-01      | 5.5000%  | 0.0000% | $14748857.97       | $15079465.10       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $953.67            | $865.41            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  | 0.0000% | $4095887.56        | $4217914.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1717 | 2055-01-01      | 5.5000%  | 0.0000% | $822907.92         | $834288.55         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  | 0.0000% | $16460343.09       | $13934247.39       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1150 | 2055-01-01      | 6.0000%  | 0.0000% | $4849453.78        | $5066925.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1482 | 2055-05-01      | 5.5000%  | 0.0000% | $9725158.52        | $9824090.40        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2589 | 2055-05-01      | 6.5000%  | 0.0000% | $3643680.00        | $3849280.31        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $23702.83          | $22224.75          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  | 0.0000% | $2034066.45        | $2110430.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5429 | 2044-07-01      | 5.5000%  | 0.0000% | $1903124.84        | $1957414.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $44428823.48       | $44015586.06       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9091 | 2052-08-01      | 5.0000%  | 0.0000% | $10300402.95       | $10251454.29       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  | 0.0000% | $851.23            | $826.16            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  | 0.0000% | $668.63            | $667.93            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | 0.0000% | $7812147.11        | $7963310.42        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $1978289.03        | $1981632.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF1787 | 2052-10-01      | 5.5000%  | 0.0000% | $856418.60         | $877229.38         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  | 0.0000% | $5219.36           | $5301.07           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $381346.90         | $379256.69         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  | 0.0000% | $885841.17         | $911535.59         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF4956 | 2052-12-01      | 6.5000%  | 0.0000% | $6417642.60        | $6704591.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | 0.0000% | $16251069.50       | $16784927.98       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  | 0.0000% | $1370882.75        | $1394698.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF9575 | 2053-03-01      | 6.0000%  | 0.0000% | $921.86            | $951.46            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  | 0.0000% | $748.00            | $764.61            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4359 | 2053-06-01      | 6.0000%  | 0.0000% | $435120.31         | $450213.61         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8586 | 2053-08-01      | 6.0000%  | 0.0000% | $751.28            | $772.74            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH5298 | 2053-12-01      | 6.0000%  | 0.0000% | $973.34            | $1012.92           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH6183 | 2053-12-01      | 6.0000%  | 0.0000% | $909.77            | $946.76            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0167 | 2054-07-01      | 5.5000%  | 0.0000% | $882.25            | $892.06            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9574 | 2055-01-01      | 6.0000%  | 0.0000% | $1970742.27        | $2023141.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  | 0.0000% | $1987.65           | $1989.81           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4440 | 2055-03-01      | 6.5000%  | 0.0000% | $3897091.73        | $4097345.96        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD3749 | 2055-02-01      | 4.5000%  | 0.0000% | $64476.22          | $62337.41          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  | 0.0000% | $1987.32           | $2010.77           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4957 | 2055-04-01      | 6.5000%  | 0.0000% | $2190717.78        | $2324206.00        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM2632 | 2050-03-01      | 2.5000%  | 0.0000% | $470.26            | $398.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | 0.0000% | $125.92            | $124.17            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  | 0.0000% | $1260591.77        | $1248211.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3873 | 2035-08-01      | 2.5000%  | 0.0000% | $345.61            | $326.64            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4226 | 2050-09-01      | 2.5000%  | 0.0000% | $2906.74           | $2456.09           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  | 0.0000% | $7298243.07        | $6748986.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM6242 | 2034-06-01      | 4.5000%  | 0.0000% | $337.55            | $343.23            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $94340.72          | $82435.24          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  | 0.0000% | $66319.54          | $61284.60          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6764 | 2051-03-01      | 2.5000%  | 0.0000% | $466069.04         | $388563.83         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8029 | 2051-07-01      | 2.5000%  | 0.0000% | $4525942.67        | $3826781.59        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  | 0.0000% | $799.18            | $636.85            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  | 0.0000% | $5086846.11        | $4053624.02        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7795 | 2049-10-01      | 4.0000%  | 0.0000% | $214982.80         | $205155.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  | 0.0000% | $316269.73         | $321605.51         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5524 | 2055-02-01      | 6.0000%  | 0.0000% | $1082288.66        | $1122303.76        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $2893766.63        | $2867876.10        | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZA3181 | 2044-10-01      | 4.0000%  | 0.0000% | $618279.53         | $577788.47         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9426 | 2054-11-01      | 6.0000%  | 0.0000% | $1823045.25        | $1888811.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3931 | 2055-08-01      | 5.5000%  | 0.0000% | $2463691.25        | $2516960.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  | 0.0000% | $193941.06         | $203084.54         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0854 | 2036-10-01      | 2.0000%  | 0.0000% | $397731.46         | $366300.16         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0219 | 2052-01-01      | 3.0000%  | 0.0000% | $4963165.05        | $4322417.13        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0194 | 2052-01-01      | 2.5000%  | 0.0000% | $1625657.96        | $1371405.78        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0440 | 2037-01-01      | 2.0000%  | 0.0000% | $21765952.74       | $20212615.86       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1373 | 2051-11-01      | 3.0000%  | 0.0000% | $7123241.12        | $6197742.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  | 0.0000% | $1801927.88        | $1651492.53        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  | 0.0000% | $28716.96          | $23941.46          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3045 | 2052-10-01      | 5.0000%  | 0.0000% | $4442829.39        | $4423964.64        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS3265 | 2036-04-01      | 1.5000%  | 0.0000% | $4581983.96        | $4104709.24        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  | 0.0000% | $938985.16         | $922218.95         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $836.63            | $761.37            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3884 | 2052-02-01      | 3.0000%  | 0.0000% | $1266578.43        | $1105138.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  | 0.0000% | $305656.79         | $310802.45         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  | 0.0000% | $9262234.81        | $9385133.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4747 | 2055-05-01      | 6.0000%  | 0.0000% | $8958.66           | $9369.66           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6289 | 2055-06-01      | 6.5000%  | 0.0000% | $998.03            | $1047.22           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5891 | 2055-06-01      | 5.5000%  | 0.0000% | $1079493.40        | $1098895.97        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6307 | 2055-06-01      | 6.0000%  | 0.0000% | $3186348.73        | $3288463.78        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6487 | 2055-06-01      | 6.0000%  | 0.0000% | $595524.37         | $621024.52         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  | 0.0000% | $2236529.47        | $2379554.28        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8121 | 2055-06-01      | 5.5000%  | 0.0000% | $2376441.56        | $2432593.97        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9203 | 2055-07-01      | 6.0000%  | 0.0000% | $239452.68         | $250439.40         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY9672 | 2055-07-01      | 5.0000%  | 0.0000% | $999.21            | $993.91            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1414 | 2055-08-01      | 6.0000%  | 0.0000% | $1063866.00        | $1108854.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2684 | 2055-09-01      | 5.5000%  | 0.0000% | $1147676.00        | $1165048.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  | 0.0000% | $356340.33         | $368568.42         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | 0.0000% | $868.17            | $839.83            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $14773.37          | $14291.13          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9081 | 2053-05-01      | 6.5000%  | 0.0000% | $722.83            | $760.58            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  | 0.0000% | $25508022.77       | $26060826.98       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  | 0.0000% | $1192964.39        | $1236723.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  | 0.0000% | $2002596.07        | $2059106.66        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9454 | 2053-07-01      | 6.0000%  | 0.0000% | $883965.62         | $910838.76         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9570 | 2053-08-01      | 6.0000%  | 0.0000% | $18808614.44       | $19345838.63       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9638 | 2053-08-01      | 6.0000%  | 0.0000% | $1914086.36        | $1967879.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9671 | 2053-08-01      | 6.0000%  | 0.0000% | $902.20            | $929.07            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  | 0.0000% | $930.42            | $959.86            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI9263 | 2054-07-01      | 5.5000%  | 0.0000% | $7413563.11        | $7494102.41        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1946 | 2048-10-01      | 4.5000%  | 0.0000% | $1895712.68        | $1881032.28        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  | 0.0000% | $2291891.10        | $2113495.39        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  | 0.0000% | $16780771.81       | $13506483.38       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4832 | 2053-05-01      | 5.0000%  | 0.0000% | $4161836.33        | $4154698.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $50533447.32       | $45914297.19       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5050 | 2052-06-01      | 3.0000%  | 0.0000% | $1476652.72        | $1285593.55        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $15660.61          | $13625.97          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  | 0.0000% | $213131.24         | $185439.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  | 0.0000% | $31594024.06       | $32340394.27       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5745 | 2053-08-01      | 6.5000%  | 0.0000% | $3817302.26        | $3996393.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | 0.0000% | $876.04            | $886.64            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  | 0.0000% | $5421153.46        | $4992744.40        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7657 | 2052-07-01      | 3.0000%  | 0.0000% | $720111.28         | $628918.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7733 | 2051-10-01      | 4.0000%  | 0.0000% | $12651.38          | $12115.73          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNFS7761 | 2031-09-01      | 1.5000%  | 0.0000% | $2551962.49        | $2396445.05        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  | 0.0000% | $80921290.44       | $73423222.55       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLFS8372 | 2054-06-01      | 7.5000%  | 0.0000% | $29134929.79       | $31410639.72       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  | 0.0000% | $6231500.75        | $6208624.22        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  | 0.0000% | $6612203.35        | $6701565.81        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  | 0.0000% | $9997675.00        | $10310868.84       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  | 0.0000% | $1985.96           | $1918.45           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | 0.0000% | $12520341.56       | $12686471.19       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  | 0.0000% | $4122550.21        | $4263977.05        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1830 | 2055-07-01      | 6.5000%  | 0.0000% | $11223.63          | $11731.84          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0202 | 2053-11-01      | 6.5000%  | 0.0000% | $1018716.73        | $1062474.24        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1718 | 2054-06-01      | 6.0000%  | 0.0000% | $1259254.28        | $1297114.60        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | 0.0000% | $922.71            | $940.55            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1783 | 2054-06-01      | 6.0000%  | 0.0000% | $4996974.31        | $5147216.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  | 0.0000% | $2882371.46        | $2928777.00        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  | 0.0000% | $4655206.19        | $4706738.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  | 0.0000% | $7651173.08        | $7742954.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | 0.0000% | $9655910.12        | $9828883.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  | 0.0000% | $858.95            | $887.70            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | 0.0000% | $907.77            | $929.22            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  | 0.0000% | $805100.25         | $823290.51         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $19906.84          | $16697.55          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4148 | 2052-03-01      | 3.0000%  | 0.0000% | $67997.45          | $59742.72          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | 0.0000% | $433781.47         | $419536.09         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  | 0.0000% | $2093563.65        | $2115508.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  | 0.0000% | $3536.51           | $3631.57           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $789.81            | $826.05            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9174 | 2052-08-01      | 3.0000%  | 0.0000% | $1268869.02        | $1116171.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | 0.0000% | $14995192.59       | $15215738.55       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  | 0.0000% | $7879737.61        | $8241280.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | 0.0000% | $941.52            | $954.22            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  | 0.0000% | $7775968.95        | $8143131.20        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  | 0.0000% | $941.35            | $981.81            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2227 | 2054-08-01      | 6.5000%  | 0.0000% | $9294915.44        | $9687305.46        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3008 | 2054-12-01      | 5.0000%  | 0.0000% | $11473045.06       | $11478849.14       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3060 | 2054-12-01      | 5.0000%  | 0.0000% | $10099928.72       | $10023652.93       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | 0.0000% | $92047116.18       | $93454588.20       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3250 | 2055-01-01      | 5.0000%  | 0.0000% | $12310697.63       | $12213158.60       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | 0.0000% | $87896975.49       | $89240988.63       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  | 0.0000% | $50902534.05       | $52310023.07       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4163 | 2055-05-01      | 6.0000%  | 0.0000% | $6105991.02        | $6386144.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  | 0.0000% | $6084265.68        | $6220138.14        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | 0.0000% | $5813229.00        | $6094168.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | 0.0000% | $86202.82          | $81838.47          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $10753256.39       | $10161668.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  | 0.0000% | $679807.26         | $719063.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  | 0.0000% | $5046347.47        | $4591314.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6047 | 2044-11-01      | 3.5000%  | 0.0000% | $11458485.84       | $10749609.16       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  | 0.0000% | $76.03             | $72.83             | Agency Mortgage-Backed Securities |
| FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  | 0.0000% | $267280.33         | $284326.99         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  | 0.0000% | $905893.96         | $881631.50         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $4364035.65        | $4015878.70        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8584 | 2043-06-01      | 3.5000%  | 0.0000% | $10739240.59       | $10127310.30       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR9279 | 2043-04-01      | 3.5000%  | 0.0000% | $120.66            | $113.52            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  | 0.0000% | $13085567.83       | $13465136.54       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  | 0.0000% | $734.08            | $733.88            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  | 0.0000% | $6273808.02        | $6230009.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY7242 | 2053-07-01      | 6.0000%  | 0.0000% | $2539539.92        | $2608860.90        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $189.40            | $180.90            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | 0.0000% | $6950756.62        | $6873742.23        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2002 | 2048-07-01      | 4.0000%  | 0.0000% | $10701542.88       | $10218465.72       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAB6194 | 2027-09-01      | 2.5000%  | 0.0000% | $47419.56          | $46743.09          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | 0.0000% | $1567497.73        | $1475739.90        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  | 0.0000% | $109.04            | $105.67            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB9703 | 2043-06-01      | 3.5000%  | 0.0000% | $4205741.05        | $3959546.31        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0878 | 2031-10-01      | 4.0000%  | 0.0000% | $46.20             | $46.07             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1253 | 2042-11-01      | 4.0000%  | 0.0000% | $195026.02         | $188759.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1889 | 2034-05-01      | 3.5000%  | 0.0000% | $118782.43         | $116142.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  | 0.0000% | $87.98             | $88.19             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  | 0.0000% | $29160383.51       | $29925658.90       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6901 | 2054-12-01      | 4.5000%  | 0.0000% | $960.54            | $932.69            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $422.92            | $357.00            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | 0.0000% | $3290160.42        | $3343009.54        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $387.72            | $359.03            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  | 0.0000% | $6193907.80        | $6229491.11        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $12051742.69       | $11435791.51       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $5837803.42        | $5982433.70        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  | 0.0000% | $2892951.72        | $3060640.39        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $817.95            | $858.51            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $806.42            | $645.65            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $201257.93         | $175132.31         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4403 | 2045-02-01      | 3.5000%  | 0.0000% | $189.52            | $177.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | 0.0000% | $1933398.74        | $1808586.68        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5462 | 2045-07-01      | 3.5000%  | 0.0000% | $11961949.73       | $11204749.00       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5713 | 2045-09-01      | 3.5000%  | 0.0000% | $10768822.78       | $10064673.39       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $3497944.52        | $3269963.27        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7491 | 2046-07-01      | 3.5000%  | 0.0000% | $10539157.77       | $9789214.72        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  | 0.0000% | $11703531.97       | $10491412.76       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS8955 | 2047-03-01      | 4.0000%  | 0.0000% | $4321951.29        | $4144777.70        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | 0.0000% | $17589307.10       | $15767606.01       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $184.12            | $175.66            | Agency Mortgage-Backed Securities |
| FNMS 02.000 RIAX9709 | 2030-08-01      | 2.0000%  | 0.0000% | $340262.80         | $326763.40         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  | 0.0000% | $32708149.85       | $30616863.42       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2939 | 2045-09-01      | 3.5000%  | 0.0000% | $3991120.09        | $3733470.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA4267 | 2034-09-01      | 3.0000%  | 0.0000% | $118.24            | $114.72            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | 0.0000% | $7393575.78        | $6267249.12        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $20000378.03       | $16889208.11       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  | 0.0000% | $9552926.93        | $8203905.04        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  | 0.0000% | $6921158.34        | $5581862.68        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | 0.0000% | $55725884.59       | $47086446.82       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | 0.0000% | $18376362.32       | $14824662.73       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $13835904.06       | $11033255.68       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | 0.0000% | $17709957.10       | $14319218.56       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | 0.0000% | $10118848.86       | $8181530.04        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  | 0.0000% | $29646474.91       | $23927686.38       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | 0.0000% | $24490899.53       | $19771492.31       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | 0.0000% | $13048740.76       | $10484970.57       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | 0.0000% | $61910769.95       | $49831270.23       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  | 0.0000% | $80201502.15       | $64477480.84       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7526 | 2050-11-01      | 2.5000%  | 0.0000% | $3211970.74        | $2708315.88        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7570 | 2050-11-01      | 2.0000%  | 0.0000% | $21639801.95       | $17516847.43       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7710 | 2045-11-01      | 2.0000%  | 0.0000% | $9390.64           | $7747.94           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7798 | 2050-11-01      | 2.0000%  | 0.0000% | $1172965.88        | $942749.69         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  | 0.0000% | $1153.26           | $971.57            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  | 0.0000% | $24698509.20       | $19924869.17       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  | 0.0000% | $42631077.01       | $34391451.41       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8752 | 2051-01-01      | 2.0000%  | 0.0000% | $1051800.22        | $846311.65         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  | 0.0000% | $1802.72           | $1454.30           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB0100 | 2041-04-01      | 2.5000%  | 0.0000% | $66177.25          | $59283.73          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $845977.12         | $736908.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $797493.60         | $771248.08         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $104411.05         | $83660.98          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $795.68            | $637.46            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3864 | 2034-12-01      | 2.5000%  | 0.0000% | $448713.93         | $426019.97         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $426721.83         | $342905.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4258 | 2050-01-01      | 3.5000%  | 0.0000% | $337524.80         | $309345.61         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $192413.86         | $161389.91         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  | 0.0000% | $644.57            | $671.20            | Agency Mortgage-Backed Securities |

### Security 255: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 86562A007, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86562A007_4.40_0905
- **C.18 - Value (incl. sponsor support):** $467225000.00
- **C.18.a - Value (excl. sponsor support):** $467225000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $174174553.90      | $168394919.60      | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $93011263.20       | $83804202.24       | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $69418657.80       | $64433858.23       | Agency Mortgage-Backed Securities |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $22234459.68       | $20637852.54       | Agency Mortgage-Backed Securities |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $84793016.50       | $80626127.50       | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $66397120.00       | $63401090.12       | Agency Mortgage-Backed Securities |

### Security 256: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_4.37_0903
- **C.18 - Value (incl. sponsor support):** $110372500.00
- **C.18.a - Value (excl. sponsor support):** $110372500.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/4 BOND 41   | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $5836959.82        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5292846.09        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29 | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4684786.08        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49   | 2049-05-15      | 2.8750%  | 0.0000% | $30000000.00       | $21447067.50       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49   | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $24695079.12       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49   | 2049-11-15      | 2.3750%  | 0.0000% | $49000000.00       | $31306052.62       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40   | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6145849.89        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40   | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6399685.98        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $6866743.15        | U.S. Treasuries (including strips) |

### Security 257: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_4.37_0905
- **C.18 - Value (incl. sponsor support):** $110861250.00
- **C.18.a - Value (excl. sponsor support):** $110861250.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 NOTE Z 29 | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4688996.98        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5313524.26        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41   | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $5860685.48        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $6890370.71        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40   | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6426514.18        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40   | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6171328.42        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49   | 2049-08-15      | 2.3750%  | 0.0000% | $49000000.00       | $31474989.43       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49   | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $24802347.40       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49   | 2049-05-15      | 2.8750%  | 0.0000% | $30000000.00       | $21541436.25       | U.S. Treasuries (including strips) |

### Security 258: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA 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: 87299D009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 87299D009_4.34_0902
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 03.500 FGPC G07233 G | 2042-11-01      | 3.5000%  | 0.0000% | $817355.80         | $772669.50         | Agency Mortgage-Backed Securities |
| 04.500 FGPC V83241 G | 2047-06-01      | 4.5000%  | 0.0000% | $760962.07         | $753828.81         | Agency Mortgage-Backed Securities |
| 04.500 FGPC V85488 G | 2049-04-01      | 4.5000%  | 0.0000% | $1163820.96        | $1143143.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8550 | 2054-05-01      | 6.5000%  | 0.0000% | $948621.58         | $1007684.23        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA0887 | 2038-02-01      | 2.5000%  | 0.0000% | $1173446.61        | $1106807.10        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0052 | 2052-03-01      | 2.0000%  | 0.0000% | $1201084.64        | $972829.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0923 | 2047-09-01      | 3.0000%  | 0.0000% | $1087777.34        | $975561.51         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA2093 | 2037-03-01      | 2.0000%  | 0.0000% | $981052.56         | $906561.79         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5109 | 2053-08-01      | 6.5000%  | 0.0000% | $871610.49         | $907970.21         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7264 | 2052-08-01      | 5.0000%  | 0.0000% | $826061.77         | $822136.23         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $953603.78         | $948376.97         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF8342 | 2053-03-01      | 5.0000%  | 0.0000% | $1022403.12        | $1021339.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7808 | 2054-12-01      | 5.5000%  | 0.0000% | $1029302.62        | $1052922.83        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4168 | 2055-04-01      | 6.5000%  | 0.0000% | $796772.86         | $833091.81         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8797 | 2055-07-01      | 7.0000%  | 0.0000% | $778403.56         | $833058.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2986 | 2045-04-01      | 4.0000%  | 0.0000% | $1065151.74        | $1028956.93        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ8595 | 2054-11-01      | 6.5000%  | 0.0000% | $984229.67         | $1028744.96        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3469 | 2055-07-01      | 6.0000%  | 0.0000% | $1076675.94        | $1104996.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0400 | 2059-08-01      | 4.0000%  | 0.0000% | $1062143.87        | $992507.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS1574 | 2037-05-01      | 3.5000%  | 0.0000% | $859488.70         | $842480.47         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS3180 | 2052-02-01      | 2.0000%  | 0.0000% | $435468.75         | $349547.96         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1069 | 2055-08-01      | 5.5000%  | 0.0000% | $800104.00         | $810940.43         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0262 | 2048-01-01      | 4.0000%  | 0.0000% | $875009.55         | $832178.80         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0537 | 2048-03-01      | 3.5000%  | 0.0000% | $844174.46         | $783410.12         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $934363.66         | $924496.78         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PZT2463 | 2048-02-15      | 3.5000%  | 0.0000% | $1258953.20        | $1148442.56        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7744 | 2052-07-01      | 2.5000%  | 0.0000% | $982509.35         | $821840.03         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8753 | 2053-03-01      | 5.5000%  | 0.0000% | $767370.10         | $776653.57         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA8782 | 2053-03-01      | 4.0000%  | 0.0000% | $839590.77         | $788492.53         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5363 | 2045-08-01      | 5.0000%  | 0.0000% | $934629.40         | $942030.63         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2104 | 2036-07-01      | 2.0000%  | 0.0000% | $832902.84         | $766689.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1326 | 2047-05-01      | 4.0000%  | 0.0000% | $1081472.64        | $1036180.68        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1513 | 2047-07-01      | 4.5000%  | 0.0000% | $1129278.52        | $1115724.92        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  | 0.0000% | $1169719.04        | $957697.46         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4893 | 2052-04-01      | 2.5000%  | 0.0000% | $1207457.70        | $1033239.00        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5716 | 2049-04-01      | 3.5000%  | 0.0000% | $1243882.34        | $1153442.41        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2639 | 2054-10-01      | 6.5000%  | 0.0000% | $955193.32         | $1013119.64        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0902 | 2052-02-01      | 2.5000%  | 0.0000% | $1331183.15        | $1109813.31        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR9324 | 2051-05-01      | 2.5000%  | 0.0000% | $1388962.14        | $1157983.91        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU3058 | 2051-12-01      | 2.5000%  | 0.0000% | $1048737.39        | $874337.02         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4919 | 2054-09-01      | 6.0000%  | 0.0000% | $930632.56         | $969048.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU6727 | 2051-12-01      | 2.5000%  | 0.0000% | $1002121.32        | $835473.00         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8952 | 2052-09-01      | 5.0000%  | 0.0000% | $783948.71         | $780183.32         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3010 | 2054-12-01      | 5.0000%  | 0.0000% | $16658.49          | $16612.81          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | 0.0000% | $1344925.44        | $1122568.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1703 | 2048-05-01      | 4.5000%  | 0.0000% | $1214093.20        | $1201221.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1909 | 2048-06-01      | 4.5000%  | 0.0000% | $943993.27         | $927416.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2203 | 2048-08-01      | 4.5000%  | 0.0000% | $788226.94         | $781629.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $1298641.03        | $1227192.69        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $1343433.83        | $1157456.31        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3864 | 2044-11-01      | 4.0000%  | 0.0000% | $1144783.89        | $1103040.61        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAS8550 | 2036-12-01      | 3.0000%  | 0.0000% | $988711.12         | $939881.97         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1868 | 2051-10-01      | 2.5000%  | 0.0000% | $1218297.62        | $1015700.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  | 0.0000% | $1398077.91        | $1168922.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $792702.83         | $801722.02         | Agency Mortgage-Backed Securities |

### Security 259: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88434TAA5, C.4 - ISIN: US88434TAA51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-03-01
- **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 260: Nomura Securities International

- **C.1 - Title:** Nomura Securities International 4.340000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 895990919, C.3 - LEI: N/A, C.5 - Other ID: 895990919_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $49095163.61       | $43607469.85       | Agency Mortgage-Backed Securities  |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $228233.46         | $204986.36         | Agency Mortgage-Backed Securities  |
| GNII SF MA8943 M     | 2053-05-20      | 3.0000%  | 0.0000% | $19107.31          | $16971.56          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC7460 | 2051-09-01      | 2.5000%  | 0.0000% | $35753.44          | $30085.07          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD3619 | 2051-12-01      | 2.5000%  | 0.0000% | $861114.66         | $718016.73         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD5209 | 2052-01-01      | 2.5000%  | 0.0000% | $2995197.21        | $2535283.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDA4226 | 2053-11-01      | 4.0000%  | 0.0000% | $1099675.15        | $1032017.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB2478 | 2054-04-01      | 6.5000%  | 0.0000% | $766407.20         | $805380.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTDC1809 | 2044-11-01      | 5.0000%  | 0.0000% | $913835.83         | $923934.53         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $49545793.37       | $43153411.61       | Agency Mortgage-Backed Securities  |
| GNII JM MA7816 M     | 2052-01-20      | 2.5000%  | 0.0000% | $765726.12         | $638908.43         | Agency Mortgage-Backed Securities  |
| FHDN 09/05/25        | 2025-09-05      | 0.0000%  | 0.0000% | $2000000.00        | $1998160.00        | Agency Mortgage-Backed Securities  |
| FHDN 12/17/25        | 2025-12-17      | 0.0000%  | 0.0000% | $100000.00         | $98757.20          | Agency Mortgage-Backed Securities  |
| GNII SF MA8491 M     | 2052-12-20      | 5.5000%  | 0.0000% | $16264.53          | $16583.44          | Agency Mortgage-Backed Securities  |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $32780546.00       | $33751068.71       | Agency Mortgage-Backed Securities  |
| GNII SF MA9306 M     | 2053-10-20      | 6.0000%  | 0.0000% | $22003.54          | $22639.92          | Agency Mortgage-Backed Securities  |
| 1.87 FHOR 22-36 CL   | 2036-02-08      | 1.8700%  | 0.0000% | $60000.00          | $45835.07          | Agency Mortgage-Backed Securities  |
| FHOR 22-31 KD        | 2031-02-25      | 1.2500%  | 0.0000% | $200000.00         | $177527.78         | Agency Mortgage-Backed Securities  |
| 4.375 FHLB 33 FM     | 2033-03-11      | 4.3750%  | 0.0000% | $50000.00          | $51864.03          | Agency Mortgage-Backed Securities  |
| 5.58 FHOR 26-37 DC   | 2037-04-30      | 5.5800%  | 0.0000% | $18165000.00       | $18483341.62       | Agency Mortgage-Backed Securities  |
| 4.60 FHOR 25-28 G810 | 2028-06-09      | 4.6000%  | 0.0000% | $85600000.00       | $86499503.82       | Agency Mortgage-Backed Securities  |
| FHFR 03SO 08/28 8282 | 2028-08-01      | 4.5850%  | 0.0000% | $20800000.00       | $20873165.16       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZK3272 | 2026-05-01      | 4.0000%  | 0.0000% | $13166.80          | $13143.50          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1823 | 2054-08-01      | 5.5000%  | 0.0000% | $6062806.11        | $6164259.76        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WSAD0015 | 2035-10-01      | 6.3710%  | 0.0000% | $284450.20         | $294167.09         | Agency Mortgage-Backed Securities  |
| GNMI SF BD9826 X     | 2047-12-15      | 4.0000%  | 0.0000% | $16904.81          | $16040.55          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0838 | 2032-07-01      | 7.0000%  | 0.0000% | $10024.88          | $10590.91          | Agency Mortgage-Backed Securities  |
| 2.68 FCSB 26 AE      | 2026-03-02      | 2.6800%  | 0.0000% | $49000.00          | $49297.71          | Agency Mortgage-Backed Securities  |
| 3.30 FCSB 28 BV      | 2028-05-17      | 3.3000%  | 0.0000% | $16000.00          | $15980.00          | Agency Mortgage-Backed Securities  |
| 3.40 FCSB 27 CB      | 2027-11-23      | 3.4000%  | 0.0000% | $11000.00          | $11020.09          | Agency Mortgage-Backed Securities  |
| 3.78 FCSB 36 X       | 2036-12-04      | 3.7800%  | 0.0000% | $22000.00          | $20429.53          | Agency Mortgage-Backed Securities  |
| 2.74 FCOR 22-36 BL   | 2036-12-15      | 2.7400%  | 0.0000% | $111000.00         | $91743.97          | Agency Mortgage-Backed Securities  |
| 5 1/8 FCDB 25 C      | 2025-10-10      | 5.1250%  | 0.0000% | $966000.00         | $985878.54         | Agency Mortgage-Backed Securities  |
| 5.33 FCOR 25-32 DZ   | 2032-08-19      | 5.3300%  | 0.0000% | $113503000.00      | $113622581.70      | Agency Mortgage-Backed Securities  |
| 5.40 FCOR 26-34 DC   | 2034-02-24      | 5.4000%  | 0.0000% | $37315000.00       | $37379629.58       | Agency Mortgage-Backed Securities  |
| 4.25 FCSB 27 GT      | 2027-01-13      | 4.2500%  | 0.0000% | $1000.00           | $1010.21           | Agency Mortgage-Backed Securities  |
| 5.47 FCOR 26-33 EG   | 2033-01-21      | 5.4700%  | 0.0000% | $42147000.00       | $42428495.13       | Agency Mortgage-Backed Securities  |
| 5.37 FCOR 25-38 BF   | 2038-04-08      | 5.3700%  | 0.0000% | $18609000.00       | $18880775.14       | Agency Mortgage-Backed Securities  |
| 4.25 FCSB 28 EY      | 2028-01-28      | 4.2500%  | 0.0000% | $17000.00          | $17278.29          | Agency Mortgage-Backed Securities  |
| 4.42 FCOR 26-28 KR   | 2028-06-16      | 4.4200%  | 0.0000% | $19080000.00       | $19277626.40       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6114 | 2052-02-01      | 2.0000%  | 0.0000% | $13989.55          | $11181.92          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6695 | 2052-01-01      | 2.5000%  | 0.0000% | $33251401.88       | $27837223.88       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6910 | 2052-03-01      | 3.5000%  | 0.0000% | $254682.65         | $232840.36         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2467 | 2052-01-01      | 2.5000%  | 0.0000% | $20260.82          | $17248.86          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2989 | 2037-08-01      | 2.0000%  | 0.0000% | $22593.48          | $20750.43          | Agency Mortgage-Backed Securities  |
| GNII SF BY8781 C     | 2050-10-20      | 3.0000%  | 0.0000% | $341723.60         | $317817.75         | Agency Mortgage-Backed Securities  |
| GNII SF CF4389 C     | 2051-07-20      | 3.0000%  | 0.0000% | $151226.47         | $138129.40         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $27487.36          | $29024.34          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO0135 | 2037-04-01      | 3.0000%  | 0.0000% | $1343471.73        | $1294052.57        | Agency Mortgage-Backed Securities  |
| 5.75 FHLB 26 S       | 2026-06-12      | 5.7500%  | 0.0000% | $40000.00          | $41025.94          | Agency Mortgage-Backed Securities  |
| 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  | 0.0000% | $400000.00         | $438729.69         | Agency Mortgage-Backed Securities  |
| 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  | 0.0000% | $314000.00         | $358710.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4110 | 2052-03-01      | 2.5000%  | 0.0000% | $16472634.92       | $13745498.69       | Agency Mortgage-Backed Securities  |
| GNII SF CT8724 C     | 2053-05-20      | 5.0000%  | 0.0000% | $21379928.10       | $21074171.38       | Agency Mortgage-Backed Securities  |
| GNII SF 004598 M     | 2039-12-20      | 4.5000%  | 0.0000% | $11093.37          | $11108.88          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  | 0.0000% | $11957854.73       | $10132493.52       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0931 | 2052-03-01      | 2.5000%  | 0.0000% | $9508183.36        | $8021031.64        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0905 | 2052-03-01      | 3.0000%  | 0.0000% | $15385230.37       | $13548562.07       | Agency Mortgage-Backed Securities  |
| 0.65 FMNT GB21-25R3  | 2025-10-27      | 0.6500%  | 0.0000% | $953000.00         | $949419.37         | Agency Mortgage-Backed Securities  |
| 4.65 FMNT GB25-28N6  | 2028-06-30      | 4.6500%  | 0.0000% | $125079000.00      | $125835415.30      | Agency Mortgage-Backed Securities  |
| 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  | 0.0000% | $149638000.00      | $126283249.20      | Agency Mortgage-Backed Securities  |
| 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  | 0.0000% | $68954000.00       | $56156827.14       | Agency Mortgage-Backed Securities  |
| 5.625 FNPR A 07/37   | 2037-07-15      | 0.0000%  | 0.0000% | $85682000.00       | $49031524.50       | Agency Mortgage-Backed Securities  |
| 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  | 0.0000% | $454000.00         | $502376.68         | Agency Mortgage-Backed Securities  |
| 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  | 0.0000% | $25000.00          | $28621.96          | Agency Mortgage-Backed Securities  |
| 7.25 FNSM BB 05/30   | 2030-05-15      | 7.2500%  | 0.0000% | $100000.00         | $117275.44         | Agency Mortgage-Backed Securities  |
| FNIN 01/15/34        | 2034-01-15      | 0.0000%  | 0.0000% | $33000.00          | $22278.56          | Agency Mortgage-Backed Securities  |
| FNIN 07/15/37        | 2037-07-15      | 0.0000%  | 0.0000% | $565000.00         | $321078.77         | Agency Mortgage-Backed Securities  |
| 0.75 FNSM A 10/27    | 2027-10-08      | 0.7500%  | 0.0000% | $32000.00          | $30211.50          | Agency Mortgage-Backed Securities  |
| 1.875 FNSM A 09/26   | 2026-09-24      | 1.8750%  | 0.0000% | $2453000.00        | $2420480.37        | Agency Mortgage-Backed Securities  |
| 5.00 FNNT G 25-30    | 2030-03-15      | 5.0000%  | 0.0000% | $2998000.00        | $3058548.27        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.2050%  | 0.0000% | $1039779.25        | $1031463.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CK257333 | 2038-07-01      | 6.0000%  | 0.0000% | $822940.15         | $840333.53         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WE316526 | 2035-02-01      | 4.2760%  | 0.0000% | $265677.09         | $262294.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1349 | 2052-02-01      | 3.0000%  | 0.0000% | $967512.89         | $852014.43         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 NP888698 | 2037-10-01      | 7.0000%  | 0.0000% | $99924.56          | $105299.95         | Agency Mortgage-Backed Securities  |
| GNII SF MA1225 M     | 2043-08-20      | 4.0000%  | 0.0000% | $151290.99         | $145384.76         | Agency Mortgage-Backed Securities  |
| GNII JM MA1961 M     | 2029-05-20      | 3.5000%  | 0.0000% | $18241.59          | $17963.25          | Agency Mortgage-Backed Securities  |
| GNII SP 786280 C     | 2052-07-20      | 4.0000%  | 0.0000% | $92337.99          | $86702.71          | Agency Mortgage-Backed Securities  |
| GNMI SP 786309 X     | 2047-11-15      | 3.0000%  | 0.0000% | $102234.57         | $93074.59          | Agency Mortgage-Backed Securities  |
| GNII AP 786552 M     | 2052-12-20      | 2.0000%  | 0.0000% | $132305.60         | $104752.24         | Agency Mortgage-Backed Securities  |
| GNII SP 786843 C     | 2052-03-20      | 3.0000%  | 0.0000% | $227362.65         | $198756.64         | Agency Mortgage-Backed Securities  |
| GNII SP 783372 M     | 2041-07-20      | 5.0000%  | 0.0000% | $312217.52         | $318699.75         | Agency Mortgage-Backed Securities  |
| GNMI SF 613544 X     | 2033-09-15      | 4.7500%  | 0.0000% | $80950.92          | $80776.59          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX0862 | 2053-02-01      | 6.0000%  | 0.0000% | $1121384.06        | $1175018.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2368 | 2053-02-01      | 4.5000%  | 0.0000% | $746200.01         | $721779.12         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB995519 | 2035-07-01      | 6.9160%  | 0.0000% | $96231.25          | $99517.17          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA3429 | 2028-07-01      | 4.0000%  | 0.0000% | $34831.08          | $34745.40          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2555 | 2052-01-01      | 2.5000%  | 0.0000% | $29766889.21       | $24816787.82       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3164 | 2052-03-01      | 2.5000%  | 0.0000% | $1146046.06        | $957469.28         | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $20873254.31       | $19931392.78       | Agency Mortgage-Backed Securities  |
| GNII JM MA5923 M     | 2049-04-20      | 4.5000%  | 0.0000% | $748205.99         | $728038.85         | Agency Mortgage-Backed Securities  |
| GNII JM MA6082 M     | 2049-08-20      | 4.0000%  | 0.0000% | $2024171.25        | $1869767.69        | Agency Mortgage-Backed Securities  |
| GNII JM MA7980 M     | 2052-04-20      | 3.5000%  | 0.0000% | $168803.99         | $151593.79         | Agency Mortgage-Backed Securities  |
| GNII JM MA7981 M     | 2052-03-20      | 4.0000%  | 0.0000% | $2998361.48        | $2769454.91        | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $68055756.17       | $60448710.58       | Agency Mortgage-Backed Securities  |
| 5.880 TVBD 36 C      | 2036-04-01      | 5.8800%  | 0.0000% | $7161000.00        | $8114804.62        | Agency Mortgage-Backed Securities  |
| 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  | 0.0000% | $791000.00         | $803578.66         | Agency Mortgage-Backed Securities  |
| 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  | 0.0000% | $896000.00         | $733991.65         | Agency Mortgage-Backed Securities  |
| TVIN 07/15/36        | 2036-07-15      | 0.0000%  | 0.0000% | $14818000.00       | $8775041.78        | Agency Mortgage-Backed Securities  |
| TVIN 06/15/28        | 2028-06-15      | 0.0000%  | 0.0000% | $19000.00          | $17102.39          | Agency Mortgage-Backed Securities  |
| 5.50 TVPR 38 C       | 2038-06-15      | 0.0000%  | 0.0000% | $9913000.00        | $5273081.57        | Agency Mortgage-Backed Securities  |
| 5.25 TVPR 39 C       | 2039-09-15      | 0.0000%  | 0.0000% | $5000000.00        | $2453115.00        | Agency Mortgage-Backed Securities  |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $400000.00         | $336991.60         | Corporate Debt Securities          |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $235159000.00      | $196181395.80      | Corporate Debt Securities          |
| 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  | 0.0000% | $11924828.71       | $12037754.43       | U.S. Treasuries (including strips) |
| TINT 08/15/31        | 2031-08-15      | 0.0000%  | 0.0000% | $75550.00          | $59783.02          | U.S. Treasuries (including strips) |
| TINT 02/15/32        | 2032-02-15      | 0.0000%  | 0.0000% | $36266499.20       | $28026315.38       | U.S. Treasuries (including strips) |
| TINT 08/15/32        | 2032-08-15      | 0.0000%  | 0.0000% | $75448.21          | $56943.48          | U.S. Treasuries (including strips) |
| TINT 02/15/33        | 2033-02-15      | 0.0000%  | 0.0000% | $38229157.66       | $28158221.28       | U.S. Treasuries (including strips) |
| TINT 08/15/33        | 2033-08-15      | 0.0000%  | 0.0000% | $35567860.00       | $25567315.94       | U.S. Treasuries (including strips) |
| TINT 02/15/34        | 2034-02-15      | 0.0000%  | 0.0000% | $75550.00          | $52880.47          | U.S. Treasuries (including strips) |
| TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $107528440.70      | $73273535.47       | U.S. Treasuries (including strips) |
| TINT 02/15/35        | 2035-02-15      | 0.0000%  | 0.0000% | $35180219.07       | $23318187.98       | U.S. Treasuries (including strips) |
| TINT 08/15/35        | 2035-08-15      | 0.0000%  | 0.0000% | $108066449.90      | $69704048.90       | U.S. Treasuries (including strips) |
| TINT 05/15/32        | 2032-05-15      | 0.0000%  | 0.0000% | $52342.70          | $39974.85          | U.S. Treasuries (including strips) |
| TINT 11/15/32        | 2032-11-15      | 0.0000%  | 0.0000% | $18815893.68       | $14033307.46       | U.S. Treasuries (including strips) |
| TINT 05/15/33        | 2033-05-15      | 0.0000%  | 0.0000% | $52341.80          | $38111.27          | U.S. Treasuries (including strips) |
| TINT 11/15/33        | 2033-11-15      | 0.0000%  | 0.0000% | $52338.42          | $37118.46          | U.S. Treasuries (including strips) |
| TINT 05/15/34        | 2034-05-15      | 0.0000%  | 0.0000% | $75095618.53       | $51893850.94       | U.S. Treasuries (including strips) |
| TINT 11/15/34        | 2034-11-15      | 0.0000%  | 0.0000% | $14010080.42       | $9413975.47        | U.S. Treasuries (including strips) |
| TINT 11/15/25        | 2025-11-15      | 0.0000%  | 0.0000% | $5324054.51        | $5278161.16        | U.S. Treasuries (including strips) |
| TINT 02/15/26        | 2026-02-15      | 0.0000%  | 0.0000% | $91970.82          | $90359.86          | U.S. Treasuries (including strips) |
| TINT 05/15/26        | 2026-05-15      | 0.0000%  | 0.0000% | $18464156.39       | $17960454.20       | U.S. Treasuries (including strips) |
| TINT 08/15/26        | 2026-08-15      | 0.0000%  | 0.0000% | $102795684.00      | $99148493.13       | U.S. Treasuries (including strips) |
| TINT 11/15/26        | 2026-11-15      | 0.0000%  | 0.0000% | $10194078.70       | $9744489.25        | U.S. Treasuries (including strips) |
| TINT 02/15/27        | 2027-02-15      | 0.0000%  | 0.0000% | $91740.37          | $86976.11          | U.S. Treasuries (including strips) |
| TINT 05/15/27        | 2027-05-15      | 0.0000%  | 0.0000% | $536680.40         | $503866.69         | U.S. Treasuries (including strips) |
| TINT 08/15/27        | 2027-08-15      | 0.0000%  | 0.0000% | $20400.59          | $18974.45          | U.S. Treasuries (including strips) |
| TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $27884170.00       | $25484625.63       | U.S. Treasuries (including strips) |
| TINT 08/15/28        | 2028-08-15      | 0.0000%  | 0.0000% | $77676.55          | $69701.58          | U.S. Treasuries (including strips) |
| TINT 05/15/35        | 2035-05-15      | 0.0000%  | 0.0000% | $3554680.42        | $2323353.34        | U.S. Treasuries (including strips) |
| TINT 02/15/29        | 2029-02-15      | 0.0000%  | 0.0000% | $148968280.00      | $131106536.30      | U.S. Treasuries (including strips) |
| TINT 05/15/29        | 2029-05-15      | 0.0000%  | 0.0000% | $17699010.00       | $15424386.33       | U.S. Treasuries (including strips) |
| TINT 02/15/30        | 2030-02-15      | 0.0000%  | 0.0000% | $183892.81         | $155419.22         | U.S. Treasuries (including strips) |
| TINT 08/15/30        | 2030-08-15      | 0.0000%  | 0.0000% | $19734000.00       | $16331937.34       | U.S. Treasuries (including strips) |
| TINT 02/15/31        | 2031-02-15      | 0.0000%  | 0.0000% | $75549.89          | $61142.22          | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $395000.00         | $262896.90         | U.S. Treasuries (including strips) |
| 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $4161900.00        | $3832867.42        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $43132500.00       | $38886221.19       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $555600.00         | $551964.75         | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 25      | 2025-11-15      | 0.0000%  | 0.0000% | $4319600.00        | $4281285.15        | U.S. Treasuries (including strips) |
| 4 1/2 TPRN F 33      | 2033-11-15      | 0.0000%  | 0.0000% | $687500.00         | $493572.06         | U.S. Treasuries (including strips) |
| 4 TPRN B 34          | 2034-02-15      | 0.0000%  | 0.0000% | $1047000.00        | $741949.22         | U.S. Treasuries (including strips) |
| 4 1/2 TPRN AN 27     | 2027-05-15      | 0.0000%  | 0.0000% | $704200.00         | $661581.82         | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | 0.0000% | $1865245.97        | $1849037.75        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29     | 2029-10-15      | 1.6250%  | 0.0000% | $310577.48         | $320481.25         | U.S. Treasuries (including strips) |
| 4  NOTE AA 28        | 2028-06-30      | 4.0000%  | 0.0000% | $28500000.00       | $28990933.56       | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  | 0.0000% | $4721135.25        | $4985481.70        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  | 0.0000% | $808300.00         | $819244.95         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | 0.0000% | $11486400.00       | $11527121.41       | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  | 0.0000% | $43103034.98       | $45096816.49       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $75707600.00       | $78810443.73       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $25792400.00       | $24051254.33       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  | 0.0000% | $4277300.00        | $4072451.97        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  | 0.0000% | $153282412.90      | $157153905.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $60915900.00       | $61638663.19       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | 0.0000% | $360200.00         | $359094.94         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | 0.0000% | $627700.00         | $604740.01         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $15582600.00       | $15402039.85       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  | 0.0000% | $45974585.40       | $45669018.08       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  | 0.0000% | $3135900.00        | $3073436.23        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  | 0.0000% | $14837800.00       | $14502642.32       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  | 0.0000% | $16197100.00       | $14776446.72       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $4484800.00        | $3903544.23        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $7000000.00        | $6539897.15        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  | 0.0000% | $98094.74          | $92522.26          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $16468300.00       | $14235619.17       | U.S. Treasuries (including strips) |
| 6 3/4 TPRN 26        | 2026-08-15      | 0.0000%  | 0.0000% | $1372300.00        | $1324436.92        | U.S. Treasuries (including strips) |
| 6 5/8 TPRN 27        | 2027-02-15      | 0.0000%  | 0.0000% | $1304000.00        | $1239673.68        | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 27        | 2027-11-15      | 0.0000%  | 0.0000% | $107100.00         | $98994.89          | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28        | 2028-08-15      | 0.0000%  | 0.0000% | $25500.00          | $22968.44          | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 29        | 2029-02-15      | 0.0000%  | 0.0000% | $1650000.00        | $1460994.15        | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 29        | 2029-08-15      | 0.0000%  | 0.0000% | $18000.00          | $15593.36          | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $5340000.00        | $3993584.70        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $19100.00          | $14567.29          | U.S. Treasuries (including strips) |

### Security 261: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 90138RAA4, C.4 - ISIN: US90138RAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9175000.00
- **C.18.a - Value (excl. sponsor support):** $9175000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2041-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $900000.66
- **C.18.a - Value (excl. sponsor support):** $900000.66
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEU1, C.4 - ISIN: US90376PEU12, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $13110795.00
- **C.18.a - Value (excl. sponsor support):** $13110795.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **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

### Security 264: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEY3, C.4 - ISIN: US90376PEY34, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9614583.00
- **C.18.a - Value (excl. sponsor support):** $9614583.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **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

### Security 265: Fixed Income Clearing Corp. - Credit Agricole

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole 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: 910BVL005, C.3 - LEI: N/A, C.5 - Other ID: 910BVL005_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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:** FICC

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4.125 11/30/2031 | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51280609.63       | U.S. Treasuries (including strips) |
| T 4.125 11/30/2031 | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51280609.63       | U.S. Treasuries (including strips) |
| T 4.125 11/30/2031 | 2031-11-30      | 4.1250%  | 0.0000% | $22892000.00       | $23478314.31       | U.S. Treasuries (including strips) |
| T 4.125 11/30/2031 | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51280609.63       | U.S. Treasuries (including strips) |
| T 4.125 11/30/2031 | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51280609.63       | U.S. Treasuries (including strips) |
| T 4.125 11/30/2031 | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51280609.63       | U.S. Treasuries (including strips) |
| T 4.125 11/30/2031 | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51280609.63       | U.S. Treasuries (including strips) |
| T 4.125 11/30/2031 | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51280609.63       | U.S. Treasuries (including strips) |
| T 4.125 11/30/2031 | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51280609.63       | U.S. Treasuries (including strips) |
| T 4.125 11/30/2031 | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51280609.63       | U.S. Treasuries (including strips) |
| T 4.125 11/30/2031 | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51280609.63       | U.S. Treasuries (including strips) |
| T 4.500 12/31/2031 | 2031-12-31      | 4.5000%  | 0.0000% | $50000000.00       | $52171535.33       | U.S. Treasuries (including strips) |
| T 4.500 12/31/2031 | 2031-12-31      | 4.5000%  | 0.0000% | $50000000.00       | $52171535.33       | U.S. Treasuries (including strips) |
| T 4.500 12/31/2031 | 2031-12-31      | 4.5000%  | 0.0000% | $50000000.00       | $52171535.33       | U.S. Treasuries (including strips) |
| T 4.500 12/31/2031 | 2031-12-31      | 4.5000%  | 0.0000% | $50000000.00       | $52171535.33       | U.S. Treasuries (including strips) |
| T 4.500 12/31/2031 | 2031-12-31      | 4.5000%  | 0.0000% | $50000000.00       | $52171535.33       | U.S. Treasuries (including strips) |
| T 4.500 12/31/2031 | 2031-12-31      | 4.5000%  | 0.0000% | $30000000.00       | $31302921.20       | U.S. Treasuries (including strips) |
| T 4.375 01/31/2032 | 2032-01-31      | 4.3750%  | 0.0000% | $21284000.00       | $21967313.20       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2032 | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51561859.63       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2032 | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51561859.63       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2032 | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51561859.63       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2032 | 2032-03-31      | 4.1250%  | 0.0000% | $30943000.00       | $31909572.45       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2032 | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51561859.63       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2032 | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51561859.63       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2032 | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51561859.63       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2032 | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51561859.63       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2032 | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51561859.63       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2032 | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51561859.63       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2032 | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51561859.63       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2032 | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51561859.63       | U.S. Treasuries (including strips) |
| T 4.000 04/30/2032 | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50993546.20       | U.S. Treasuries (including strips) |
| T 4.000 04/30/2032 | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50993546.20       | U.S. Treasuries (including strips) |
| T 4.000 04/30/2032 | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50993546.20       | U.S. Treasuries (including strips) |
| T 4.000 04/30/2032 | 2032-04-30      | 4.0000%  | 0.0000% | $29000000.00       | $29576256.79       | U.S. Treasuries (including strips) |
| T 4.000 04/30/2032 | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50993546.20       | U.S. Treasuries (including strips) |
| T 4.000 04/30/2032 | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50993546.20       | U.S. Treasuries (including strips) |
| T 4.000 04/30/2032 | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50993546.20       | U.S. Treasuries (including strips) |
| T 4.000 04/30/2032 | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50993546.20       | U.S. Treasuries (including strips) |
| T 4.000 04/30/2032 | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50993546.20       | U.S. Treasuries (including strips) |
| T 4.000 04/30/2032 | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50993546.20       | U.S. Treasuries (including strips) |
| T 4.000 04/30/2032 | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50993546.20       | U.S. Treasuries (including strips) |
| T 4.000 04/30/2032 | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50993546.20       | U.S. Treasuries (including strips) |

### Security 266: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.250000%
- **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: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.25_1124
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **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? 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?:** No

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHFR 03SO 09/25 6616                    | 2025-09-26      | 4.5150%  | 0.0000% | $125000.00         | $126013.97         | Agency Mortgage-Backed Securities |
| FHFR 03SO 09/25 6630                    | 2025-09-02      | 4.5100%  | 0.0000% | $20000.00          | $20219.32          | Agency Mortgage-Backed Securities |
| FHFR 03SO 10/25 6730                    | 2025-10-03      | 4.4900%  | 0.0000% | $605000.00         | $609341.43         | Agency Mortgage-Backed Securities |
| FHFR 03SO 04/27 8034                    | 2027-04-23      | 4.4900%  | 0.0000% | $165390000.00      | $166246605.40      | Agency Mortgage-Backed Securities |
| FCFR 03SF ER 26/12                      | 2026-12-30      | 4.5000%  | 0.0000% | $2000000.00        | $2016766.11        | Agency Mortgage-Backed Securities |
| FCFR 03SF BZ 27/05                      | 2027-05-06      | 4.4750%  | 0.0000% | $61000000.00       | $61172774.02       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks Funding Corp. | 2027-05-14      | 4.4650%  | 0.0000% | $272026000.00      | $272558226.50      | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks Funding Corp. | 2027-06-17      | 4.4550%  | 0.0000% | $7187000.00        | $7250627.91        | Agency Mortgage-Backed Securities |

### Security 267: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 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: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.31_1030
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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? 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?:** No

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3.00 FHLB 28 EL                       | 2028-03-10      | 3.0000%  | 0.0000% | $3030000.00        | $3029334.41        | Agency Mortgage-Backed Securities |
| 2.375 FHLB 27 YV                      | 2027-09-10      | 2.3750%  | 0.0000% | $70000.00          | $69165.76          | Agency Mortgage-Backed Securities |
| 3.25 FHLB 28 PU                       | 2028-09-08      | 3.2500%  | 0.0000% | $50000.00          | $50181.53          | Agency Mortgage-Backed Securities |
| 3.50 FHLB 28 QL                       | 2028-12-08      | 3.5000%  | 0.0000% | $225000.00         | $225719.55         | Agency Mortgage-Backed Securities |
| 2.75 FHLB 29 EQ                       | 2029-06-08      | 2.7500%  | 0.0000% | $40000.00          | $38944.90          | Agency Mortgage-Backed Securities |
| 2.875 FHLB 34 AC                      | 2034-06-09      | 2.8750%  | 0.0000% | $15000.00          | $13439.56          | Agency Mortgage-Backed Securities |
| 1.625 FHLB 31 SC                      | 2031-12-12      | 1.6250%  | 0.0000% | $50000.00          | $43925.53          | Agency Mortgage-Backed Securities |
| 1.25 FHLB 26 9U                       | 2026-12-21      | 1.2500%  | 0.0000% | $15840000.00       | $15366908.48       | Agency Mortgage-Backed Securities |
| 4.125 FHLB 27 JD                      | 2027-09-10      | 4.1250%  | 0.0000% | $11000000.00       | $11310107.42       | Agency Mortgage-Backed Securities |
| 4.50 FHLB 28 3Y                       | 2028-03-10      | 4.5000%  | 0.0000% | $275000.00         | $286513.70         | Agency Mortgage-Backed Securities |
| 4.875 FHLB 32 HN                      | 2032-09-10      | 4.8750%  | 0.0000% | $36000000.00       | $38636691.00       | Agency Mortgage-Backed Securities |
| 4.25 FHLB 27 KN                       | 2027-12-10      | 4.2500%  | 0.0000% | $15000.00          | $15332.71          | Agency Mortgage-Backed Securities |
| 4.75 FHLB 37 CJ                       | 2037-12-11      | 4.7500%  | 0.0000% | $670000.00         | $676232.79         | Agency Mortgage-Backed Securities |
| 4.50 FHLB 27 NQ                       | 2027-03-12      | 4.5000%  | 0.0000% | $65000.00          | $67034.82          | Agency Mortgage-Backed Securities |
| 4.00 FHLB 28 C8                       | 2028-06-09      | 4.0000%  | 0.0000% | $1995000.00        | $2032491.81        | Agency Mortgage-Backed Securities |
| 4.375 FHLB 28 I4                      | 2028-09-08      | 4.3750%  | 0.0000% | $29085000.00       | $30308555.05       | Agency Mortgage-Backed Securities |
| 4.50 FHLB 30 ME                       | 2030-09-13      | 4.5000%  | 0.0000% | $10000000.00       | $10554550.00       | Agency Mortgage-Backed Securities |
| 4.946 FHLB 26 EX                      | 2026-03-13      | 4.9460%  | 0.0000% | $10000.00          | $10273.92          | Agency Mortgage-Backed Securities |
| 4.715 FHLB 27 TL                      | 2027-07-26      | 4.7150%  | 0.0000% | $10000.00          | $10196.34          | Agency Mortgage-Backed Securities |
| 4.875 FHLB 26 PV                      | 2026-03-13      | 4.8750%  | 0.0000% | $55000.00          | $56483.41          | Agency Mortgage-Backed Securities |
| 4.00 FHLB 27 G7905                    | 2027-03-10      | 4.0000%  | 0.0000% | $500000.00         | $510809.67         | Agency Mortgage-Backed Securities |
| 4.00 FHLB 28 NV                       | 2028-03-03      | 4.0000%  | 0.0000% | $345000.00         | $351821.23         | Agency Mortgage-Backed Securities |
| FCFR 03SF DH 25/11                    | 2025-11-03      | 4.5200%  | 0.0000% | $58000.00          | $58204.50          | Agency Mortgage-Backed Securities |
| 4.50 FCDB 26 B                        | 2026-08-14      | 4.5000%  | 0.0000% | $4000000.00        | $4030736.00        | Agency Mortgage-Backed Securities |
| FCFR 03SF CK 25/09                    | 2025-09-15      | 4.5150%  | 0.0000% | $78000.00          | $78735.64          | Agency Mortgage-Backed Securities |
| FCFR 03SF CO 25/09                    | 2025-09-25      | 4.5150%  | 0.0000% | $476000.00         | $479920.45         | Agency Mortgage-Backed Securities |
| 5 1/8 FCDB 25 C                       | 2025-10-10      | 5.1250%  | 0.0000% | $260000.00         | $265349.55         | Agency Mortgage-Backed Securities |
| FCFR 03SF AS 26/05                    | 2026-05-14      | 4.4500%  | 0.0000% | $10000.00          | $10021.90          | Agency Mortgage-Backed Securities |
| FCFR 03SF AV 26/05                    | 2026-05-21      | 4.4500%  | 0.0000% | $2500000.00        | $2503744.44        | Agency Mortgage-Backed Securities |
| FCFR 03SF AZ 26/06                    | 2026-06-03      | 4.4550%  | 0.0000% | $700000.00         | $707615.32         | Agency Mortgage-Backed Securities |
| FCFR 03SF AO 27/01                    | 2027-01-14      | 4.4950%  | 0.0000% | $25000000.00       | $25163444.46       | Agency Mortgage-Backed Securities |
| FCFR 03SF BM 27/04                    | 2027-04-09      | 4.4400%  | 0.0000% | $104256000.00      | $104865723.80      | Agency Mortgage-Backed Securities |
| FCFR 03SF CI 27/05                    | 2027-05-27      | 4.4600%  | 0.0000% | $88000000.00       | $88021902.22       | Agency Mortgage-Backed Securities |
| 5.50 FHLB 36 G677                     | 2036-07-15      | 5.5000%  | 0.0000% | $585000.00         | $640361.02         | Agency Mortgage-Backed Securities |
| 5.00 FHLB 28 XX                       | 2028-06-09      | 5.0000%  | 0.0000% | $15000.00          | $15702.95          | Agency Mortgage-Backed Securities |
| 6.75 FMPR GB 31 A                     | 2031-03-15      | 0.0000%  | 0.0000% | $6897000.00        | $5536642.62        | Agency Mortgage-Backed Securities |
| 6.25 FMPR GB 32 A                     | 2032-07-15      | 0.0000%  | 0.0000% | $47357000.00       | $35483842.39       | Agency Mortgage-Backed Securities |
| FMFR 00SO 27 X6                       | 2027-06-16      | 4.4550%  | 0.0000% | $40296000.00       | $40656839.49       | Agency Mortgage-Backed Securities |
| 7.125 FNPR BB 01/30                   | 2030-01-15      | 0.0000%  | 0.0000% | $5161000.00        | $4355873.68        | Agency Mortgage-Backed Securities |
| 6.625 FNPR BB 11/30                   | 2030-11-15      | 0.0000%  | 0.0000% | $4919000.00        | $4013569.51        | Agency Mortgage-Backed Securities |
| 6.25 FNSM GDBB 05/29                  | 2029-05-15      | 6.2500%  | 0.0000% | $5122000.00        | $5667019.50        | Agency Mortgage-Backed Securities |
| 7.125 FNSM BB 01/30                   | 2030-01-15      | 7.1250%  | 0.0000% | $5000000.00        | $5723771.67        | Agency Mortgage-Backed Securities |
| 6.625 FNSM BB 11/30                   | 2030-11-15      | 6.6250%  | 0.0000% | $12942000.00       | $14899256.05       | Agency Mortgage-Backed Securities |
| 0.875 FNSM A 08/30                    | 2030-08-05      | 0.8750%  | 0.0000% | $28105000.00       | $24527102.34       | Agency Mortgage-Backed Securities |
| 0.75 FNSM A 10/27                     | 2027-10-08      | 0.7500%  | 0.0000% | $7048000.00        | $6657375.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-06-18      | 4.4600%  | 0.0000% | $1660000.00        | $1675289.52        | Agency Mortgage-Backed Securities |
| FNFR SOFR A 09/11/26                  | 2026-09-11      | 4.5000%  | 0.0000% | $70000.00          | $70743.48          | Agency Mortgage-Backed Securities |
| 1.875 FNSM A 09/26                    | 2026-09-24      | 1.8750%  | 0.0000% | $495000.00         | $488699.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-20      | 4.5000%  | 0.0000% | $5000000.00        | $5010265.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-11      | 4.5000%  | 0.0000% | $3500000.00        | $3537978.89        | Agency Mortgage-Backed Securities |
| 6.03 FNPR A 10/27                     | 2027-10-08      | 0.0000%  | 0.0000% | $97000.00          | $89615.88          | Agency Mortgage-Backed Securities |
| 5.625 FNSM A 07/37                    | 2037-07-15      | 5.6250%  | 0.0000% | $10072000.00       | $11100905.16       | Agency Mortgage-Backed Securities |

### Security 268: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 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: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.34_0902
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  | 0.0000% | $97853.52          | $94918.41          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $15970.53          | $14986.23          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC4824 | 2051-08-01      | 2.5000%  | 0.0000% | $2307.05           | $1962.22           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC6516 | 2051-09-01      | 2.5000%  | 0.0000% | $890.61            | $742.51            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC9123 | 2051-10-01      | 2.5000%  | 0.0000% | $89530.15          | $74641.68          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2659 | 2051-12-01      | 2.5000%  | 0.0000% | $725233.27         | $604630.20         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE0800 | 2052-04-01      | 2.5000%  | 0.0000% | $80133.10          | $66807.33          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0399 | 2052-04-01      | 3.0000%  | 0.0000% | $5111.90           | $4492.89           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $246.69            | $245.48            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | 0.0000% | $58735.96          | $53329.38          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $1605757.86        | $1626500.69        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $795030.19         | $788793.88         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $1841055.84        | $1779170.58        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8396 | 2054-01-01      | 6.0000%  | 0.0000% | $1240924.07        | $1274511.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | 0.0000% | $6876.11           | $7059.88           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8514 | 2055-03-01      | 5.0000%  | 0.0000% | $1906475.57        | $1888743.23        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4287 | 2053-09-01      | 4.5000%  | 0.0000% | $93064.92          | $91299.29          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4343 | 2053-11-01      | 5.5000%  | 0.0000% | $179506.49         | $183594.71         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA8141 | 2050-03-01      | 3.5000%  | 0.0000% | $97474.40          | $88748.71          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA9345 | 2050-05-01      | 3.0000%  | 0.0000% | $25948.82          | $22622.27          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB4900 | 2050-11-01      | 2.5000%  | 0.0000% | $1235.94           | $1041.56           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB6224 | 2050-12-01      | 2.0000%  | 0.0000% | $1908.05           | $1539.28           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI1803 | 2034-05-01      | 4.5000%  | 0.0000% | $1705.14           | $1703.06           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI3476 | 2035-08-01      | 4.5000%  | 0.0000% | $2097.67           | $2108.69           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ1161 | 2041-02-01      | 4.5000%  | 0.0000% | $287.83            | $288.64            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ5428 | 2031-11-01      | 7.5000%  | 0.0000% | $44.22             | $44.90             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZJ9295 | 2027-11-01      | 6.0000%  | 0.0000% | $608.64            | $624.61            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK8006 | 2031-04-01      | 2.5000%  | 0.0000% | $99.90             | $96.04             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1788 | 2041-08-01      | 4.5000%  | 0.0000% | $15264.79          | $15307.62          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1124 | 2046-05-01      | 3.5000%  | 0.0000% | $1805.28           | $1684.92           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE4044 | 2052-06-01      | 2.5000%  | 0.0000% | $367902.35         | $306721.83         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE5058 | 2052-07-01      | 3.5000%  | 0.0000% | $32763.72          | $29769.12          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5264 | 2052-07-01      | 4.5000%  | 0.0000% | $21572.10          | $20868.67          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7951 | 2052-08-01      | 4.5000%  | 0.0000% | $13592.80          | $13136.57          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0109 | 2052-09-01      | 4.5000%  | 0.0000% | $464828.74         | $449400.61         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0167 | 2052-08-01      | 5.5000%  | 0.0000% | $13291.61          | $13473.78          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0564 | 2052-09-01      | 5.5000%  | 0.0000% | $83313.04          | $85239.46          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0921 | 2052-09-01      | 5.0000%  | 0.0000% | $7361.84           | $7359.84           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2182 | 2052-10-01      | 4.5000%  | 0.0000% | $156426.65         | $151187.61         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2557 | 2052-10-01      | 4.5000%  | 0.0000% | $32254.04          | $31195.01          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8786 | 2053-02-01      | 6.0000%  | 0.0000% | $9066.75           | $9413.14           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1995 | 2053-05-01      | 6.0000%  | 0.0000% | $3414.70           | $3507.12           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6044 | 2053-07-01      | 6.0000%  | 0.0000% | $2328.46           | $2391.48           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG8702 | 2053-07-01      | 5.0000%  | 0.0000% | $260434.07         | $259899.89         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG9402 | 2053-08-01      | 5.5000%  | 0.0000% | $40.20             | $40.66             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH0481 | 2053-09-01      | 5.5000%  | 0.0000% | $4510.12           | $4596.47           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1309 | 2053-09-01      | 5.5000%  | 0.0000% | $112.86            | $114.19            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH5060 | 2053-11-01      | 6.0000%  | 0.0000% | $37454.87          | $38768.55          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0033 | 2054-07-01      | 6.0000%  | 0.0000% | $77264.69          | $80223.05          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0639 | 2054-08-01      | 6.0000%  | 0.0000% | $35404.93          | $36760.54          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0915 | 2054-08-01      | 6.0000%  | 0.0000% | $4922.89           | $5086.39           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0957 | 2054-07-01      | 6.0000%  | 0.0000% | $32704.76          | $33608.58          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ0977 | 2054-07-01      | 6.5000%  | 0.0000% | $9610.67           | $10038.97          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ1160 | 2054-08-01      | 5.5000%  | 0.0000% | $11300.76          | $11421.20          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1204 | 2054-08-01      | 6.0000%  | 0.0000% | $35346.59          | $36699.96          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1230 | 2054-08-01      | 6.0000%  | 0.0000% | $121629.14         | $125923.70         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1978 | 2054-08-01      | 6.0000%  | 0.0000% | $2467.80           | $2569.68           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3553 | 2054-09-01      | 5.5000%  | 0.0000% | $40303.82          | $40751.90          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5067 | 2054-08-01      | 6.0000%  | 0.0000% | $44807.20          | $46246.49          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0742 | 2054-12-01      | 6.0000%  | 0.0000% | $2739.70           | $2872.07           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1656 | 2054-12-01      | 5.5000%  | 0.0000% | $164387.27         | $166596.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX6197 | 2055-02-01      | 5.5000%  | 0.0000% | $48942.04          | $49463.70          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5437 | 2055-02-01      | 6.0000%  | 0.0000% | $66318.11          | $69291.73          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5791 | 2055-01-01      | 5.5000%  | 0.0000% | $5293.80           | $5349.62           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX7087 | 2055-02-01      | 5.5000%  | 0.0000% | $40748.16          | $41364.96          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6949 | 2055-02-01      | 6.5000%  | 0.0000% | $55698.04          | $58440.30          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8487 | 2055-03-01      | 6.0000%  | 0.0000% | $82125.45          | $85731.47          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0281 | 2055-04-01      | 5.5000%  | 0.0000% | $60686.57          | $61676.60          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2632 | 2047-02-01      | 3.5000%  | 0.0000% | $715706.16         | $664331.50         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM5459 | 2048-01-01      | 3.5000%  | 0.0000% | $301692.76         | $278809.43         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1248 | 2048-11-01      | 4.0000%  | 0.0000% | $14825.01          | $14085.36          | Agency Mortgage-Backed Securities |
| FEPC 02.500 3RZA3051 | 2028-01-01      | 2.5000%  | 0.0000% | $213.78            | $210.00            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4210 | 2043-04-01      | 3.0000%  | 0.0000% | $331452.63         | $303845.39         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA4903 | 2047-04-01      | 4.5000%  | 0.0000% | $18.23             | $18.01             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6116 | 2049-01-01      | 4.5000%  | 0.0000% | $51187.66          | $50729.53          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6354 | 2049-03-01      | 4.5000%  | 0.0000% | $46683.59          | $45825.55          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS1225 | 2036-11-01      | 6.5000%  | 0.0000% | $156.37            | $163.86            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS1918 | 2038-02-01      | 6.5000%  | 0.0000% | $264.15            | $274.94            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2053 | 2038-05-01      | 5.5000%  | 0.0000% | $113.47            | $117.68            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ7796 | 2054-11-01      | 5.0000%  | 0.0000% | $113472.52         | $112446.60         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ8957 | 2054-11-01      | 5.5000%  | 0.0000% | $2673.73           | $2702.18           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ8964 | 2054-10-01      | 5.5000%  | 0.0000% | $22372.57          | $22607.59          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8675 | 2036-11-01      | 2.0000%  | 0.0000% | $170403.66         | $156925.68         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN9774 | 2037-03-01      | 2.5000%  | 0.0000% | $6122.76           | $5757.90           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2579 | 2050-05-01      | 3.0000%  | 0.0000% | $14267.76          | $12464.93          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3523 | 2050-09-01      | 2.0000%  | 0.0000% | $19688.97          | $15700.62          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4374 | 2051-01-01      | 1.5000%  | 0.0000% | $48452.67          | $36738.98          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3607 | 2050-09-01      | 3.0000%  | 0.0000% | $36490.10          | $32325.97          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3882 | 2050-11-01      | 2.0000%  | 0.0000% | $4464.97           | $3617.80           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA4518 | 2051-02-01      | 3.5000%  | 0.0000% | $1166366.92        | $1066792.10        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7119 | 2052-04-01      | 4.0000%  | 0.0000% | $177336.48         | $167249.78         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7186 | 2052-04-01      | 4.0000%  | 0.0000% | $5003.50           | $4729.24           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6522 | 2051-12-01      | 2.5000%  | 0.0000% | $214440.60         | $179474.23         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6493 | 2051-12-01      | 2.5000%  | 0.0000% | $32524.48          | $27123.29          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1202 | 2055-04-01      | 6.5000%  | 0.0000% | $3201.56           | $3343.59           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1643 | 2055-04-01      | 6.5000%  | 0.0000% | $85846.52          | $90124.30          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2025 | 2055-04-01      | 6.5000%  | 0.0000% | $39110.60          | $41079.84          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2182 | 2055-04-01      | 6.5000%  | 0.0000% | $76466.92          | $79742.42          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2339 | 2055-05-01      | 6.0000%  | 0.0000% | $246103.82         | $252692.68         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2818 | 2055-05-01      | 6.0000%  | 0.0000% | $34521.18          | $36078.73          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY3353 | 2055-04-01      | 5.0000%  | 0.0000% | $41727.87          | $41423.04          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4453 | 2055-05-01      | 5.5000%  | 0.0000% | $168649.73         | $171088.03         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5476 | 2055-05-01      | 5.5000%  | 0.0000% | $82803.76          | $84057.14          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5729 | 2055-06-01      | 5.0000%  | 0.0000% | $37602.82          | $37626.50          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5803 | 2055-06-01      | 5.5000%  | 0.0000% | $476355.07         | $481314.77         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5948 | 2055-06-01      | 6.5000%  | 0.0000% | $36709.67          | $38741.61          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6056 | 2055-06-01      | 5.5000%  | 0.0000% | $336334.83         | $340378.85         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6075 | 2055-06-01      | 6.5000%  | 0.0000% | $192454.70         | $201574.27         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7159 | 2055-07-01      | 6.0000%  | 0.0000% | $150344.20         | $155304.15         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6962 | 2055-06-01      | 6.5000%  | 0.0000% | $60775.15          | $64192.27          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7268 | 2055-06-01      | 5.0000%  | 0.0000% | $87120.42          | $86881.53          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7948 | 2055-07-01      | 6.0000%  | 0.0000% | $144915.47         | $148805.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8253 | 2055-07-01      | 5.5000%  | 0.0000% | $76248.03          | $77531.73          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8269 | 2055-07-01      | 5.5000%  | 0.0000% | $39054.55          | $39784.39          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8375 | 2055-07-01      | 6.0000%  | 0.0000% | $105052.74         | $108738.27         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8596 | 2055-07-01      | 5.0000%  | 0.0000% | $99986.40          | $99403.86          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9502 | 2055-08-01      | 6.0000%  | 0.0000% | $50535.82          | $52404.37          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY9512 | 2055-07-01      | 5.0000%  | 0.0000% | $36336.47          | $36417.79          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0876 | 2055-08-01      | 6.5000%  | 0.0000% | $39433.67          | $41467.99          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0587 | 2055-08-01      | 6.5000%  | 0.0000% | $39489.73          | $41847.29          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0931 | 2055-08-01      | 6.5000%  | 0.0000% | $595630.97         | $621488.23         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0906 | 2055-08-01      | 5.5000%  | 0.0000% | $193748.07         | $198272.62         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0976 | 2055-08-01      | 5.5000%  | 0.0000% | $111569.83         | $113654.83         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4079 | 2045-02-01      | 4.0000%  | 0.0000% | $460.24            | $443.18            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4204 | 2035-10-01      | 4.5000%  | 0.0000% | $854.49            | $858.99            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $1246.83           | $1157.85           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4704 | 2047-02-01      | 3.5000%  | 0.0000% | $6046.56           | $5596.96           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4734 | 2047-09-01      | 3.0000%  | 0.0000% | $319848.76         | $286384.05         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4779 | 2048-06-01      | 3.0000%  | 0.0000% | $715.56            | $635.79            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIZS6251 | 2026-04-01      | 5.0000%  | 0.0000% | $153.43            | $155.57            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS8067 | 2028-05-01      | 2.0000%  | 0.0000% | $2785.84           | $2717.37           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9815 | 2045-07-01      | 4.5000%  | 0.0000% | $278.32            | $279.10            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9817 | 2046-09-01      | 3.5000%  | 0.0000% | $7802.17           | $7295.34           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS9416 | 2040-02-01      | 5.5000%  | 0.0000% | $103.82            | $107.83            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0539 | 2048-03-01      | 4.0000%  | 0.0000% | $61129.72          | $58395.94          | Agency Mortgage-Backed Securities |
| FEPC 04.500 3TZT0906 | 2034-06-01      | 4.5000%  | 0.0000% | $6992.67           | $7100.75           | Agency Mortgage-Backed Securities |
| FEPC 02.500 3XZT0976 | 2028-04-01      | 2.5000%  | 0.0000% | $1945.33           | $1912.87           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1345 | 2033-11-01      | 3.5000%  | 0.0000% | $4116.75           | $4071.22           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | 0.0000% | $19.65             | $18.23             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1566 | 2033-12-01      | 3.5000%  | 0.0000% | $4910.13           | $4855.28           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  | 0.0000% | $9439.92           | $9550.51           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNSA0063 | 2031-12-01      | 1.5000%  | 0.0000% | $47298.77          | $44338.56          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  | 0.0000% | $22.95             | $22.73             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  | 0.0000% | $37.72             | $37.26             | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  | 0.0000% | $48417.50          | $44742.35          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0625 | 2037-03-01      | 3.0000%  | 0.0000% | $71382.83          | $68910.87          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7574 | 2052-06-01      | 5.0000%  | 0.0000% | $7593.50           | $7638.30           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | 0.0000% | $383202.68         | $348841.75         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7673 | 2052-07-01      | 4.5000%  | 0.0000% | $812253.35         | $785416.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  | 0.0000% | $72236.97          | $71873.90          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5289 | 2044-03-01      | 5.0000%  | 0.0000% | $3336.72           | $3378.31           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5334 | 2045-02-01      | 5.5000%  | 0.0000% | $29108.39          | $29663.63          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5355 | 2045-07-01      | 5.5000%  | 0.0000% | $31296.71          | $31919.45          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5110 | 2041-05-01      | 1.5000%  | 0.0000% | $2359.27           | $1968.35           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5125 | 2041-09-01      | 2.0000%  | 0.0000% | $4726.24           | $4054.62           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  | 0.0000% | $12856.56          | $11374.12          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2600 | 2037-06-01      | 2.5000%  | 0.0000% | $14364.97          | $13505.84          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CNRD5212 | 2034-09-01      | 6.5000%  | 0.0000% | $4810.67           | $5039.67           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5256 | 2035-08-01      | 5.0000%  | 0.0000% | $391648.55         | $398971.94         | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2045 | 2046-06-01      | 2.5000%  | 0.0000% | $15955.40          | $14289.39          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI5495 | 2054-05-01      | 5.0000%  | 0.0000% | $163471.03         | $162125.32         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI9787 | 2054-07-01      | 5.5000%  | 0.0000% | $29833.13          | $30175.22          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQO0159 | 2037-04-01      | 2.0000%  | 0.0000% | $71793.58          | $65936.34          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0242 | 2037-05-01      | 2.5000%  | 0.0000% | $10889.34          | $10238.21          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0387 | 2037-06-01      | 2.5000%  | 0.0000% | $648.04            | $609.28            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0557 | 2037-07-01      | 2.5000%  | 0.0000% | $246986.50         | $232026.89         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0984 | 2037-10-01      | 3.0000%  | 0.0000% | $92116.57          | $88258.11          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1369 | 2038-05-01      | 6.0000%  | 0.0000% | $30546.06          | $31716.85          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO1645 | 2038-09-01      | 6.5000%  | 0.0000% | $5641.36           | $5909.90           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2246 | 2039-07-01      | 6.0000%  | 0.0000% | $34259.99          | $35541.99          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3485 | 2040-04-01      | 6.0000%  | 0.0000% | $32820.30          | $34112.78          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3564 | 2040-05-01      | 5.5000%  | 0.0000% | $47252.22          | $48650.50          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3566 | 2040-05-01      | 5.0000%  | 0.0000% | $57373.93          | $58326.96          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3184 | 2040-02-01      | 6.0000%  | 0.0000% | $68869.76          | $71524.12          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3203 | 2040-03-01      | 5.0000%  | 0.0000% | $78732.45          | $79907.76          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3316 | 2040-03-01      | 6.0000%  | 0.0000% | $47380.83          | $49170.62          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3806 | 2040-06-01      | 6.0000%  | 0.0000% | $47280.63          | $49091.98          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3970 | 2040-08-01      | 5.5000%  | 0.0000% | $40923.97          | $42086.16          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3987 | 2040-08-01      | 5.5000%  | 0.0000% | $28642.30          | $29410.22          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4095 | 2040-09-01      | 5.5000%  | 0.0000% | $83639.50          | $85860.61          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5381 | 2049-12-01      | 3.0000%  | 0.0000% | $149.44            | $131.40            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2511 | 2055-09-01      | 5.5000%  | 0.0000% | $120918.33         | $122772.11         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0311 | 2055-01-01      | 4.5000%  | 0.0000% | $56742.34          | $54875.80          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0667 | 2055-03-01      | 5.5000%  | 0.0000% | $76507.49          | $77615.69          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1242 | 2055-05-01      | 5.0000%  | 0.0000% | $1388285.55        | $1377683.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1976 | 2052-11-01      | 4.5000%  | 0.0000% | $1535219.84        | $1506095.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2448 | 2055-09-01      | 6.0000%  | 0.0000% | $4132784.10        | $4293122.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ0062 | 2053-10-01      | 5.0000%  | 0.0000% | $1534.55           | $1530.18           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  | 0.0000% | $4552.79           | $4373.42           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  | 0.0000% | $10056.02          | $9764.39           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB0976 | 2038-09-01      | 5.0000%  | 0.0000% | $738.59            | $749.30            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8016 | 2034-11-01      | 3.0000%  | 0.0000% | $2979.76           | $2888.22           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8040 | 2035-04-01      | 2.5000%  | 0.0000% | $21440.36          | $20177.55          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8057 | 2035-08-01      | 2.0000%  | 0.0000% | $301003.79         | $278153.25         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8090 | 2036-02-01      | 2.5000%  | 0.0000% | $14193.87          | $13387.65          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $1091338.58        | $1025241.05        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8156 | 2037-04-01      | 3.0000%  | 0.0000% | $26105.64          | $25012.16          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8181 | 2037-09-01      | 2.5000%  | 0.0000% | $727.05            | $683.93            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8281 | 2039-02-01      | 5.0000%  | 0.0000% | $19347.10          | $19627.42          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8355 | 2039-12-01      | 3.5000%  | 0.0000% | $3655261.44        | $3548024.19        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8345 | 2039-10-01      | 3.5000%  | 0.0000% | $217921.79         | $211541.52         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0063 | 2035-05-01      | 3.5000%  | 0.0000% | $1804.69           | $1762.45           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTSC0297 | 2038-10-01      | 5.5000%  | 0.0000% | $1307.15           | $1320.44           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0384 | 2042-04-01      | 2.0000%  | 0.0000% | $1045229.77        | $898303.45         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0854 | 2052-01-01      | 2.5000%  | 0.0000% | $527772.13         | $440005.97         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1775 | 2052-11-01      | 4.5000%  | 0.0000% | $45023.15          | $43777.81          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1582 | 2052-05-01      | 3.0000%  | 0.0000% | $1054403.92        | $925216.59         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1608 | 2052-09-01      | 4.5000%  | 0.0000% | $21475.32          | $20770.89          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  | 0.0000% | $18034.57          | $16363.51          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1932 | 2052-02-01      | 3.5000%  | 0.0000% | $354794.73         | $323711.59         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3472 | 2055-02-01      | 5.5000%  | 0.0000% | $377547.54         | $385127.86         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRJ4072 | 2055-01-01      | 4.0000%  | 0.0000% | $62399.54          | $58460.01          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0050 | 2055-08-01      | 6.0000%  | 0.0000% | $1592658.33        | $1634455.53        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2064 | 2052-08-01      | 4.5000%  | 0.0000% | $156732.02         | $151579.77         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $81.42             | $81.15             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | 0.0000% | $2540.39           | $2582.57           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2988 | 2052-05-01      | 3.5000%  | 0.0000% | $364430.00         | $330954.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3174 | 2053-06-01      | 5.5000%  | 0.0000% | $13810.13          | $14061.30          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD3302 | 2051-10-01      | 2.0000%  | 0.0000% | $715.54            | $573.98            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD4526 | 2052-03-01      | 2.0000%  | 0.0000% | $34364.06          | $27455.70          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD4815 | 2052-07-01      | 2.5000%  | 0.0000% | $149733.34         | $125005.24         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5672 | 2054-06-01      | 6.5000%  | 0.0000% | $3582306.03        | $3767101.28        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6147 | 2054-09-01      | 6.5000%  | 0.0000% | $214398.45         | $225078.82         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7112 | 2054-11-01      | 6.0000%  | 0.0000% | $1497288.64        | $1553463.41        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7124 | 2054-02-01      | 6.5000%  | 0.0000% | $2523424.94        | $2658099.01        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD6931 | 2052-08-01      | 4.0000%  | 0.0000% | $272162.17         | $257835.04         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  | 0.0000% | $1601.45           | $1409.76           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8068 | 2050-06-01      | 3.0000%  | 0.0000% | $4956.34           | $4327.34           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8098 | 2050-10-01      | 2.0000%  | 0.0000% | $5923.50           | $4765.25           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7281 | 2055-01-01      | 5.0000%  | 0.0000% | $19609.78          | $19484.25          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD7352 | 2053-12-01      | 7.0000%  | 0.0000% | $351904.08         | $376083.57         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  | 0.0000% | $11323.49          | $10058.87          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7534 | 2051-02-01      | 2.5000%  | 0.0000% | $2045.96           | $1746.63           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  | 0.0000% | $13733.76          | $11530.65          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $1562.88           | $1313.39           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $117556.05         | $93974.96          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $3538146.47        | $2950507.91        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $28.42             | $24.75             | Agency Mortgage-Backed Securities |

### Security 269: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.380000%
- **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: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.38_0908
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $19942.16          | $20417.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA3417 | 2053-11-01      | 5.5000%  | 0.0000% | $67950.57          | $68908.52          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4825 | 2053-11-01      | 6.5000%  | 0.0000% | $90904.58          | $95539.40          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA8023 | 2054-02-01      | 5.5000%  | 0.0000% | $8019587.53        | $8119172.99        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB2504 | 2054-05-01      | 6.5000%  | 0.0000% | $154707.42         | $161443.47         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3448 | 2054-06-01      | 5.5000%  | 0.0000% | $1627065.87        | $1669557.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB4007 | 2054-05-01      | 5.5000%  | 0.0000% | $870541.19         | $880637.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB6557 | 2054-08-01      | 4.5000%  | 0.0000% | $911518.78         | $883805.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB6736 | 2054-06-01      | 5.0000%  | 0.0000% | $1573078.85        | $1561061.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7684 | 2054-07-01      | 6.0000%  | 0.0000% | $565000.34         | $582680.15         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDB8312 | 2039-12-01      | 3.5000%  | 0.0000% | $2457119.64        | $2385706.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC0816 | 2040-01-01      | 5.0000%  | 0.0000% | $1225049.30        | $1243336.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0713 | 2054-12-01      | 5.5000%  | 0.0000% | $1166239.57        | $1190779.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0993 | 2054-08-01      | 5.5000%  | 0.0000% | $1070594.04        | $1089257.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1329 | 2054-08-01      | 6.0000%  | 0.0000% | $14241470.42       | $14793935.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3465 | 2054-09-01      | 6.0000%  | 0.0000% | $1000000.08        | $1026243.75        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745738 | 2036-08-01      | 6.5000%  | 0.0000% | $675.54            | $711.27            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA0291 | 2053-12-01      | 6.5000%  | 0.0000% | $694460.51         | $732850.67         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4036 | 2052-07-01      | 5.0000%  | 0.0000% | $2269.97           | $2267.33           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4803 | 2037-08-01      | 3.0000%  | 0.0000% | $3597160.14        | $3446490.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $94652973.06       | $91572965.31       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $1625.27           | $1525.11           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5405 | 2052-10-01      | 4.5000%  | 0.0000% | $70907356.15       | $68692848.51       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $53797.03          | $50422.41          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5776 | 2053-02-01      | 6.0000%  | 0.0000% | $19497150.90       | $20102569.94       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8003 | 2054-02-01      | 6.0000%  | 0.0000% | $82241.50          | $84399.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7456 | 2053-11-01      | 5.5000%  | 0.0000% | $129867.14         | $131429.16         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB7892 | 2039-01-01      | 6.5000%  | 0.0000% | $1736608.77        | $1833156.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8939 | 2054-05-01      | 5.5000%  | 0.0000% | $226600.63         | $229132.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $149102.19         | $124789.65         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  | 0.0000% | $21976652.13       | $18933843.03       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4602 | 2037-05-01      | 2.0000%  | 0.0000% | $6698857.56        | $6152401.98        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $451471.91         | $393120.21         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $44282.64          | $38559.17          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $7676695.65        | $7443623.49        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $4316.37           | $3920.31           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  | 0.0000% | $1391.85           | $1351.08           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  | 0.0000% | $33863.95          | $34369.84          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4906 | 2037-12-01      | 3.0000%  | 0.0000% | $734346.55         | $703587.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $36027081.39       | $36492471.23       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4916 | 2053-02-01      | 4.0000%  | 0.0000% | $7711.46           | $7225.85           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5019 | 2038-04-01      | 3.0000%  | 0.0000% | $3444344.22        | $3301036.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | 0.0000% | $2446462.43        | $2365190.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4743 | 2055-02-01      | 5.5000%  | 0.0000% | $1494894.42        | $1510826.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5880 | 2054-12-01      | 5.0000%  | 0.0000% | $1657667.54        | $1655941.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6088 | 2055-04-01      | 6.0000%  | 0.0000% | $4649102.80        | $4844289.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6394 | 2054-11-01      | 5.0000%  | 0.0000% | $1846536.23        | $1839921.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6448 | 2054-11-01      | 6.0000%  | 0.0000% | $80047.42          | $82839.20          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6856 | 2054-12-01      | 5.5000%  | 0.0000% | $509075.67         | $514470.23         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6894 | 2054-11-01      | 5.5000%  | 0.0000% | $429266.06         | $433862.55         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7013 | 2054-11-01      | 5.5000%  | 0.0000% | $8223009.76        | $8306660.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB8400 | 2039-04-01      | 5.0000%  | 0.0000% | $2441923.14        | $2481396.55        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB8605 | 2039-05-01      | 6.5000%  | 0.0000% | $2839771.18        | $2988113.88        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB9871 | 2040-01-01      | 4.5000%  | 0.0000% | $1393955.94        | $1400054.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9472 | 2054-11-01      | 5.0000%  | 0.0000% | $380921.68         | $377851.02         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0791 | 2054-02-01      | 4.5000%  | 0.0000% | $4653248.43        | $4500761.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0002 | 2054-10-01      | 6.0000%  | 0.0000% | $14836425.32       | $15553405.47       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA0140 | 2037-11-01      | 2.5000%  | 0.0000% | $4062791.51        | $3819854.64        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0172 | 2052-07-01      | 4.5000%  | 0.0000% | $5988228.41        | $5838870.02        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $8583.01           | $7788.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0463 | 2039-08-01      | 6.0000%  | 0.0000% | $124883.57         | $129527.70         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0740 | 2055-03-01      | 4.5000%  | 0.0000% | $338193.13         | $326697.94         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1690 | 2052-04-01      | 3.5000%  | 0.0000% | $11193780.17       | $10254076.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1613 | 2055-04-01      | 5.0000%  | 0.0000% | $37552488.46       | $37661348.95       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5509 | 2039-10-01      | 6.0000%  | 0.0000% | $57465.79          | $59573.73          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  | 0.0000% | $37673.92          | $38198.87          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5619 | 2035-01-01      | 4.5000%  | 0.0000% | $928997.55         | $938213.21         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5641 | 2040-01-01      | 4.0000%  | 0.0000% | $3662175.39        | $3606792.72        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5754 | 2040-06-01      | 3.5000%  | 0.0000% | $3090211.49        | $2999551.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $406601565.90      | $410737833.40      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5805 | 2045-08-01      | 5.0000%  | 0.0000% | $14839443.00       | $14956954.90       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8888 | 2054-12-01      | 5.5000%  | 0.0000% | $886013.04         | $901458.71         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8339 | 2054-12-01      | 5.5000%  | 0.0000% | $1971953.09        | $2002297.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9255 | 2039-12-01      | 5.0000%  | 0.0000% | $1483165.46        | $1505076.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9396 | 2055-02-01      | 5.5000%  | 0.0000% | $995030.95         | $1014383.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9640 | 2055-01-01      | 5.5000%  | 0.0000% | $7185490.81        | $7294478.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9986 | 2055-01-01      | 5.5000%  | 0.0000% | $790646.05         | $798689.11         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0189 | 2055-04-01      | 6.5000%  | 0.0000% | $997249.22         | $1057022.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD1531 | 2055-01-01      | 4.5000%  | 0.0000% | $1517151.74        | $1466824.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2591 | 2055-02-01      | 6.5000%  | 0.0000% | $1122288.13        | $1178577.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD1808 | 2055-02-01      | 4.5000%  | 0.0000% | $775179.88         | $748834.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1949 | 2055-02-01      | 6.0000%  | 0.0000% | $1364590.85        | $1425784.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2462 | 2055-02-01      | 5.5000%  | 0.0000% | $1809535.23        | $1840381.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2504 | 2055-03-01      | 6.0000%  | 0.0000% | $1392790.67        | $1444285.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2873 | 2055-03-01      | 6.0000%  | 0.0000% | $1238065.12        | $1288385.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4394 | 2055-05-01      | 5.5000%  | 0.0000% | $317995.74         | $321336.22         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD3711 | 2055-02-01      | 5.0000%  | 0.0000% | $1098624.56        | $1091606.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4042 | 2055-03-01      | 6.0000%  | 0.0000% | $1997659.18        | $2075423.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD4206 | 2040-02-01      | 6.0000%  | 0.0000% | $1643598.65        | $1705094.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4181 | 2055-04-01      | 6.0000%  | 0.0000% | $1458191.84        | $1522459.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4363 | 2055-04-01      | 5.5000%  | 0.0000% | $575990.09         | $582785.49         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4556 | 2055-04-01      | 5.5000%  | 0.0000% | $1030857.23        | $1050479.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4941 | 2055-04-01      | 6.0000%  | 0.0000% | $7804886.12        | $8014421.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD4980 | 2055-04-01      | 4.5000%  | 0.0000% | $3651464.50        | $3527416.95        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6550 | 2055-05-01      | 6.5000%  | 0.0000% | $1159253.01        | $1229667.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6672 | 2055-07-01      | 5.5000%  | 0.0000% | $2773171.36        | $2833132.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7395 | 2055-04-01      | 5.5000%  | 0.0000% | $10948131.64       | $11089765.19       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7414 | 2040-04-01      | 5.0000%  | 0.0000% | $1765548.32        | $1791028.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8380 | 2055-05-01      | 6.0000%  | 0.0000% | $1671321.52        | $1744994.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9780 | 2055-08-01      | 6.0000%  | 0.0000% | $1666755.00        | $1719483.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9268 | 2055-05-01      | 6.0000%  | 0.0000% | $61501.71          | $63138.07          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9336 | 2055-06-01      | 6.5000%  | 0.0000% | $5340145.44        | $5629109.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9337 | 2055-06-01      | 6.5000%  | 0.0000% | $4411565.58        | $4643135.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0800 | 2055-05-01      | 6.0000%  | 0.0000% | $1805317.39        | $1877114.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0021 | 2055-06-01      | 6.0000%  | 0.0000% | $1431847.00        | $1472403.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE0095 | 2055-06-01      | 4.5000%  | 0.0000% | $725609.73         | $700946.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1626 | 2055-06-01      | 6.0000%  | 0.0000% | $9984639.42        | $10267451.00       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2652 | 2055-06-01      | 6.0000%  | 0.0000% | $3647759.86        | $3784659.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2403 | 2055-06-01      | 6.0000%  | 0.0000% | $4066954.69        | $4175841.98        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2371 | 2052-11-01      | 4.5000%  | 0.0000% | $16454295.65       | $16042345.90       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2435 | 2055-08-01      | 5.5000%  | 0.0000% | $91893032.13       | $93415127.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2744 | 2038-11-01      | 5.5000%  | 0.0000% | $30818677.00       | $31713521.26       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA2750 | 2039-08-01      | 6.5000%  | 0.0000% | $30994846.00       | $32596366.91       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1737 | 2049-10-01      | 3.0000%  | 0.0000% | $216884.32         | $190937.01         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1153 | 2034-06-01      | 3.0000%  | 0.0000% | $1433213.98        | $1391321.61        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM2694 | 2035-03-01      | 3.0000%  | 0.0000% | $31450.71          | $30484.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFM1824 | 2026-08-01      | 5.0000%  | 0.0000% | $8186.24           | $8300.31           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3494 | 2048-04-01      | 2.5000%  | 0.0000% | $27941.21          | $23995.20          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3511 | 2050-06-01      | 2.5000%  | 0.0000% | $1290204.05        | $1082215.99        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3571 | 2035-06-01      | 3.0000%  | 0.0000% | $45900.49          | $44719.35          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3034 | 2033-10-01      | 3.0000%  | 0.0000% | $1715.60           | $1683.70           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3381 | 2048-11-01      | 3.5000%  | 0.0000% | $676.90            | $628.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  | 0.0000% | $2329.17           | $2286.33           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3834 | 2050-02-01      | 4.5000%  | 0.0000% | $12976.36          | $12735.22          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM4272 | 2035-09-01      | 3.0000%  | 0.0000% | $51350.37          | $49455.45          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  | 0.0000% | $72743.96          | $74596.44          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4956 | 2050-08-01      | 3.0000%  | 0.0000% | $78867.35          | $70317.21          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5018 | 2050-12-01      | 2.5000%  | 0.0000% | $60471.12          | $51096.97          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6184 | 2051-03-01      | 2.0000%  | 0.0000% | $125304.64         | $101707.46         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $2299.78           | $2174.76           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM5545 | 2035-12-01      | 2.5000%  | 0.0000% | $111825.41         | $105474.56         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM5580 | 2036-01-01      | 1.5000%  | 0.0000% | $253092.24         | $227415.19         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5931 | 2051-02-01      | 2.5000%  | 0.0000% | $61359.85          | $51854.26          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $6759.59           | $6200.23           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6013 | 2036-01-01      | 2.0000%  | 0.0000% | $261289.15         | $241445.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM6355 | 2050-08-01      | 4.5000%  | 0.0000% | $27209.55          | $26590.23          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6400 | 2051-03-01      | 2.0000%  | 0.0000% | $136932.83         | $110714.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM6946 | 2034-07-01      | 3.0000%  | 0.0000% | $205908.39         | $201622.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $332292.27         | $316844.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $4862.55           | $4456.59           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8538 | 2036-08-01      | 2.0000%  | 0.0000% | $29652.59          | $27372.02          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAE0205 | 2030-03-01      | 5.0000%  | 0.0000% | $3471.66           | $3516.15           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE0678 | 2034-10-01      | 5.0000%  | 0.0000% | $4207.35           | $4274.49           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE7731 | 2040-11-01      | 4.5000%  | 0.0000% | $1484.03           | $1488.19           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2716 | 2055-07-01      | 6.0000%  | 0.0000% | $1218179.44        | $1272993.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3059 | 2055-07-01      | 6.0000%  | 0.0000% | $1598563.81        | $1658501.43        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3103 | 2055-08-01      | 6.5000%  | 0.0000% | $2468022.35        | $2601151.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE3996 | 2040-09-01      | 5.5000%  | 0.0000% | $1017966.00        | $1053688.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4757 | 2055-06-01      | 5.5000%  | 0.0000% | $1781520.83        | $1828773.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE4857 | 2055-07-01      | 5.0000%  | 0.0000% | $1567588.02        | $1556500.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5178 | 2055-08-01      | 6.0000%  | 0.0000% | $1046084.72        | $1094324.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE6027 | 2040-08-01      | 6.0000%  | 0.0000% | $999138.74         | $1036890.86        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6088 | 2055-07-01      | 7.0000%  | 0.0000% | $1294862.26        | $1371285.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6114 | 2055-08-01      | 5.5000%  | 0.0000% | $5289472.00        | $5408949.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6345 | 2055-08-01      | 6.0000%  | 0.0000% | $2070447.00        | $2170519.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE7039 | 2055-08-01      | 5.0000%  | 0.0000% | $1419374.00        | $1411215.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7653 | 2055-08-01      | 5.5000%  | 0.0000% | $11233588.00       | $11353335.55       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8176 | 2055-09-01      | 5.5000%  | 0.0000% | $6022939.00        | $6147642.61        | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0118 | 2056-06-01      | 4.5000%  | 0.0000% | $77164.69          | $75189.20          | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0175 | 2057-01-01      | 2.5000%  | 0.0000% | $63792.00          | $53516.03          | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  | 0.0000% | $29165.93          | $27114.46          | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0264 | 2058-05-01      | 3.5000%  | 0.0000% | $3082587.09        | $2789211.80        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9498 | 2048-05-01      | 4.5000%  | 0.0000% | $8703.03           | $8715.11           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $22775.05          | $20894.98          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  | 0.0000% | $116453.30         | $113559.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2638 | 2052-04-01      | 2.5000%  | 0.0000% | $797043.55         | $665419.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2050 | 2051-02-01      | 4.0000%  | 0.0000% | $217054.91         | $207109.27         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS2037 | 2037-05-01      | 1.5000%  | 0.0000% | $5267003.20        | $4706028.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2965 | 2052-10-01      | 5.0000%  | 0.0000% | $1460680.77        | $1461216.68        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  | 0.0000% | $1338.36           | $1236.73           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3803 | 2053-01-01      | 5.5000%  | 0.0000% | $709305.74         | $718461.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK4769 | 2048-08-01      | 5.0000%  | 0.0000% | $64906.02          | $65677.55          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7624 | 2048-09-01      | 4.5000%  | 0.0000% | $42033.52          | $41312.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM3278 | 2047-12-01      | 5.0000%  | 0.0000% | $39620.87          | $40637.50          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3792 | 2047-02-01      | 3.5000%  | 0.0000% | $4028.29           | $3764.95           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  | 0.0000% | $7144153.83        | $7090787.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5117 | 2048-11-01      | 4.5000%  | 0.0000% | $420565.76         | $413958.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5629 | 2049-02-01      | 4.5000%  | 0.0000% | $950.06            | $932.40            | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP2498 | 2050-03-01      | 2.5000%  | 0.0000% | $108965.93         | $92217.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3217 | 2050-10-01      | 2.0000%  | 0.0000% | $576011.84         | $464715.73         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4491 | 2051-02-01      | 2.0000%  | 0.0000% | $1667640.94        | $1338958.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBQ7467 | 2052-01-01      | 3.5000%  | 0.0000% | $1635016.62        | $1485318.13        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1035 | 2051-05-01      | 2.0000%  | 0.0000% | $499981.03         | $400087.60         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR3286 | 2051-03-01      | 2.0000%  | 0.0000% | $132068.53         | $106977.56         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4515 | 2051-02-01      | 2.0000%  | 0.0000% | $294772.38         | $237178.14         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR6304 | 2051-04-01      | 2.5000%  | 0.0000% | $1804518.73        | $1504435.28        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR6768 | 2051-06-01      | 2.5000%  | 0.0000% | $69817.20          | $58992.36          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3864 | 2053-02-01      | 5.0000%  | 0.0000% | $21443863.24       | $21340865.98       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  | 0.0000% | $1245395.13        | $1243636.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4682 | 2053-05-01      | 5.5000%  | 0.0000% | $2418103.52        | $2473375.99        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4959 | 2053-05-01      | 6.5000%  | 0.0000% | $16887688.27       | $17730342.64       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5174 | 2053-06-01      | 6.0000%  | 0.0000% | $38098583.51       | $39164835.88       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5174 | 2053-06-01      | 6.0000%  | 0.0000% | $48375865.65       | $49729744.90       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5450 | 2051-11-01      | 3.0000%  | 0.0000% | $81122.26          | $71840.52          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS6392 | 2038-11-01      | 5.5000%  | 0.0000% | $645347.66         | $662906.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6430 | 2053-04-01      | 5.0000%  | 0.0000% | $124350.79         | $123956.46         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6632 | 2053-07-01      | 2.5000%  | 0.0000% | $107978.18         | $90056.44          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8006 | 2054-05-01      | 5.5000%  | 0.0000% | $27620.49          | $27949.01          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8078 | 2052-02-01      | 2.0000%  | 0.0000% | $55330.64          | $44284.46          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL190371 | 2036-07-01      | 6.5000%  | 0.0000% | $100429.13         | $107164.46         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL254904 | 2033-10-01      | 5.5000%  | 0.0000% | $3512.20           | $3611.85           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256600 | 2027-02-01      | 5.5000%  | 0.0000% | $5706.15           | $5764.19           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT256396 | 2026-08-01      | 6.5000%  | 0.0000% | $1264.77           | $1316.42           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257499 | 2028-12-01      | 5.5000%  | 0.0000% | $1728.19           | $1750.03           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256820 | 2027-07-01      | 5.0000%  | 0.0000% | $9577.75           | $9613.56           | Agency Mortgage-Backed Securities |
| FNMS 08.500 CL535332 | 2030-04-01      | 8.5000%  | 0.0000% | $566.79            | $595.67            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL555285 | 2033-03-01      | 6.0000%  | 0.0000% | $1317.02           | $1365.74           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL564126 | 2031-02-01      | 7.5000%  | 0.0000% | $1888.02           | $1920.64           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ0761 | 2041-09-01      | 4.5000%  | 0.0000% | $47073.26          | $47127.87          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR7533 | 2036-03-01      | 2.0000%  | 0.0000% | $601211.99         | $554988.14         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT8129 | 2037-04-01      | 2.0000%  | 0.0000% | $533361.26         | $491178.01         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU0274 | 2051-09-01      | 2.5000%  | 0.0000% | $800771.60         | $673933.74         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU3177 | 2051-11-01      | 2.0000%  | 0.0000% | $1308663.77        | $1063600.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBU5643 | 2040-02-01      | 5.5000%  | 0.0000% | $1225599.62        | $1269838.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1761 | 2055-06-01      | 5.5000%  | 0.0000% | $2605500.68        | $2670181.65        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $752.80            | $654.98            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1489 | 2055-04-01      | 6.5000%  | 0.0000% | $2875625.29        | $3019882.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1496 | 2055-04-01      | 6.0000%  | 0.0000% | $2761828.14        | $2871192.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7366 | 2052-08-01      | 4.5000%  | 0.0000% | $1418715.12        | $1371704.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV9975 | 2052-06-01      | 2.5000%  | 0.0000% | $456048.43         | $381149.06         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW4853 | 2038-03-01      | 3.0000%  | 0.0000% | $540111.29         | $517487.83         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW5055 | 2052-12-01      | 4.0000%  | 0.0000% | $263929.65         | $247281.26         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  | 0.0000% | $8384.63           | $7019.95           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS9668 | 2038-03-01      | 2.0000%  | 0.0000% | $2844457.57        | $2612499.33        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9761 | 2053-03-01      | 3.0000%  | 0.0000% | $24794642.87       | $21584067.20       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0889 | 2055-08-01      | 6.5000%  | 0.0000% | $58513115.73       | $61707847.35       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0136 | 2055-03-01      | 6.5000%  | 0.0000% | $383828.51         | $406215.52         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0591 | 2055-06-01      | 6.5000%  | 0.0000% | $46085374.24       | $48932369.94       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDA9465 | 2054-02-01      | 5.0000%  | 0.0000% | $7489004.68        | $7437584.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888433 | 2035-12-01      | 6.0000%  | 0.0000% | $1278.38           | $1351.54           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL952768 | 2037-09-01      | 7.0000%  | 0.0000% | $867.20            | $916.17            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL955183 | 2037-11-01      | 7.0000%  | 0.0000% | $26339.58          | $27826.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL960415 | 2037-11-01      | 5.5000%  | 0.0000% | $110302.29         | $114450.63         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL975106 | 2038-06-01      | 5.5000%  | 0.0000% | $517.90            | $537.07            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL988122 | 2028-10-01      | 6.5000%  | 0.0000% | $7851.13           | $8171.72           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL992249 | 2038-11-01      | 7.0000%  | 0.0000% | $19703.67          | $20816.19          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL6818 | 2044-08-01      | 4.5000%  | 0.0000% | $26677.04          | $26751.87          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL9679 | 2035-06-01      | 4.0000%  | 0.0000% | $934945.72         | $923774.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO6713 | 2042-06-01      | 4.0000%  | 0.0000% | $81458.23          | $79460.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP5720 | 2042-09-01      | 3.5000%  | 0.0000% | $614943.07         | $579521.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ3279 | 2042-11-01      | 3.5000%  | 0.0000% | $371998.26         | $349990.56         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW8981 | 2052-10-01      | 4.5000%  | 0.0000% | $2248568.31        | $2174808.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0424 | 2052-11-01      | 5.5000%  | 0.0000% | $121104.78         | $123478.05         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX4573 | 2053-08-01      | 3.0000%  | 0.0000% | $937.95            | $816.20            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX6441 | 2053-02-01      | 6.5000%  | 0.0000% | $58946.73          | $61887.91          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBX6888 | 2038-03-01      | 5.0000%  | 0.0000% | $484759.90         | $492534.91         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $357922.33         | $358629.59         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8538 | 2053-03-01      | 6.0000%  | 0.0000% | $449244.92         | $461034.75         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8604 | 2053-03-01      | 6.0000%  | 0.0000% | $206223.04         | $212749.10         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9005 | 2053-03-01      | 6.0000%  | 0.0000% | $21943.99          | $22738.51          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBX9454 | 2038-03-01      | 4.0000%  | 0.0000% | $599243.42         | $590192.51         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9020 | 2053-07-01      | 6.5000%  | 0.0000% | $155230.21         | $163384.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1560 | 2048-04-01      | 4.5000%  | 0.0000% | $17503.84          | $17196.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  | 0.0000% | $1737.76           | $1707.94           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2369 | 2048-09-01      | 4.5000%  | 0.0000% | $65301.74          | $64114.56          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3664 | 2049-06-01      | 4.0000%  | 0.0000% | $163338.54         | $156398.14         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $32257.32          | $29590.29          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995051 | 2037-03-01      | 6.0000%  | 0.0000% | $17553.66          | $18566.04          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CZAB9638 | 2053-06-01      | 3.5000%  | 0.0000% | $126360.19         | $114651.56         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0538 | 2030-10-01      | 4.5000%  | 0.0000% | $4907.38           | $4947.12           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  | 0.0000% | $1267.94           | $1278.52           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1178 | 2042-09-01      | 4.0000%  | 0.0000% | $1288854.06        | $1247444.61        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA1188 | 2042-08-01      | 3.0000%  | 0.0000% | $59086.78          | $52814.32          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2632 | 2046-05-01      | 3.5000%  | 0.0000% | $111690.79         | $103007.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2077 | 2034-11-01      | 3.5000%  | 0.0000% | $3901961.76        | $3812810.61        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA2369 | 2045-08-01      | 4.0000%  | 0.0000% | $12156.72          | $11783.08          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $2988.22           | $2851.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $3869.83           | $3589.62           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3339 | 2033-04-01      | 3.0000%  | 0.0000% | $5612.94           | $5479.99           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3361 | 2038-05-01      | 4.0000%  | 0.0000% | $3063.32           | $3028.45           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS4789 | 2045-04-01      | 3.0000%  | 0.0000% | $4185.97           | $3776.62           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6474 | 2046-01-01      | 3.5000%  | 0.0000% | $127961.32         | $119657.94         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6789 | 2046-03-01      | 3.5000%  | 0.0000% | $11957.22          | $11150.86          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL640045 | 2032-06-01      | 7.5000%  | 0.0000% | $2914.15           | $2935.52           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL649331 | 2032-03-01      | 8.0000%  | 0.0000% | $5680.29           | $5723.91           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL651901 | 2032-08-01      | 6.0000%  | 0.0000% | $2778.82           | $2904.76           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL704664 | 2033-04-01      | 5.5000%  | 0.0000% | $32313.61          | $32672.70          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA7475 | 2035-10-01      | 3.5000%  | 0.0000% | $791655.64         | $774844.22         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9148 | 2036-02-01      | 2.5000%  | 0.0000% | $104342.03         | $98753.63          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTCB0232 | 2041-04-01      | 3.0000%  | 0.0000% | $5883214.68        | $5447594.01        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0341 | 2036-04-01      | 2.5000%  | 0.0000% | $494401.82         | $465702.51         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0454 | 2051-05-01      | 2.5000%  | 0.0000% | $541260.38         | $455759.34         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0910 | 2051-06-01      | 2.5000%  | 0.0000% | $35817253.17       | $29861003.14       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1233 | 2036-07-01      | 3.5000%  | 0.0000% | $233506.04         | $229835.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2666 | 2052-01-01      | 3.0000%  | 0.0000% | $541297.88         | $470961.28         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1818 | 2051-10-01      | 2.5000%  | 0.0000% | $190130.93         | $158554.64         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  | 0.0000% | $1618.77           | $1410.96           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3615 | 2049-03-01      | 4.0000%  | 0.0000% | $569.10            | $542.63            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3657 | 2034-05-01      | 3.0000%  | 0.0000% | $505184.39         | $491813.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3962 | 2050-03-01      | 4.0000%  | 0.0000% | $955.01            | $904.95            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4042 | 2035-06-01      | 2.0000%  | 0.0000% | $673218.98         | $622122.03         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  | 0.0000% | $1921.54           | $1761.42           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  | 0.0000% | $781482.32         | $592603.25         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4206 | 2035-12-01      | 2.0000%  | 0.0000% | $27608845.96       | $25512576.86       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CJMA4189 | 2035-11-01      | 2.0000%  | 0.0000% | $459532.43         | $416954.71         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5384 | 2039-04-01      | 4.0000%  | 0.0000% | $281424.83         | $277215.03         | Agency Mortgage-Backed Securities |

### Security 270: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $239943532.80
- **C.18.a - Value (excl. sponsor support):** $239943532.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 271: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1195779804.00
- **C.18.a - Value (excl. sponsor support):** $1195779804.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $903916222.30
- **C.18.a - Value (excl. sponsor support):** $903916222.30
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $678298871.05
- **C.18.a - Value (excl. sponsor support):** $678298871.05
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18653613.85
- **C.18.a - Value (excl. sponsor support):** $18653613.85
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $274144920.00
- **C.18.a - Value (excl. sponsor support):** $274144920.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 276: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $239745700.80
- **C.18.a - Value (excl. sponsor support):** $239745700.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $369300289.30
- **C.18.a - Value (excl. sponsor support):** $369300289.30
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 278: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149353270.50
- **C.18.a - Value (excl. sponsor support):** $149353270.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 279: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $596953002.00
- **C.18.a - Value (excl. sponsor support):** $596953002.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $347957165.50
- **C.18.a - Value (excl. sponsor support):** $347957165.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $340776625.00
- **C.18.a - Value (excl. sponsor support):** $340776625.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 282: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $347144304.50
- **C.18.a - Value (excl. sponsor support):** $347144304.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $743327175.00
- **C.18.a - Value (excl. sponsor support):** $743327175.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 284: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $593758536.00
- **C.18.a - Value (excl. sponsor support):** $593758536.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 285: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $549087654.50
- **C.18.a - Value (excl. sponsor support):** $549087654.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 286: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1102259876.25
- **C.18.a - Value (excl. sponsor support):** $1102259876.25
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 287: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1191054504.35
- **C.18.a - Value (excl. sponsor support):** $1191054504.35
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 288: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1627806675.00
- **C.18.a - Value (excl. sponsor support):** $1627806675.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 289: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1194168996.00
- **C.18.a - Value (excl. sponsor support):** $1194168996.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 290: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $646326193.50
- **C.18.a - Value (excl. sponsor support):** $646326193.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1724820160.00
- **C.18.a - Value (excl. sponsor support):** $1724820160.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **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 292: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193587592.00
- **C.18.a - Value (excl. sponsor support):** $193587592.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 293: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $626172090.30
- **C.18.a - Value (excl. sponsor support):** $626172090.30
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 294: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $595712220.00
- **C.18.a - Value (excl. sponsor support):** $595712220.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 295: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494131300.00
- **C.18.a - Value (excl. sponsor support):** $494131300.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 296: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $493359965.00
- **C.18.a - Value (excl. sponsor support):** $493359965.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 297: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285J5, C.4 - ISIN: US9128285J52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $204550760.95
- **C.18.a - Value (excl. sponsor support):** $204550760.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 298: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159204688.00
- **C.18.a - Value (excl. sponsor support):** $159204688.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 299: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196673438.00
- **C.18.a - Value (excl. sponsor support):** $196673438.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 300: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1325869645.10
- **C.18.a - Value (excl. sponsor support):** $1325869645.10
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 301: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $556379689.60
- **C.18.a - Value (excl. sponsor support):** $556379689.60
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 302: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $735934862.35
- **C.18.a - Value (excl. sponsor support):** $735934862.35
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 303: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $922830307.80
- **C.18.a - Value (excl. sponsor support):** $922830307.80
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 304: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $900676402.80
- **C.18.a - Value (excl. sponsor support):** $900676402.80
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 305: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1521670316.40
- **C.18.a - Value (excl. sponsor support):** $1521670316.40
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 306: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $538874647.05
- **C.18.a - Value (excl. sponsor support):** $538874647.05
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 307: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGA3, C.4 - ISIN: US91282CGA36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299894532.00
- **C.18.a - Value (excl. sponsor support):** $299894532.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 308: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139867109.20
- **C.18.a - Value (excl. sponsor support):** $139867109.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 309: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $339505935.80
- **C.18.a - Value (excl. sponsor support):** $339505935.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 310: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $409115937.50
- **C.18.a - Value (excl. sponsor support):** $409115937.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 311: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $741047854.80
- **C.18.a - Value (excl. sponsor support):** $741047854.80
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **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 312: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $894345700.90
- **C.18.a - Value (excl. sponsor support):** $894345700.90
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 313: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $260106912.00
- **C.18.a - Value (excl. sponsor support):** $260106912.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 314: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.313400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $950082602.50
- **C.18.a - Value (excl. sponsor support):** $950082602.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 315: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $765801857.70
- **C.18.a - Value (excl. sponsor support):** $765801857.70
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 316: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100148828.00
- **C.18.a - Value (excl. sponsor support):** $100148828.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 317: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: N/A, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $870254883.90
- **C.18.a - Value (excl. sponsor support):** $870254883.90
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 318: United States Treasury Floating Rate Note - When Issued

- **C.1 - Title:** United States Treasury Floating Rate Note - When Issued 4.388400%
- **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):** $730442117.20
- **C.18.a - Value (excl. sponsor support):** $730442117.20
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 319: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $401093752.00
- **C.18.a - Value (excl. sponsor support):** $401093752.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 320: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $402231248.00
- **C.18.a - Value (excl. sponsor support):** $402231248.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 321: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.293400%
- **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):** $300062592.00
- **C.18.a - Value (excl. sponsor support):** $300062592.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 322: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $688799612.80
- **C.18.a - Value (excl. sponsor support):** $688799612.80
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 323: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $361476561.60
- **C.18.a - Value (excl. sponsor support):** $361476561.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 324: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.241400%
- **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):** $519837406.40
- **C.18.a - Value (excl. sponsor support):** $519837406.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 325: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.303400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99987826.00
- **C.18.a - Value (excl. sponsor support):** $99987826.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 326: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17400000.00
- **C.18.a - Value (excl. sponsor support):** $17400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **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 327: VPM Linden Manor LP

- **C.1 - Title:** VPM Linden Manor LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918301AA0, C.4 - ISIN: US918301AA07, C.3 - LEI: 254900MPQV0YPKYV8588
- **C.18 - Value (incl. sponsor support):** $15200000.00
- **C.18.a - Value (excl. sponsor support):** $15200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2060-09-01
- **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 328: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 92571RAA4, C.4 - ISIN: US92571RAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6550000.00
- **C.18.a - Value (excl. sponsor support):** $6550000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2046-08-01
- **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 329: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 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: 926SBP003, C.3 - LEI: 9845005D9C6BAA10BK72, C.5 - Other ID: 926SBP003_4.35_0902
- **C.18 - Value (incl. sponsor support):** $2000000000.20
- **C.18.a - Value (excl. sponsor support):** $2000000000.20
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 6 02/15/26     | 2026-02-15      | 6.0000%  | 0.0000% | $5653000.00        | $5717921.19        | U.S. Treasuries (including strips) |
| T 4 1/4 11/15/40 | 2040-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $48341796.62       | U.S. Treasuries (including strips) |
| T 3 5/8 08/15/43 | 2043-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $42733398.19       | U.S. Treasuries (including strips) |
| T 3 5/8 08/15/43 | 2043-08-15      | 3.6250%  | 0.0000% | $28000000.00       | $23930702.98       | U.S. Treasuries (including strips) |
| T 3 5/8 08/15/43 | 2043-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $42733398.19       | U.S. Treasuries (including strips) |
| T 3 3/4 11/15/43 | 2043-11-15      | 3.7500%  | 0.0000% | $37000000.00       | $32450156.16       | U.S. Treasuries (including strips) |
| T 3 3/8 05/15/44 | 2044-05-15      | 3.3750%  | 0.0000% | $50000000.00       | $41245117.31       | U.S. Treasuries (including strips) |
| T 3 3/8 05/15/44 | 2044-05-15      | 3.3750%  | 0.0000% | $50000000.00       | $41245117.31       | U.S. Treasuries (including strips) |
| T 3 3/8 05/15/44 | 2044-05-15      | 3.3750%  | 0.0000% | $40000000.00       | $32996093.85       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $35284179.81       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $8500000.00        | $5998310.57        | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $35284179.81       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $35284179.81       | U.S. Treasuries (including strips) |
| T 3 08/15/48     | 2048-08-15      | 3.0000%  | 0.0000% | $26000000.00       | $19011992.06       | U.S. Treasuries (including strips) |
| T 2 3/8 11/15/49 | 2049-11-15      | 2.3750%  | 0.0000% | $13500000.00       | $8639736.26        | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/51 | 2051-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $31422851.69       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/51 | 2051-05-15      | 2.3750%  | 0.0000% | $6448000.00        | $4052290.95        | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/51 | 2051-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $31422851.69       | U.S. Treasuries (including strips) |
| T 4 11/15/42     | 2042-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45892578.25       | U.S. Treasuries (including strips) |
| T 4 11/15/42     | 2042-11-15      | 4.0000%  | 0.0000% | $13000000.00       | $11932070.34       | U.S. Treasuries (including strips) |
| T 3 5/8 02/15/53 | 2053-02-15      | 3.6250%  | 0.0000% | $500000.00         | $401103.52         | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $44837890.62       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54 | 2054-08-15      | 4.2500%  | 0.0000% | $3000000.00        | $2690273.44        | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/44 | 2044-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $45520507.94       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/44 | 2044-08-15      | 4.1250%  | 0.0000% | $20000000.00       | $18208203.18       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/54 | 2054-11-15      | 4.5000%  | 0.0000% | $10000000.00       | $9469335.91        | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $40000000.00       | $38215625.00       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $47769531.25       | U.S. Treasuries (including strips) |
| T 4 3/4 02/15/45 | 2045-02-15      | 4.7500%  | 0.0000% | $1000000.00        | $987480.47         | U.S. Treasuries (including strips) |
| T 4 3/4 02/15/45 | 2045-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $49374023.44       | U.S. Treasuries (including strips) |
| T 5 05/15/45     | 2045-05-15      | 5.0000%  | 0.0000% | $48000000.00       | $49519687.50       | U.S. Treasuries (including strips) |
| T 2 7/8 08/15/28 | 2028-08-15      | 2.8750%  | 0.0000% | $18889000.00       | $18539996.26       | U.S. Treasuries (including strips) |
| T 2 7/8 11/30/25 | 2025-11-30      | 2.8750%  | 0.0000% | $6988000.00        | $7017589.80        | U.S. Treasuries (including strips) |
| T 1 5/8 02/15/26 | 2026-02-15      | 1.6250%  | 0.0000% | $20000000.00       | $19798203.02       | U.S. Treasuries (including strips) |
| T 1 5/8 08/15/29 | 2029-08-15      | 1.6250%  | 0.0000% | $21930000.00       | $20375625.53       | U.S. Treasuries (including strips) |
| T 1 5/8 10/31/26 | 2026-10-31      | 1.6250%  | 0.0000% | $25000000.00       | $24520996.09       | U.S. Treasuries (including strips) |
| T 0 1/2 06/30/27 | 2027-06-30      | 0.5000%  | 0.0000% | $50000000.00       | $47286132.81       | U.S. Treasuries (including strips) |
| T 0 1/2 06/30/27 | 2027-06-30      | 0.5000%  | 0.0000% | $39288000.00       | $37155551.72       | U.S. Treasuries (including strips) |
| T 0 3/4 04/30/26 | 2026-04-30      | 0.7500%  | 0.0000% | $50000000.00       | $49076757.62       | U.S. Treasuries (including strips) |
| T 0 3/4 04/30/26 | 2026-04-30      | 0.7500%  | 0.0000% | $25000000.00       | $24538378.81       | U.S. Treasuries (including strips) |
| T 0 3/4 08/31/26 | 2026-08-31      | 0.7500%  | 0.0000% | $15000000.00       | $14547773.44       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/32 | 2032-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $46491210.81       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/32 | 2032-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $46491210.81       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/32 | 2032-08-15      | 2.7500%  | 0.0000% | $6000000.00        | $5578945.30        | U.S. Treasuries (including strips) |
| T 4 02/28/30     | 2030-02-28      | 4.0000%  | 0.0000% | $30000000.00       | $30427148.51       | U.S. Treasuries (including strips) |
| T 3 5/8 05/31/28 | 2028-05-31      | 3.6250%  | 0.0000% | $15000000.00       | $15152050.74       | U.S. Treasuries (including strips) |
| T 4 06/30/28     | 2028-06-30      | 4.0000%  | 0.0000% | $7670000.00        | $7809018.79        | U.S. Treasuries (including strips) |
| T 4 3/8 11/30/30 | 2030-11-30      | 4.3750%  | 0.0000% | $13500000.00       | $14059248.01       | U.S. Treasuries (including strips) |
| T 4 5/8 05/31/31 | 2031-05-31      | 4.6250%  | 0.0000% | $50000000.00       | $52712890.50       | U.S. Treasuries (including strips) |
| T 4 5/8 05/31/31 | 2031-05-31      | 4.6250%  | 0.0000% | $37000000.00       | $39007538.97       | U.S. Treasuries (including strips) |
| T 4 1/8 11/30/31 | 2031-11-30      | 4.1250%  | 0.0000% | $4900000.00        | $5024605.47        | U.S. Treasuries (including strips) |
| T 4 12/15/27     | 2027-12-15      | 4.0000%  | 0.0000% | $11000000.00       | $11191210.94       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/35 | 2035-02-15      | 4.6250%  | 0.0000% | $45505000.00       | $47165221.48       | U.S. Treasuries (including strips) |
| T 3 7/8 03/15/28 | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51255859.62       | U.S. Treasuries (including strips) |
| T 3 7/8 03/15/28 | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51255859.62       | U.S. Treasuries (including strips) |
| T 3 7/8 03/15/28 | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51255859.62       | U.S. Treasuries (including strips) |
| T 3 7/8 03/15/28 | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51255859.62       | U.S. Treasuries (including strips) |
| T 3 7/8 03/15/28 | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51255859.62       | U.S. Treasuries (including strips) |
| T 3 7/8 03/15/28 | 2028-03-15      | 3.8750%  | 0.0000% | $7000000.00        | $7175820.35        | U.S. Treasuries (including strips) |
| T 3 7/8 03/15/28 | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51255859.62       | U.S. Treasuries (including strips) |
| T 3 7/8 03/15/28 | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51255859.62       | U.S. Treasuries (including strips) |
| T 3 7/8 03/15/28 | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51255859.62       | U.S. Treasuries (including strips) |
| T 4 04/30/32     | 2032-04-30      | 4.0000%  | 0.0000% | $17900000.00       | $18246812.50       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $2000000.00        | $2048281.26        | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $51207031.38       | U.S. Treasuries (including strips) |
| T 3 7/8 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50644531.50       | U.S. Treasuries (including strips) |
| T 3 7/8 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $32600000.00       | $33020234.54       | U.S. Treasuries (including strips) |

### Security 330: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 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: 930YEZ009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 930YEZ009_4.34_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA8948 M | 2053-06-20      | 5.5000%  | 0.0000% | $109870.01         | $111635.27         | Agency Mortgage-Backed Securities |
| GNII SF MA8982 M | 2034-11-20      | 3.0000%  | 0.0000% | $235965.55         | $222310.30         | Agency Mortgage-Backed Securities |
| GNII SF MA8203 M | 2052-08-20      | 5.5000%  | 0.0000% | $56304.84          | $57242.19          | Agency Mortgage-Backed Securities |
| GNII SF MA8349 M | 2052-10-20      | 5.5000%  | 0.0000% | $26069.88          | $26606.60          | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M | 2052-10-20      | 4.0000%  | 0.0000% | $828737.27         | $781970.06         | Agency Mortgage-Backed Securities |
| GNII SF DL7993 C | 2055-08-20      | 6.0000%  | 0.0000% | $496359.00         | $518183.74         | Agency Mortgage-Backed Securities |
| GNII SF DL7615 C | 2055-08-20      | 6.5000%  | 0.0000% | $503508.00         | $524387.25         | Agency Mortgage-Backed Securities |
| GNII SF DL8976 C | 2055-08-20      | 6.0000%  | 0.0000% | $487096.00         | $508513.45         | Agency Mortgage-Backed Securities |
| GNII SF DL8985 C | 2055-08-20      | 5.5000%  | 0.0000% | $1048127.00        | $1073823.70        | Agency Mortgage-Backed Securities |
| GNII SF DL8570 C | 2055-07-20      | 7.0000%  | 0.0000% | $166799.00         | $177407.66         | Agency Mortgage-Backed Securities |
| GNII SF DL9121 C | 2055-07-20      | 6.0000%  | 0.0000% | $678220.00         | $708041.11         | Agency Mortgage-Backed Securities |
| GNII SF DL9122 C | 2055-07-20      | 6.0000%  | 0.0000% | $854991.00         | $892584.67         | Agency Mortgage-Backed Securities |
| GNII SF DL9123 C | 2055-07-20      | 6.0000%  | 0.0000% | $719849.00         | $751499.80         | Agency Mortgage-Backed Securities |
| GNII SF DL9124 C | 2055-07-20      | 6.0000%  | 0.0000% | $888926.00         | $928010.89         | Agency Mortgage-Backed Securities |
| GNII SF DL9107 C | 2055-07-20      | 6.0000%  | 0.0000% | $758491.00         | $791840.84         | Agency Mortgage-Backed Securities |
| GNII SF DL9108 C | 2055-08-20      | 6.0000%  | 0.0000% | $594891.00         | $621047.56         | Agency Mortgage-Backed Securities |
| GNII SF DL9109 C | 2055-07-20      | 6.0000%  | 0.0000% | $881982.00         | $920761.57         | Agency Mortgage-Backed Securities |
| GNII SF DL9118 C | 2055-07-20      | 6.0000%  | 0.0000% | $427646.00         | $447761.04         | Agency Mortgage-Backed Securities |
| GNII SF DL9120 C | 2055-07-20      | 6.0000%  | 0.0000% | $598606.00         | $624926.51         | Agency Mortgage-Backed Securities |
| GNII ET DL9186 C | 2065-08-20      | 7.0000%  | 0.0000% | $41530416.00       | $42879882.25       | Agency Mortgage-Backed Securities |
| GNII ET DL9187 C | 2065-08-20      | 7.0000%  | 0.0000% | $27288191.00       | $28174878.31       | Agency Mortgage-Backed Securities |
| GNII SF DM0754 C | 2055-08-20      | 6.5000%  | 0.0000% | $565515.00         | $597281.42         | Agency Mortgage-Backed Securities |
| GNII SF MA7705 M | 2051-11-20      | 2.5000%  | 0.0000% | $8085.82           | $6907.56           | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M | 2051-12-20      | 3.0000%  | 0.0000% | $206275.42         | $183218.64         | Agency Mortgage-Backed Securities |
| GNII SF MA7828 M | 2052-01-20      | 3.0000%  | 0.0000% | $114671.03         | $101866.10         | Agency Mortgage-Backed Securities |
| GNII SF DM1063 C | 2055-08-20      | 6.0000%  | 0.0000% | $201569.00         | $208297.91         | Agency Mortgage-Backed Securities |
| GNII SF DM1558 C | 2055-08-20      | 6.5000%  | 0.0000% | $1023126.00        | $1066806.89        | Agency Mortgage-Backed Securities |
| GNII SF DM1620 C | 2055-08-20      | 5.5000%  | 0.0000% | $1005803.00        | $1030461.04        | Agency Mortgage-Backed Securities |
| GNII SF DM7671 C | 2055-08-20      | 6.0000%  | 0.0000% | $1023273.00        | $1055706.32        | Agency Mortgage-Backed Securities |
| GNII SF MB0028 M | 2054-11-20      | 6.5000%  | 0.0000% | $78624.04          | $81303.98          | Agency Mortgage-Backed Securities |
| GNII SF MB0030 M | 2054-10-20      | 7.5000%  | 0.0000% | $230501.43         | $240562.67         | Agency Mortgage-Backed Securities |
| GNII SF MB0068 M | 2039-12-20      | 6.0000%  | 0.0000% | $669959.20         | $701813.53         | Agency Mortgage-Backed Securities |
| GNII SF MB0145 M | 2055-01-20      | 4.5000%  | 0.0000% | $243060.97         | $234993.78         | Agency Mortgage-Backed Securities |
| GNII SF MB0204 M | 2055-02-20      | 5.0000%  | 0.0000% | $156728.85         | $155701.94         | Agency Mortgage-Backed Securities |
| GNII SF MB0286 M | 2032-11-20      | 7.0000%  | 0.0000% | $40987.02          | $42808.34          | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M | 2055-02-20      | 6.0000%  | 0.0000% | $247969.41         | $254010.35         | Agency Mortgage-Backed Securities |
| GNII SF MB0262 M | 2055-03-20      | 7.0000%  | 0.0000% | $32555.96          | $33824.16          | Agency Mortgage-Backed Securities |
| GNII SF MB0369 M | 2053-12-20      | 7.0000%  | 0.0000% | $134709.96         | $139957.51         | Agency Mortgage-Backed Securities |
| GNII SF MB0464 M | 2029-11-20      | 8.0000%  | 0.0000% | $52279.51          | $53279.31          | Agency Mortgage-Backed Securities |
| GNII SF MB0480 M | 2055-07-20      | 3.0000%  | 0.0000% | $795013.76         | $706149.77         | Agency Mortgage-Backed Securities |
| GNII SF MB0490 M | 2054-10-20      | 8.0000%  | 0.0000% | $435076.74         | $455792.58         | Agency Mortgage-Backed Securities |
| GNII SF MB0525 M | 2040-08-20      | 3.5000%  | 0.0000% | $472343.00         | $455835.19         | Agency Mortgage-Backed Securities |
| GNII SF MB0552 M | 2055-07-20      | 3.5000%  | 0.0000% | $618136.00         | $564976.44         | Agency Mortgage-Backed Securities |
| GNII SF MB0559 M | 2055-07-20      | 7.0000%  | 0.0000% | $605309.00         | $629996.19         | Agency Mortgage-Backed Securities |
| GNII SF DI1082 C | 2055-02-20      | 7.0000%  | 0.0000% | $577707.09         | $629107.68         | Agency Mortgage-Backed Securities |
| GNII SF DI1521 C | 2055-02-20      | 5.5000%  | 0.0000% | $898873.55         | $920769.91         | Agency Mortgage-Backed Securities |
| GNII SF DI1543 C | 2055-03-20      | 6.0000%  | 0.0000% | $672100.86         | $701652.91         | Agency Mortgage-Backed Securities |
| GNII SF DI2574 C | 2055-04-20      | 7.0000%  | 0.0000% | $1019805.01        | $1069435.29        | Agency Mortgage-Backed Securities |
| GNII SF MA8399 M | 2037-10-20      | 5.5000%  | 0.0000% | $317896.22         | $331247.15         | Agency Mortgage-Backed Securities |
| GNII SF MA8463 M | 2036-10-20      | 6.5000%  | 0.0000% | $18389.13          | $19420.40          | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M | 2053-01-20      | 5.5000%  | 0.0000% | $21202.12          | $21576.19          | Agency Mortgage-Backed Securities |
| GNII SF MA8572 M | 2052-12-20      | 6.5000%  | 0.0000% | $513762.48         | $533276.49         | Agency Mortgage-Backed Securities |
| GNII SF MA8617 M | 2038-02-20      | 5.5000%  | 0.0000% | $309677.79         | $320887.43         | Agency Mortgage-Backed Securities |
| GNII SF MA8618 M | 2038-01-20      | 6.0000%  | 0.0000% | $86660.44          | $88771.63          | Agency Mortgage-Backed Securities |
| GNII SF MA8619 M | 2036-06-20      | 6.5000%  | 0.0000% | $22096.64          | $23317.36          | Agency Mortgage-Backed Securities |
| GNII SF MA8696 M | 2038-03-20      | 5.5000%  | 0.0000% | $625709.06         | $633178.01         | Agency Mortgage-Backed Securities |
| GNII SF MA8697 M | 2038-04-20      | 6.0000%  | 0.0000% | $35117.42          | $36528.92          | Agency Mortgage-Backed Securities |
| GNII SF MA8771 M | 2038-04-20      | 5.5000%  | 0.0000% | $27904.02          | $28518.27          | Agency Mortgage-Backed Securities |
| GNII SF MA8800 M | 2053-04-20      | 5.0000%  | 0.0000% | $133462.52         | $133238.16         | Agency Mortgage-Backed Securities |
| GNII SF MA8804 M | 2053-02-20      | 7.0000%  | 0.0000% | $2333.03           | $2433.64           | Agency Mortgage-Backed Securities |
| GNII SF MA8850 M | 2031-07-20      | 6.5000%  | 0.0000% | $23654.97          | $25359.92          | Agency Mortgage-Backed Securities |
| GNII SF MA9782 M | 2054-05-20      | 7.0000%  | 0.0000% | $4210.03           | $4378.11           | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M | 2053-07-20      | 5.0000%  | 0.0000% | $19837.48          | $19741.17          | Agency Mortgage-Backed Securities |
| GNII SF MA9074 M | 2031-09-20      | 7.0000%  | 0.0000% | $49118.89          | $52227.26          | Agency Mortgage-Backed Securities |
| GNII SF MA9075 M | 2031-02-20      | 7.5000%  | 0.0000% | $18448.77          | $18643.87          | Agency Mortgage-Backed Securities |
| GNII SF MA9076 M | 2032-03-20      | 8.0000%  | 0.0000% | $25951.80          | $26279.01          | Agency Mortgage-Backed Securities |
| GNII SF MA9143 M | 2031-07-20      | 8.0000%  | 0.0000% | $22737.53          | $22938.69          | Agency Mortgage-Backed Securities |
| GNII SF MA9168 M | 2053-08-20      | 4.0000%  | 0.0000% | $285077.84         | $268765.72         | Agency Mortgage-Backed Securities |
| GNII SF MA9173 M | 2053-09-20      | 6.5000%  | 0.0000% | $15904.66          | $16484.12          | Agency Mortgage-Backed Securities |
| GNII SF MA9242 M | 2053-09-20      | 6.0000%  | 0.0000% | $1011107.19        | $1040582.65        | Agency Mortgage-Backed Securities |
| GNII SF MA9243 M | 2053-10-20      | 6.5000%  | 0.0000% | $831626.95         | $861711.52         | Agency Mortgage-Backed Securities |
| GNII SF MA9305 M | 2053-11-20      | 5.5000%  | 0.0000% | $51641.40          | $52603.37          | Agency Mortgage-Backed Securities |
| GNII SF MA9309 M | 2053-11-20      | 7.5000%  | 0.0000% | $381197.93         | $398013.84         | Agency Mortgage-Backed Securities |
| GNII SF MA9360 M | 2053-09-20      | 4.5000%  | 0.0000% | $13152.07          | $12756.28          | Agency Mortgage-Backed Securities |
| GNII SF MA9364 M | 2053-11-20      | 6.5000%  | 0.0000% | $21146.47          | $21881.32          | Agency Mortgage-Backed Securities |
| GNII SF MA9366 M | 2053-12-20      | 7.5000%  | 0.0000% | $185821.00         | $193912.08         | Agency Mortgage-Backed Securities |
| GNII SF MA9367 M | 2053-12-20      | 8.0000%  | 0.0000% | $963051.63         | $1013252.83        | Agency Mortgage-Backed Securities |
| GNII SF MA9463 M | 2030-10-20      | 8.0000%  | 0.0000% | $26456.62          | $27690.89          | Agency Mortgage-Backed Securities |
| GNII SF DI4033 C | 2055-04-20      | 6.0000%  | 0.0000% | $590147.69         | $616094.52         | Agency Mortgage-Backed Securities |
| GNII SF DI4034 C | 2055-04-20      | 6.0000%  | 0.0000% | $711023.84         | $742285.19         | Agency Mortgage-Backed Securities |
| GNII SF DI4035 C | 2055-04-20      | 6.0000%  | 0.0000% | $324525.61         | $338793.92         | Agency Mortgage-Backed Securities |
| GNII SF DI4036 C | 2055-04-20      | 6.0000%  | 0.0000% | $359134.51         | $374924.45         | Agency Mortgage-Backed Securities |
| GNII SF DI4037 C | 2055-04-20      | 6.0000%  | 0.0000% | $489688.16         | $511218.12         | Agency Mortgage-Backed Securities |
| GNII SF DI4038 C | 2055-04-20      | 6.0000%  | 0.0000% | $441986.03         | $461418.68         | Agency Mortgage-Backed Securities |
| GNII SF DI4113 C | 2055-05-20      | 6.0000%  | 0.0000% | $417280.84         | $435627.29         | Agency Mortgage-Backed Securities |
| GNII SF DI4114 C | 2055-05-20      | 6.0000%  | 0.0000% | $305268.39         | $318690.03         | Agency Mortgage-Backed Securities |
| GNII SF DI4115 C | 2055-05-20      | 6.0000%  | 0.0000% | $991657.77         | $1035257.66        | Agency Mortgage-Backed Securities |
| GNII SF DI4116 C | 2055-05-20      | 6.0000%  | 0.0000% | $376735.40         | $393299.19         | Agency Mortgage-Backed Securities |
| GNII SF DI4117 C | 2055-05-20      | 6.0000%  | 0.0000% | $765015.48         | $798650.67         | Agency Mortgage-Backed Securities |
| GNII SF DI4118 C | 2055-05-20      | 6.0000%  | 0.0000% | $490431.93         | $511994.59         | Agency Mortgage-Backed Securities |
| GNII SF DI5414 C | 2055-04-20      | 7.0000%  | 0.0000% | $655560.76         | $690426.39         | Agency Mortgage-Backed Securities |
| GNII SF DI5745 C | 2055-04-20      | 6.0000%  | 0.0000% | $541193.43         | $564988.98         | Agency Mortgage-Backed Securities |
| GNII SF DI5744 C | 2055-04-20      | 6.0000%  | 0.0000% | $511579.27         | $534072.73         | Agency Mortgage-Backed Securities |
| GNII SF DI5788 C | 2055-03-20      | 6.0000%  | 0.0000% | $1015735.41        | $1060395.95        | Agency Mortgage-Backed Securities |
| GNII SF DI5847 C | 2055-04-20      | 7.0000%  | 0.0000% | $743317.60         | $779491.48         | Agency Mortgage-Backed Securities |
| GNII SF DI6102 C | 2055-03-20      | 7.0000%  | 0.0000% | $1012121.15        | $1061377.49        | Agency Mortgage-Backed Securities |
| GNII SF DI7958 C | 2055-04-20      | 5.5000%  | 0.0000% | $451869.25         | $462946.73         | Agency Mortgage-Backed Securities |
| GNII SF DI7959 C | 2055-04-20      | 6.0000%  | 0.0000% | $634844.09         | $662756.70         | Agency Mortgage-Backed Securities |
| GNII SF DI8603 C | 2055-04-20      | 6.5000%  | 0.0000% | $33011.60          | $34097.17          | Agency Mortgage-Backed Securities |
| GNII SF DI8853 C | 2055-08-20      | 6.0000%  | 0.0000% | $1018292.00        | $1050567.44        | Agency Mortgage-Backed Securities |
| GNII SF DI9328 C | 2055-04-20      | 5.5000%  | 0.0000% | $513883.05         | $526481.29         | Agency Mortgage-Backed Securities |
| GNII SF DI9331 C | 2055-03-20      | 5.5000%  | 0.0000% | $988776.02         | $1013015.65        | Agency Mortgage-Backed Securities |
| GNII SF DI9341 C | 2055-03-20      | 6.0000%  | 0.0000% | $1030172.96        | $1075469.33        | Agency Mortgage-Backed Securities |
| GNII SF DI9456 C | 2055-04-20      | 6.0000%  | 0.0000% | $789726.45         | $824449.67         | Agency Mortgage-Backed Securities |
| GNII SF 002645 M | 2028-09-20      | 7.0000%  | 0.0000% | $133.01            | $138.12            | Agency Mortgage-Backed Securities |
| GNII SF 002184 M | 2026-03-20      | 7.0000%  | 0.0000% | $12.49             | $12.97             | Agency Mortgage-Backed Securities |
| GNII SF 002202 M | 2026-04-20      | 7.0000%  | 0.0000% | $52.84             | $54.87             | Agency Mortgage-Backed Securities |
| GNII SF MA9491 M | 2053-12-20      | 7.0000%  | 0.0000% | $11128.66          | $11598.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9492 M | 2054-01-20      | 7.5000%  | 0.0000% | $241663.57         | $252461.91         | Agency Mortgage-Backed Securities |
| GNII SF MA9545 M | 2054-01-20      | 7.5000%  | 0.0000% | $103194.43         | $107805.50         | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M | 2054-02-20      | 6.0000%  | 0.0000% | $986602.81         | $1013748.86        | Agency Mortgage-Backed Securities |
| GNII SF MA9610 M | 2054-04-20      | 8.0000%  | 0.0000% | $51248.14          | $53720.46          | Agency Mortgage-Backed Securities |
| GNII SF MA9667 M | 2054-05-20      | 5.0000%  | 0.0000% | $103243.48         | $102593.65         | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M | 2054-05-20      | 5.5000%  | 0.0000% | $68475.69          | $69366.89          | Agency Mortgage-Backed Securities |
| GNII SF MA9669 M | 2054-05-20      | 6.0000%  | 0.0000% | $850969.32         | $873905.21         | Agency Mortgage-Backed Securities |
| GNII SF MA9673 M | 2054-04-20      | 8.0000%  | 0.0000% | $573943.15         | $595494.84         | Agency Mortgage-Backed Securities |
| GNII SF MA9730 M | 2054-06-20      | 8.0000%  | 0.0000% | $73358.07          | $78044.42          | Agency Mortgage-Backed Securities |
| GNII SF MA9725 M | 2054-06-20      | 5.5000%  | 0.0000% | $413697.96         | $419061.46         | Agency Mortgage-Backed Securities |
| GNII SF BB3665 C | 2047-10-20      | 4.0000%  | 0.0000% | $191412.16         | $179530.08         | Agency Mortgage-Backed Securities |
| GNII SF BB8774 C | 2047-09-20      | 4.0000%  | 0.0000% | $980945.45         | $919139.13         | Agency Mortgage-Backed Securities |
| GNII SF BC1919 C | 2047-09-20      | 3.5000%  | 0.0000% | $35615.68          | $32789.30          | Agency Mortgage-Backed Securities |
| GNII SF CP0106 C | 2034-08-20      | 6.5000%  | 0.0000% | $929626.23         | $968946.22         | Agency Mortgage-Backed Securities |
| GNII SF BI6059 C | 2048-09-20      | 4.0000%  | 0.0000% | $136891.49         | $128727.16         | Agency Mortgage-Backed Securities |
| GNII SF BJ9859 C | 2048-04-20      | 3.5000%  | 0.0000% | $545858.32         | $502717.62         | Agency Mortgage-Backed Securities |
| GNII SF BL9378 C | 2050-01-20      | 3.5000%  | 0.0000% | $850088.05         | $776071.92         | Agency Mortgage-Backed Securities |
| GNII SF BL9363 C | 2049-10-20      | 3.5000%  | 0.0000% | $1148839.28        | $1048779.08        | Agency Mortgage-Backed Securities |
| GNMI SF BN0261 X | 2050-06-15      | 4.0000%  | 0.0000% | $1044814.08        | $1013301.55        | Agency Mortgage-Backed Securities |
| GNMI SF BN0265 X | 2050-07-15      | 3.5000%  | 0.0000% | $681575.38         | $637581.89         | Agency Mortgage-Backed Securities |
| GNMI SF BN0272 X | 2050-08-15      | 4.0000%  | 0.0000% | $852262.65         | $826553.39         | Agency Mortgage-Backed Securities |
| GNMI SF BN0273 X | 2050-08-15      | 4.5000%  | 0.0000% | $1048274.22        | $1056867.97        | Agency Mortgage-Backed Securities |
| GNII SF BN8603 C | 2049-05-20      | 5.0000%  | 0.0000% | $225435.78         | $224607.51         | Agency Mortgage-Backed Securities |
| GNII SF BO8117 C | 2049-08-20      | 4.0000%  | 0.0000% | $71187.47          | $67258.50          | Agency Mortgage-Backed Securities |
| GNII SF BP8088 C | 2050-03-20      | 3.5000%  | 0.0000% | $368062.81         | $336020.82         | Agency Mortgage-Backed Securities |
| GNII SF BP7305 C | 2049-10-20      | 3.5000%  | 0.0000% | $1104158.56        | $1007997.64        | Agency Mortgage-Backed Securities |
| GNII SF BP7563 C | 2049-11-20      | 3.5000%  | 0.0000% | $809486.27         | $738978.58         | Agency Mortgage-Backed Securities |
| GNII SF BP7740 C | 2049-11-20      | 3.5000%  | 0.0000% | $217376.85         | $199249.19         | Agency Mortgage-Backed Securities |
| GNII SF BP7822 C | 2050-01-20      | 3.5000%  | 0.0000% | $763263.44         | $696810.08         | Agency Mortgage-Backed Securities |
| GNII SF BQ1446 C | 2049-09-20      | 4.0000%  | 0.0000% | $76888.50          | $72526.16          | Agency Mortgage-Backed Securities |
| GNII SF BQ1549 C | 2049-10-20      | 4.0000%  | 0.0000% | $68206.22          | $64085.21          | Agency Mortgage-Backed Securities |
| GNII SF BQ3216 C | 2049-09-20      | 3.5000%  | 0.0000% | $439298.61         | $403574.94         | Agency Mortgage-Backed Securities |
| GNII SF BQ7305 C | 2049-10-20      | 4.0000%  | 0.0000% | $534699.92         | $501663.55         | Agency Mortgage-Backed Securities |
| GNII SF BQ9533 C | 2049-11-20      | 3.5000%  | 0.0000% | $525998.03         | $480181.61         | Agency Mortgage-Backed Securities |
| GNII SF BR1530 C | 2049-10-20      | 3.5000%  | 0.0000% | $454455.90         | $414873.80         | Agency Mortgage-Backed Securities |
| GNII SF BR2728 C | 2049-12-20      | 4.0000%  | 0.0000% | $594431.77         | $556422.09         | Agency Mortgage-Backed Securities |
| GNII SF BR2741 C | 2049-11-20      | 3.5000%  | 0.0000% | $775629.20         | $712860.81         | Agency Mortgage-Backed Securities |
| GNII SF BS0976 C | 2049-12-20      | 3.5000%  | 0.0000% | $755841.73         | $694695.06         | Agency Mortgage-Backed Securities |
| GNII SF BS1020 C | 2049-12-20      | 3.5000%  | 0.0000% | $522944.54         | $477411.35         | Agency Mortgage-Backed Securities |
| GNII SF BT0432 C | 2050-03-20      | 3.5000%  | 0.0000% | $109017.26         | $100197.68         | Agency Mortgage-Backed Securities |
| GNII SF BT0433 C | 2050-03-20      | 4.0000%  | 0.0000% | $293742.22         | $274967.71         | Agency Mortgage-Backed Securities |
| GNII SF BX4968 C | 2050-09-20      | 3.5000%  | 0.0000% | $37853.20          | $34838.61          | Agency Mortgage-Backed Securities |
| GNMI SF BY2825 X | 2050-10-15      | 3.5000%  | 0.0000% | $1034238.93        | $967481.11         | Agency Mortgage-Backed Securities |
| GNII SF 002714 M | 2029-02-20      | 6.5000%  | 0.0000% | $3773.46           | $3901.02           | Agency Mortgage-Backed Securities |
| GNII SF BY6419 C | 2050-10-20      | 3.5000%  | 0.0000% | $123883.47         | $113672.03         | Agency Mortgage-Backed Securities |
| GNII SF BY6435 C | 2050-10-20      | 3.5000%  | 0.0000% | $145353.95         | $133370.71         | Agency Mortgage-Backed Securities |
| GNII SF BZ1666 C | 2043-03-20      | 5.0000%  | 0.0000% | $373966.78         | $375985.78         | Agency Mortgage-Backed Securities |
| GNII SF BZ8540 C | 2051-01-20      | 3.5000%  | 0.0000% | $59495.86          | $54588.18          | Agency Mortgage-Backed Securities |
| GNII SF CC9820 C | 2051-05-20      | 3.5000%  | 0.0000% | $51972.43          | $47685.18          | Agency Mortgage-Backed Securities |
| GNII SF CE9951 C | 2051-09-20      | 3.5000%  | 0.0000% | $91122.06          | $82706.23          | Agency Mortgage-Backed Securities |
| GNII SF CF9204 C | 2044-10-20      | 3.5000%  | 0.0000% | $1200172.42        | $1100947.23        | Agency Mortgage-Backed Securities |
| GNII SF CG9121 C | 2052-04-20      | 3.5000%  | 0.0000% | $758902.69         | $696590.11         | Agency Mortgage-Backed Securities |
| GNII SF CG9119 C | 2052-04-20      | 3.5000%  | 0.0000% | $869818.88         | $792683.54         | Agency Mortgage-Backed Securities |
| GNII SF CK6093 C | 2043-11-20      | 3.0000%  | 0.0000% | $1101633.59        | $978465.82         | Agency Mortgage-Backed Securities |
| GNII SF CM2632 C | 2036-09-20      | 6.0000%  | 0.0000% | $727064.26         | $752458.91         | Agency Mortgage-Backed Securities |
| GNII SF MA9962 M | 2054-10-20      | 4.0000%  | 0.0000% | $18520.82          | $17334.96          | Agency Mortgage-Backed Securities |
| GNII SF AD7424 C | 2043-04-20      | 3.7400%  | 0.0000% | $112076.74         | $103775.32         | Agency Mortgage-Backed Securities |
| GNII SF AE9761 C | 2043-03-20      | 3.7400%  | 0.0000% | $50865.47          | $47131.58          | Agency Mortgage-Backed Securities |
| GNII SF AE9762 C | 2043-05-20      | 3.7400%  | 0.0000% | $49892.86          | $46411.63          | Agency Mortgage-Backed Securities |
| GNII SF CQ2741 C | 2042-07-20      | 4.0000%  | 0.0000% | $1059106.88        | $1013668.14        | Agency Mortgage-Backed Securities |
| GNII SF CQ2742 C | 2040-09-20      | 5.5000%  | 0.0000% | $914358.96         | $945254.03         | Agency Mortgage-Backed Securities |
| GNII SF CQ2756 C | 2035-05-20      | 5.5000%  | 0.0000% | $696411.54         | $710303.41         | Agency Mortgage-Backed Securities |
| GNII SF CQ2783 C | 2041-09-20      | 4.5000%  | 0.0000% | $647448.34         | $632164.03         | Agency Mortgage-Backed Securities |
| GNII SF CQ7644 C | 2036-05-20      | 5.5000%  | 0.0000% | $778392.23         | $806517.71         | Agency Mortgage-Backed Securities |
| GNII SF CQ7656 C | 2041-05-20      | 5.0000%  | 0.0000% | $753448.60         | $757518.65         | Agency Mortgage-Backed Securities |
| GNII SF CS3929 C | 2053-01-20      | 5.0000%  | 0.0000% | $883430.61         | $886878.54         | Agency Mortgage-Backed Securities |
| GNII SF 003108 M | 2031-07-20      | 7.0000%  | 0.0000% | $244.34            | $259.81            | Agency Mortgage-Backed Securities |
| GNII SF 003161 M | 2031-11-20      | 6.5000%  | 0.0000% | $1712.47           | $1801.02           | Agency Mortgage-Backed Securities |
| GNII SF 003250 M | 2032-06-20      | 6.5000%  | 0.0000% | $998.48            | $1061.87           | Agency Mortgage-Backed Securities |
| GNII SF 003251 M | 2032-06-20      | 7.0000%  | 0.0000% | $184.60            | $192.94            | Agency Mortgage-Backed Securities |
| GNII SF 003261 M | 2032-07-20      | 6.5000%  | 0.0000% | $180.81            | $189.69            | Agency Mortgage-Backed Securities |
| GNII SF 003389 M | 2033-05-20      | 5.0000%  | 0.0000% | $245.29            | $248.36            | Agency Mortgage-Backed Securities |
| GNII SF 003462 M | 2033-10-20      | 7.0000%  | 0.0000% | $154.01            | $159.93            | Agency Mortgage-Backed Securities |
| GNII SF 004373 M | 2039-02-20      | 7.0000%  | 0.0000% | $2864.00           | $3010.79           | Agency Mortgage-Backed Securities |
| GNII SF CV5776 C | 2053-12-20      | 8.0000%  | 0.0000% | $921079.66         | $966616.20         | Agency Mortgage-Backed Securities |
| GNII SF CX4342 C | 2053-11-20      | 8.0000%  | 0.0000% | $840948.49         | $882475.55         | Agency Mortgage-Backed Securities |
| GNII SF CY1495 C | 2054-01-20      | 5.0000%  | 0.0000% | $1040176.89        | $1032428.49        | Agency Mortgage-Backed Securities |
| GNII SF CY3024 C | 2053-12-20      | 8.0000%  | 0.0000% | $365411.47         | $383483.71         | Agency Mortgage-Backed Securities |
| GNII SF CY3042 C | 2053-12-20      | 8.0000%  | 0.0000% | $456334.75         | $478871.40         | Agency Mortgage-Backed Securities |
| GNII SF CY3718 C | 2053-12-20      | 8.0000%  | 0.0000% | $495298.40         | $519759.32         | Agency Mortgage-Backed Securities |
| GNII SF CY7213 C | 2054-02-20      | 8.0000%  | 0.0000% | $412221.80         | $433924.96         | Agency Mortgage-Backed Securities |
| GNII SF CY7214 C | 2054-01-20      | 8.0000%  | 0.0000% | $829644.89         | $877623.43         | Agency Mortgage-Backed Securities |
| GNII SF CY7216 C | 2054-01-20      | 8.0000%  | 0.0000% | $780918.45         | $826343.08         | Agency Mortgage-Backed Securities |
| GNII SF CY7217 C | 2054-02-20      | 8.0000%  | 0.0000% | $787783.37         | $833415.90         | Agency Mortgage-Backed Securities |
| GNII SF CY7218 C | 2054-02-20      | 8.0000%  | 0.0000% | $640507.19         | $677775.25         | Agency Mortgage-Backed Securities |
| GNII SF CZ4606 C | 2054-03-20      | 6.5000%  | 0.0000% | $121216.76         | $125054.91         | Agency Mortgage-Backed Securities |
| GNII SF CZ4636 C | 2054-02-20      | 8.0000%  | 0.0000% | $484034.29         | $512197.93         | Agency Mortgage-Backed Securities |
| GNII SF CZ5556 C | 2054-03-20      | 6.5000%  | 0.0000% | $811353.37         | $838116.31         | Agency Mortgage-Backed Securities |
| GNII SF CZ8436 C | 2054-03-20      | 6.5000%  | 0.0000% | $357468.57         | $369654.51         | Agency Mortgage-Backed Securities |
| GNII SF DA0220 C | 2054-01-20      | 8.5000%  | 0.0000% | $739210.79         | $808092.75         | Agency Mortgage-Backed Securities |
| GNII SF DA6096 C | 2054-03-20      | 6.5000%  | 0.0000% | $350057.46         | $361990.77         | Agency Mortgage-Backed Securities |
| GNII SF DA6442 C | 2054-03-20      | 6.5000%  | 0.0000% | $664023.53         | $685747.43         | Agency Mortgage-Backed Securities |
| GNII SF DA7787 C | 2054-03-20      | 5.0000%  | 0.0000% | $1097568.24        | $1092101.13        | Agency Mortgage-Backed Securities |
| GNII SF DA8483 C | 2051-03-20      | 6.5000%  | 0.0000% | $196429.60         | $203161.74         | Agency Mortgage-Backed Securities |
| GNII SF DB0900 C | 2054-03-20      | 6.5000%  | 0.0000% | $862113.98         | $887915.81         | Agency Mortgage-Backed Securities |
| GNII SF DB4099 C | 2054-06-20      | 7.5000%  | 0.0000% | $915419.07         | $966828.40         | Agency Mortgage-Backed Securities |
| GNII SF DB5119 C | 2054-04-20      | 6.5000%  | 0.0000% | $334500.12         | $348224.85         | Agency Mortgage-Backed Securities |
| GNII SF DB9425 C | 2054-05-20      | 8.0000%  | 0.0000% | $577274.46         | $617377.27         | Agency Mortgage-Backed Securities |
| GNII SF DC0877 C | 2054-05-20      | 7.5000%  | 0.0000% | $338012.16         | $350301.72         | Agency Mortgage-Backed Securities |
| GNII SF 003897 M | 2036-09-20      | 5.0000%  | 0.0000% | $765.29            | $780.57            | Agency Mortgage-Backed Securities |
| GNII SF 005300 M | 2027-02-20      | 3.0000%  | 0.0000% | $11429.78          | $11347.81          | Agency Mortgage-Backed Securities |
| GNII SF 005049 M | 2026-05-20      | 3.5000%  | 0.0000% | $653.76            | $651.84            | Agency Mortgage-Backed Securities |
| GNII SF 005265 M | 2041-12-20      | 3.0000%  | 0.0000% | $13903.15          | $12726.25          | Agency Mortgage-Backed Securities |
| GNII SF 793049 C | 2042-02-20      | 3.7400%  | 0.0000% | $72454.03          | $67087.13          | Agency Mortgage-Backed Securities |
| GNII SF 793312 C | 2042-03-20      | 3.7400%  | 0.0000% | $53315.41          | $49568.66          | Agency Mortgage-Backed Securities |
| GNII SF AA0291 C | 2042-05-20      | 3.7400%  | 0.0000% | $276481.88         | $256862.42         | Agency Mortgage-Backed Securities |
| GNII SF AB1605 C | 2042-09-20      | 3.7400%  | 0.0000% | $172691.13         | $160539.19         | Agency Mortgage-Backed Securities |
| GNII SF AB1870 C | 2042-09-20      | 3.7400%  | 0.0000% | $281095.69         | $260792.12         | Agency Mortgage-Backed Securities |
| GNII SF AB2098 C | 2042-11-20      | 3.7400%  | 0.0000% | $55676.84          | $51791.48          | Agency Mortgage-Backed Securities |
| GNII SF AC8064 C | 2042-07-20      | 3.7400%  | 0.0000% | $136981.00         | $126835.21         | Agency Mortgage-Backed Securities |
| GNII SF AC8065 C | 2043-01-20      | 3.7400%  | 0.0000% | $135360.50         | $125832.73         | Agency Mortgage-Backed Securities |
| GNII SF AC7778 C | 2042-12-20      | 3.7400%  | 0.0000% | $196652.70         | $182705.28         | Agency Mortgage-Backed Securities |
| GNII SF AC8195 C | 2043-02-20      | 3.7400%  | 0.0000% | $149217.52         | $137693.13         | Agency Mortgage-Backed Securities |
| GNII SF MA0138 M | 2027-06-20      | 2.5000%  | 0.0000% | $9537.60           | $9417.73           | Agency Mortgage-Backed Securities |
| GNII SF MA0601 M | 2027-12-20      | 2.5000%  | 0.0000% | $6471.62           | $6370.33           | Agency Mortgage-Backed Securities |
| GNII SF MA0602 M | 2027-12-20      | 3.0000%  | 0.0000% | $24504.00          | $24273.99          | Agency Mortgage-Backed Securities |
| GNII SF MA0756 M | 2028-02-20      | 2.5000%  | 0.0000% | $10104.87          | $9941.97           | Agency Mortgage-Backed Securities |
| GNII SF MA0908 M | 2028-04-20      | 2.5000%  | 0.0000% | $21957.29          | $21581.70          | Agency Mortgage-Backed Securities |
| GNII SF MA1287 M | 2043-09-20      | 4.5000%  | 0.0000% | $75784.21          | $75002.80          | Agency Mortgage-Backed Securities |
| GNII SF DD4865 C | 2054-09-20      | 6.5000%  | 0.0000% | $167247.73         | $175547.32         | Agency Mortgage-Backed Securities |
| GNII SF DD5565 C | 2054-07-20      | 8.0000%  | 0.0000% | $584631.77         | $625354.43         | Agency Mortgage-Backed Securities |
| GNII SF DE3137 C | 2054-10-20      | 4.5000%  | 0.0000% | $1138363.63        | $1087932.98        | Agency Mortgage-Backed Securities |
| GNII SF DE3238 C | 2054-11-20      | 5.5000%  | 0.0000% | $927293.07         | $940478.98         | Agency Mortgage-Backed Securities |
| GNII SF DE5037 C | 2054-08-20      | 7.5000%  | 0.0000% | $993053.32         | $1042466.00        | Agency Mortgage-Backed Securities |
| GNII SF DE6810 C | 2039-11-20      | 4.0000%  | 0.0000% | $911851.49         | $896507.87         | Agency Mortgage-Backed Securities |
| GNII SF DF0787 C | 2055-02-20      | 7.0000%  | 0.0000% | $829449.28         | $880958.45         | Agency Mortgage-Backed Securities |
| GNII SF DF3533 C | 2054-10-20      | 6.5000%  | 0.0000% | $124147.45         | $131339.13         | Agency Mortgage-Backed Securities |
| GNII SF DF2738 C | 2055-02-20      | 5.5000%  | 0.0000% | $466490.16         | $477926.06         | Agency Mortgage-Backed Securities |
| GNII SF DF7400 C | 2054-12-20      | 5.5000%  | 0.0000% | $686985.04         | $703825.63         | Agency Mortgage-Backed Securities |
| GNII SF DF9773 C | 2054-12-20      | 5.0000%  | 0.0000% | $1037623.96        | $1038925.03        | Agency Mortgage-Backed Securities |
| GNII SF DF9454 C | 2054-12-20      | 5.5000%  | 0.0000% | $492729.69         | $504808.36         | Agency Mortgage-Backed Securities |
| GNII SF DF9591 C | 2054-12-20      | 5.5000%  | 0.0000% | $888111.63         | $909882.60         | Agency Mortgage-Backed Securities |
| GNII SF DF9625 C | 2054-12-20      | 5.5000%  | 0.0000% | $865248.01         | $879663.71         | Agency Mortgage-Backed Securities |
| GNII SF DG0802 C | 2054-12-20      | 6.5000%  | 0.0000% | $968107.60         | $1021562.20        | Agency Mortgage-Backed Securities |
| GNII SF DG0437 C | 2054-12-20      | 5.5000%  | 0.0000% | $489050.60         | $501039.07         | Agency Mortgage-Backed Securities |
| GNII SF DG0438 C | 2054-12-20      | 5.5000%  | 0.0000% | $701818.99         | $719023.22         | Agency Mortgage-Backed Securities |
| GNII SF DG0484 C | 2055-01-20      | 5.5000%  | 0.0000% | $477887.14         | $489602.91         | Agency Mortgage-Backed Securities |
| GNII SF DG3205 C | 2054-12-20      | 6.5000%  | 0.0000% | $149752.20         | $158532.86         | Agency Mortgage-Backed Securities |
| GNII SF DG4755 C | 2055-02-20      | 4.5000%  | 0.0000% | $1145520.14        | $1096677.45        | Agency Mortgage-Backed Securities |
| GNII SF DG5033 C | 2055-01-20      | 5.5000%  | 0.0000% | $590518.17         | $595356.16         | Agency Mortgage-Backed Securities |
| GNII SF DG6199 C | 2055-02-20      | 5.5000%  | 0.0000% | $470310.51         | $475901.93         | Agency Mortgage-Backed Securities |
| GNII SF DG6297 C | 2055-05-20      | 6.0000%  | 0.0000% | $351346.29         | $366794.87         | Agency Mortgage-Backed Securities |
| GNII SF DG5699 C | 2054-12-20      | 5.5000%  | 0.0000% | $434970.16         | $445632.93         | Agency Mortgage-Backed Securities |
| GNII SF DG5914 C | 2055-02-20      | 7.0000%  | 0.0000% | $120606.19         | $126475.42         | Agency Mortgage-Backed Securities |
| GNII SF DG8919 C | 2055-01-20      | 5.5000%  | 0.0000% | $597264.18         | $611905.98         | Agency Mortgage-Backed Securities |
| GNII SF DG8937 C | 2055-02-20      | 5.5000%  | 0.0000% | $734592.23         | $752600.60         | Agency Mortgage-Backed Securities |
| GNII SF DG8246 C | 2055-01-20      | 5.5000%  | 0.0000% | $551697.04         | $565221.21         | Agency Mortgage-Backed Securities |
| GNII SF DG9357 C | 2055-02-20      | 5.5000%  | 0.0000% | $458968.17         | $470220.13         | Agency Mortgage-Backed Securities |
| GNII SF DH0120 C | 2055-01-20      | 5.5000%  | 0.0000% | $554649.63         | $568246.74         | Agency Mortgage-Backed Securities |
| GNII SF DH0428 C | 2055-02-20      | 5.5000%  | 0.0000% | $887689.24         | $915054.73         | Agency Mortgage-Backed Securities |
| GNII SF DH0679 C | 2055-01-20      | 5.5000%  | 0.0000% | $440912.91         | $451721.79         | Agency Mortgage-Backed Securities |
| GNII SP 786340 C | 2052-09-20      | 5.0000%  | 0.0000% | $31323.63          | $31318.59          | Agency Mortgage-Backed Securities |
| GNII SP 786474 C | 2053-01-20      | 5.0000%  | 0.0000% | $31023.22          | $31038.24          | Agency Mortgage-Backed Securities |
| GNII JP 786610 M | 2037-12-20      | 2.5000%  | 0.0000% | $246829.79         | $229326.95         | Agency Mortgage-Backed Securities |
| GNII SP 787683 C | 2054-11-20      | 5.5000%  | 0.0000% | $391004.93         | $398181.74         | Agency Mortgage-Backed Securities |
| GNMI SF 636539 X | 2027-06-15      | 5.5000%  | 0.0000% | $3659.68           | $3706.30           | Agency Mortgage-Backed Securities |
| GNMI SF 636540 X | 2028-06-15      | 5.5000%  | 0.0000% | $17707.01          | $17966.73          | Agency Mortgage-Backed Securities |
| GNMI SF 678574 X | 2038-06-15      | 5.5000%  | 0.0000% | $90151.06          | $95503.76          | Agency Mortgage-Backed Securities |
| GNMI SF 678169 X | 2038-09-15      | 5.5000%  | 0.0000% | $50239.19          | $53593.29          | Agency Mortgage-Backed Securities |
| GNMI SF 678203 X | 2039-02-15      | 5.5000%  | 0.0000% | $131701.26         | $138907.79         | Agency Mortgage-Backed Securities |
| GNMI SF 678421 X | 2038-03-15      | 5.5000%  | 0.0000% | $104200.11         | $109899.84         | Agency Mortgage-Backed Securities |
| GNII SF 680436 C | 2049-01-20      | 5.0000%  | 0.0000% | $209550.51         | $209747.46         | Agency Mortgage-Backed Securities |
| GNMI SF 681554 X | 2038-07-15      | 5.5000%  | 0.0000% | $82621.40          | $87526.20          | Agency Mortgage-Backed Securities |
| GNMI SF 681568 X | 2038-09-15      | 5.5000%  | 0.0000% | $81618.97          | $86466.22          | Agency Mortgage-Backed Securities |
| GNII SF MA3521 M | 2046-03-20      | 3.5000%  | 0.0000% | $42587.22          | $39668.72          | Agency Mortgage-Backed Securities |
| GNII SF MA2864 M | 2030-06-20      | 3.0000%  | 0.0000% | $945.39            | $930.54            | Agency Mortgage-Backed Securities |
| GNII SF MA2936 M | 2030-07-20      | 3.5000%  | 0.0000% | $41002.36          | $40689.20          | Agency Mortgage-Backed Securities |
| GNII SF MA2959 M | 2045-04-20      | 2.5000%  | 0.0000% | $175000.56         | $152962.47         | Agency Mortgage-Backed Securities |
| GNII SF MA3939 M | 2046-09-20      | 4.5000%  | 0.0000% | $60840.87          | $60364.24          | Agency Mortgage-Backed Securities |
| GNII SF MA4126 M | 2046-11-20      | 3.0000%  | 0.0000% | $772994.60         | $695586.41         | Agency Mortgage-Backed Securities |
| GNII SF MA4261 M | 2047-02-20      | 3.0000%  | 0.0000% | $333711.71         | $300276.58         | Agency Mortgage-Backed Securities |
| GNII SF MA5331 M | 2048-06-20      | 4.5000%  | 0.0000% | $37581.31          | $37031.42          | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M | 2049-10-20      | 3.0000%  | 0.0000% | $198004.68         | $176759.04         | Agency Mortgage-Backed Securities |
| GNII SF MA6220 M | 2049-10-20      | 4.0000%  | 0.0000% | $3847.56           | $3622.59           | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M | 2049-02-20      | 3.5000%  | 0.0000% | $337364.67         | $313040.41         | Agency Mortgage-Backed Securities |
| GNII SF MA6337 M | 2049-12-20      | 2.5000%  | 0.0000% | $219734.35         | $188123.90         | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M | 2049-12-20      | 3.0000%  | 0.0000% | $194433.83         | $173145.14         | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M | 2050-07-20      | 3.0000%  | 0.0000% | $306782.08         | $273193.53         | Agency Mortgage-Backed Securities |
| GNII SF MA6869 M | 2050-09-20      | 4.5000%  | 0.0000% | $927545.85         | $913985.13         | Agency Mortgage-Backed Securities |
| GNII SF MA6867 M | 2050-09-20      | 3.5000%  | 0.0000% | $1083600.06        | $991895.22         | Agency Mortgage-Backed Securities |
| GNII SF MA7990 M | 2052-04-20      | 4.0000%  | 0.0000% | $108086.14         | $101903.73         | Agency Mortgage-Backed Securities |
| GNII SF MA8043 M | 2052-05-20      | 3.0000%  | 0.0000% | $345190.78         | $306606.51         | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M | 2052-05-20      | 5.0000%  | 0.0000% | $10639.89          | $10618.80          | Agency Mortgage-Backed Securities |
| GNII SF DK1230 C | 2055-06-20      | 6.0000%  | 0.0000% | $266582.53         | $278303.81         | Agency Mortgage-Backed Securities |
| GNII SF DK1231 C | 2055-06-20      | 6.0000%  | 0.0000% | $482548.82         | $503765.36         | Agency Mortgage-Backed Securities |
| GNII SF DK1232 C | 2055-06-20      | 6.0000%  | 0.0000% | $349303.81         | $364662.23         | Agency Mortgage-Backed Securities |
| GNII SF DK2606 C | 2055-05-20      | 6.0000%  | 0.0000% | $932564.32         | $973568.87         | Agency Mortgage-Backed Securities |
| GNII SF DK2253 C | 2055-07-20      | 6.5000%  | 0.0000% | $776404.71         | $809550.64         | Agency Mortgage-Backed Securities |
| GNII SF DK2506 C | 2055-06-20      | 6.0000%  | 0.0000% | $683953.50         | $714026.70         | Agency Mortgage-Backed Securities |
| GNII SF DK2564 C | 2055-07-20      | 6.0000%  | 0.0000% | $451332.28         | $471177.21         | Agency Mortgage-Backed Securities |
| GNII SF DK2727 C | 2055-05-20      | 6.0000%  | 0.0000% | $279382.16         | $291666.50         | Agency Mortgage-Backed Securities |
| GNII SF DK5851 C | 2055-05-20      | 6.0000%  | 0.0000% | $424815.41         | $443493.97         | Agency Mortgage-Backed Securities |
| GNII SF DK6472 C | 2055-07-20      | 6.5000%  | 0.0000% | $1064144.32        | $1099273.37        | Agency Mortgage-Backed Securities |
| GNII SF DK6640 C | 2055-06-20      | 6.0000%  | 0.0000% | $487560.89         | $508998.30         | Agency Mortgage-Backed Securities |
| GNII SF DK6673 C | 2055-06-20      | 6.0000%  | 0.0000% | $999724.79         | $1021592.44        | Agency Mortgage-Backed Securities |
| GNII SF DK6706 C | 2055-06-20      | 6.0000%  | 0.0000% | $542148.83         | $565986.39         | Agency Mortgage-Backed Securities |
| GNII SF DK7413 C | 2055-07-20      | 6.0000%  | 0.0000% | $444883.25         | $464445.06         | Agency Mortgage-Backed Securities |
| GNII SF DK7534 C | 2055-08-20      | 6.0000%  | 0.0000% | $519407.00         | $542245.15         | Agency Mortgage-Backed Securities |
| GNII SF DK8832 C | 2055-06-20      | 6.0000%  | 0.0000% | $329381.55         | $343864.01         | Agency Mortgage-Backed Securities |
| GNII SF DK8833 C | 2055-06-20      | 6.0000%  | 0.0000% | $471051.22         | $491762.25         | Agency Mortgage-Backed Securities |
| GNII SF DK8834 C | 2055-07-20      | 6.0000%  | 0.0000% | $595164.32         | $621332.90         | Agency Mortgage-Backed Securities |
| GNII SF DK8835 C | 2055-06-20      | 6.0000%  | 0.0000% | $652651.54         | $681347.76         | Agency Mortgage-Backed Securities |
| GNII SF DK8836 C | 2055-06-20      | 6.0000%  | 0.0000% | $694736.76         | $725282.71         | Agency Mortgage-Backed Securities |
| GNII SF DK8837 C | 2055-06-20      | 6.0000%  | 0.0000% | $509760.46         | $532173.44         | Agency Mortgage-Backed Securities |
| GNII SF DK8852 C | 2055-07-20      | 6.0000%  | 0.0000% | $457986.34         | $478123.39         | Agency Mortgage-Backed Securities |
| GNII SF DK8853 C | 2055-06-20      | 6.0000%  | 0.0000% | $290883.04         | $303672.78         | Agency Mortgage-Backed Securities |
| GNII SF DK8854 C | 2055-06-20      | 6.0000%  | 0.0000% | $477561.13         | $498558.85         | Agency Mortgage-Backed Securities |
| GNII SF DK8855 C | 2055-07-20      | 6.0000%  | 0.0000% | $530803.00         | $554141.70         | Agency Mortgage-Backed Securities |
| GNII SF DK9684 C | 2055-07-20      | 6.0000%  | 0.0000% | $711525.82         | $742811.37         | Agency Mortgage-Backed Securities |
| GNII SF DL0699 C | 2055-07-20      | 6.0000%  | 0.0000% | $332396.55         | $347012.58         | Agency Mortgage-Backed Securities |
| GNII SF DL1312 C | 2055-08-20      | 6.5000%  | 0.0000% | $1024594.00        | $1066178.74        | Agency Mortgage-Backed Securities |
| GNII SF DL2081 C | 2055-07-20      | 6.0000%  | 0.0000% | $481412.87         | $502580.92         | Agency Mortgage-Backed Securities |
| GNII SF DL2078 C | 2055-07-20      | 6.0000%  | 0.0000% | $458509.72         | $478669.79         | Agency Mortgage-Backed Securities |
| GNII SF DL2079 C | 2055-07-20      | 6.0000%  | 0.0000% | $434008.96         | $453092.19         | Agency Mortgage-Backed Securities |
| GNII SF DL2080 C | 2055-07-20      | 6.0000%  | 0.0000% | $699273.41         | $730020.23         | Agency Mortgage-Backed Securities |
| GNII SF DL2148 C | 2055-07-20      | 7.0000%  | 0.0000% | $783214.26         | $821328.94         | Agency Mortgage-Backed Securities |
| GNII SF DL2150 C | 2055-07-20      | 7.0000%  | 0.0000% | $1000486.32        | $1055285.40        | Agency Mortgage-Backed Securities |
| GNII SF DL3506 C | 2055-07-20      | 6.0000%  | 0.0000% | $798603.36         | $816562.09         | Agency Mortgage-Backed Securities |
| GNII SF DL2823 C | 2055-07-20      | 5.5000%  | 0.0000% | $1083148.11        | $1109702.33        | Agency Mortgage-Backed Securities |
| GNII SF DL2824 C | 2055-07-20      | 6.0000%  | 0.0000% | $815881.74         | $851755.78         | Agency Mortgage-Backed Securities |
| GNII SF DL4872 C | 2055-08-20      | 6.0000%  | 0.0000% | $457916.00         | $478050.87         | Agency Mortgage-Backed Securities |
| GNII SF DL5863 C | 2055-08-20      | 6.0000%  | 0.0000% | $1029145.00        | $1074396.16        | Agency Mortgage-Backed Securities |
| GNII SF DL5910 C | 2055-08-20      | 7.0000%  | 0.0000% | $1047639.00        | $1105024.94        | Agency Mortgage-Backed Securities |
| GNII SF DL5900 C | 2055-08-20      | 6.5000%  | 0.0000% | $1048126.00        | $1092868.99        | Agency Mortgage-Backed Securities |
| GNII SF DH0712 C | 2054-12-20      | 5.5000%  | 0.0000% | $735485.16         | $753514.68         | Agency Mortgage-Backed Securities |
| GNII SF DH2763 C | 2055-04-20      | 7.0000%  | 0.0000% | $1029202.08        | $1079287.63        | Agency Mortgage-Backed Securities |
| GNII SF DH3902 C | 2055-01-20      | 7.0000%  | 0.0000% | $692937.12         | $727506.68         | Agency Mortgage-Backed Securities |
| GNII SF DH3983 C | 2055-02-20      | 5.5000%  | 0.0000% | $436767.41         | $447474.67         | Agency Mortgage-Backed Securities |
| GNII SF DH4532 C | 2055-04-20      | 6.0000%  | 0.0000% | $343185.10         | $358274.50         | Agency Mortgage-Backed Securities |
| GNII SF DH4550 C | 2055-04-20      | 6.0000%  | 0.0000% | $325349.79         | $339654.99         | Agency Mortgage-Backed Securities |
| GNII SF DH4680 C | 2055-04-20      | 6.0000%  | 0.0000% | $332746.89         | $347377.33         | Agency Mortgage-Backed Securities |
| GNII SF DH4807 C | 2055-06-20      | 6.0000%  | 0.0000% | $303883.25         | $317245.20         | Agency Mortgage-Backed Securities |
| GNII SF DH4958 C | 2055-06-20      | 5.5000%  | 0.0000% | $1020606.95        | $1034941.14        | Agency Mortgage-Backed Securities |
| GNII SF DH5145 C | 2055-03-20      | 7.0000%  | 0.0000% | $1046796.86        | $1105332.11        | Agency Mortgage-Backed Securities |
| GNII SF DH5196 C | 2055-01-20      | 4.5000%  | 0.0000% | $1046080.33        | $999731.65         | Agency Mortgage-Backed Securities |
| GNII SF DH6562 C | 2055-05-20      | 6.0000%  | 0.0000% | $432103.40         | $451102.41         | Agency Mortgage-Backed Securities |
| GNII SF DH6945 C | 2055-03-20      | 7.0000%  | 0.0000% | $1000498.54        | $1049189.24        | Agency Mortgage-Backed Securities |
| GNII SF DH7989 C | 2055-01-20      | 5.5000%  | 0.0000% | $582153.59         | $596424.96         | Agency Mortgage-Backed Securities |
| GNII SF DH7580 C | 2055-01-20      | 6.5000%  | 0.0000% | $1031875.47        | $1087433.25        | Agency Mortgage-Backed Securities |
| GNII SF DH8761 C | 2055-02-20      | 7.0000%  | 0.0000% | $413943.86         | $442937.91         | Agency Mortgage-Backed Securities |
| GNII SF DH8762 C | 2055-02-20      | 7.0000%  | 0.0000% | $432982.53         | $458179.27         | Agency Mortgage-Backed Securities |
| GNII SF DH9077 C | 2055-03-20      | 7.0000%  | 0.0000% | $1032467.66        | $1091542.82        | Agency Mortgage-Backed Securities |
| GNII SF DH9109 C | 2055-02-20      | 5.5000%  | 0.0000% | $485674.86         | $497581.55         | Agency Mortgage-Backed Securities |
| GNII SF DJ0126 C | 2055-03-20      | 6.5000%  | 0.0000% | $693397.51         | $738294.00         | Agency Mortgage-Backed Securities |
| GNII SF DJ1520 C | 2055-05-20      | 6.0000%  | 0.0000% | $902110.51         | $941775.11         | Agency Mortgage-Backed Securities |
| GNII SF DJ1565 C | 2055-04-20      | 7.0000%  | 0.0000% | $1015293.38        | $1064706.13        | Agency Mortgage-Backed Securities |
| GNII SF DJ1567 C | 2055-04-20      | 6.0000%  | 0.0000% | $520234.66         | $543108.68         | Agency Mortgage-Backed Securities |
| GNII SF DJ1546 C | 2055-04-20      | 5.5000%  | 0.0000% | $1025331.07        | $1050466.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ1594 C | 2055-04-20      | 6.0000%  | 0.0000% | $261200.27         | $272685.16         | Agency Mortgage-Backed Securities |
| GNII SF DJ1993 C | 2055-05-20      | 6.0000%  | 0.0000% | $349438.98         | $364803.69         | Agency Mortgage-Backed Securities |
| GNII SF DJ2154 C | 2055-05-20      | 5.5000%  | 0.0000% | $1006970.18        | $1031656.84        | Agency Mortgage-Backed Securities |
| GNII SF DJ2261 C | 2055-06-20      | 6.5000%  | 0.0000% | $401134.20         | $418259.65         | Agency Mortgage-Backed Securities |
| GNII SF DJ3570 C | 2055-03-20      | 6.0000%  | 0.0000% | $914516.70         | $954727.69         | Agency Mortgage-Backed Securities |
| GNII SF DJ3848 C | 2055-05-20      | 6.0000%  | 0.0000% | $1018389.70        | $1063166.94        | Agency Mortgage-Backed Securities |
| GNII SF DJ3993 C | 2055-05-20      | 6.0000%  | 0.0000% | $817501.05         | $853446.29         | Agency Mortgage-Backed Securities |
| GNII SF DJ4115 C | 2055-04-20      | 6.0000%  | 0.0000% | $357021.86         | $372720.35         | Agency Mortgage-Backed Securities |
| GNII SF DJ4151 C | 2055-04-20      | 7.0000%  | 0.0000% | $1022048.93        | $1080524.89        | Agency Mortgage-Backed Securities |
| GNII SF DJ6203 C | 2055-04-20      | 6.0000%  | 0.0000% | $695989.60         | $726592.03         | Agency Mortgage-Backed Securities |
| GNII SF DJ6298 C | 2055-08-20      | 6.5000%  | 0.0000% | $1016055.00        | $1060678.67        | Agency Mortgage-Backed Securities |
| GNII SF DJ5489 C | 2055-04-20      | 7.0000%  | 0.0000% | $1040144.22        | $1100928.62        | Agency Mortgage-Backed Securities |
| GNII SF DJ6747 C | 2054-11-20      | 5.5000%  | 0.0000% | $378860.96         | $384181.98         | Agency Mortgage-Backed Securities |
| GNII SF DJ7767 C | 2055-04-20      | 7.0000%  | 0.0000% | $1028801.91        | $1082949.24        | Agency Mortgage-Backed Securities |
| GNII SF DJ7785 C | 2055-04-20      | 7.0000%  | 0.0000% | $1037575.10        | $1092190.40        | Agency Mortgage-Backed Securities |
| GNII SF DJ7787 C | 2055-04-20      | 7.0000%  | 0.0000% | $504753.52         | $529318.58         | Agency Mortgage-Backed Securities |
| GNII SF DJ8365 C | 2055-07-20      | 5.5000%  | 0.0000% | $1072480.83        | $1091177.15        | Agency Mortgage-Backed Securities |
| GNII SF DJ8605 C | 2055-06-20      | 6.0000%  | 0.0000% | $345642.49         | $360839.24         | Agency Mortgage-Backed Securities |
| GNII SF DJ8592 C | 2055-06-20      | 5.5000%  | 0.0000% | $997710.13         | $1011722.74        | Agency Mortgage-Backed Securities |
| GNII SF DJ8598 C | 2055-06-20      | 6.0000%  | 0.0000% | $443725.47         | $463234.60         | Agency Mortgage-Backed Securities |
| GNII SF DJ8604 C | 2055-06-20      | 6.0000%  | 0.0000% | $292182.37         | $305028.65         | Agency Mortgage-Backed Securities |
| GNII SF DJ9119 C | 2055-05-20      | 6.0000%  | 0.0000% | $603071.96         | $629588.23         | Agency Mortgage-Backed Securities |
| GNII SF DJ9905 C | 2055-07-20      | 7.0000%  | 0.0000% | $726251.06         | $781110.93         | Agency Mortgage-Backed Securities |
| GNII SF DK0078 C | 2055-06-20      | 5.5000%  | 0.0000% | $1080458.70        | $1100758.11        | Agency Mortgage-Backed Securities |
| GNII SF DK0459 C | 2055-05-20      | 6.0000%  | 0.0000% | $271996.38         | $283955.70         | Agency Mortgage-Backed Securities |
| GNII SF DK0540 C | 2055-05-20      | 6.0000%  | 0.0000% | $274217.43         | $286274.68         | Agency Mortgage-Backed Securities |
| GNII SF DK1071 C | 2055-05-20      | 6.0000%  | 0.0000% | $352474.30         | $367971.77         | Agency Mortgage-Backed Securities |
| GNII SF DK1081 C | 2055-05-20      | 6.0000%  | 0.0000% | $315256.87         | $329118.29         | Agency Mortgage-Backed Securities |

### Security 331: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 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: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.35_0902
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA7828 M                 | 2052-01-20      | 3.0000%  | 0.0000% | $7203493.10        | $6399103.04        | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M                 | 2052-02-20      | 3.0000%  | 0.0000% | $6021630.05        | $5348913.61        | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                 | 2052-03-20      | 3.5000%  | 0.0000% | $10227188.51       | $9366081.97        | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M                 | 2053-06-20      | 5.5000%  | 0.0000% | $17065418.95       | $17339605.25       | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M                 | 2052-07-20      | 4.0000%  | 0.0000% | $16022176.18       | $15115579.14       | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M                 | 2052-08-20      | 4.0000%  | 0.0000% | $18841985.85       | $17793073.44       | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M                 | 2052-08-20      | 4.5000%  | 0.0000% | $4613627.66        | $4506176.27        | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M                 | 2052-09-20      | 4.0000%  | 0.0000% | $7632066.38        | $7202542.16        | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M                 | 2052-09-20      | 5.0000%  | 0.0000% | $6133530.52        | $6121373.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277             | 2054-06-01      | 5.5000%  | 0.0000% | $4104343.72        | $4173308.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8383             | 2053-12-01      | 5.5000%  | 0.0000% | $409.14            | $413.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687             | 2052-09-01      | 5.0000%  | 0.0000% | $4508514.54        | $4503085.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779             | 2052-10-01      | 5.0000%  | 0.0000% | $12653093.08       | $12724809.41       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105             | 2052-11-01      | 5.0000%  | 0.0000% | $771421.36         | $768948.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250             | 2053-05-01      | 5.0000%  | 0.0000% | $18187982.12       | $18136126.17       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129             | 2053-04-01      | 5.0000%  | 0.0000% | $1405223.23        | $1401216.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512             | 2053-06-01      | 5.0000%  | 0.0000% | $3878341.01        | $3910453.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633             | 2053-06-01      | 5.0000%  | 0.0000% | $255541.04         | $254812.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914             | 2053-08-01      | 5.5000%  | 0.0000% | $13222895.12       | $13481373.34       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011             | 2054-02-01      | 6.5000%  | 0.0000% | $5943873.25        | $6308390.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504             | 2053-11-01      | 6.0000%  | 0.0000% | $39934.86          | $41134.53          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987             | 2054-08-01      | 5.5000%  | 0.0000% | $13940754.53       | $14254251.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220             | 2054-03-01      | 5.0000%  | 0.0000% | $14602641.56       | $14505006.68       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607             | 2042-05-01      | 2.5000%  | 0.0000% | $4298425.92        | $3818560.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632             | 2042-06-01      | 3.0000%  | 0.0000% | $2360787.92        | $2148301.26        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701             | 2052-08-01      | 4.5000%  | 0.0000% | $2029572.08        | $1962853.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072             | 2053-07-01      | 5.5000%  | 0.0000% | $396.80            | $402.11            | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M                 | 2052-01-20      | 2.5000%  | 0.0000% | $352.79            | $301.38            | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M                 | 2054-11-20      | 5.5000%  | 0.0000% | $13646540.77       | $13834286.85       | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M                 | 2055-01-20      | 5.0000%  | 0.0000% | $19632.27          | $19507.68          | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M                 | 2055-01-20      | 5.5000%  | 0.0000% | $462.69            | $468.21            | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M                 | 2055-02-20      | 5.5000%  | 0.0000% | $2317602.49        | $2345267.19        | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M                 | 2055-05-20      | 5.5000%  | 0.0000% | $306062.33         | $309715.73         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G             | 2037-07-01      | 5.5000%  | 0.0000% | $94.40             | $96.47             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605             | 2053-08-01      | 5.5000%  | 0.0000% | $6351525.42        | $6482270.16        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3887             | 2053-04-01      | 4.5000%  | 0.0000% | $11809489.41       | $11455204.72       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222             | 2053-10-01      | 6.0000%  | 0.0000% | $7245550.99        | $7489086.04        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G             | 2043-11-01      | 4.0000%  | 0.0000% | $2718866.41        | $2631395.34        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G             | 2048-02-01      | 4.0000%  | 0.0000% | $5357792.37        | $5123764.60        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244             | 2046-07-01      | 3.0000%  | 0.0000% | $4325751.83        | $3899225.49        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023             | 2050-09-01      | 2.5000%  | 0.0000% | $91647.24          | $77290.74          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344             | 2051-04-01      | 2.5000%  | 0.0000% | $4487779.44        | $3778366.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635             | 2054-06-01      | 5.5000%  | 0.0000% | $542463.16         | $549836.20         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9819             | 2055-01-01      | 6.0000%  | 0.0000% | $13327781.86       | $13956222.32       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007             | 2054-08-01      | 6.0000%  | 0.0000% | $7226309.78        | $7512447.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0868             | 2055-03-01      | 6.0000%  | 0.0000% | $5143717.42        | $5311097.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307             | 2055-01-01      | 5.0000%  | 0.0000% | $59330.09          | $58950.31          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0909             | 2054-09-01      | 6.0000%  | 0.0000% | $7581442.58        | $7793386.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109             | 2055-02-01      | 4.5000%  | 0.0000% | $4864453.08        | $4706971.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191             | 2053-11-01      | 6.0000%  | 0.0000% | $11604267.45       | $11935716.27       | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                 | 2053-01-20      | 6.0000%  | 0.0000% | $10688228.28       | $10954169.22       | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                 | 2053-04-20      | 5.5000%  | 0.0000% | $5946218.45        | $6048777.51        | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M                 | 2054-07-20      | 5.5000%  | 0.0000% | $12623342.87       | $12783883.74       | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                 | 2053-07-20      | 5.5000%  | 0.0000% | $6997772.70        | $7111589.92        | Agency Mortgage-Backed Securities  |
| GNII SF MA9105 M                 | 2053-07-20      | 5.0000%  | 0.0000% | $18808310.31       | $18710241.69       | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M                 | 2053-10-20      | 6.5000%  | 0.0000% | $10709278.15       | $11096692.24       | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M                 | 2054-01-20      | 5.5000%  | 0.0000% | $42972.46          | $43582.53          | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M                 | 2054-01-20      | 4.5000%  | 0.0000% | $63313230.09       | $61271061.85       | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M                 | 2054-01-20      | 5.5000%  | 0.0000% | $14052707.97       | $14263284.69       | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G                    | 2041-10-01      | 7.1210%  | 0.0000% | $590.07            | $615.98            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G             | 2037-12-01      | 5.5000%  | 0.0000% | $46.24             | $46.57             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073             | 2041-01-01      | 4.0000%  | 0.0000% | $27.44             | $26.67             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1076             | 2047-04-01      | 3.0000%  | 0.0000% | $2835402.97        | $2526866.70        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361             | 2052-06-01      | 4.0000%  | 0.0000% | $392.71            | $368.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717             | 2052-11-01      | 5.5000%  | 0.0000% | $381.23            | $386.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4910             | 2052-12-01      | 5.0000%  | 0.0000% | $1252479.04        | $1251116.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750             | 2053-03-01      | 6.0000%  | 0.0000% | $2162.27           | $2229.65           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9227             | 2053-08-01      | 6.0000%  | 0.0000% | $1447619.81        | $1507172.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101             | 2054-08-01      | 5.5000%  | 0.0000% | $3535686.92        | $3580218.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5180             | 2054-09-01      | 6.0000%  | 0.0000% | $9074085.20        | $9316069.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD2808             | 2055-06-01      | 5.5000%  | 0.0000% | $1167242.62        | $1191001.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595             | 2055-05-01      | 5.5000%  | 0.0000% | $1462278.77        | $1487207.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984             | 2045-08-01      | 4.0000%  | 0.0000% | $4465009.36        | $4290691.43        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517             | 2035-10-01      | 2.0000%  | 0.0000% | $4737613.17        | $4378030.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430             | 2048-06-01      | 4.5000%  | 0.0000% | $3223410.13        | $3170771.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636             | 2051-06-01      | 3.0000%  | 0.0000% | $8594441.77        | $7509594.03        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685             | 2051-06-01      | 3.0000%  | 0.0000% | $2901050.34        | $2529696.55        | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M                 | 2054-04-20      | 5.5000%  | 0.0000% | $49712.89          | $50389.27          | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M                 | 2054-04-20      | 6.5000%  | 0.0000% | $18938027.62       | $19594335.50       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570             | 2048-07-01      | 4.0000%  | 0.0000% | $11541267.96       | $11044313.79       | Agency Mortgage-Backed Securities  |
| FCFR 03SF J 25/10                | 2025-10-20      | 4.6600%  | 0.0000% | $22690.91          | $22817.68          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942             | 2049-12-01      | 3.0000%  | 0.0000% | $145.66            | $128.34            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461             | 2050-04-01      | 4.0000%  | 0.0000% | $94.90             | $89.89             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664             | 2051-02-01      | 2.5000%  | 0.0000% | $10434571.52       | $8776929.69        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921             | 2051-03-01      | 2.5000%  | 0.0000% | $3295382.41        | $2769322.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009             | 2055-09-01      | 5.0000%  | 0.0000% | $476.51            | $472.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227             | 2051-10-01      | 2.5000%  | 0.0000% | $10051752.93       | $8486588.89        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704             | 2051-12-01      | 2.0000%  | 0.0000% | $2622812.43        | $2120550.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634             | 2052-03-01      | 3.0000%  | 0.0000% | $2561402.46        | $2230936.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713             | 2050-03-01      | 4.5000%  | 0.0000% | $24143.81          | $23728.85          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390             | 2051-12-01      | 2.5000%  | 0.0000% | $1969577.81        | $1653945.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592             | 2052-08-01      | 5.0000%  | 0.0000% | $18206333.25       | $18120761.46       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656             | 2052-08-01      | 4.5000%  | 0.0000% | $7969428.08        | $7746913.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448             | 2052-05-01      | 2.0000%  | 0.0000% | $1636562.31        | $1311651.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425             | 2052-09-01      | 4.5000%  | 0.0000% | $6457857.88        | $6243437.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709             | 2052-11-01      | 5.0000%  | 0.0000% | $2713406.17        | $2703032.52        | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C                 | 2051-08-20      | 3.0000%  | 0.0000% | $8916385.52        | $7918404.20        | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C                 | 2051-10-20      | 2.0000%  | 0.0000% | $7350791.03        | $5883819.80        | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $6590714.97        | $5935480.73        | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C                 | 2051-11-20      | 3.5000%  | 0.0000% | $9573895.14        | $8622079.76        | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $8611843.77        | $7776393.49        | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C                 | 2051-12-20      | 3.0000%  | 0.0000% | $240469.83         | $214740.36         | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $430.02            | $392.55            | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $8171016.84        | $7597665.67        | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $9291599.28        | $8639618.08        | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M                 | 2054-09-20      | 5.0000%  | 0.0000% | $34979551.02       | $34757601.89       | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M                 | 2054-10-20      | 4.5000%  | 0.0000% | $10565624.58       | $10215014.90       | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M                 | 2054-10-20      | 5.0000%  | 0.0000% | $10228064.66       | $10163166.45       | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M                 | 2054-10-20      | 6.0000%  | 0.0000% | $2932086.56        | $3005261.67        | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C                 | 2053-08-20      | 6.0000%  | 0.0000% | $12568565.21       | $13059300.65       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522             | 2043-07-01      | 3.0000%  | 0.0000% | $194203.53         | $177906.43         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606             | 2045-03-01      | 3.0000%  | 0.0000% | $4311953.50        | $3899745.12        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0399             | 2048-06-01      | 4.0000%  | 0.0000% | $131.28            | $124.85            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361             | 2035-07-01      | 3.0000%  | 0.0000% | $3445281.42        | $3318196.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673             | 2053-05-01      | 5.5000%  | 0.0000% | $3381094.99        | $3424433.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257             | 2053-06-01      | 5.0000%  | 0.0000% | $1012.71           | $1009.82           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158             | 2042-04-01      | 3.0000%  | 0.0000% | $13487.76          | $12360.49          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391             | 2054-04-01      | 6.0000%  | 0.0000% | $10522935.07       | $10835746.86       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166             | 2035-10-01      | 2.0000%  | 0.0000% | $211.88            | $195.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856             | 2048-10-01      | 4.5000%  | 0.0000% | $1309471.56        | $1287245.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988             | 2050-02-01      | 3.0000%  | 0.0000% | $136662.27         | $121353.13         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334             | 2050-03-01      | 3.0000%  | 0.0000% | $4281181.70        | $3792691.73        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378             | 2051-05-01      | 2.5000%  | 0.0000% | $8616155.41        | $7065371.89        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667             | 2050-12-01      | 2.5000%  | 0.0000% | $33458.02          | $28447.83          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994             | 2051-05-01      | 2.5000%  | 0.0000% | $7665793.51        | $6497713.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4695             | 2053-05-01      | 5.0000%  | 0.0000% | $8383573.78        | $8416847.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6672             | 2053-12-01      | 6.0000%  | 0.0000% | $239492.09         | $247471.65         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786             | 2054-02-01      | 5.5000%  | 0.0000% | $4703195.66        | $4759614.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943             | 2052-06-01      | 3.0000%  | 0.0000% | $15591876.14       | $13565872.95       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307             | 2052-03-01      | 3.0000%  | 0.0000% | $402.28            | $356.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595             | 2051-11-01      | 3.0000%  | 0.0000% | $13539746.01       | $12096589.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956             | 2054-05-01      | 5.5000%  | 0.0000% | $920255.42         | $939901.75         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895             | 2052-04-01      | 3.0000%  | 0.0000% | $27690.03          | $24091.80          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214             | 2055-02-01      | 5.5000%  | 0.0000% | $15711987.55       | $15931606.22       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1123             | 2055-05-01      | 6.0000%  | 0.0000% | $1044.95           | $1077.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879             | 2054-02-01      | 5.5000%  | 0.0000% | $1470409.11        | $1487744.90        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663             | 2054-01-01      | 6.5000%  | 0.0000% | $154123.90         | $161202.12         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715             | 2054-06-01      | 6.0000%  | 0.0000% | $16600557.56       | $17054129.06       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083             | 2036-01-01      | 1.5000%  | 0.0000% | $2345.56           | $2104.27           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141             | 2037-02-01      | 2.0000%  | 0.0000% | $952.56            | $874.87            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114             | 2041-01-01      | 2.5000%  | 0.0000% | $6850887.70        | $6127943.97        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780             | 2051-12-01      | 2.5000%  | 0.0000% | $163727.51         | $138248.64         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0007             | 2049-03-01      | 3.0000%  | 0.0000% | $9762266.58        | $8683275.79        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684             | 2052-09-01      | 4.5000%  | 0.0000% | $1009926.24        | $979262.86         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696             | 2047-04-01      | 2.0000%  | 0.0000% | $816.75            | $665.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790             | 2052-09-01      | 5.0000%  | 0.0000% | $2756885.32        | $2743924.90        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1489             | 2052-08-01      | 4.5000%  | 0.0000% | $2503779.31        | $2473536.16        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846             | 2052-10-01      | 4.5000%  | 0.0000% | $8587182.23        | $8334968.10        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21               | 2027-06-01      | 4.0000%  | 0.0000% | $472.73            | $479.44            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4               | 2026-04-27      | 4.0000%  | 0.0000% | $416000.00         | $421613.74         | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7               | 2029-08-06      | 4.0000%  | 0.0000% | $7191127.27        | $7166875.60        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-26 F3               | 2026-08-26      | 4.0000%  | 0.0000% | $2806581.82        | $2803492.71        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795             | 2051-05-01      | 2.5000%  | 0.0000% | $328.05            | $277.13            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9814             | 2051-05-01      | 2.5000%  | 0.0000% | $2766160.18        | $2336308.41        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341             | 2051-05-01      | 2.5000%  | 0.0000% | $275855.77         | $234866.76         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339             | 2051-07-01      | 2.5000%  | 0.0000% | $5217998.84        | $4364435.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222             | 2051-07-01      | 2.5000%  | 0.0000% | $362.71            | $304.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247             | 2051-09-01      | 2.0000%  | 0.0000% | $5022271.91        | $4029728.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281             | 2052-08-01      | 5.0000%  | 0.0000% | $2894809.78        | $2911885.94        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450             | 2052-01-01      | 2.0000%  | 0.0000% | $19504117.00       | $15577266.45       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794             | 2051-11-01      | 2.5000%  | 0.0000% | $4672710.20        | $3942246.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766             | 2052-04-01      | 3.0000%  | 0.0000% | $3714791.35        | $3285585.60        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583             | 2052-04-01      | 3.5000%  | 0.0000% | $788.39            | $716.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453             | 2052-07-01      | 5.0000%  | 0.0000% | $5201641.49        | $5199097.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598             | 2054-06-01      | 6.0000%  | 0.0000% | $15811903.22       | $16229680.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690             | 2054-11-01      | 5.0000%  | 0.0000% | $463.62            | $462.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585             | 2055-06-01      | 6.0000%  | 0.0000% | $14307572.37       | $14703171.98       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916             | 2038-09-01      | 4.4310%  | 0.0000% | $15.14             | $15.03             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479             | 2040-12-01      | 4.5000%  | 0.0000% | $3446201.47        | $3455871.52        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150             | 2038-02-01      | 6.4050%  | 0.0000% | $16.60             | $17.07             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281             | 2054-09-01      | 6.0000%  | 0.0000% | $686824.96         | $705814.76         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578             | 2055-03-01      | 6.0000%  | 0.0000% | $938981.72         | $968922.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251             | 2055-01-01      | 5.5000%  | 0.0000% | $10002502.61       | $10201930.28       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3719             | 2055-03-01      | 5.5000%  | 0.0000% | $9257365.34        | $9409535.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4643             | 2055-08-01      | 6.0000%  | 0.0000% | $17917072.73       | $18626636.59       | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $157101.68         | $144577.88         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181             | 2053-01-01      | 5.5000%  | 0.0000% | $726.34            | $738.74            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184             | 2053-01-01      | 6.0000%  | 0.0000% | $6112723.55        | $6291604.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364             | 2053-02-01      | 6.5000%  | 0.0000% | $1961717.04        | $2059598.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4700             | 2054-01-01      | 6.0000%  | 0.0000% | $25110777.06       | $26043458.29       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202             | 2052-05-01      | 3.0000%  | 0.0000% | $24393024.80       | $21223232.53       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299             | 2054-09-01      | 5.5000%  | 0.0000% | $7788844.02        | $7875438.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453             | 2054-05-01      | 5.5000%  | 0.0000% | $434.24            | $443.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753             | 2052-07-01      | 3.5000%  | 0.0000% | $4680886.29        | $4249113.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877             | 2054-07-01      | 5.5000%  | 0.0000% | $785025.02         | $807035.38         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956             | 2054-07-01      | 5.5000%  | 0.0000% | $449328.69         | $459562.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125             | 2053-01-01      | 5.5000%  | 0.0000% | $935.56            | $958.29            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6149             | 2052-08-01      | 4.5000%  | 0.0000% | $22530641.48       | $21841023.60       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154             | 2054-01-01      | 5.5000%  | 0.0000% | $24762258.08       | $25111771.86       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6602             | 2053-05-01      | 5.0000%  | 0.0000% | $7380947.23        | $7357290.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232             | 2042-07-01      | 4.0000%  | 0.0000% | $3207801.76        | $3104706.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166             | 2043-03-01      | 3.0000%  | 0.0000% | $3261808.30        | $2967949.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699             | 2043-10-01      | 3.5000%  | 0.0000% | $5186477.20        | $4879553.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710             | 2045-10-01      | 4.0000%  | 0.0000% | $3082302.84        | $2964161.59        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337             | 2044-10-01      | 6.6030%  | 0.0000% | $19.66             | $20.40             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661             | 2027-12-01      | 3.0300%  | 0.0000% | $1139.52           | $1117.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647             | 2053-07-01      | 4.5000%  | 0.0000% | $1501302.04        | $1451850.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816             | 2052-11-01      | 5.0000%  | 0.0000% | $217911.00         | $219179.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178             | 2053-09-01      | 6.0000%  | 0.0000% | $6758568.84        | $6981437.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787             | 2048-12-01      | 4.0000%  | 0.0000% | $56166.15          | $53691.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366             | 2042-06-01      | 3.5000%  | 0.0000% | $2486391.02        | $2349085.60        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996             | 2037-05-01      | 3.5000%  | 0.0000% | $3365731.63        | $3263117.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211             | 2047-12-01      | 4.0000%  | 0.0000% | $2876922.98        | $2754743.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283             | 2033-02-01      | 3.0000%  | 0.0000% | $2185305.44        | $2133931.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387             | 2041-07-01      | 2.0000%  | 0.0000% | $648.20            | $558.47            | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M                 | 2048-02-20      | 3.0000%  | 0.0000% | $73.88             | $66.28             | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M                 | 2048-03-20      | 3.5000%  | 0.0000% | $122.93            | $114.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317             | 2054-02-01      | 5.5000%  | 0.0000% | $2853934.10        | $2889453.53        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104             | 2050-11-01      | 1.5000%  | 0.0000% | $6773750.93        | $5139019.04        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625             | 2045-03-01      | 3.0000%  | 0.0000% | $2962817.71        | $2676998.64        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645             | 2045-03-01      | 3.0000%  | 0.0000% | $3868575.94        | $3497081.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864             | 2046-09-01      | 3.5000%  | 0.0000% | $1396213.77        | $1299181.41        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475             | 2038-03-01      | 4.4870%  | 0.0000% | $245889.94         | $244068.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316             | 2050-07-01      | 3.0000%  | 0.0000% | $1739201.53        | $1516222.56        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580             | 2037-01-01      | 1.5000%  | 0.0000% | $2872631.21        | $2577183.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586             | 2037-01-01      | 2.0000%  | 0.0000% | $4052095.42        | $3762717.28        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492             | 2051-12-01      | 2.0000%  | 0.0000% | $9479891.07        | $7592924.02        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046             | 2040-06-01      | 3.0000%  | 0.0000% | $3270091.28        | $3065152.48        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361             | 2036-06-01      | 2.5000%  | 0.0000% | $9424.82           | $8877.66           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356             | 2051-06-01      | 2.5000%  | 0.0000% | $327.64            | $275.34            | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M                 | 2049-12-20      | 3.0000%  | 0.0000% | $2757305.74        | $2455406.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA6473 M                 | 2050-02-20      | 2.5000%  | 0.0000% | $1948289.59        | $1667744.54        | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M                 | 2050-05-20      | 3.0000%  | 0.0000% | $21440201.87       | $19073060.64       | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M                 | 2050-06-20      | 3.0000%  | 0.0000% | $8643057.84        | $7698573.29        | Agency Mortgage-Backed Securities  |
| GNII SF DH6183 C                 | 2055-01-20      | 5.5000%  | 0.0000% | $1358432.03        | $1390689.06        | Agency Mortgage-Backed Securities  |
| TINT 02/15/28                    | 2028-02-15      | 0.0000%  | 0.0000% | $264962.75         | $242356.40         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $1800949.09        | $1130616.09        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $94.55             | $68.98             | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $80316.36          | $53137.77          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $1181298.18        | $823953.42         | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $5282869.09        | $4386812.15        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $3463956.36        | $2889410.59        | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $1890720.00        | $1731730.75        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $323109.09         | $261608.69         | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $52614.55          | $46143.50          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $528461.82         | $499905.01         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $123003.64         | $121194.51         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $7629014.54        | $6834337.09        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54                    | 2054-02-15      | 2.1250%  | 0.0000% | $795846.95         | $712003.22         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $1803454.54        | $1729539.88        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $3967032.73        | $3830380.40        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $185687.27         | $168739.65         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $47.27             | $44.72             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $2305065.46        | $2254809.62        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27                  | 2027-07-15      | 0.3750%  | 0.0000% | $6448859.18        | $6419584.97        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $725163.64         | $706835.83         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $381869.09         | $374654.89         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $472632.73         | $474197.90         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                 | 2026-09-30      | 3.5000%  | 0.0000% | $47.27             | $47.78             | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                 | 2026-10-31      | 4.3484%  | 0.0000% | $47.27             | $47.45             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $520.00            | $529.52            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                 | 2027-11-15      | 4.1250%  | 0.0000% | $2363636.36        | $2416926.42        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $536592.73         | $549758.81         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $472869.09         | $478992.91         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $90763.64          | $93176.24          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $472727.27         | $487395.85         | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35                  | 2035-01-15      | 2.1250%  | 0.0000% | $964184.97         | $993547.79         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $47.27             | $48.95             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $7469.09           | $7652.95           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $187909.09         | $191832.10         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                 | 2026-07-15      | 4.5000%  | 0.0000% | $987054.55         | $997295.95         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $472774.55         | $491082.65         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $803.64            | $838.87            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $945454.55         | $977639.89         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 4.8750%  | 0.0000% | $1925181.82        | $1966873.96        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $4183967.27        | $4316088.18        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                 | 2027-05-15      | 4.5000%  | 0.0000% | $425.45            | $436.59            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                 | 2026-05-31      | 4.8750%  | 0.0000% | $141.82            | $144.42            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                  | 2029-05-31      | 4.5000%  | 0.0000% | $3396072.73        | $3535527.61        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $566941.82         | $597262.97         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $1424043.64        | $1397471.24        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                 | 2026-09-30      | 0.8750%  | 0.0000% | $773145.45         | $751738.58         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                 | 2026-10-31      | 1.1250%  | 0.0000% | $756316.36         | $735955.61         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $4727461.82        | $4101179.96        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $70909.09          | $66794.17          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $375487.27         | $332763.32         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $1128305.46        | $1108560.22        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $1047516.36        | $1014111.59        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $94.55             | $89.54             | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $1644523.64        | $1653792.44        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $561741.82         | $559715.71         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                  | 2029-09-30      | 3.8750%  | 0.0000% | $3337501.82        | $3419073.77        | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $3261676.36        | $3347452.50        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                 | 2027-10-31      | 4.1250%  | 0.0000% | $945454.55         | $967885.62         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $290065.45         | $296563.44         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $1110956.36        | $1130527.74        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2025-12-15      | 4.0000%  | 0.0000% | $47.27             | $47.65             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                  | 2028-01-31      | 3.5000%  | 0.0000% | $472774.55         | $472880.04         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $3955970.91        | $3837210.77        | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28                  | 2028-04-15      | 1.2500%  | 0.0000% | $152.44            | $154.35            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $376101.82         | $379442.79         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $141818.18         | $137271.27         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $520.00            | $524.94            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $47272.73          | $47665.24          | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $141.82            | $144.30            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $472.73            | $458.12            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                  | 2026-02-28      | 2.5000%  | 0.0000% | $2835843.64        | $2849257.55        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $472963.64         | $455801.69         | U.S. Treasuries (including strips) |
| 0 5/8 TRIN A 26                  | 2026-01-15      | 0.6250%  | 0.0000% | $935687.62         | $932770.40         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                  | 2026-05-15      | 1.6250%  | 0.0000% | $189.09            | $186.93            | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27                  | 2027-01-15      | 0.3750%  | 0.0000% | $189.29            | $188.04            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $1376250.91        | $1356192.10        | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28                  | 2028-07-15      | 0.7500%  | 0.0000% | $60.72             | $60.75             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                  | 2029-11-15      | 1.7500%  | 0.0000% | $378.18            | $352.79            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30                  | 2030-01-15      | 0.1250%  | 0.0000% | $1229186.60        | $1179178.20        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $2363400.00        | $2293426.97        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $3309232.73        | $3146368.91        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $2950669.09        | $2568437.27        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $689425.45         | $593904.71         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $4727130.91        | $4456369.48        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $5293410.91        | $4598208.09        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $5002636.36        | $4691641.90        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                  | 2026-02-28      | 0.5000%  | 0.0000% | $4433803.64        | $4368111.63        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26                  | 2026-03-31      | 0.7500%  | 0.0000% | $47.27             | $46.54             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                  | 2026-04-30      | 0.7500%  | 0.0000% | $47.27             | $46.39             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $661818.18         | $591746.00         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $165880.00         | $162285.26         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26                 | 2026-07-31      | 0.6250%  | 0.0000% | $47.27             | $45.92             | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $481472.73         | $447549.14         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                  | 2028-09-30      | 1.2500%  | 0.0000% | $94.55             | $88.59             | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2025-09-30      | 0.0000%  | 0.0000% | $47.27             | $47.12             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $1702101.82        | $1716132.35        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $94.55             | $77.76             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-08-15      | 2.7500%  | 0.0000% | $567.27            | $430.64            | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                    | 2043-02-15      | 0.6250%  | 0.0000% | $9198736.38        | $6830813.96        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $472869.09         | $364827.61         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                    | 2043-08-15      | 3.6250%  | 0.0000% | $47.27             | $40.31             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $236.36            | $206.89            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $4391589.09        | $3059053.99        | U.S. Treasuries (including strips) |
| 1 TRIB 46                        | 2046-02-15      | 1.0000%  | 0.0000% | $2199945.47        | $1647920.71        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $5752996.36        | $3967801.82        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $147443.64         | $95481.84          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46                    | 2046-11-15      | 2.8750%  | 0.0000% | $94.55             | $69.51             | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-02-15      | 3.0000%  | 0.0000% | $13992.73          | $10391.24          | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $47.27             | $35.36             | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $567.27            | $416.35            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $3115934.54        | $2359383.64        | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $419261.82         | $306115.34         | U.S. Treasuries (including strips) |
| 3 BOND 49                        | 2049-02-15      | 3.0000%  | 0.0000% | $28410.91          | $20651.30          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $47.27             | $33.80             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $2939749.09        | $1814933.41        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $44389.09          | $28360.15          | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $47.27             | $27.30             | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $189.09            | $89.65             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $4684869.09        | $2436542.82        | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51                    | 2051-02-15      | 0.1250%  | 0.0000% | $58.54             | $31.15             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                    | 2041-02-15      | 1.8750%  | 0.0000% | $2452981.82        | $1684399.61        | U.S. Treasuries (including strips) |

### Security 332: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.380000%
- **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: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.38_0918
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLSD4386 | 2052-08-01      | 3.0000%  | 0.0000% | $30843756.51       | $27072716.58       | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $351170.01         | $311956.02         | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $1012948.81        | $927660.77         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD1258 | 2051-11-01      | 2.0000%  | 0.0000% | $28925057.23       | $23413259.04       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $2579.13           | $2613.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687 | 2052-09-01      | 5.0000%  | 0.0000% | $1740.40           | $1738.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $41043933.67       | $40912383.30       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6270 | 2053-05-01      | 6.5000%  | 0.0000% | $5950100.52        | $6324835.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  | 0.0000% | $37273523.06       | $37201879.21       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $8108688.98        | $8474144.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $837340.17         | $844273.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $902.92            | $900.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6690 | 2053-07-01      | 4.5000%  | 0.0000% | $1551991.35        | $1532535.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7979 | 2054-02-01      | 5.5000%  | 0.0000% | $19419430.57       | $19799076.13       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $1161.64           | $1232.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $1413880.96        | $1445676.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $961.11            | $954.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $33730335.52       | $29373399.31       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $18579385.64       | $16907117.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $1676.33           | $1698.72           | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $262980.88         | $261311.98         | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $47628276.59       | $48196804.75       | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $2013.68           | $2037.71           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $110.64            | $113.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653 | 2053-08-01      | 5.0000%  | 0.0000% | $7500228.79        | $7588100.64        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3887 | 2053-04-01      | 4.5000%  | 0.0000% | $892.28            | $865.51            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  | 0.0000% | $480463.62         | $509956.67         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81286 G | 2044-07-01      | 4.0000%  | 0.0000% | $5008588.39        | $4803582.41        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q28392 G | 2044-09-01      | 4.0000%  | 0.0000% | $4430741.00        | $4247991.15        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63763 G | 2049-05-01      | 4.5000%  | 0.0000% | $2185344.90        | $2150569.50        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44275 G | 2046-11-01      | 3.5000%  | 0.0000% | $3583716.08        | $3324406.35        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46684 G | 2047-03-01      | 4.0000%  | 0.0000% | $3042835.32        | $2921749.07        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3456 | 2050-09-01      | 2.5000%  | 0.0000% | $609.96            | $514.92            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023 | 2050-09-01      | 2.5000%  | 0.0000% | $794784.45         | $670281.82         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553 | 2050-08-01      | 2.5000%  | 0.0000% | $13921895.19       | $11747579.78       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296 | 2054-04-01      | 6.0000%  | 0.0000% | $845.46            | $883.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007 | 2054-08-01      | 6.0000%  | 0.0000% | $22837793.93       | $23742094.45       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0868 | 2055-03-01      | 6.0000%  | 0.0000% | $16478034.27       | $17014240.50       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $1024.05           | $1016.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $792.28            | $814.91            | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $9222.59           | $9339.88           | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $1655.53           | $1679.03           | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G        | 2041-10-01      | 7.1210%  | 0.0000% | $661.50            | $690.54            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $2288553.28        | $2223675.34        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361 | 2052-06-01      | 4.0000%  | 0.0000% | $8175.40           | $7669.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $747.69            | $744.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0466 | 2052-09-01      | 5.0000%  | 0.0000% | $672.63            | $674.51            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6752 | 2053-01-01      | 6.0000%  | 0.0000% | $349138.57         | $364987.60         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750 | 2053-03-01      | 6.0000%  | 0.0000% | $10064274.57       | $10377914.27       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5959 | 2053-12-01      | 6.0000%  | 0.0000% | $1720223.47        | $1767776.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894 | 2054-08-01      | 6.0000%  | 0.0000% | $21471578.93       | $22152070.53       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $6995400.67        | $7083506.19        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2398 | 2033-06-01      | 3.0000%  | 0.0000% | $7658541.90        | $7512205.03        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2715 | 2050-03-01      | 3.0000%  | 0.0000% | $21044622.84       | $18553619.93       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3209 | 2050-05-01      | 2.5000%  | 0.0000% | $3641939.18        | $3093078.71        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $415.46            | $383.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX0509 | 2054-11-01      | 5.0000%  | 0.0000% | $43722393.75       | $43315814.36       | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $10029190.56       | $10165645.50       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3756 | 2047-07-01      | 4.5000%  | 0.0000% | $229.94            | $227.89            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0595 | 2043-01-01      | 3.5000%  | 0.0000% | $181.15            | $170.55            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN6384 | 2036-05-01      | 1.5000%  | 0.0000% | $13291954.88       | $11874057.75       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461 | 2050-04-01      | 4.0000%  | 0.0000% | $406.10            | $384.69            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA7214 | 2047-04-01      | 2.5000%  | 0.0000% | $433669.40         | $368812.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009 | 2055-09-01      | 5.0000%  | 0.0000% | $522816.00         | $518187.97         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0332 | 2045-12-01      | 4.0000%  | 0.0000% | $2103.77           | $2020.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5042 | 2046-08-01      | 4.0000%  | 0.0000% | $1819.34           | $1740.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $377.43            | $344.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0508 | 2050-06-01      | 2.5000%  | 0.0000% | $548.99            | $464.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443 | 2051-10-01      | 2.5000%  | 0.0000% | $18646300.75       | $15618970.23       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $757.79            | $630.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $22318230.90       | $21934647.47       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1384 | 2052-04-01      | 4.0000%  | 0.0000% | $26291980.98       | $24672950.01       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1428 | 2052-04-01      | 4.0000%  | 0.0000% | $33881684.72       | $31776212.83       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656 | 2052-08-01      | 4.5000%  | 0.0000% | $24727201.92       | $24036793.71       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425 | 2052-09-01      | 4.5000%  | 0.0000% | $28568540.05       | $27619978.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $1436.70           | $1431.21           | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $1931.03           | $1918.77           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $1747.50           | $1600.85           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0399 | 2048-06-01      | 4.0000%  | 0.0000% | $1138.08           | $1082.31           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9254 | 2053-06-01      | 5.0000%  | 0.0000% | $18798278.57       | $18753141.81       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  | 0.0000% | $10359155.21       | $10329620.11       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3JRE0017 | 2050-12-01      | 2.5000%  | 0.0000% | $573.54            | $487.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246 | 2048-06-01      | 4.0000%  | 0.0000% | $961.07            | $921.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $447.76            | $413.76            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK8508 | 2050-12-01      | 2.5000%  | 0.0000% | $898885.37         | $757517.17         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8042 | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $24111224.06       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1193 | 2047-05-01      | 4.0000%  | 0.0000% | $491.31            | $471.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1579 | 2047-07-01      | 4.0000%  | 0.0000% | $1273.23           | $1222.81           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3307 | 2048-01-01      | 4.0000%  | 0.0000% | $278.99            | $268.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289 | 2048-01-01      | 3.5000%  | 0.0000% | $16040686.33       | $14922830.50       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3668 | 2048-03-01      | 3.5000%  | 0.0000% | $10504068.50       | $9710614.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359 | 2048-07-01      | 4.0000%  | 0.0000% | $389.74            | $373.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  | 0.0000% | $298.71            | $296.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5746 | 2049-03-01      | 4.0000%  | 0.0000% | $888.78            | $850.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $220.67            | $195.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $1307.54           | $1111.74           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $39438684.35       | $33429192.89       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2807 | 2050-12-01      | 2.5000%  | 0.0000% | $13184470.16       | $11095779.07       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7215 | 2051-04-01      | 2.5000%  | 0.0000% | $25331049.12       | $21297344.10       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7223 | 2051-04-01      | 2.5000%  | 0.0000% | $699.27            | $588.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936 | 2052-01-01      | 2.5000%  | 0.0000% | $2839398.66        | $2433164.32        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $38062174.48       | $33116388.20       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307 | 2052-03-01      | 3.0000%  | 0.0000% | $27965417.73       | $24800608.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7395 | 2054-03-01      | 5.5000%  | 0.0000% | $860.91            | $870.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  | 0.0000% | $42539526.28       | $38005379.96       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $9471231.98        | $8240476.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214 | 2055-02-01      | 5.5000%  | 0.0000% | $2002.90           | $2030.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1123 | 2055-05-01      | 6.0000%  | 0.0000% | $605062.73         | $623884.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0481 | 2053-12-01      | 6.0000%  | 0.0000% | $9391078.00        | $9682348.55        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0728 | 2054-01-01      | 7.0000%  | 0.0000% | $31622708.81       | $33675163.14       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083 | 2036-01-01      | 1.5000%  | 0.0000% | $528.85            | $474.44            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141 | 2037-02-01      | 2.0000%  | 0.0000% | $1579857.60        | $1451010.04        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114 | 2041-01-01      | 2.5000%  | 0.0000% | $549.06            | $491.12            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630 | 2042-08-01      | 2.0000%  | 0.0000% | $967.84            | $833.87            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780 | 2051-12-01      | 2.5000%  | 0.0000% | $7069071.69        | $5969000.03        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0007 | 2049-03-01      | 3.0000%  | 0.0000% | $11444326.47       | $10179423.21       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $3869771.69        | $3752277.68        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696 | 2047-04-01      | 2.0000%  | 0.0000% | $4492.14           | $3659.68           | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21   | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25353730.25       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4   | 2026-04-27      | 4.0000%  | 0.0000% | $14119000.00       | $14309529.63       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $1511000.00        | $1505904.24        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-26 F3   | 2026-08-26      | 4.0000%  | 0.0000% | $77000.00          | $76915.25          | Agency Mortgage-Backed Securities  |
| FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6200%  | 0.0000% | $3072000.00        | $3088473.60        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $1393.44           | $1177.15           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9345 | 2051-05-01      | 2.5000%  | 0.0000% | $12267996.63       | $10425753.83       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9357 | 2051-05-01      | 2.5000%  | 0.0000% | $13734904.20       | $11635585.13       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9718 | 2051-04-01      | 2.5000%  | 0.0000% | $9125199.31        | $7737187.54        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $2249.82           | $1881.79           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $1534.55           | $1289.57           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $656.20            | $526.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954 | 2052-10-01      | 4.5000%  | 0.0000% | $2084.14           | $2015.57           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301 | 2052-08-01      | 4.5000%  | 0.0000% | $765.21            | $740.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  | 0.0000% | $30861737.83       | $24980742.23       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $3402.84           | $2870.89           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $3828868.35        | $3386482.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $823.99            | $748.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7861 | 2052-07-01      | 5.0000%  | 0.0000% | $813.58            | $819.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835 | 2052-10-01      | 5.0000%  | 0.0000% | $5478186.07        | $5501117.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4886 | 2053-04-01      | 5.5000%  | 0.0000% | $709.21            | $731.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6373 | 2052-08-01      | 5.0000%  | 0.0000% | $1105.42           | $1099.14           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9773 | 2051-12-01      | 4.0000%  | 0.0000% | $25746192.64       | $24402836.40       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9558 | 2054-08-01      | 6.0000%  | 0.0000% | $15663056.35       | $16114648.37       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585 | 2055-06-01      | 6.0000%  | 0.0000% | $474385.31         | $487501.91         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  | 0.0000% | $1231383.22        | $1270647.93        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185 | 2055-05-01      | 6.5000%  | 0.0000% | $44390843.21       | $46529618.71       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4643 | 2055-08-01      | 6.0000%  | 0.0000% | $3889100.00        | $4043118.73        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C     | 2051-10-20      | 3.5000%  | 0.0000% | $798.42            | $734.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181 | 2053-01-01      | 5.5000%  | 0.0000% | $2304.74           | $2344.08           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184 | 2053-01-01      | 6.0000%  | 0.0000% | $4208.22           | $4331.37           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $5328443.18        | $5594308.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3551 | 2053-06-01      | 5.0000%  | 0.0000% | $875.07            | $872.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $898.74            | $939.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299 | 2054-09-01      | 5.5000%  | 0.0000% | $2205.74           | $2230.26           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453 | 2054-05-01      | 5.5000%  | 0.0000% | $6079633.82        | $6212746.06        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753 | 2052-07-01      | 3.5000%  | 0.0000% | $925.25            | $839.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125 | 2053-01-01      | 5.5000%  | 0.0000% | $4800.26           | $4916.91           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6149 | 2052-08-01      | 4.5000%  | 0.0000% | $1948.99           | $1889.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6151 | 2054-01-01      | 6.0000%  | 0.0000% | $4159660.81        | $4276566.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154 | 2054-01-01      | 5.5000%  | 0.0000% | $12632451.43       | $12810755.68       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6602 | 2053-05-01      | 5.0000%  | 0.0000% | $11759575.66       | $11721884.92       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL5161 | 2044-03-01      | 4.0000%  | 0.0000% | $489.15            | $472.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8000 | 2045-12-01      | 4.0000%  | 0.0000% | $1180.44           | $1136.28           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661 | 2027-12-01      | 3.0300%  | 0.0000% | $1064.03           | $1043.47           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO3000 | 2042-05-01      | 4.0000%  | 0.0000% | $97.67             | $95.28             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $96222.22          | $96782.41          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024 | 2053-06-01      | 5.0000%  | 0.0000% | $23229136.94       | $23042581.16       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9764 | 2053-09-01      | 6.5000%  | 0.0000% | $905.89            | $960.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051 | 2048-07-01      | 4.5000%  | 0.0000% | $341.69            | $339.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2465 | 2048-10-01      | 4.0000%  | 0.0000% | $721.03            | $692.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2486 | 2048-10-01      | 4.5000%  | 0.0000% | $8188995.38        | $8125579.80        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $10428083.88       | $9968623.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $10456313.67       | $9878886.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $754.83            | $731.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $685.60            | $590.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317 | 2054-02-01      | 5.5000%  | 0.0000% | $6849384.02        | $6934629.94        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $716.42            | $543.52            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $36511312.68       | $30668569.57       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS2283 | 2044-04-01      | 4.5000%  | 0.0000% | $2623268.97        | $2604751.31        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3641 | 2044-10-01      | 4.0000%  | 0.0000% | $477.75            | $461.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $13088247.84       | $12178656.78       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8373 | 2046-11-01      | 4.0000%  | 0.0000% | $2466.49           | $2365.62           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.4870%  | 0.0000% | $34.41             | $34.15             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $1225.10           | $1068.03           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958 | 2051-02-01      | 2.5000%  | 0.0000% | $1048.22           | $881.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573 | 2046-05-01      | 2.5000%  | 0.0000% | $759.14            | $644.26            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $1964.33           | $1762.30           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $13944818.01       | $12948956.59       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $14915810.40       | $14500405.08       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $40098608.03       | $32117002.39       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $821503.29         | $730739.04         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $1206104.26        | $1077454.47        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $2079.28           | $1747.36           | Agency Mortgage-Backed Securities  |
| GNII SF DJ4236 C     | 2055-05-20      | 7.0000%  | 0.0000% | $6449148.25        | $6873279.34        | Agency Mortgage-Backed Securities  |
| 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $900.00            | $907.02            | U.S. Treasuries (including strips) |
| TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $305.99            | $279.88            | U.S. Treasuries (including strips) |
| TINT 08/15/29        | 2029-08-15      | 0.0000%  | 0.0000% | $219416.89         | $189370.82         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $3300.00           | $2407.75           | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.16             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $5100.00           | $3689.17           | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $3500.00           | $2906.35           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $13551600.00       | $11303876.97       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $325.40            | $251.71            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $3500.00           | $3110.80           | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $80.97             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $1000.00           | $896.55            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $1800.00           | $1702.73           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $300.00            | $295.59            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $500.00            | $501.54            | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  | 0.0000% | $105.06            | $93.99             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.24             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $98.61             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $1664900.00        | $1622821.28        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  | 0.0000% | $500.00            | $501.66            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $2000000.00        | $2033828.36        | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26     | 2026-10-31      | 4.3484%  | 0.0000% | $3300.00           | $3312.52           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $204.92            | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  | 0.0000% | $2926528.79        | $3006400.35        | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $212.32            | $209.75            | U.S. Treasuries (including strips) |
| 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.59            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $13837000.00       | $14439590.67       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $161900.00         | $171656.46         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $200.00            | $202.08            | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $4016100.00        | $4047792.27        | U.S. Treasuries (including strips) |
| 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $199.05            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $407100.00         | $420864.64         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $4440600.00        | $4659042.89        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $95000.00          | $97999.90          | U.S. Treasuries (including strips) |
| 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $917100.00         | $931837.04         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $97.24             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  | 0.0000% | $900.00            | $872.59            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.20             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $869200.00         | $841481.64         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  | 0.0000% | $1675782.28        | $1654150.41        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $195.23            | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  | 0.0000% | $9209650.22        | $8752697.45        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $9499800.00        | $9465535.77        | U.S. Treasuries (including strips) |
| 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $10000.00          | $10262.98          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $194.00            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26     | 2026-03-15      | 4.6250%  | 0.0000% | $900.00            | $922.02            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $77400.00          | $78087.56          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $96.91             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $5201400.00        | $5141894.46        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $200.00            | $197.09            | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $39963532.43       | $39979722.44       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $190.16            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $2315400.00        | $2015461.40        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30      | 2030-07-15      | 0.1250%  | 0.0000% | $2892.32           | $2763.57           | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $1153300.00        | $993508.87         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | 0.0000% | $1156800.00        | $1084886.24        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $400.00            | $373.94            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $7499800.00        | $7388681.66        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | 0.0000% | $413800.00         | $392169.89         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $82.24             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $300.00            | $262.59            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $84.81             | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  | 0.0000% | $68532136.64       | $57248395.60       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.66             | U.S. Treasuries (including strips) |
| 1 TRIB 46            | 2046-02-15      | 1.0000%  | 0.0000% | $1564851.00        | $1172188.31        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $4300.00           | $2965.68           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $64.76             | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $4948200.00        | $3674618.94        | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $2900.00           | $2168.79           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $70.42             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $800.00            | $567.22            | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $1400.00           | $1027.54           | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $4583700.00        | $3470774.70        | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.01             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $200.00            | $142.98            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $400.00            | $255.56            | U.S. Treasuries (including strips) |

### Security 333: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 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: 935QTY008, C.3 - LEI: U4LOSYZ7YG4W3S5F2G91, C.5 - Other ID: 935QTY008_4.34_0902
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 2.6600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | 0.0000% | $15170100.00       | $15398438.04       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $22141700.00       | $22426479.66       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $45823900.00       | $46892791.32       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $27217000.00       | $27601628.87       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $11732600.00       | $11858745.02       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $73927200.00       | $46410685.40       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $20455800.00       | $14924960.35       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $73484700.00       | $40363588.94       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $16406200.00       | $9815927.54        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $19979600.00       | $11953914.12       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $60512700.00       | $43772922.51       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | 0.0000% | $22000000.00       | $18268457.09       | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | 0.0000% | $16699500.00       | $14516854.29       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | 0.0000% | $52827700.00       | $42772506.01       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | 0.0000% | $13499500.00       | $12102999.47       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $12998800.00       | $11400081.40       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $12000000.00       | $11823504.78       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $57740800.00       | $51726220.79       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $13360100.00       | $13160273.13       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | 0.0000% | $58835500.00       | $53465601.15       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $86802700.00       | $85277317.11       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $9652700.00        | $9213671.18        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $13999600.00       | $13801814.56       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $14459900.00       | $14258836.03       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $19999800.00       | $19551984.04       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $20166300.00       | $20236289.77       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $12000000.00       | $12039739.21       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $132377900.00      | $133547973.80      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | 0.0000% | $22039400.00       | $22412178.36       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $49999900.00       | $51417306.12       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $243836300.00      | $249333782.80      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | 0.0000% | $10476400.00       | $10920085.57       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $42622800.00       | $44121338.88       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $10923300.00       | $11309761.01       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | 0.0000% | $34390500.00       | $35556985.01       | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $12561000.00       | $12935754.07       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | 0.0000% | $24999700.00       | $25466269.95       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | 0.0000% | $24549900.00       | $24983068.89       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | 0.0000% | $90193200.00       | $93263574.68       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | 0.0000% | $11598400.00       | $11668409.45       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $23447400.00       | $23691326.35       | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | 0.0000% | $99882800.00       | $101420812.70      | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $15305500.00       | $15232504.08       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | 0.0000% | $18405000.00       | $19229084.28       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | 0.0000% | $24999800.00       | $25677961.70       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $20720000.00       | $21420573.10       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | 0.0000% | $36982300.00       | $38060160.63       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $24860700.00       | $25645748.75       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | 0.0000% | $104444900.00      | $107178323.00      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $22790000.00       | $23377194.81       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $29920800.00       | $30806017.28       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $551757700.00      | $567534851.70      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $17767000.00       | $16671629.98       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | 0.0000% | $13932500.00       | $13091109.71       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $19999700.00       | $19390590.00       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | 0.0000% | $14276400.00       | $13447927.32       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $17641400.00       | $15634114.14       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | 0.0000% | $9441300.00        | $9364525.31        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $13799800.00       | $13576658.96       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $18019600.00       | $17909304.19       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $16323500.00       | $15459321.67       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | 0.0000% | $13419100.00       | $13098749.78       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $27000200.00       | $26949950.28       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | 0.0000% | $13871000.00       | $13670510.23       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | 0.0000% | $47000000.00       | $48260748.82       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $15520000.00       | $15751584.61       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | 0.0000% | $35791900.00       | $35799887.03       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $9338700.00        | $9058347.76        | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | 0.0000% | $14525100.00       | $14948297.63       | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $39715200.00       | $41043618.20       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | 0.0000% | $9979200.00        | $9659251.55        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $42342900.00       | $42744688.98       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $45135000.00       | $45656278.15       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $14597100.00       | $14444855.90       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $12040600.00       | $11810886.42       | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $19998800.00       | $19691195.86       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | 0.0000% | $17136600.00       | $15916580.45       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | 0.0000% | $14999900.00       | $14707853.01       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | 0.0000% | $25413300.00       | $24660890.08       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | 0.0000% | $14020000.00       | $13255688.72       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $15646600.00       | $13478744.36       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $31867200.00       | $27681965.26       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $16751500.00       | $14629419.80       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $20000000.00       | $17882434.14       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $14648400.00       | $13800752.32       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $11924900.00       | $11234850.99       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $17981900.00       | $15538816.90       | U.S. Treasuries (including strips) |
| BILL 01/22/26    | 2026-01-22      | 0.0000%  | 0.0000% | $33959100.00       | $33435722.35       | U.S. Treasuries (including strips) |
| BILL 05/14/26    | 2026-05-14      | 0.0000%  | 0.0000% | $24971800.00       | $24315066.63       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | 0.0000% | $14311600.00       | $14212691.92       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $95999700.00       | $72876751.08       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | 0.0000% | $7347200.00        | $5600162.18        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $19999500.00       | $15429999.24       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | 0.0000% | $8720000.00        | $7436774.18        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $12848500.00       | $10897122.19       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | 0.0000% | $122818700.00      | $101096305.20      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | 0.0000% | $19888700.00       | $14707072.13       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | 0.0000% | $28501600.00       | $21697649.71       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $9861700.00        | $6386259.19        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | 0.0000% | $14999700.00       | $11027768.19       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $19999800.00       | $14679019.29       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | 0.0000% | $14985800.00       | $11347238.15       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $12200600.00       | $8908015.59        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $29200000.00       | $20875145.70       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $26213200.00       | $18739875.66       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $7396500.00        | $4725616.70        | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $38188000.00       | $22049746.24       | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | 0.0000% | $59873000.00       | $28386779.78       | U.S. Treasuries (including strips) |

### Security 334: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank 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: 936ZZN004, C.3 - LEI: N/A, C.5 - Other ID: 936ZZN004_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | 0.0000% | $24340200.00       | $24706564.99       | U.S. Treasuries (including strips) |
| TINT 05/15/53    | 2053-05-15      | 0.0000%  | 0.0000% | $157859000.00      | $38539064.82       | U.S. Treasuries (including strips) |
| TINT 11/15/50    | 2050-11-15      | 0.0000%  | 0.0000% | $79997700.00       | $21746414.77       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $298993000.00      | $265745332.70      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $89.58             | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | 0.0000% | $984000.00         | $894190.61         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $47294447.83       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $49293603.25       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $5400.00           | $5418.74           | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $10178400.00       | $10287104.26       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | 0.0000% | $200000000.00      | $203732604.40      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | 0.0000% | $46600000.00       | $48186366.38       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $1000.00           | $996.39            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | 0.0000% | $248366000.00      | $251389591.50      | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $21010000.00       | $21712755.28       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $172.29            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | 0.0000% | $215533000.00      | $202463519.20      | U.S. Treasuries (including strips) |
| BILL 10/30/25    | 2025-10-30      | 0.0000%  | 0.0000% | $2300.00           | $2284.64           | U.S. Treasuries (including strips) |
| BILL 10/21/25    | 2025-10-21      | 0.0000%  | 0.0000% | $700.00            | $696.05            | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | 0.0000% | $9949500.00        | $7388670.87        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $157.95            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $101574000.00      | $62425855.67       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $1249120000.00     | $784183836.90      | U.S. Treasuries (including strips) |

### Security 335: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 4.300000%
- **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: 942BTW006, C.3 - LEI: N/A, C.5 - Other ID: 942BTW006_4.30_0902
- **C.18 - Value (incl. sponsor support):** $265000000.00
- **C.18.a - Value (excl. sponsor support):** $265000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLCB3779 | 2052-06-01      | 3.5000%  | 0.0000% | $82218623.80       | $75245845.00       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7775 | 2052-08-01      | 4.5000%  | 0.0000% | $77978944.00       | $75983462.83       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1926 | 2047-09-01      | 4.0000%  | 0.0000% | $48331623.86       | $46379031.62       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1527 | 2052-08-01      | 4.5000%  | 0.0000% | $77381673.63       | $75341660.56       | Agency Mortgage-Backed Securities |

### Security 336: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 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: 942URT003, C.3 - LEI: N/A, C.5 - Other ID: 942URT003_4.34_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $6191000.00        | $6329266.35        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $2000.00           | $2031.21           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $6000.00           | $6046.83           | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | 0.0000% | $10100.00          | $10173.51          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | 0.0000% | $27200000.00       | $27268274.07       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.16             | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $104794300.00      | $72310778.03       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $83.04             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $203295000.00      | $180688836.90      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | 0.0000% | $110142000.00      | $105627825.40      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $760900.00         | $734689.29         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $105007000.00      | $99324961.66       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.45             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | 0.0000% | $9800.00           | $9955.32           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | 0.0000% | $800.00            | $815.70            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | 0.0000% | $1000.00           | $1033.92           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | 0.0000% | $1000.00           | $1018.66           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $574000.00         | $608590.55         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $4062400.00        | $4240499.50        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | 0.0000% | $10000.00          | $9887.23           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $16500.00          | $16790.68          | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | 0.0000% | $6000.00           | $6174.81           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $178242800.00      | $176383772.20      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $1000.00           | $935.02            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | 0.0000% | $452500000.00      | $344903281.20      | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $2916000.00        | $1408982.33        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | 0.0000% | $168300.00         | $105135.41         | U.S. Treasuries (including strips) |

### Security 337: Fixed Income Clearing Corp. - Mizuho Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho 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: 945ABD006, C.3 - LEI: N/A, C.5 - Other ID: 945ABD006_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLQC9160 | 2051-10-01      | 3.0000%  | 0.0000% | $14675.92          | $12883.56          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951 | 2052-03-01      | 3.0000%  | 0.0000% | $4352893.54        | $3830386.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4293 | 2054-05-01      | 6.5000%  | 0.0000% | $454520.33         | $477825.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4986 | 2054-06-01      | 6.5000%  | 0.0000% | $2558688.05        | $2674129.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5595 | 2054-06-01      | 6.5000%  | 0.0000% | $4398269.53        | $4617411.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8250 | 2054-11-01      | 6.5000%  | 0.0000% | $2412262.42        | $2543775.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8562 | 2054-07-01      | 6.5000%  | 0.0000% | $2290792.17        | $2403608.09        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $98210203.31       | $97379039.46       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $6058.86           | $5852.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $2419682.70        | $2485460.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $1610269.33        | $1676281.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $172085.00         | $176601.14         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $189080.45         | $194042.62         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8476 | 2054-11-01      | 6.0000%  | 0.0000% | $295869.57         | $303690.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB4928 | 2052-10-01      | 6.0000%  | 0.0000% | $31805617.18       | $32737988.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5131 | 2052-11-01      | 5.0000%  | 0.0000% | $853.54            | $849.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7240 | 2053-10-01      | 6.0000%  | 0.0000% | $4469521.89        | $4604204.98        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7491 | 2053-10-01      | 7.0000%  | 0.0000% | $1720296.29        | $1879114.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | 0.0000% | $301315.43         | $288694.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $93113.67          | $92671.28          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $30250.59          | $30066.30          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3823 | 2053-09-01      | 5.5000%  | 0.0000% | $10395698.82       | $10572901.60       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3806 | 2051-08-01      | 4.0000%  | 0.0000% | $275754.17         | $261231.89         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4087 | 2053-11-01      | 6.0000%  | 0.0000% | $27586467.41       | $28505556.56       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U91503 G | 2043-06-01      | 3.5000%  | 0.0000% | $245311.30         | $228664.77         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC K92899 G | 2035-03-01      | 4.0000%  | 0.0000% | $1166243.09        | $1156179.71        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC K92906 G | 2032-03-01      | 4.0000%  | 0.0000% | $140927.73         | $140695.21         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC K93084 G | 2032-03-01      | 3.5000%  | 0.0000% | $1322946.13        | $1308818.68        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA2690 | 2049-08-01      | 4.0000%  | 0.0000% | $221561.90         | $210742.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086 | 2054-10-01      | 5.0000%  | 0.0000% | $8194145.10        | $8148297.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC6086 | 2055-04-01      | 6.0000%  | 0.0000% | $2511747.48        | $2587548.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523 | 2054-05-01      | 5.0000%  | 0.0000% | $8400280.48        | $8408688.23        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0228 | 2054-12-01      | 4.0000%  | 0.0000% | $49203455.62       | $46306607.63       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0290 | 2054-10-01      | 6.5000%  | 0.0000% | $984.13            | $1031.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0291 | 2054-07-01      | 6.5000%  | 0.0000% | $22713715.91       | $23846120.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0384 | 2055-01-01      | 5.0000%  | 0.0000% | $3421847.15        | $3428762.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0752 | 2053-11-01      | 4.0000%  | 0.0000% | $30929737.59       | $29349076.79       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1770 | 2050-07-01      | 3.0000%  | 0.0000% | $53760251.58       | $48180708.01       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1775 | 2055-05-01      | 5.0000%  | 0.0000% | $32908604.69       | $32963360.96       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1781 | 2055-05-01      | 5.5000%  | 0.0000% | $12330705.31       | $12629857.81       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1795 | 2055-04-01      | 5.5000%  | 0.0000% | $3423485.29        | $3494347.25        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1620 | 2051-05-01      | 2.5000%  | 0.0000% | $59702001.21       | $50264574.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2578 | 2055-07-01      | 6.0000%  | 0.0000% | $15821615.00       | $16259109.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2593 | 2054-08-01      | 5.0000%  | 0.0000% | $1232.00           | $1228.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2594 | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.82           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2596 | 2055-07-01      | 6.0000%  | 0.0000% | $2304.00           | $2368.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2642 | 2055-07-01      | 6.5000%  | 0.0000% | $23323293.00       | $24493342.28       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2647 | 2055-08-01      | 5.5000%  | 0.0000% | $38918123.00       | $39645416.24       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2649 | 2055-08-01      | 5.5000%  | 0.0000% | $37990518.00       | $38565572.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2653 | 2055-09-01      | 6.0000%  | 0.0000% | $29936586.00       | $31279172.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2654 | 2055-09-01      | 6.0000%  | 0.0000% | $37690326.00       | $39304213.21       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2658 | 2055-08-01      | 6.0000%  | 0.0000% | $71269864.00       | $73884874.12       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2661 | 2055-09-01      | 6.0000%  | 0.0000% | $26199268.00       | $26947798.56       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2673 | 2055-08-01      | 5.5000%  | 0.0000% | $23652848.00       | $24221764.70       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2678 | 2055-08-01      | 6.0000%  | 0.0000% | $4269497.00        | $4418300.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2684 | 2055-09-01      | 6.5000%  | 0.0000% | $25919128.00       | $27167926.00       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA2693 | 2052-02-01      | 2.5000%  | 0.0000% | $15335338.00       | $12904064.99       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2051 | 2055-07-01      | 6.0000%  | 0.0000% | $72773018.45       | $75442963.49       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2043 | 2052-04-01      | 3.0000%  | 0.0000% | $20500665.81       | $17989259.07       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2060 | 2055-06-01      | 6.5000%  | 0.0000% | $8052204.30        | $8441178.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2070 | 2055-06-01      | 6.5000%  | 0.0000% | $26715048.98       | $28842970.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2336 | 2055-02-01      | 4.5000%  | 0.0000% | $995.84            | $970.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2339 | 2055-07-01      | 4.5000%  | 0.0000% | $1006.80           | $972.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2340 | 2055-07-01      | 5.0000%  | 0.0000% | $1006.60           | $1005.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2341 | 2055-07-01      | 5.0000%  | 0.0000% | $1021.46           | $1020.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2342 | 2055-07-01      | 5.0000%  | 0.0000% | $997.76            | $993.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2343 | 2055-07-01      | 5.0000%  | 0.0000% | $1019.98           | $1017.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $2792629.53        | $2826997.80        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $1099418.38        | $1030007.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $12071014.83       | $12193810.59       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA5843 | 2040-07-01      | 3.0000%  | 0.0000% | $994.10            | $952.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5821 | 2055-08-01      | 5.0000%  | 0.0000% | $63467888.00       | $62877566.13       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ0764 | 2040-12-01      | 4.0000%  | 0.0000% | $1004.45           | $986.75            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6251 | 2043-06-01      | 4.0000%  | 0.0000% | $143.97            | $137.21            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL5780 | 2043-05-01      | 3.5000%  | 0.0000% | $151624.16         | $143093.97         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6355 | 2043-07-01      | 4.0000%  | 0.0000% | $163.55            | $158.83            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL8770 | 2044-11-01      | 4.0000%  | 0.0000% | $137644.78         | $131816.64         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL9890 | 2045-07-01      | 3.0000%  | 0.0000% | $109.72            | $98.85             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $9640535.64        | $9396495.12        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890 | 2052-06-01      | 4.5000%  | 0.0000% | $1994924.48        | $1957397.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4231 | 2052-06-01      | 5.0000%  | 0.0000% | $2537719.07        | $2523096.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0458 | 2053-04-01      | 5.0000%  | 0.0000% | $4561255.16        | $4533928.17        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122 | 2053-10-01      | 4.5000%  | 0.0000% | $2729677.26        | $2636895.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016 | 2054-07-01      | 6.5000%  | 0.0000% | $3443147.12        | $3620450.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ1643 | 2054-08-01      | 6.5000%  | 0.0000% | $4116107.38        | $4321190.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5887 | 2054-10-01      | 5.5000%  | 0.0000% | $4088802.63        | $4131501.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8019 | 2054-11-01      | 5.0000%  | 0.0000% | $2375324.17        | $2355278.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885 | 2055-01-01      | 6.0000%  | 0.0000% | $1130095.29        | $1184712.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1359 | 2054-12-01      | 5.5000%  | 0.0000% | $992.89            | $1004.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381 | 2055-01-01      | 6.5000%  | 0.0000% | $1080736.30        | $1128013.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3083 | 2055-02-01      | 6.0000%  | 0.0000% | $3644996.02        | $3749132.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD4025 | 2055-01-01      | 5.0000%  | 0.0000% | $1109382.57        | $1100334.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7521 | 2055-04-01      | 5.0000%  | 0.0000% | $1010.91           | $1004.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578 | 2055-05-01      | 6.5000%  | 0.0000% | $997.62            | $1040.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE0431 | 2055-05-01      | 5.0000%  | 0.0000% | $2466957.11        | $2450137.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1319 | 2055-06-01      | 6.0000%  | 0.0000% | $19613734.12       | $20228186.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1436 | 2055-06-01      | 5.5000%  | 0.0000% | $335685.12         | $339911.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2698 | 2055-07-01      | 6.5000%  | 0.0000% | $32447636.18       | $33975970.34       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE2463 | 2055-07-01      | 5.0000%  | 0.0000% | $1452029.72        | $1447082.50        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2477 | 2055-07-01      | 6.5000%  | 0.0000% | $5614855.10        | $5883658.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2330 | 2052-03-01      | 2.0000%  | 0.0000% | $1015.73           | $825.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2331 | 2053-12-01      | 2.0000%  | 0.0000% | $409179.26         | $327161.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2344 | 2055-07-01      | 5.5000%  | 0.0000% | $1007.34           | $1033.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2346 | 2055-07-01      | 5.5000%  | 0.0000% | $1022.21           | $1043.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5424 | 2049-09-01      | 3.5000%  | 0.0000% | $7398377.87        | $6725045.74        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6126 | 2051-02-01      | 2.0000%  | 0.0000% | $745.15            | $594.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1134 | 2054-12-01      | 5.0000%  | 0.0000% | $4198089.95        | $4205406.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632 | 2054-12-01      | 6.5000%  | 0.0000% | $2971208.48        | $3101366.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3682 | 2055-01-01      | 5.5000%  | 0.0000% | $4502359.08        | $4605660.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7225 | 2055-02-01      | 6.5000%  | 0.0000% | $3964338.10        | $4152182.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7351 | 2055-03-01      | 5.5000%  | 0.0000% | $3458921.15        | $3511278.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0257 | 2055-04-01      | 6.5000%  | 0.0000% | $3133843.70        | $3286748.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0482 | 2055-04-01      | 6.5000%  | 0.0000% | $3063164.96        | $3208305.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0595 | 2055-04-01      | 6.5000%  | 0.0000% | $3749721.87        | $3932095.43        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM3192 | 2047-05-01      | 4.0000%  | 0.0000% | $8324186.60        | $7987882.06        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM8066 | 2048-09-01      | 4.0000%  | 0.0000% | $136.63            | $130.49            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684 | 2048-08-01      | 4.0000%  | 0.0000% | $6466251.42        | $6138400.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM8127 | 2048-08-01      | 5.0000%  | 0.0000% | $280029.01         | $282933.44         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZM9304 | 2042-07-01      | 3.5000%  | 0.0000% | $6492.55           | $5988.27           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0638 | 2043-02-01      | 3.5000%  | 0.0000% | $18839.62          | $17737.17          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1483 | 2048-11-01      | 4.0000%  | 0.0000% | $2370270.03        | $2262150.43        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1485 | 2048-11-01      | 4.0000%  | 0.0000% | $818144.47         | $781077.71         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN4873 | 2049-04-01      | 4.0000%  | 0.0000% | $371163.88         | $354074.42         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65095 G | 2042-09-01      | 3.0000%  | 0.0000% | $124880.75         | $111764.94         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1334 | 2042-07-01      | 3.5000%  | 0.0000% | $476674.05         | $449955.62         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1383 | 2045-02-01      | 4.0000%  | 0.0000% | $141.00            | $134.92            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3208 | 2046-04-01      | 3.5000%  | 0.0000% | $270370.61         | $247699.02         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3211 | 2046-05-01      | 3.5000%  | 0.0000% | $103994.63         | $95653.55          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  | 0.0000% | $375816.21         | $344305.23         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PZA3222 | 2046-12-01      | 3.0000%  | 0.0000% | $239985.25         | $209742.39         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA5433 | 2048-06-01      | 3.5000%  | 0.0000% | $135870.67         | $125605.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA5441 | 2048-05-01      | 5.0000%  | 0.0000% | $306725.58         | $309906.60         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498 | 2048-06-01      | 4.0000%  | 0.0000% | $8021700.87        | $7676696.43        | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712 | 2032-04-01      | 8.0000%  | 0.0000% | $7062.75           | $7480.77           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2140 | 2038-05-01      | 6.5000%  | 0.0000% | $194646.87         | $206153.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254 | 2038-08-01      | 5.5000%  | 0.0000% | $22840.32          | $23695.00          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516 | 2039-01-01      | 5.5000%  | 0.0000% | $39417.18          | $40924.29          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549 | 2041-07-01      | 4.5000%  | 0.0000% | $4300939.72        | $4291800.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876 | 2038-11-01      | 5.5000%  | 0.0000% | $33297.37          | $34611.21          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8802 | 2054-11-01      | 5.0000%  | 0.0000% | $9619988.74        | $9572638.09        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4703 | 2051-02-01      | 2.0000%  | 0.0000% | $68566.96          | $55367.17          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7183 | 2052-04-01      | 4.0000%  | 0.0000% | $1752863.04        | $1643198.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2485 | 2055-06-01      | 5.5000%  | 0.0000% | $998.21            | $1021.80           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2547 | 2055-07-01      | 6.5000%  | 0.0000% | $1726926.64        | $1801753.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4743 | 2055-08-01      | 5.5000%  | 0.0000% | $51306827.00       | $51828759.96       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5790 | 2055-07-01      | 5.0000%  | 0.0000% | $5970189.51        | $5949848.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE6337 | 2055-08-01      | 5.0000%  | 0.0000% | $7041449.00        | $6975969.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6678 | 2055-08-01      | 6.0000%  | 0.0000% | $3223.29           | $3335.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7416 | 2055-08-01      | 6.5000%  | 0.0000% | $15873973.00       | $16900726.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7709 | 2055-08-01      | 6.5000%  | 0.0000% | $6539549.00        | $6827645.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7702 | 2055-08-01      | 6.5000%  | 0.0000% | $5638679.00        | $5912941.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8402 | 2055-08-01      | 6.5000%  | 0.0000% | $24913.00          | $25995.31          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0745 | 2063-06-01      | 4.0000%  | 0.0000% | $33998176.24       | $31243205.79       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037 | 2051-08-01      | 3.0000%  | 0.0000% | $118391.79         | $105114.43         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $465332.36         | $409331.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1860 | 2052-05-01      | 4.0000%  | 0.0000% | $1206339.76        | $1134889.60        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  | 0.0000% | $2939608.94        | $2767037.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0599 | 2055-04-01      | 5.5000%  | 0.0000% | $3703206.14        | $3755402.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2771 | 2055-05-01      | 5.5000%  | 0.0000% | $1901199.24        | $1940104.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4013 | 2055-05-01      | 5.5000%  | 0.0000% | $2152014.45        | $2203860.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5294 | 2055-06-01      | 6.5000%  | 0.0000% | $52255.22          | $54994.36          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4835 | 2055-06-01      | 5.5000%  | 0.0000% | $5036996.96        | $5113356.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6179 | 2055-06-01      | 6.0000%  | 0.0000% | $2043823.04        | $2113269.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6194 | 2055-06-01      | 5.0000%  | 0.0000% | $1541270.23        | $1528056.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5467 | 2055-05-01      | 5.0000%  | 0.0000% | $1021722.02        | $1018904.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5569 | 2055-06-01      | 6.0000%  | 0.0000% | $2634728.68        | $2729780.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5797 | 2055-06-01      | 6.0000%  | 0.0000% | $710.64            | $732.34            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5999 | 2055-06-01      | 6.5000%  | 0.0000% | $1577227.92        | $1674666.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6010 | 2055-06-01      | 6.5000%  | 0.0000% | $1432.27           | $1505.87           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7151 | 2055-06-01      | 6.5000%  | 0.0000% | $3628.95           | $3811.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6516 | 2055-06-01      | 6.0000%  | 0.0000% | $1244954.45        | $1284720.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6522 | 2055-06-01      | 6.0000%  | 0.0000% | $916828.62         | $942067.69         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6843 | 2055-06-01      | 6.5000%  | 0.0000% | $1552.59           | $1631.57           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6848 | 2055-06-01      | 6.0000%  | 0.0000% | $1954442.63        | $2018291.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6971 | 2055-06-01      | 6.0000%  | 0.0000% | $1107987.53        | $1138488.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6997 | 2055-06-01      | 5.0000%  | 0.0000% | $1173941.92        | $1167418.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6998 | 2055-06-01      | 5.0000%  | 0.0000% | $1042636.37        | $1048582.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6999 | 2055-06-01      | 5.0000%  | 0.0000% | $1073170.96        | $1067342.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7009 | 2055-06-01      | 6.5000%  | 0.0000% | $1722.66           | $1808.50           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7044 | 2055-06-01      | 6.0000%  | 0.0000% | $8823130.86        | $9057911.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7720 | 2055-07-01      | 6.5000%  | 0.0000% | $6384845.46        | $6691794.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7746 | 2055-07-01      | 5.5000%  | 0.0000% | $998.59            | $1016.02           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY7872 | 2055-07-01      | 5.0000%  | 0.0000% | $1997.90           | $1990.42           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8703 | 2055-07-01      | 6.0000%  | 0.0000% | $4424356.66        | $4549679.52        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8838 | 2055-06-01      | 5.5000%  | 0.0000% | $994.21            | $1017.44           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9258 | 2055-08-01      | 5.5000%  | 0.0000% | $1004.67           | $1022.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9491 | 2055-08-01      | 6.0000%  | 0.0000% | $17400073.74       | $17857463.69       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9918 | 2055-08-01      | 6.0000%  | 0.0000% | $29503833.11       | $30405371.91       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0888 | 2055-08-01      | 6.0000%  | 0.0000% | $6587668.00        | $6762963.65        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0007 | 2055-08-01      | 6.0000%  | 0.0000% | $3719231.00        | $3836887.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0118 | 2055-08-01      | 6.0000%  | 0.0000% | $6882424.00        | $7127670.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0403 | 2055-08-01      | 5.5000%  | 0.0000% | $5177022.00        | $5260660.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0433 | 2055-08-01      | 6.0000%  | 0.0000% | $16730827.00       | $17176982.39       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1360 | 2055-08-01      | 6.5000%  | 0.0000% | $5998265.00        | $6280834.60        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4079 | 2045-02-01      | 4.0000%  | 0.0000% | $12898.96          | $12420.68          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  | 0.0000% | $92.55             | $86.68             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4634 | 2045-10-01      | 4.0000%  | 0.0000% | $46109.16          | $44090.37          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4690 | 2046-11-01      | 4.0000%  | 0.0000% | $86560.75          | $82707.85          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4664 | 2046-05-01      | 4.0000%  | 0.0000% | $68957.30          | $65894.99          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  | 0.0000% | $44338.56          | $42364.65          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429 | 2047-11-01      | 4.0000%  | 0.0000% | $5210552.67        | $4958227.03        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1696 | 2048-12-01      | 4.0000%  | 0.0000% | $131829.55         | $125780.04         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0843 | 2037-04-01      | 2.5000%  | 0.0000% | $2742940.76        | $2583717.01        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0861 | 2037-02-01      | 2.5000%  | 0.0000% | $1222513.24        | $1151542.00        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $14035.44          | $13193.80          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310 | 2052-05-01      | 3.5000%  | 0.0000% | $18632942.55       | $16997533.32       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $5325.22           | $5022.31           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $6460.88           | $6548.99           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8767 | 2053-03-01      | 5.0000%  | 0.0000% | $427143.85         | $427027.62         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRC3548 | 2040-06-01      | 6.0000%  | 0.0000% | $2743656.65        | $2852340.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PRE6158 | 2055-02-01      | 6.5000%  | 0.0000% | $2356112.11        | $2413824.03        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI1873 | 2054-03-01      | 5.5000%  | 0.0000% | $2379057.81        | $2413225.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952 | 2054-05-01      | 6.0000%  | 0.0000% | $2731687.59        | $2829013.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7436 | 2054-06-01      | 6.5000%  | 0.0000% | $3460915.31        | $3625002.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8330 | 2054-05-01      | 5.5000%  | 0.0000% | $4201866.05        | $4254758.21        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO1276 | 2038-04-01      | 3.0000%  | 0.0000% | $298464.00         | $286036.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3049 | 2040-01-01      | 5.5000%  | 0.0000% | $877.32            | $902.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3200 | 2040-03-01      | 5.5000%  | 0.0000% | $2003360.34        | $2060972.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3761 | 2040-06-01      | 5.5000%  | 0.0000% | $3793535.27        | $3907287.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4182 | 2048-07-01      | 4.0000%  | 0.0000% | $315433.31         | $301210.46         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ6929 | 2051-12-01      | 2.5000%  | 0.0000% | $794.34            | $670.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4270 | 2052-03-01      | 2.0000%  | 0.0000% | $337721.94         | $272613.39         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5284 | 2050-09-01      | 3.5000%  | 0.0000% | $800.70            | $734.28            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS4837 | 2047-03-01      | 4.0000%  | 0.0000% | $3713611.45        | $3562386.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5048 | 2052-01-01      | 3.5000%  | 0.0000% | $49852891.86       | $46080833.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6432 | 2050-10-01      | 3.5000%  | 0.0000% | $12130145.24       | $11185221.75       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL0488 | 2052-07-01      | 3.0000%  | 0.0000% | $42498693.48       | $37378762.53       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL1323 | 2052-08-01      | 2.0000%  | 0.0000% | $29316700.43       | $23538365.76       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325 | 2052-07-01      | 3.5000%  | 0.0000% | $35902979.03       | $33150018.38       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1329 | 2055-05-01      | 5.0000%  | 0.0000% | $36992125.86       | $37122260.06       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1333 | 2055-01-01      | 5.0000%  | 0.0000% | $19396787.45       | $19376593.24       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL1639 | 2052-05-01      | 3.0000%  | 0.0000% | $12411726.44       | $10891331.32       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1640 | 2052-09-01      | 4.0000%  | 0.0000% | $18523228.04       | $17507842.31       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL1924 | 2050-06-01      | 3.0000%  | 0.0000% | $30425362.42       | $27235760.11       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1926 | 2049-01-01      | 3.5000%  | 0.0000% | $31142875.22       | $28888729.68       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1927 | 2048-11-01      | 3.5000%  | 0.0000% | $36208882.88       | $34052688.15       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1931 | 2055-08-01      | 5.5000%  | 0.0000% | $985.33            | $1012.36           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1932 | 2055-06-01      | 5.5000%  | 0.0000% | $34432087.20       | $35260240.12       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1935 | 2055-07-01      | 5.5000%  | 0.0000% | $25083017.20       | $25436556.76       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1942 | 2055-07-01      | 6.0000%  | 0.0000% | $29546346.22       | $30390475.49       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1943 | 2055-07-01      | 6.0000%  | 0.0000% | $43437805.48       | $44824195.45       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1945 | 2055-04-01      | 6.0000%  | 0.0000% | $14557281.48       | $14991010.83       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1988 | 2055-08-01      | 6.0000%  | 0.0000% | $1886051.99        | $1946872.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2259 | 2055-08-01      | 6.0000%  | 0.0000% | $70287825.00       | $72231400.53       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2262 | 2054-03-01      | 5.0000%  | 0.0000% | $6707860.00        | $6685320.85        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL2311 | 2052-05-01      | 2.5000%  | 0.0000% | $13966868.00       | $11752427.28       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2281 | 2055-08-01      | 6.0000%  | 0.0000% | $77730501.00       | $80808602.96       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2284 | 2055-08-01      | 6.0000%  | 0.0000% | $33288942.00       | $34489929.36       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2285 | 2055-08-01      | 6.0000%  | 0.0000% | $12044046.00       | $12366003.43       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2286 | 2055-08-01      | 6.0000%  | 0.0000% | $12745290.00       | $13087458.56       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2287 | 2055-08-01      | 6.0000%  | 0.0000% | $5448876.00        | $5632942.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2289 | 2055-08-01      | 6.0000%  | 0.0000% | $3890004.00        | $4007395.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2296 | 2055-08-01      | 6.5000%  | 0.0000% | $5285579.00        | $5540241.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  | 0.0000% | $71677390.28       | $72507756.93       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  | 0.0000% | $504962.94         | $485069.09         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711 | 2037-07-01      | 3.0000%  | 0.0000% | $1599772.35        | $1536762.65        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | 0.0000% | $18409.20          | $17294.79          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979 | 2038-01-01      | 3.5000%  | 0.0000% | $754.46            | $732.58            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $1469.59           | $1526.24           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $629973.31         | $562948.35         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  | 0.0000% | $3859.84           | $3864.35           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8386 | 2040-05-01      | 6.0000%  | 0.0000% | $6134700.36        | $6359872.49        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $711840.76         | $694400.66         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  | 0.0000% | $889184.63         | $751569.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1357 | 2052-08-01      | 5.0000%  | 0.0000% | $872798.45         | $878013.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1632 | 2052-09-01      | 5.5000%  | 0.0000% | $15297746.82       | $15663833.81       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $49287.42          | $46486.28          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $66.28             | $68.18             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780 | 2041-07-01      | 4.5000%  | 0.0000% | $4609049.66        | $4621982.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBU5641 | 2040-02-01      | 5.5000%  | 0.0000% | $1149216.52        | $1184761.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV5828 | 2055-07-01      | 6.5000%  | 0.0000% | $5089800.30        | $5349820.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8459 | 2052-04-01      | 3.0000%  | 0.0000% | $16155028.90       | $14071972.55       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS8493 | 2038-07-01      | 6.0000%  | 0.0000% | $241432.78         | $250501.88         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9524 | 2050-04-01      | 4.0000%  | 0.0000% | $837553.27         | $799870.17         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9573 | 2054-09-01      | 7.0000%  | 0.0000% | $5136863.98        | $5522834.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9564 | 2054-09-01      | 6.5000%  | 0.0000% | $8726490.94        | $9152715.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0556 | 2055-06-01      | 5.0000%  | 0.0000% | $21239460.40       | $21131136.80       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3737 | 2055-03-01      | 6.5000%  | 0.0000% | $50311078.01       | $53073284.78       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4048 | 2055-04-01      | 6.5000%  | 0.0000% | $36893988.18       | $38671376.57       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4693 | 2055-08-01      | 6.0000%  | 0.0000% | $104574141.00      | $108106725.20      | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0039 | 2055-08-01      | 5.0000%  | 0.0000% | $1013.97           | $1004.54           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0049 | 2055-08-01      | 5.5000%  | 0.0000% | $32728275.00       | $33061212.48       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0050 | 2055-08-01      | 6.0000%  | 0.0000% | $33096468.00       | $33965040.69       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0025 | 2040-08-01      | 5.0000%  | 0.0000% | $12694992.00       | $12871882.61       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0011 | 2040-07-01      | 6.0000%  | 0.0000% | $24219272.85       | $25108281.63       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $4482224.83        | $4637429.33        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4522 | 2052-06-01      | 3.5000%  | 0.0000% | $2244807.01        | $2039165.22        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4772 | 2052-03-01      | 3.5000%  | 0.0000% | $12189612.85       | $11294276.30       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936 | 2052-11-01      | 4.5000%  | 0.0000% | $2559068.08        | $2527624.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5007 | 2053-09-01      | 5.0000%  | 0.0000% | $36911590.78       | $36701891.94       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6769 | 2052-02-01      | 3.0000%  | 0.0000% | $28797707.91       | $25323936.39       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6771 | 2049-01-01      | 4.0000%  | 0.0000% | $28557848.14       | $27270063.70       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6772 | 2052-05-01      | 4.0000%  | 0.0000% | $24258601.49       | $23209807.80       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6785 | 2054-10-01      | 5.5000%  | 0.0000% | $43282909.38       | $44305501.79       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ4078 | 2043-06-01      | 4.0000%  | 0.0000% | $16125.83          | $15733.81          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX9742 | 2053-04-01      | 4.5000%  | 0.0000% | $657601.87         | $636936.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0517 | 2053-04-01      | 5.0000%  | 0.0000% | $2235440.89        | $2229089.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3521 | 2053-06-01      | 5.5000%  | 0.0000% | $3017057.71        | $3050691.20        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0866 | 2047-12-01      | 4.0000%  | 0.0000% | $256482.05         | $245022.72         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0868 | 2047-12-01      | 4.0000%  | 0.0000% | $3507699.58        | $3368437.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1184 | 2048-02-01      | 3.5000%  | 0.0000% | $224.29            | $206.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $20837365.70       | $19690940.14       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6917 | 2054-09-01      | 6.5000%  | 0.0000% | $49011108.67       | $51505801.35       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462 | 2055-01-01      | 5.0000%  | 0.0000% | $11278102.17       | $11236732.84       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4347 | 2045-01-01      | 4.0000%  | 0.0000% | $44308.60          | $42432.94          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT8394 | 2043-06-01      | 4.0000%  | 0.0000% | $37244.18          | $36139.19          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653 | 2043-07-01      | 4.0000%  | 0.0000% | $37728.26          | $36639.85          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7523 | 2043-09-01      | 4.0000%  | 0.0000% | $886565.60         | $863914.84         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370 | 2045-04-01      | 2.5000%  | 0.0000% | $154800.65         | $133969.81         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643 | 2045-04-01      | 2.5000%  | 0.0000% | $82205.19          | $72026.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8386 | 2035-12-01      | 2.5000%  | 0.0000% | $7048374.37        | $6670894.76        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $1868784.59        | $1511324.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3836 | 2049-11-01      | 4.0000%  | 0.0000% | $419671.20         | $398918.51         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  | 0.0000% | $3934017.70        | $3524158.62        | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $11300.00          | $11684.68          | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $200.00            | $199.63            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $157400.00         | $158893.56         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  | 0.0000% | $202700.00         | $198753.45         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  | 0.0000% | $3787700.00        | $3456006.01        | U.S. Treasuries (including strips) |

### Security 338: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDB002, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDB002_4.40_1029
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **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? 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLDB4852 | 2054-12-01      | 5.5000%  | 0.0000% | $1520560.24        | $1543059.64        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $253683.73         | $256264.40         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $27603784.84       | $25861050.55       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $7055772.11        | $6815946.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5393 | 2054-12-01      | 5.5000%  | 0.0000% | $997862.43         | $1015796.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6327 | 2054-12-01      | 5.5000%  | 0.0000% | $1825888.13        | $1866813.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6317 | 2054-12-01      | 6.0000%  | 0.0000% | $1909749.55        | $1983831.92        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6318 | 2054-12-01      | 6.0000%  | 0.0000% | $1506590.77        | $1566249.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6320 | 2054-12-01      | 6.0000%  | 0.0000% | $950287.90         | $989518.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6336 | 2054-12-01      | 5.5000%  | 0.0000% | $1935260.26        | $1966525.89        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC6761 | 2054-12-01      | 6.5000%  | 0.0000% | $1085614.97        | $1136786.04        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC6958 | 2054-11-01      | 7.0000%  | 0.0000% | $7029.66           | $7463.59           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC6959 | 2054-11-01      | 7.0000%  | 0.0000% | $915.67            | $972.47            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC7366 | 2054-12-01      | 4.0000%  | 0.0000% | $970289.43         | $909031.29         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7370 | 2054-12-01      | 5.5000%  | 0.0000% | $2600625.59        | $2664993.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9664 | 2054-12-01      | 5.5000%  | 0.0000% | $34093481.69       | $34583158.80       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9647 | 2054-12-01      | 5.0000%  | 0.0000% | $16475369.81       | $16377949.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9674 | 2054-12-01      | 6.0000%  | 0.0000% | $46630247.80       | $48160263.96       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $8880995.43        | $8798392.30        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $1786563.81        | $1804738.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5554 | 2054-12-01      | 6.0000%  | 0.0000% | $272730.73         | $279967.28         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $19663669.71       | $18422225.77       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  | 0.0000% | $6575133.98        | $6351645.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7374 | 2054-12-01      | 6.0000%  | 0.0000% | $4500772.83        | $4652771.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7406 | 2054-12-01      | 6.0000%  | 0.0000% | $1184199.62        | $1227645.14        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7910 | 2054-12-01      | 6.0000%  | 0.0000% | $4330896.59        | $4477184.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8821 | 2054-12-01      | 5.0000%  | 0.0000% | $376253.03         | $372753.46         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0490 | 2054-12-01      | 5.5000%  | 0.0000% | $8826609.46        | $8967365.44        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0581 | 2054-12-01      | 5.5000%  | 0.0000% | $11764665.85       | $11961533.16       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0630 | 2054-12-01      | 5.5000%  | 0.0000% | $1022723.43        | $1043267.67        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0684 | 2054-12-01      | 6.0000%  | 0.0000% | $1043735.18        | $1082902.04        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0724 | 2054-12-01      | 6.0000%  | 0.0000% | $1307863.42        | $1351537.77        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX1757 | 2054-12-01      | 6.5000%  | 0.0000% | $993245.33         | $1040794.52        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX1761 | 2054-12-01      | 6.5000%  | 0.0000% | $1043781.89        | $1091296.47        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0943 | 2054-12-01      | 6.0000%  | 0.0000% | $2961810.42        | $3072954.34        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0996 | 2054-12-01      | 4.5000%  | 0.0000% | $1032524.85        | $997429.33         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1052 | 2054-12-01      | 6.0000%  | 0.0000% | $1221082.58        | $1265880.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1053 | 2054-12-01      | 6.0000%  | 0.0000% | $2600775.04        | $2701650.43        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1038 | 2054-12-01      | 5.5000%  | 0.0000% | $1808956.57        | $1845972.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1039 | 2054-12-01      | 5.5000%  | 0.0000% | $2811103.05        | $2866081.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1122 | 2054-12-01      | 5.0000%  | 0.0000% | $7066872.25        | $7001142.49        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1347 | 2054-12-01      | 4.5000%  | 0.0000% | $1719998.54        | $1667337.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1388 | 2054-12-01      | 6.0000%  | 0.0000% | $1071440.54        | $1108155.24        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1556 | 2054-12-01      | 6.0000%  | 0.0000% | $2982633.49        | $3094564.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5216 | 2054-12-01      | 6.0000%  | 0.0000% | $2516819.35        | $2616471.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5236 | 2054-12-01      | 5.5000%  | 0.0000% | $4412302.37        | $4508970.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5247 | 2054-12-01      | 5.5000%  | 0.0000% | $4039166.73        | $4122441.33        | Agency Mortgage-Backed Securities |

### Security 339: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 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: 959JDC000, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDC000_4.32_1103
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CLDB7429 | 2054-11-01      | 4.0000%  | 0.0000% | $1065075.96        | $997833.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC2693 | 2054-11-01      | 4.0000%  | 0.0000% | $4561267.34        | $4273757.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5276 | 2054-11-01      | 5.5000%  | 0.0000% | $1035268.60        | $1056543.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $45570742.54       | $46034323.58       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5256 | 2054-11-01      | 4.5000%  | 0.0000% | $1085473.82        | $1055705.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5468 | 2054-11-01      | 4.5000%  | 0.0000% | $182346.09         | $176148.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5713 | 2054-11-01      | 4.5000%  | 0.0000% | $314564.10         | $303872.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5708 | 2054-11-01      | 4.5000%  | 0.0000% | $999900.65         | $969343.68         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5738 | 2054-11-01      | 5.5000%  | 0.0000% | $274658.43         | $277585.68         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  | 0.0000% | $368103.29         | $371992.58         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6500 | 2054-11-01      | 4.5000%  | 0.0000% | $2999702.22        | $2897742.34        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC6839 | 2054-11-01      | 4.0000%  | 0.0000% | $1180699.64        | $1106157.48        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC6888 | 2054-11-01      | 4.0000%  | 0.0000% | $1227891.93        | $1150370.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6890 | 2054-11-01      | 4.5000%  | 0.0000% | $474449.94         | $458323.38         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC6958 | 2054-11-01      | 7.0000%  | 0.0000% | $937088.60         | $994933.62         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC6959 | 2054-11-01      | 7.0000%  | 0.0000% | $918240.28         | $975197.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7013 | 2054-11-01      | 5.5000%  | 0.0000% | $154595.66         | $156168.32         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $3650058.90        | $3616109.29        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC8818 | 2054-11-01      | 4.0000%  | 0.0000% | $1031038.17        | $965944.72         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0824 | 2054-11-01      | 5.0000%  | 0.0000% | $1635748.06        | $1622913.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0315 | 2054-11-01      | 6.0000%  | 0.0000% | $1842895.06        | $1902314.91        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX0615 | 2054-11-01      | 4.0000%  | 0.0000% | $1748463.51        | $1638076.21        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1076 | 2054-11-01      | 5.5000%  | 0.0000% | $1281137.66        | $1306570.52        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1081 | 2054-11-01      | 5.5000%  | 0.0000% | $55515.30          | $56458.44          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3421 | 2054-11-01      | 5.0000%  | 0.0000% | $3344960.25        | $3315868.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4778 | 2054-11-01      | 6.0000%  | 0.0000% | $559360.90         | $574067.44         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX5210 | 2054-11-01      | 5.0000%  | 0.0000% | $3575413.62        | $3547085.22        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX6629 | 2054-11-01      | 4.5000%  | 0.0000% | $431999.45         | $417315.79         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ7712 | 2054-11-01      | 5.0000%  | 0.0000% | $2478641.85        | $2461303.47        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7682 | 2054-11-01      | 4.5000%  | 0.0000% | $308418.83         | $297936.91         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7696 | 2054-11-01      | 4.5000%  | 0.0000% | $10766356.05       | $10411066.30       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ7744 | 2054-11-01      | 5.0000%  | 0.0000% | $8416115.15        | $8340259.77        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ8904 | 2054-11-01      | 5.5000%  | 0.0000% | $908681.27         | $918692.92         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8234 | 2054-11-01      | 5.0000%  | 0.0000% | $384849.18         | $381767.65         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ8423 | 2054-11-01      | 5.5000%  | 0.0000% | $59502.78          | $60187.52          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8658 | 2054-11-01      | 5.0000%  | 0.0000% | $3285781.53        | $3255220.11        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ8681 | 2054-11-01      | 5.5000%  | 0.0000% | $970795.87         | $998016.77         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ8750 | 2054-11-01      | 6.0000%  | 0.0000% | $878091.03         | $917467.85         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0779 | 2054-11-01      | 5.5000%  | 0.0000% | $19786607.16       | $20179703.29       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0111 | 2054-11-01      | 6.0000%  | 0.0000% | $939.40            | $964.05            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0232 | 2054-11-01      | 5.0000%  | 0.0000% | $27656.80          | $27449.42          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0233 | 2054-11-01      | 5.0000%  | 0.0000% | $945025.55         | $942434.19         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0236 | 2054-11-01      | 5.5000%  | 0.0000% | $31916467.47       | $32356907.63       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0684 | 2054-11-01      | 5.0000%  | 0.0000% | $17110692.39       | $17061137.92       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1042 | 2054-11-01      | 5.0000%  | 0.0000% | $20571783.26       | $20443207.33       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1270 | 2054-11-01      | 6.5000%  | 0.0000% | $31276070.39       | $32828600.64       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL1425 | 2054-11-01      | 4.0000%  | 0.0000% | $29374093.99       | $27588152.34       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1433 | 2054-11-01      | 6.0000%  | 0.0000% | $23517249.75       | $24196020.30       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1475 | 2054-11-01      | 5.0000%  | 0.0000% | $4505058.34        | $4490398.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3596 | 2054-11-01      | 6.0000%  | 0.0000% | $972627.19         | $998622.27         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3607 | 2054-11-01      | 5.0000%  | 0.0000% | $16630214.48       | $16480291.25       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6980 | 2054-11-01      | 5.5000%  | 0.0000% | $183076.00         | $187354.08         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7033 | 2054-11-01      | 5.0000%  | 0.0000% | $967249.76         | $958253.26         | Agency Mortgage-Backed Securities |

### Security 340: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, 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: 959JDD008, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDD008_4.34_0902
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA8201 M | 2052-08-20      | 4.5000%  | 0.0000% | $44227198.12       | $43197146.67       | Agency Mortgage-Backed Securities |
| GNII SF DM3335 C | 2055-08-20      | 6.0000%  | 0.0000% | $37354199.00       | $38538165.25       | Agency Mortgage-Backed Securities |
| GNII SF MB0091 M | 2054-12-20      | 5.0000%  | 0.0000% | $45351726.07       | $45041741.98       | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M | 2055-01-20      | 5.0000%  | 0.0000% | $34373649.32       | $34155510.33       | Agency Mortgage-Backed Securities |
| GNII SF DI9577 C | 2055-05-20      | 5.0000%  | 0.0000% | $40421308.04       | $40191750.95       | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M | 2054-10-20      | 4.5000%  | 0.0000% | $45198199.06       | $43698342.03       | Agency Mortgage-Backed Securities |
| GNII SF DC5733 C | 2055-08-20      | 6.5000%  | 0.0000% | $469015.00         | $495075.14         | Agency Mortgage-Backed Securities |
| GNII SF DH0246 C | 2055-01-20      | 6.5000%  | 0.0000% | $32370501.10       | $33751477.04       | Agency Mortgage-Backed Securities |
| GNII SF DH6261 C | 2055-02-20      | 7.0000%  | 0.0000% | $30121308.61       | $32065471.73       | Agency Mortgage-Backed Securities |
| GNII SF DJ9095 C | 2055-07-20      | 6.5000%  | 0.0000% | $30653117.68       | $31698773.87       | Agency Mortgage-Backed Securities |
| GNII SF DJ9066 C | 2055-05-20      | 4.5000%  | 0.0000% | $35630891.56       | $34272250.03       | Agency Mortgage-Backed Securities |
| GNII SF DJ9752 C | 2055-06-20      | 6.0000%  | 0.0000% | $33503412.68       | $34894295.70       | Agency Mortgage-Backed Securities |

### Security 341: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.170000%
- **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: 959JDF003, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDF003_4.17_0113
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CLDB8284 | 2054-12-01      | 4.0000%  | 0.0000% | $1870988.76        | $1752865.97        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $13525144.04       | $13399480.42       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5997 | 2054-12-01      | 4.5000%  | 0.0000% | $2633545.21        | $2555971.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $73497.64          | $71268.38          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9664 | 2054-12-01      | 5.5000%  | 0.0000% | $638148.26         | $647313.84         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9647 | 2054-12-01      | 5.0000%  | 0.0000% | $22356628.42       | $22224431.19       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9674 | 2054-12-01      | 6.0000%  | 0.0000% | $18254.75          | $18853.72          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0103 | 2054-12-01      | 6.0000%  | 0.0000% | $44048943.74       | $46024039.66       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $275045.03         | $282316.03         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1468 | 2054-12-01      | 5.0000%  | 0.0000% | $46889061.03       | $47054011.54       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7396 | 2054-12-01      | 5.5000%  | 0.0000% | $1433401.76        | $1465773.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7668 | 2054-12-01      | 5.5000%  | 0.0000% | $1065252.84        | $1093711.90        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC7671 | 2054-12-01      | 7.0000%  | 0.0000% | $994639.99         | $1072008.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8501 | 2054-12-01      | 5.5000%  | 0.0000% | $74920.26          | $75707.28          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8726 | 2054-12-01      | 5.5000%  | 0.0000% | $2935680.08        | $2980116.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9215 | 2054-12-01      | 5.0000%  | 0.0000% | $1678805.01        | $1677057.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9238 | 2054-12-01      | 6.0000%  | 0.0000% | $408133.09         | $419041.13         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC9953 | 2054-12-01      | 4.0000%  | 0.0000% | $1944067.54        | $1821330.99        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC9983 | 2054-12-01      | 4.0000%  | 0.0000% | $881857.50         | $826182.41         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0790 | 2054-12-01      | 4.5000%  | 0.0000% | $537607.03         | $519333.77         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0854 | 2054-12-01      | 5.0000%  | 0.0000% | $2138854.44        | $2119645.15        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0060 | 2054-12-01      | 5.0000%  | 0.0000% | $89779.54          | $89129.98          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0338 | 2054-12-01      | 4.5000%  | 0.0000% | $1760052.86        | $1700228.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0405 | 2054-12-01      | 5.5000%  | 0.0000% | $93272.56          | $94309.55          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0716 | 2054-12-01      | 4.5000%  | 0.0000% | $263426.92         | $254474.09         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0911 | 2054-12-01      | 6.0000%  | 0.0000% | $1749480.88        | $1796238.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1039 | 2054-12-01      | 5.5000%  | 0.0000% | $992.35            | $1011.76           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1233 | 2054-12-01      | 6.0000%  | 0.0000% | $683055.04         | $700980.91         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1274 | 2054-12-01      | 5.5000%  | 0.0000% | $1839369.46        | $1874083.48        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX1326 | 2054-12-01      | 4.0000%  | 0.0000% | $1076882.44        | $1008894.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1637 | 2054-12-01      | 5.5000%  | 0.0000% | $368208.78         | $372133.06         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1638 | 2054-12-01      | 5.5000%  | 0.0000% | $1936317.95        | $1966229.76        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1807 | 2054-12-01      | 4.5000%  | 0.0000% | $283954.60         | $274302.98         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2011 | 2054-12-01      | 5.0000%  | 0.0000% | $1993675.78        | $1975132.38        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX2080 | 2054-12-01      | 6.5000%  | 0.0000% | $1161322.32        | $1221230.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2549 | 2054-12-01      | 5.5000%  | 0.0000% | $2996919.80        | $3037191.74        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX2986 | 2054-12-01      | 4.5000%  | 0.0000% | $1874751.42        | $1811028.62        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX3319 | 2054-12-01      | 4.5000%  | 0.0000% | $681775.61         | $658602.06         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX3824 | 2054-12-01      | 6.0000%  | 0.0000% | $2146441.31        | $2223547.21        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX5191 | 2054-12-01      | 4.5000%  | 0.0000% | $3694271.21        | $3568717.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ9529 | 2054-12-01      | 5.0000%  | 0.0000% | $1758205.98        | $1745485.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9949 | 2054-12-01      | 6.0000%  | 0.0000% | $881985.65         | $905237.15         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ9990 | 2054-12-01      | 4.5000%  | 0.0000% | $1947525.20        | $1887747.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0266 | 2054-12-01      | 5.5000%  | 0.0000% | $50215581.48       | $51115182.47       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  | 0.0000% | $48182894.50       | $49692303.99       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1712 | 2054-12-01      | 6.0000%  | 0.0000% | $94071966.59       | $96856653.62       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1041 | 2054-12-01      | 4.5000%  | 0.0000% | $18030805.74       | $17418010.78       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1615 | 2054-12-01      | 6.0000%  | 0.0000% | $22279232.58       | $22938757.28       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL1618 | 2054-12-01      | 7.0000%  | 0.0000% | $7279558.80        | $7781924.39        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5256 | 2054-12-01      | 4.5000%  | 0.0000% | $313487.50         | $302832.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0057 | 2054-12-01      | 6.0000%  | 0.0000% | $3845345.67        | $3946261.64        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3084 | 2054-12-01      | 5.5000%  | 0.0000% | $620856.05         | $631308.02         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ4069 | 2054-12-01      | 5.0000%  | 0.0000% | $18693637.26       | $18519803.06       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7191 | 2054-12-01      | 5.0000%  | 0.0000% | $18603813.24       | $18431893.33       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMB0289 | 2054-12-01      | 4.0000%  | 0.0000% | $994624.20         | $931829.71         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6938 | 2054-12-01      | 4.5000%  | 0.0000% | $8897200.36        | $8604927.33        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7250 | 2054-12-01      | 5.0000%  | 0.0000% | $33157668.04       | $32849264.89       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7323 | 2054-12-01      | 5.0000%  | 0.0000% | $92737.19          | $91922.67          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7435 | 2054-12-01      | 5.0000%  | 0.0000% | $7642126.41        | $7621170.85        | Agency Mortgage-Backed Securities |

### Security 342: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JFQ007, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 959JFQ007_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1530000000.00
- **C.18.a - Value (excl. sponsor support):** $1530000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 08/15/31    | 2031-08-15      | 0.0000%  | 0.0000% | $41579718.94       | $32902197.92       | U.S. Treasuries (including strips) |
| TINT 02/15/32    | 2032-02-15      | 0.0000%  | 0.0000% | $69397146.88       | $53629282.34       | U.S. Treasuries (including strips) |
| TINT 08/15/32    | 2032-08-15      | 0.0000%  | 0.0000% | $13011246.88       | $9820056.43        | U.S. Treasuries (including strips) |
| TINT 02/15/33    | 2033-02-15      | 0.0000%  | 0.0000% | $4456689.79        | $3282637.26        | U.S. Treasuries (including strips) |
| TINT 08/15/33    | 2033-08-15      | 0.0000%  | 0.0000% | $80738634.38       | $58037514.03       | U.S. Treasuries (including strips) |
| TINT 02/15/34    | 2034-02-15      | 0.0000%  | 0.0000% | $88427006.50       | $61893598.93       | U.S. Treasuries (including strips) |
| TINT 08/15/34    | 2034-08-15      | 0.0000%  | 0.0000% | $62289139.88       | $42445937.74       | U.S. Treasuries (including strips) |
| TINT 02/15/35    | 2035-02-15      | 0.0000%  | 0.0000% | $4937446.81        | $3272643.43        | U.S. Treasuries (including strips) |
| TINT 08/15/35    | 2035-08-15      | 0.0000%  | 0.0000% | $55785646.88       | $35982355.88       | U.S. Treasuries (including strips) |
| TINT 11/15/30    | 2030-11-15      | 0.0000%  | 0.0000% | $9873385.62        | $8083271.69        | U.S. Treasuries (including strips) |
| TINT 05/15/31    | 2031-05-15      | 0.0000%  | 0.0000% | $18228185.20       | $14586448.99       | U.S. Treasuries (including strips) |
| TINT 11/15/31    | 2031-11-15      | 0.0000%  | 0.0000% | $9791885.64        | $7657460.20        | U.S. Treasuries (including strips) |
| TINT 05/15/32    | 2032-05-15      | 0.0000%  | 0.0000% | $54533283.00       | $41647831.69       | U.S. Treasuries (including strips) |
| TINT 11/15/32    | 2032-11-15      | 0.0000%  | 0.0000% | $9778349.64        | $7292908.29        | U.S. Treasuries (including strips) |
| TINT 05/15/33    | 2033-05-15      | 0.0000%  | 0.0000% | $76.04             | $55.37             | U.S. Treasuries (including strips) |
| TINT 11/15/33    | 2033-11-15      | 0.0000%  | 0.0000% | $768823.14         | $545250.14         | U.S. Treasuries (including strips) |
| TINT 05/15/34    | 2034-05-15      | 0.0000%  | 0.0000% | $4930590.14        | $3407220.22        | U.S. Treasuries (including strips) |
| TINT 11/15/34    | 2034-11-15      | 0.0000%  | 0.0000% | $2102723.14        | $1412910.09        | U.S. Treasuries (including strips) |
| TINT 11/15/25    | 2025-11-15      | 0.0000%  | 0.0000% | $136360.64         | $135185.21         | U.S. Treasuries (including strips) |
| TINT 02/15/26    | 2026-02-15      | 0.0000%  | 0.0000% | $51852414.54       | $50944167.65       | U.S. Treasuries (including strips) |
| TINT 05/15/26    | 2026-05-15      | 0.0000%  | 0.0000% | $21077735.64       | $20502735.01       | U.S. Treasuries (including strips) |
| TINT 08/15/26    | 2026-08-15      | 0.0000%  | 0.0000% | $93331175.21       | $90019785.11       | U.S. Treasuries (including strips) |
| TINT 11/15/26    | 2026-11-15      | 0.0000%  | 0.0000% | $7143860.64        | $6828794.95        | U.S. Treasuries (including strips) |
| TINT 02/15/27    | 2027-02-15      | 0.0000%  | 0.0000% | $24089099.73       | $22838104.60       | U.S. Treasuries (including strips) |
| TINT 05/15/27    | 2027-05-15      | 0.0000%  | 0.0000% | $61383010.64       | $57629930.60       | U.S. Treasuries (including strips) |
| TINT 08/15/27    | 2027-08-15      | 0.0000%  | 0.0000% | $56838803.01       | $52865372.81       | U.S. Treasuries (including strips) |
| TINT 11/15/27    | 2027-11-15      | 0.0000%  | 0.0000% | $666373.14         | $614418.69         | U.S. Treasuries (including strips) |
| TINT 02/15/28    | 2028-02-15      | 0.0000%  | 0.0000% | $19886253.13       | $18174961.50       | U.S. Treasuries (including strips) |
| TINT 08/15/28    | 2028-08-15      | 0.0000%  | 0.0000% | $26413512.00       | $23701663.14       | U.S. Treasuries (including strips) |
| TINT 05/15/28    | 2028-05-15      | 0.0000%  | 0.0000% | $55297437.38       | $50080677.14       | U.S. Treasuries (including strips) |
| TINT 11/15/28    | 2028-11-15      | 0.0000%  | 0.0000% | $20565810.64       | $18279159.85       | U.S. Treasuries (including strips) |
| TINT 05/15/35    | 2035-05-15      | 0.0000%  | 0.0000% | $24185923.14       | $15808016.11       | U.S. Treasuries (including strips) |
| TINT 02/15/29    | 2029-02-15      | 0.0000%  | 0.0000% | $65551278.13       | $57691483.23       | U.S. Treasuries (including strips) |
| TINT 08/15/29    | 2029-08-15      | 0.0000%  | 0.0000% | $16800586.23       | $14497645.87       | U.S. Treasuries (including strips) |
| TINT 05/15/29    | 2029-05-15      | 0.0000%  | 0.0000% | $2916266.64        | $2541476.80        | U.S. Treasuries (including strips) |
| TINT 11/15/29    | 2029-11-15      | 0.0000%  | 0.0000% | $14833085.64       | $12668982.94       | U.S. Treasuries (including strips) |
| TINT 05/15/30    | 2030-05-15      | 0.0000%  | 0.0000% | $62947486.88       | $52641157.80       | U.S. Treasuries (including strips) |
| TINT 02/15/30    | 2030-02-15      | 0.0000%  | 0.0000% | $30095415.63       | $25435501.66       | U.S. Treasuries (including strips) |
| TINT 02/15/31    | 2031-02-15      | 0.0000%  | 0.0000% | $31662243.38       | $25624126.92       | U.S. Treasuries (including strips) |
| 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  | 0.0000% | $2591000.00        | $2543569.15        | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  | 0.0000% | $247200.00         | $240387.66         | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  | 0.0000% | $995000.00         | $918288.48         | U.S. Treasuries (including strips) |
| 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  | 0.0000% | $870100.00         | $796119.75         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN C 28  | 2028-05-15      | 0.0000%  | 0.0000% | $81000.00          | $73462.87          | U.S. Treasuries (including strips) |
| 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  | 0.0000% | $585000.00         | $563420.52         | U.S. Treasuries (including strips) |
| 2 TPRN F 26      | 2026-11-15      | 0.0000%  | 0.0000% | $150000.00         | $143214.45         | U.S. Treasuries (including strips) |
| 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  | 0.0000% | $117000.00         | $110772.56         | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  | 0.0000% | $1170100.00        | $1098522.64        | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 25  | 2025-11-15      | 0.0000%  | 0.0000% | $953000.00         | $944546.89         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  | 0.0000% | $600000.00         | $539387.40         | U.S. Treasuries (including strips) |
| 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  | 0.0000% | $248000.00         | $220917.41         | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 29  | 2029-05-15      | 0.0000%  | 0.0000% | $60000.00          | $52445.04          | U.S. Treasuries (including strips) |
| 1 5/8 TPRN E 29  | 2029-08-15      | 0.0000%  | 0.0000% | $5000.00           | $4338.58           | U.S. Treasuries (including strips) |
| 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  | 0.0000% | $423000.00         | $363480.09         | U.S. Treasuries (including strips) |
| 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  | 0.0000% | $20000.00          | $16989.72          | U.S. Treasuries (including strips) |
| 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  | 0.0000% | $940000.00         | $790537.18         | U.S. Treasuries (including strips) |
| 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  | 0.0000% | $69000.00          | $57431.18          | U.S. Treasuries (including strips) |
| 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  | 0.0000% | $80000.00          | $65936.40          | U.S. Treasuries (including strips) |
| 1 7/8 TPRN B 32  | 2032-02-15      | 0.0000%  | 0.0000% | $49900.00          | $38838.47          | U.S. Treasuries (including strips) |
| 4 1/8 TPRN F 32  | 2032-11-15      | 0.0000%  | 0.0000% | $75000.00          | $56469.07          | U.S. Treasuries (including strips) |
| 3 1/2 TPRN B 33  | 2033-02-15      | 0.0000%  | 0.0000% | $43500.00          | $32346.21          | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  | 0.0000% | $10000.00          | $8060.10           | U.S. Treasuries (including strips) |
| 1 1/4 TPRN E 31  | 2031-08-15      | 0.0000%  | 0.0000% | $30000.00          | $23903.22          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $305009000.00      | $308087800.50      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $154726700.00      | $144556672.10      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26  | 2026-03-31      | 0.7500%  | 0.0000% | $89463200.00       | $88056593.55       | U.S. Treasuries (including strips) |
| 6 TPRN 26        | 2026-02-15      | 0.0000%  | 0.0000% | $17000.00          | $16688.39          | U.S. Treasuries (including strips) |
| 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | 0.0000% | $9000.00           | $8686.10           | U.S. Treasuries (including strips) |
| 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  | 0.0000% | $61600.00          | $59101.94          | U.S. Treasuries (including strips) |
| 6 5/8 TPRN 27    | 2027-02-15      | 0.0000%  | 0.0000% | $303000.00         | $288053.01         | U.S. Treasuries (including strips) |
| 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  | 0.0000% | $34500.00          | $32155.59          | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  | 0.0000% | $210000.00         | $194107.62         | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | 0.0000% | $65900.00          | $59357.65          | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | 0.0000% | $6700.00           | $5968.67           | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  | 0.0000% | $2749000.00        | $2434104.80        | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  | 0.0000% | $12000.00          | $10395.58          | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | 0.0000% | $1293600.00        | $1088056.02        | U.S. Treasuries (including strips) |
| 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | 0.0000% | $706800.00         | $575945.17         | U.S. Treasuries (including strips) |

### Security 343: 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: 959JFZ007, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFZ007_4.34_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA8197 M     | 2052-07-20      | 2.5000%  | 0.0000% | $154918233.90      | $132801246.10      | Agency Mortgage-Backed Securities |
| GNII SF MA8488 M     | 2052-12-20      | 4.0000%  | 0.0000% | $70062202.46       | $66130109.25       | Agency Mortgage-Backed Securities |
| FHOR 22-27 7Z        | 2027-02-25      | 1.0000%  | 0.0000% | $125000.00         | $119895.89         | Agency Mortgage-Backed Securities |
| GNPL PN CO7708       | 2064-06-15      | 3.8700%  | 0.0000% | $3939017.78        | $3661766.08        | Agency Mortgage-Backed Securities |
| GNPL PN CP7220       | 2057-10-15      | 4.1200%  | 0.0000% | $1204360.41        | $1167564.12        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2224 | 2031-10-01      | 4.0000%  | 0.0000% | $1656104.50        | $1651502.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1281 | 2055-08-01      | 6.0000%  | 0.0000% | $5585336.00        | $5841600.53        | Agency Mortgage-Backed Securities |
| GNPL PN CM3795       | 2058-05-15      | 4.7600%  | 0.0000% | $9875076.50        | $9914657.99        | Agency Mortgage-Backed Securities |
| GNPL PN AG8330       | 2057-05-15      | 2.9900%  | 0.0000% | $5613636.22        | $5119499.02        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3JRE0009 | 2049-12-01      | 3.0000%  | 0.0000% | $443699.35         | $422378.41         | Agency Mortgage-Backed Securities |
| GNPL PN DA8510       | 2060-06-15      | 5.8400%  | 0.0000% | $4397929.44        | $4679740.94        | Agency Mortgage-Backed Securities |
| GNII SF DG6786 C     | 2055-02-20      | 6.5000%  | 0.0000% | $2157674.60        | $2253746.26        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $64627.59          | $61551.71          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7500 | 2049-07-01      | 4.0000%  | 0.0000% | $9005752.20        | $8636706.48        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  | 0.0000% | $6203404.00        | $5713121.42        | Agency Mortgage-Backed Securities |
| GNII SF MA6284 M     | 2049-11-20      | 3.5000%  | 0.0000% | $8274010.41        | $7610866.86        | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M     | 2049-07-20      | 3.0000%  | 0.0000% | $433239.21         | $386506.71         | Agency Mortgage-Backed Securities |
| GNII SF DK7431 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1303205.17        | $1326365.44        | Agency Mortgage-Backed Securities |

### Security 344: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.340000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 959JHQ005, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHQ005_4.34_0902
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII JM MA8931 M     | 2052-03-20      | 3.0000%  | 0.0000% | $13453.17          | $11614.14          | Agency Mortgage-Backed Securities |
| GNII SF MA8128 M     | 2037-07-20      | 5.0000%  | 0.0000% | $4066.72           | $4092.05           | Agency Mortgage-Backed Securities |
| GNII SF MA8147 M     | 2052-02-20      | 2.5000%  | 0.0000% | $57175.92          | $48844.27          | Agency Mortgage-Backed Securities |
| GNII SF MA8196 M     | 2052-07-20      | 2.0000%  | 0.0000% | $15817.99          | $12981.40          | Agency Mortgage-Backed Securities |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $41631.62          | $36980.67          | Agency Mortgage-Backed Securities |
| GNII SF DL6991 C     | 2055-07-20      | 6.5000%  | 0.0000% | $39716.28          | $41411.75          | Agency Mortgage-Backed Securities |
| GNII SF DL8103 C     | 2055-08-20      | 6.5000%  | 0.0000% | $34502.40          | $35975.43          | Agency Mortgage-Backed Securities |
| GNII SF DL8119 C     | 2055-08-20      | 6.5000%  | 0.0000% | $32141.80          | $33579.23          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1429 | 2054-04-01      | 6.0000%  | 0.0000% | $21908.34          | $22747.14          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4586 | 2042-04-01      | 2.0000%  | 0.0000% | $1299.67           | $1118.92           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  | 0.0000% | $2569.70           | $2282.83           | Agency Mortgage-Backed Securities |
| GNII SF DM3323 C     | 2055-08-20      | 6.0000%  | 0.0000% | $38934.40          | $40721.63          | Agency Mortgage-Backed Securities |
| GNII JM MB0076 M     | 2054-10-20      | 4.0000%  | 0.0000% | $18883.62          | $17394.48          | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $3546083.95        | $3523580.11        | Agency Mortgage-Backed Securities |
| GNII SF MB0254 M     | 2045-12-20      | 3.0000%  | 0.0000% | $46287.89          | $41113.98          | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $9375321.97        | $9603720.44        | Agency Mortgage-Backed Securities |
| GNII SF MB0423 M     | 2055-05-20      | 5.0000%  | 0.0000% | $126589.66         | $125733.78         | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $3189419.57        | $3167696.08        | Agency Mortgage-Backed Securities |
| GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $16003016.39       | $16194040.84       | Agency Mortgage-Backed Securities |
| GNAR AF MB0496 M     | 2055-07-20      | 5.5000%  | 0.0000% | $11246.77          | $11471.75          | Agency Mortgage-Backed Securities |
| GNII ET DI1267 C     | 2065-01-20      | 6.0000%  | 0.0000% | $5316.31           | $5411.42           | Agency Mortgage-Backed Securities |
| GNII SF DI1292 C     | 2055-06-20      | 6.0000%  | 0.0000% | $35488.59          | $37201.51          | Agency Mortgage-Backed Securities |
| GNII SF DI1896 C     | 2055-04-20      | 6.0000%  | 0.0000% | $29582.36          | $30810.47          | Agency Mortgage-Backed Securities |
| GNII SF DI1998 C     | 2055-06-20      | 5.5000%  | 0.0000% | $63312.52          | $64201.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5475 | 2054-11-01      | 5.5000%  | 0.0000% | $56925.76          | $57509.69          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7019 | 2054-12-01      | 5.5000%  | 0.0000% | $235620.76         | $241187.72         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2229 | 2054-02-01      | 5.5000%  | 0.0000% | $275120.61         | $278562.31         | Agency Mortgage-Backed Securities |
| GNII SF MA8430 M     | 2052-11-20      | 6.0000%  | 0.0000% | $406.92            | $419.72            | Agency Mortgage-Backed Securities |
| GNII SF MA8643 M     | 2053-02-20      | 3.0000%  | 0.0000% | $7812.12           | $6966.45           | Agency Mortgage-Backed Securities |
| GNII JM MA8867 M     | 2053-05-20      | 5.5000%  | 0.0000% | $7146.74           | $7195.37           | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $7076.16           | $7319.11           | Agency Mortgage-Backed Securities |
| GNII SF MA9103 M     | 2053-07-20      | 4.0000%  | 0.0000% | $8538.77           | $8050.18           | Agency Mortgage-Backed Securities |
| GNII SF DI2095 C     | 2055-03-20      | 7.5000%  | 0.0000% | $58528.50          | $61010.83          | Agency Mortgage-Backed Securities |
| GNII SF DI7137 C     | 2055-04-20      | 6.5000%  | 0.0000% | $22561.84          | $23563.73          | Agency Mortgage-Backed Securities |
| GNII SF DI6358 C     | 2055-05-20      | 6.0000%  | 0.0000% | $168682.52         | $174805.30         | Agency Mortgage-Backed Securities |
| GNII ET DI6726 C     | 2055-06-20      | 5.5000%  | 0.0000% | $6886.25           | $6899.19           | Agency Mortgage-Backed Securities |
| GNII ET DI6892 C     | 2065-03-20      | 4.5000%  | 0.0000% | $10732.91          | $10270.37          | Agency Mortgage-Backed Securities |
| GNII SF DI8042 C     | 2055-04-20      | 5.0000%  | 0.0000% | $17295.05          | $17196.83          | Agency Mortgage-Backed Securities |
| GNII SF DI8359 C     | 2055-05-20      | 5.5000%  | 0.0000% | $17428.94          | $17856.21          | Agency Mortgage-Backed Securities |
| 2.65 FHOR 22-41 AQ   | 2041-11-05      | 2.6500%  | 0.0000% | $33333.33          | $24370.02          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3474 | 2042-08-01      | 3.5000%  | 0.0000% | $168177.31         | $158785.66         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL3330 | 2042-07-01      | 3.0000%  | 0.0000% | $6976.46           | $6398.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD1117 | 2055-02-01      | 5.0000%  | 0.0000% | $21962.32          | $21951.69          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2923 | 2055-04-01      | 6.5000%  | 0.0000% | $19935.94          | $20856.38          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4951 | 2055-04-01      | 6.0000%  | 0.0000% | $132909.45         | $136631.80         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6146 | 2055-04-01      | 6.5000%  | 0.0000% | $127292.28         | $133425.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0090 | 2055-06-01      | 5.5000%  | 0.0000% | $172418.58         | $174416.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0219 | 2055-06-01      | 5.5000%  | 0.0000% | $170065.13         | $172402.98         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1590 | 2055-07-01      | 6.0000%  | 0.0000% | $184282.10         | $190838.80         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  | 0.0000% | $1459.13           | $1350.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5826 | 2040-08-01      | 3.5000%  | 0.0000% | $25077.50          | $24341.78          | Agency Mortgage-Backed Securities |
| GNII SF MA9492 M     | 2054-01-20      | 7.5000%  | 0.0000% | $988.45            | $1032.62           | Agency Mortgage-Backed Securities |
| GNMI SF BC7378 X     | 2047-11-15      | 3.5000%  | 0.0000% | $1843.29           | $1703.26           | Agency Mortgage-Backed Securities |
| GNII RG CN9953 C     | 2045-10-20      | 3.5000%  | 0.0000% | $2717.09           | $2474.37           | Agency Mortgage-Backed Securities |
| GNPL PN BX1617       | 2062-06-15      | 2.7200%  | 0.0000% | $814.60            | $711.01            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2489 | 2038-01-01      | 3.5000%  | 0.0000% | $2620.42           | $2536.16           | Agency Mortgage-Backed Securities |
| 2.00 FCOR 21-40 S    | 2040-08-27      | 2.0000%  | 0.0000% | $87066.67          | $59261.24          | Agency Mortgage-Backed Securities |
| 2.09 FCOR 21-40 M    | 2040-06-18      | 2.0900%  | 0.0000% | $50000.00          | $34441.70          | Agency Mortgage-Backed Securities |
| 2.58 FCOR 22-36 BH   | 2036-11-17      | 2.5800%  | 0.0000% | $244266.67         | $199175.77         | Agency Mortgage-Backed Securities |
| 2.90 FCOR 22-41 V    | 2041-12-09      | 2.9000%  | 0.0000% | $345816.67         | $261183.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2835 | 2055-06-01      | 6.0000%  | 0.0000% | $198040.70         | $203238.01         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3182 | 2055-07-01      | 6.5000%  | 0.0000% | $307059.57         | $320640.98         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3657 | 2055-07-01      | 5.5000%  | 0.0000% | $43237.48          | $43959.41          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3685 | 2055-08-01      | 5.5000%  | 0.0000% | $94265.13          | $95802.95          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4722 | 2055-07-01      | 5.5000%  | 0.0000% | $89822.89          | $90780.29          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5219 | 2055-08-01      | 6.0000%  | 0.0000% | $192284.00         | $197565.59         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5873 | 2055-08-01      | 6.0000%  | 0.0000% | $133493.00         | $137135.18         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6556 | 2055-08-01      | 6.5000%  | 0.0000% | $26202.13          | $27521.43          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE9360 | 2040-08-01      | 6.0000%  | 0.0000% | $22867.50          | $23743.36          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1450 | 2046-07-01      | 3.0000%  | 0.0000% | $17582.34          | $15801.82          | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0846 | 2064-09-01      | 4.0000%  | 0.0000% | $1592382.62        | $1480850.73        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I6BF0497 | 2060-07-01      | 3.0000%  | 0.0000% | $9130.41           | $7898.17           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0630 | 2055-08-01      | 6.5000%  | 0.0000% | $18239.97          | $19209.78          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1491 | 2055-08-01      | 6.5000%  | 0.0000% | $352.17            | $370.65            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1876 | 2055-08-01      | 5.5000%  | 0.0000% | $198155.67         | $202439.35         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2233 | 2055-09-01      | 6.0000%  | 0.0000% | $119499.33         | $123908.34         | Agency Mortgage-Backed Securities |
| GNII SF CB4530 C     | 2046-03-20      | 2.5000%  | 0.0000% | $1306.59           | $1112.61           | Agency Mortgage-Backed Securities |
| GNII SF CB6524 C     | 2051-05-20      | 3.0000%  | 0.0000% | $78122.13          | $69474.98          | Agency Mortgage-Backed Securities |
| GNII RG CH2012 C     | 2039-12-20      | 5.0000%  | 0.0000% | $12573.50          | $12556.34          | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $7053.38           | $6650.28           | Agency Mortgage-Backed Securities |
| GNII SF CM1520 C     | 2033-09-20      | 6.5000%  | 0.0000% | $16604.86          | $17307.95          | Agency Mortgage-Backed Securities |
| GNII SF MA9960 M     | 2049-11-20      | 3.0000%  | 0.0000% | $94180.70          | $83693.61          | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $19085.36          | $17507.71          | Agency Mortgage-Backed Securities |
| GNII SF CR2372 C     | 2053-01-20      | 7.0000%  | 0.0000% | $30972.33          | $33695.21          | Agency Mortgage-Backed Securities |
| GNII SF CR9715 C     | 2053-08-20      | 6.5000%  | 0.0000% | $20783.26          | $21797.81          | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6007 | 2049-08-01      | 3.5000%  | 0.0000% | $5906.09           | $5300.96           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3814 | 2040-07-01      | 5.0000%  | 0.0000% | $362.75            | $368.78            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3886 | 2040-07-01      | 5.5000%  | 0.0000% | $346.64            | $356.03            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3999 | 2040-08-01      | 6.0000%  | 0.0000% | $21590.80          | $22404.16          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7290 | 2049-02-01      | 4.5000%  | 0.0000% | $10884.77          | $10726.90          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2281 | 2055-08-01      | 6.5000%  | 0.0000% | $84676.27          | $88660.33          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2293 | 2055-08-01      | 6.5000%  | 0.0000% | $179182.67         | $187860.94         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1897 | 2055-08-01      | 5.5000%  | 0.0000% | $2003181.90        | $2031181.93        | Agency Mortgage-Backed Securities |
| GNII SF CU1564 C     | 2053-09-20      | 6.5000%  | 0.0000% | $27899.27          | $29090.31          | Agency Mortgage-Backed Securities |
| GNII SF CV0444 C     | 2053-08-20      | 7.0000%  | 0.0000% | $15539.21          | $16296.78          | Agency Mortgage-Backed Securities |
| GNII SF CV0637 C     | 2053-09-20      | 7.0000%  | 0.0000% | $28851.34          | $30540.43          | Agency Mortgage-Backed Securities |
| GNII SF CX0794 C     | 2053-09-20      | 7.5000%  | 0.0000% | $34051.28          | $35872.56          | Agency Mortgage-Backed Securities |
| GNII SF CY8311 C     | 2054-01-20      | 7.0000%  | 0.0000% | $3740.12           | $3874.48           | Agency Mortgage-Backed Securities |
| GNII SF DA9706 C     | 2054-05-20      | 6.0000%  | 0.0000% | $14429.84          | $14922.41          | Agency Mortgage-Backed Securities |
| GNII SF DB7554 C     | 2054-07-20      | 6.0000%  | 0.0000% | $3159.16           | $3313.53           | Agency Mortgage-Backed Securities |
| GNII SF DC0128 C     | 2054-05-20      | 6.0000%  | 0.0000% | $28984.61          | $30030.83          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1626 | 2040-09-01      | 5.0000%  | 0.0000% | $675251.20         | $686573.06         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1724 | 2052-09-01      | 4.0000%  | 0.0000% | $874179.55         | $823320.76         | Agency Mortgage-Backed Securities |
| 6.75 FMPR GB 31 A    | 2031-03-15      | 0.0000%  | 0.0000% | $388000.00         | $311471.27         | Agency Mortgage-Backed Securities |
| 6.25 FMPR GB 32 A    | 2032-07-15      | 0.0000%  | 0.0000% | $863550.00         | $647044.20         | Agency Mortgage-Backed Securities |
| 1.65 FMNT 20-33 J3   | 2033-11-18      | 1.6500%  | 0.0000% | $416666.67         | $340446.32         | Agency Mortgage-Backed Securities |
| 1.54 FMNT 21-33 K0   | 2033-10-25      | 1.5400%  | 0.0000% | $333333.33         | $270723.15         | Agency Mortgage-Backed Securities |
| FNIN 02/06/37        | 2037-02-06      | 0.0000%  | 0.0000% | $41133.33          | $23877.04          | Agency Mortgage-Backed Securities |
| 5.625 FNPR A 07/37   | 2037-07-15      | 0.0000%  | 0.0000% | $32750.00          | $18745.54          | Agency Mortgage-Backed Securities |
| 1.51 FNNT A 21-33    | 2033-10-28      | 1.5100%  | 0.0000% | $333333.33         | $269881.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5409 | 2055-01-01      | 5.0000%  | 0.0000% | $293307.25         | $292728.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5527 | 2055-01-01      | 5.0000%  | 0.0000% | $21358.19          | $21177.39          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5538 | 2055-02-01      | 5.0000%  | 0.0000% | $179372.53         | $179185.78         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1769 | 2055-06-01      | 6.5000%  | 0.0000% | $165655.74         | $172902.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1896 | 2055-08-01      | 6.0000%  | 0.0000% | $136221.34         | $142054.03         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA8692 | 2054-02-01      | 7.0000%  | 0.0000% | $29192.03          | $31071.13          | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $8370.14           | $7864.83           | Agency Mortgage-Backed Securities |
| GNII SF MA0934 M     | 2043-04-20      | 3.5000%  | 0.0000% | $14152.40          | $13280.44          | Agency Mortgage-Backed Securities |
| GNII SF MA1135 M     | 2028-07-20      | 3.5000%  | 0.0000% | $4623.07           | $4594.24           | Agency Mortgage-Backed Securities |
| GNII SF DD0077 C     | 2054-09-20      | 7.0000%  | 0.0000% | $31712.28          | $33799.95          | Agency Mortgage-Backed Securities |
| GNII ET DD7296 C     | 2063-11-20      | 7.5000%  | 0.0000% | $3333.82           | $3455.03           | Agency Mortgage-Backed Securities |
| GNII SF DD7536 C     | 2054-08-20      | 7.5000%  | 0.0000% | $18822.21          | $20194.81          | Agency Mortgage-Backed Securities |
| GNII SF DE2031 C     | 2054-10-20      | 5.0000%  | 0.0000% | $16621.10          | $16739.24          | Agency Mortgage-Backed Securities |
| GNII SF DE5819 C     | 2054-12-20      | 7.5000%  | 0.0000% | $64255.64          | $69646.58          | Agency Mortgage-Backed Securities |
| GNII SF DF0702 C     | 2054-09-20      | 5.5000%  | 0.0000% | $22267.00          | $22579.71          | Agency Mortgage-Backed Securities |
| GNII SF DF4748 C     | 2054-10-20      | 5.0000%  | 0.0000% | $17383.30          | $17502.16          | Agency Mortgage-Backed Securities |
| GNII ET DF5684 C     | 2064-12-20      | 6.0000%  | 0.0000% | $14872.79          | $15138.88          | Agency Mortgage-Backed Securities |
| GNII BD DF7001 C     | 2055-02-20      | 4.5000%  | 0.0000% | $243277.10         | $227298.18         | Agency Mortgage-Backed Securities |
| GNPL PN DF8940       | 2060-01-15      | 5.0600%  | 0.0000% | $7520.46           | $7601.53           | Agency Mortgage-Backed Securities |
| GNII SF DG1170 C     | 2054-12-20      | 7.0000%  | 0.0000% | $28518.70          | $29907.94          | Agency Mortgage-Backed Securities |
| GNII SF DG1207 C     | 2055-01-20      | 5.5000%  | 0.0000% | $33176.66          | $33448.47          | Agency Mortgage-Backed Securities |
| GNII ET DG3136 C     | 2064-11-20      | 6.0000%  | 0.0000% | $9843.49           | $10019.54          | Agency Mortgage-Backed Securities |
| GNII SF DG4536 C     | 2054-12-20      | 7.0000%  | 0.0000% | $23057.01          | $24291.77          | Agency Mortgage-Backed Securities |
| GNII SF DG5013 C     | 2054-12-20      | 6.5000%  | 0.0000% | $27947.02          | $29139.31          | Agency Mortgage-Backed Securities |
| GNII ET DG7055 C     | 2064-10-20      | 2.0000%  | 0.0000% | $989.28            | $767.14            | Agency Mortgage-Backed Securities |
| GNPL PN DG8448       | 2060-01-15      | 5.3600%  | 0.0000% | $11666.63          | $12059.49          | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $15550.07          | $16294.84          | Agency Mortgage-Backed Securities |
| GNII SF DG9315 C     | 2055-01-20      | 7.0000%  | 0.0000% | $23057.91          | $24180.08          | Agency Mortgage-Backed Securities |
| GNII SF DG9298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $78904.55          | $83418.71          | Agency Mortgage-Backed Securities |
| GNII ET DG9632 C     | 2064-11-20      | 6.0000%  | 0.0000% | $6051.29           | $6159.55           | Agency Mortgage-Backed Securities |
| GNII SP 784421 C     | 2047-12-20      | 3.5000%  | 0.0000% | $7598.68           | $7089.58           | Agency Mortgage-Backed Securities |
| GNMI SP 784439 X     | 2045-02-15      | 3.0000%  | 0.0000% | $6755.26           | $6167.64           | Agency Mortgage-Backed Securities |
| GNMI SP 784093 X     | 2040-06-15      | 5.0000%  | 0.0000% | $9054.12           | $9259.10           | Agency Mortgage-Backed Securities |
| GNMI SP 786285 X     | 2041-03-15      | 5.0000%  | 0.0000% | $33785.76          | $34749.23          | Agency Mortgage-Backed Securities |
| GNII JP 786298 M     | 2037-12-20      | 2.5000%  | 0.0000% | $534.45            | $497.05            | Agency Mortgage-Backed Securities |
| GNMI SP 786309 X     | 2047-11-15      | 3.0000%  | 0.0000% | $11342.70          | $10326.42          | Agency Mortgage-Backed Securities |
| GNII SP 785821 C     | 2051-12-20      | 2.5000%  | 0.0000% | $51624.85          | $43888.32          | Agency Mortgage-Backed Securities |
| GNII SP 786107 C     | 2052-03-20      | 3.0000%  | 0.0000% | $2413.65           | $2121.80           | Agency Mortgage-Backed Securities |
| GNII SP 786726 C     | 2051-03-20      | 2.0000%  | 0.0000% | $8325.53           | $6720.83           | Agency Mortgage-Backed Securities |
| GNII SP 787112 C     | 2051-12-20      | 2.5000%  | 0.0000% | $815215.79         | $689346.02         | Agency Mortgage-Backed Securities |
| GNII EP 787494 C     | 2063-08-20      | 2.0000%  | 0.0000% | $112609.01         | $87322.83          | Agency Mortgage-Backed Securities |
| GNII SP 787999 C     | 2053-04-20      | 3.0000%  | 0.0000% | $1623502.52        | $1419758.36        | Agency Mortgage-Backed Securities |
| GNMI SP 782565 X     | 2039-02-15      | 5.0000%  | 0.0000% | $5561.28           | $5609.99           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD2903 | 2051-03-01      | 2.0000%  | 0.0000% | $164804.67         | $132648.08         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6767 | 2054-10-01      | 6.0000%  | 0.0000% | $3529.09           | $3626.45           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5145 | 2053-08-01      | 5.5000%  | 0.0000% | $82774.22          | $84553.69          | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $12958.44          | $12074.25          | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $226277.59         | $210948.91         | Agency Mortgage-Backed Securities |
| FNMS 02.775 CLAU8127 | 2043-08-01      | 2.7750%  | 0.0000% | $738.02            | $655.87            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6937 | 2050-09-01      | 3.0000%  | 0.0000% | $213754.05         | $187802.24         | Agency Mortgage-Backed Securities |
| GNII SF MA5506 M     | 2030-10-20      | 8.5000%  | 0.0000% | $627.00            | $636.77            | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M     | 2050-05-20      | 2.0000%  | 0.0000% | $2666.36           | $2188.21           | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $25700.95          | $21978.20          | Agency Mortgage-Backed Securities |
| GNII SF DK1490 C     | 2055-06-20      | 6.5000%  | 0.0000% | $42483.60          | $44193.30          | Agency Mortgage-Backed Securities |
| GNII SF DK1605 C     | 2055-05-20      | 6.5000%  | 0.0000% | $77554.37          | $80817.90          | Agency Mortgage-Backed Securities |
| GNII SF DK6182 C     | 2055-07-20      | 6.5000%  | 0.0000% | $19461.24          | $20411.25          | Agency Mortgage-Backed Securities |
| GNII SF DK5707 C     | 2055-07-20      | 6.5000%  | 0.0000% | $26732.19          | $27971.72          | Agency Mortgage-Backed Securities |
| GNII SF DK5756 C     | 2055-07-20      | 6.5000%  | 0.0000% | $52396.58          | $54761.85          | Agency Mortgage-Backed Securities |
| GNII SF DK5764 C     | 2055-07-20      | 6.5000%  | 0.0000% | $96623.42          | $100748.52         | Agency Mortgage-Backed Securities |
| GNII SF DK6362 C     | 2055-06-20      | 5.0000%  | 0.0000% | $23719.36          | $23716.21          | Agency Mortgage-Backed Securities |
| GNII SF DK6352 C     | 2055-06-20      | 5.5000%  | 0.0000% | $59604.26          | $60595.58          | Agency Mortgage-Backed Securities |
| GNII SF DK6449 C     | 2055-07-20      | 6.5000%  | 0.0000% | $36244.23          | $37791.55          | Agency Mortgage-Backed Securities |
| GNII SF DK6583 C     | 2055-07-20      | 5.5000%  | 0.0000% | $27499.73          | $27885.96          | Agency Mortgage-Backed Securities |
| GNII SF DK6713 C     | 2055-06-20      | 6.5000%  | 0.0000% | $27527.61          | $28871.39          | Agency Mortgage-Backed Securities |
| GNII SF DK7051 C     | 2055-06-20      | 6.5000%  | 0.0000% | $23272.06          | $24265.63          | Agency Mortgage-Backed Securities |
| GNII SF DK7510 C     | 2055-08-20      | 6.5000%  | 0.0000% | $18342.27          | $19395.12          | Agency Mortgage-Backed Securities |
| GNII SF DK7552 C     | 2055-08-20      | 5.5000%  | 0.0000% | $95660.93          | $97549.55          | Agency Mortgage-Backed Securities |
| GNII SF DK7554 C     | 2055-08-20      | 5.5000%  | 0.0000% | $101668.13         | $103518.78         | Agency Mortgage-Backed Securities |
| GNII SF DK8316 C     | 2055-06-20      | 6.5000%  | 0.0000% | $19985.45          | $21108.11          | Agency Mortgage-Backed Securities |
| GNII SF DK9302 C     | 2055-07-20      | 6.5000%  | 0.0000% | $39060.24          | $40727.86          | Agency Mortgage-Backed Securities |
| GNII SF DK9377 C     | 2055-07-20      | 6.5000%  | 0.0000% | $52956.58          | $55217.48          | Agency Mortgage-Backed Securities |
| GNII SF DL0489 C     | 2055-08-20      | 7.0000%  | 0.0000% | $26999.77          | $28420.88          | Agency Mortgage-Backed Securities |
| GNII SF DL2100 C     | 2055-07-20      | 6.5000%  | 0.0000% | $26878.36          | $28190.50          | Agency Mortgage-Backed Securities |
| GNII SF DL2758 C     | 2055-07-20      | 5.5000%  | 0.0000% | $177702.87         | $180997.80         | Agency Mortgage-Backed Securities |
| GNII SF DL3697 C     | 2055-07-20      | 6.5000%  | 0.0000% | $30154.05          | $31441.31          | Agency Mortgage-Backed Securities |
| GNII SF DL4704 C     | 2055-07-20      | 5.0000%  | 0.0000% | $29262.11          | $29095.93          | Agency Mortgage-Backed Securities |
| GNII SF DL4847 C     | 2055-08-20      | 7.0000%  | 0.0000% | $19074.33          | $20119.16          | Agency Mortgage-Backed Securities |
| GNII SF DL4871 C     | 2055-08-20      | 6.0000%  | 0.0000% | $21950.40          | $22915.57          | Agency Mortgage-Backed Securities |
| GNII SF DL4897 C     | 2055-08-20      | 5.5000%  | 0.0000% | $42110.60          | $42702.03          | Agency Mortgage-Backed Securities |
| GNII ET DH1800 C     | 2064-11-20      | 6.0000%  | 0.0000% | $4511.24           | $4591.96           | Agency Mortgage-Backed Securities |
| GNII SF DH4975 C     | 2055-07-20      | 6.5000%  | 0.0000% | $18866.13          | $19717.82          | Agency Mortgage-Backed Securities |
| GNII SF DH4976 C     | 2055-06-20      | 6.5000%  | 0.0000% | $21838.15          | $22783.86          | Agency Mortgage-Backed Securities |
| GNII SF DH6478 C     | 2055-04-20      | 6.5000%  | 0.0000% | $31675.98          | $33028.31          | Agency Mortgage-Backed Securities |
| GNII ET DH7716 C     | 2064-11-20      | 6.0000%  | 0.0000% | $2078.33           | $2115.52           | Agency Mortgage-Backed Securities |
| GNII SF DH8922 C     | 2055-02-20      | 5.0000%  | 0.0000% | $63806.94          | $63454.40          | Agency Mortgage-Backed Securities |
| GNII SF DH8968 C     | 2055-03-20      | 5.5000%  | 0.0000% | $26849.56          | $27168.77          | Agency Mortgage-Backed Securities |
| GNII SF DJ5205 C     | 2055-05-20      | 6.5000%  | 0.0000% | $59492.69          | $62397.04          | Agency Mortgage-Backed Securities |
| GNII SF DJ5757 C     | 2055-05-20      | 6.0000%  | 0.0000% | $263777.23         | $274727.59         | Agency Mortgage-Backed Securities |
| GNII SF DJ5890 C     | 2055-04-20      | 5.0000%  | 0.0000% | $44005.80          | $43948.45          | Agency Mortgage-Backed Securities |
| GNII SF DJ9241 C     | 2055-05-20      | 6.5000%  | 0.0000% | $94384.81          | $98472.10          | Agency Mortgage-Backed Securities |
| GNII SF DJ9731 C     | 2055-06-20      | 6.5000%  | 0.0000% | $40358.23          | $42081.26          | Agency Mortgage-Backed Securities |
| GNII SF DK0822 C     | 2055-08-20      | 6.0000%  | 0.0000% | $38713.33          | $40173.51          | Agency Mortgage-Backed Securities |
| GNII SF DK0825 C     | 2055-08-20      | 6.0000%  | 0.0000% | $47803.20          | $49729.08          | Agency Mortgage-Backed Securities |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $83333.33          | $69527.17          | Corporate Debt Securities         |

### Security 345: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JJF007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJF007_4.36_0905
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 5/8 TRIN X 30 | 2030-04-15      | 1.6250%  | 0.0000% | $2978704542.00     | $3060000095.00     | U.S. Treasuries (including strips) |

### Security 346: Bank of America NA

- **C.1 - Title:** Bank of America 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: 959NNZ009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 959NNZ009_4.34_0902
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLFM3661 | 2050-07-01      | 2.5000%  | 0.0000% | $11653352.61       | $9836996.33        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | 0.0000% | $5539367.67        | $4451012.41        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7628 | 2050-11-01      | 2.0000%  | 0.0000% | $11271781.48       | $9126936.80        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7635 | 2050-11-01      | 2.0000%  | 0.0000% | $11359975.50       | $9207539.10        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8509 | 2051-01-01      | 1.5000%  | 0.0000% | $12320348.39       | $9362721.46        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8729 | 2051-01-01      | 2.0000%  | 0.0000% | $11847515.79       | $9514793.91        | Agency Mortgage-Backed Securities |

### Security 347: RBC Dominion

- **C.1 - Title:** RBC Dominion 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: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.34_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | 0.0000% | $3634.15           | $3783.13           | Agency Mortgage-Backed Securities  |
| GNII SF MA7939 M     | 2052-02-20      | 4.0000%  | 0.0000% | $940439.24         | $886647.16         | Agency Mortgage-Backed Securities  |
| GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $170007.88         | $165628.48         | Agency Mortgage-Backed Securities  |
| GNII SF MA8147 M     | 2052-02-20      | 2.5000%  | 0.0000% | $124.25            | $106.14            | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $5334704.50        | $5197282.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5994 | 2054-06-01      | 6.5000%  | 0.0000% | $196613.36         | $206437.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  | 0.0000% | $817.19            | $818.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2779 | 2054-09-01      | 5.5000%  | 0.0000% | $821.66            | $835.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3256 | 2054-09-01      | 6.0000%  | 0.0000% | $699.80            | $720.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $26508.79          | $26826.76          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA0560 | 2054-04-01      | 5.5000%  | 0.0000% | $677.11            | $684.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5861 | 2053-03-01      | 6.5000%  | 0.0000% | $115087.66         | $122442.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7955 | 2054-02-01      | 4.5000%  | 0.0000% | $324670.82         | $314467.39         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $531991.48         | $463312.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  | 0.0000% | $10075.49          | $9439.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $127.23            | $128.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5013 | 2038-05-01      | 4.5000%  | 0.0000% | $11222.30          | $11244.48          | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $7341870.78        | $6921901.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $850.91            | $756.25            | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $1286.70           | $1143.10           | Agency Mortgage-Backed Securities  |
| GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $120.28            | $102.76            | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $1931226.97        | $1979423.96        | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $165.33            | $167.30            | Agency Mortgage-Backed Securities  |
| GNII SF MB0558 M     | 2055-07-20      | 6.5000%  | 0.0000% | $170.67            | $176.66            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $101.93            | $102.42            | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $5.35              | $5.52              | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L00016 G | 2035-11-01      | 5.0000%  | 0.0000% | $17.93             | $18.38             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  | 0.0000% | $16.99             | $17.20             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3838 | 2053-10-01      | 6.0000%  | 0.0000% | $27468.62          | $28507.12          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3839 | 2053-09-01      | 5.5000%  | 0.0000% | $49238.63          | $50134.17          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $1151455.78        | $1066642.11        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59742 G | 2048-11-01      | 4.0000%  | 0.0000% | $104298.57         | $99715.28          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G | 2048-11-01      | 3.5000%  | 0.0000% | $177.30            | $164.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5985 | 2054-11-01      | 5.0000%  | 0.0000% | $824.89            | $820.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8838 | 2054-07-01      | 5.5000%  | 0.0000% | $158.22            | $160.89            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9175 | 2054-09-01      | 7.0000%  | 0.0000% | $1021939.92        | $1091449.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  | 0.0000% | $2686956.99        | $2722510.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  | 0.0000% | $813512.60         | $807905.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  | 0.0000% | $789802.09         | $802647.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $143.51            | $145.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  | 0.0000% | $105.46            | $109.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $12728142.66       | $12295513.09       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $1481845.42        | $1468062.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $38922.84          | $39318.79          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5790 | 2055-08-01      | 4.5000%  | 0.0000% | $513.04            | $495.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $486418.05         | $481893.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-08-01      | 6.0000%  | 0.0000% | $1170197.33        | $1200907.60        | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $1062.85           | $1089.30           | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M     | 2053-04-20      | 4.5000%  | 0.0000% | $148.06            | $143.78            | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $151.87            | $151.25            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2559 | 2047-05-01      | 3.0000%  | 0.0000% | $682935.22         | $604160.24         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE7123 | 2052-08-01      | 4.0000%  | 0.0000% | $1946392.60        | $1828050.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6784 | 2052-07-01      | 5.0000%  | 0.0000% | $165.52            | $164.86            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7444 | 2052-08-01      | 4.5000%  | 0.0000% | $18799.70          | $18182.32          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG2351 | 2053-05-01      | 5.0000%  | 0.0000% | $578955.74         | $575921.37         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH2611 | 2053-10-01      | 6.0000%  | 0.0000% | $151404.56         | $156318.50         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH4202 | 2053-11-01      | 7.0000%  | 0.0000% | $190693.03         | $203573.47         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5503 | 2053-11-01      | 6.5000%  | 0.0000% | $479257.51         | $509715.07         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH9923 | 2054-01-01      | 6.5000%  | 0.0000% | $169945.64         | $177379.84         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $286.76            | $242.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  | 0.0000% | $506.53            | $444.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM7391 | 2036-05-01      | 2.5000%  | 0.0000% | $354.62            | $336.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0927 | 2040-03-01      | 5.5000%  | 0.0000% | $528974.87         | $548564.81         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0616 | 2040-03-01      | 6.0000%  | 0.0000% | $6787.78           | $7177.16           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX2432 | 2055-01-01      | 5.0000%  | 0.0000% | $439924.48         | $436871.80         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2415 | 2055-01-01      | 5.5000%  | 0.0000% | $156.87            | $159.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX3424 | 2055-01-01      | 6.0000%  | 0.0000% | $8295433.73        | $8556546.33        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQX5707 | 2055-02-01      | 7.5000%  | 0.0000% | $150187.46         | $160746.74         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6685 | 2055-02-01      | 5.5000%  | 0.0000% | $170253.96         | $173225.19         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX8007 | 2055-03-01      | 7.0000%  | 0.0000% | $204233.45         | $217464.20         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0014 | 2055-04-01      | 6.5000%  | 0.0000% | $167556.22         | $176166.52         | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $1894.95           | $1775.78           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071 | 2039-10-01      | 3.0000%  | 0.0000% | $82.40             | $77.06             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA3592 | 2050-09-01      | 3.5000%  | 0.0000% | $1500462.26        | $1378240.94        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4728 | 2051-02-01      | 2.0000%  | 0.0000% | $1982.57           | $1595.22           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5247 | 2051-05-01      | 2.0000%  | 0.0000% | $116.60            | $93.82             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6012 | 2051-10-01      | 3.0000%  | 0.0000% | $134.29            | $116.85            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6614 | 2052-01-02      | 2.5000%  | 0.0000% | $1298560.99        | $1084288.62        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6768 | 2052-02-01      | 2.0000%  | 0.0000% | $378695.62         | $305488.29         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9668 | 2051-11-01      | 2.0000%  | 0.0000% | $661.94            | $532.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9693 | 2051-12-01      | 2.5000%  | 0.0000% | $465866.56         | $388395.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1790 | 2052-05-01      | 4.0000%  | 0.0000% | $102891.99         | $96396.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | 0.0000% | $571.82            | $546.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1932 | 2051-07-01      | 2.5000%  | 0.0000% | $278895.78         | $234958.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  | 0.0000% | $622.94            | $616.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3827 | 2053-02-01      | 5.5000%  | 0.0000% | $154.75            | $156.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | 0.0000% | $16987.55          | $17176.41          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4516 | 2055-06-01      | 6.0000%  | 0.0000% | $2003933.67        | $2058608.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4776 | 2055-05-01      | 6.0000%  | 0.0000% | $3452077.38        | $3547319.04        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7472 | 2055-06-01      | 6.5000%  | 0.0000% | $287278.53         | $300487.18         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7572 | 2055-07-01      | 5.5000%  | 0.0000% | $479.70            | $484.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7856 | 2055-07-01      | 5.5000%  | 0.0000% | $170.44            | $172.17            | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $9213.06           | $9154.60           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $39.75             | $39.33             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | 0.0000% | $2897.74           | $2689.15           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055 | 2054-06-01      | 5.5000%  | 0.0000% | $1077.99           | $1089.41           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9010 | 2054-07-01      | 6.0000%  | 0.0000% | $13988.49          | $14454.96          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3663 | 2047-04-01      | 3.0000%  | 0.0000% | $37.47             | $33.58             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWBM6665 | 2032-12-01      | 2.5000%  | 0.0000% | $237.90            | $229.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  | 0.0000% | $659.44            | $671.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $648609.67         | $589321.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $23151.81          | $22563.52          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7148 | 2052-04-01      | 2.5000%  | 0.0000% | $70322.16          | $59706.36          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  | 0.0000% | $1175577.72        | $1114684.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6832 | 2053-11-01      | 5.0000%  | 0.0000% | $139723.85         | $138685.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $2515357.73        | $2630914.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8075 | 2050-02-01      | 3.0000%  | 0.0000% | $14608.05          | $13138.09          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8076 | 2054-06-01      | 6.0000%  | 0.0000% | $3582878.65        | $3724741.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7684 | 2054-04-01      | 5.5000%  | 0.0000% | $16617808.22       | $16808593.58       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0004 | 2055-01-01      | 6.0000%  | 0.0000% | $535459.22         | $551531.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  | 0.0000% | $5277286.58        | $5365569.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0736 | 2055-02-01      | 5.5000%  | 0.0000% | $3411689.88        | $3492095.83        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL1724 | 2051-12-01      | 2.0000%  | 0.0000% | $573797.61         | $460400.03         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL2024 | 2052-03-01      | 2.0000%  | 0.0000% | $77727.33          | $63012.19          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2082 | 2055-06-01      | 5.0000%  | 0.0000% | $78905.83          | $78865.19          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0096 | 2053-10-01      | 6.0000%  | 0.0000% | $3590649.97        | $3700497.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1773 | 2054-06-01      | 5.5000%  | 0.0000% | $262181.52         | $265245.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | 0.0000% | $150.99            | $154.56            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  | 0.0000% | $347584.31         | $335769.92         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  | 0.0000% | $9198917.23        | $9457477.34        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | 0.0000% | $1697.15           | $1568.23           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0592 | 2050-09-01      | 3.0000%  | 0.0000% | $690549.13         | $618430.48         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $105360.17         | $96688.21          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1095 | 2052-02-01      | 2.0000%  | 0.0000% | $49227.93          | $40195.86          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1218 | 2049-07-01      | 4.0000%  | 0.0000% | $21269.00          | $20317.66          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $15189.56          | $13893.02          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586 | 2052-08-01      | 3.5000%  | 0.0000% | $49952.74          | $45954.58          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  | 0.0000% | $911354.50         | $759800.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  | 0.0000% | $5413.18           | $5450.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  | 0.0000% | $10681.59          | $11082.81          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4916 | 2054-08-01      | 6.0000%  | 0.0000% | $727.68            | $748.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6306 | 2052-08-01      | 5.0000%  | 0.0000% | $562.14            | $562.85            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9778 | 2054-10-01      | 7.0000%  | 0.0000% | $269.67            | $285.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9454 | 2054-09-01      | 6.0000%  | 0.0000% | $17262813.55       | $17932484.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  | 0.0000% | $354476.10         | $360770.46         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0218 | 2055-04-01      | 6.0000%  | 0.0000% | $346.68            | $357.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0289 | 2055-04-01      | 6.5000%  | 0.0000% | $158591.87         | $165499.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA9724 | 2054-03-01      | 5.5000%  | 0.0000% | $245270.68         | $248617.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL888009 | 2034-12-01      | 6.5000%  | 0.0000% | $13858.80          | $14532.11          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL888073 | 2035-02-01      | 5.5000%  | 0.0000% | $8.49              | $8.73              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL888099 | 2035-08-01      | 5.5000%  | 0.0000% | $10.11             | $10.41             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  | 0.0000% | $97.78             | $99.42             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1978 | 2054-07-01      | 6.5000%  | 0.0000% | $4516281.60        | $4754558.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2458 | 2054-09-01      | 6.0000%  | 0.0000% | $4438268.93        | $4563018.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  | 0.0000% | $8658811.80        | $8927379.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3502 | 2055-02-01      | 5.5000%  | 0.0000% | $16115060.26       | $16306729.21       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3076 | 2054-12-01      | 5.5000%  | 0.0000% | $187.38            | $190.88            | Agency Mortgage-Backed Securities  |
| GNII BD 769101 C     | 2041-07-20      | 4.0000%  | 0.0000% | $9.05              | $8.62              | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2361 | 2053-02-01      | 6.0000%  | 0.0000% | $129.27            | $135.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  | 0.0000% | $124.52            | $126.36            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2991 | 2051-09-01      | 2.5000%  | 0.0000% | $3390.63           | $2877.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  | 0.0000% | $21944.87          | $22564.67          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4982 | 2054-01-01      | 7.0000%  | 0.0000% | $449948.31         | $478819.00         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661 | 2054-05-01      | 6.0000%  | 0.0000% | $249524.25         | $259985.72         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753 | 2052-07-01      | 3.5000%  | 0.0000% | $354705.56         | $321986.89         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6084 | 2052-04-01      | 2.0000%  | 0.0000% | $430068.50         | $349985.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ9198 | 2042-01-01      | 3.5000%  | 0.0000% | $5993.13           | $5664.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAK5545 | 2027-03-01      | 3.5000%  | 0.0000% | $13.78             | $13.68             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  | 0.0000% | $9960137.13        | $9416305.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4300 | 2042-01-01      | 3.5000%  | 0.0000% | $68.05             | $64.36             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $59.27             | $56.56             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2833 | 2046-12-01      | 3.0000%  | 0.0000% | $462.61            | $414.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $4253629.00        | $3945633.18        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $1599.38           | $1528.18           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3237 | 2048-01-01      | 3.0000%  | 0.0000% | $176539.60         | $157015.97         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $2840501.58        | $2622215.35        | Agency Mortgage-Backed Securities  |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $228167.19         | $216959.42         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $14726.14          | $12966.79          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  | 0.0000% | $197098.28         | $175086.22         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  | 0.0000% | $187.81            | $160.17            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $532936.64         | $474586.65         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  | 0.0000% | $14991.75          | $13266.79          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121 | 2050-12-01      | 2.0000%  | 0.0000% | $24245.41          | $19499.51          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $9302.41           | $8124.37           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6185 | 2045-11-01      | 3.5000%  | 0.0000% | $181.90            | $170.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $69.79             | $62.54             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT8406 | 2043-06-01      | 3.5000%  | 0.0000% | $190.09            | $178.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY9257 | 2045-05-01      | 3.0000%  | 0.0000% | $95.89             | $86.31             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  | 0.0000% | $112.98            | $103.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA4267 | 2034-09-01      | 3.0000%  | 0.0000% | $94.11             | $91.31             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4938 | 2050-01-01      | 3.0000%  | 0.0000% | $8617748.95        | $7622384.58        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7682 | 2050-11-01      | 2.0000%  | 0.0000% | $143.19            | $115.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8715 | 2051-01-01      | 2.0000%  | 0.0000% | $2518782.22        | $2040109.21        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0496 | 2051-05-01      | 2.0000%  | 0.0000% | $33987.73          | $27250.19          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $599.66            | $507.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $663.07            | $531.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  | 0.0000% | $32461.01          | $27828.51          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  | 0.0000% | $108942.64         | $87731.57          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $1103182.15        | $836241.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4258 | 2050-01-01      | 3.5000%  | 0.0000% | $440064.31         | $403324.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $144.15            | $145.79            | Agency Mortgage-Backed Securities  |
| GNII SF MA6932 M     | 2050-08-20      | 3.0000%  | 0.0000% | $509.39            | $452.99            | Agency Mortgage-Backed Securities  |
| GNII SF MA6997 M     | 2050-11-20      | 3.5000%  | 0.0000% | $784.25            | $721.38            | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $634.91            | $598.60            | Agency Mortgage-Backed Securities  |
| GNII SF DH9008 C     | 2055-02-20      | 5.5000%  | 0.0000% | $21624.61          | $21984.24          | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $166.67            | $168.76            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $33.33             | $33.70             | U.S. Treasuries (including strips) |
| TINT 02/15/27        | 2027-02-15      | 0.0000%  | 0.0000% | $0.36              | $0.34              | U.S. Treasuries (including strips) |
| TINT 05/15/29        | 2029-05-15      | 0.0000%  | 0.0000% | $1.89              | $1.64              | U.S. Treasuries (including strips) |
| TINT 08/15/39        | 2039-08-15      | 0.0000%  | 0.0000% | $0.79              | $0.40              | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $9366.67           | $7821.42           | U.S. Treasuries (including strips) |
| 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $16.67             | $11.90             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $16.67             | $13.47             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $37600.00          | $30695.42          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $12568033.33       | $11330744.20       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $66.67             | $63.42             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $33.33             | $32.07             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $66.67             | $66.10             | U.S. Treasuries (including strips) |
| 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $166.67            | $172.64            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $16.67             | $16.38             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $184483.33         | $188154.16         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $22382000.00       | $22666460.63       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $5052800.00        | $5149899.71        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  | 0.0000% | $1104950.00        | $1113856.65        | U.S. Treasuries (including strips) |
| 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $16.67             | $16.94             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  | 0.0000% | $150.00            | $153.83            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  | 0.0000% | $4005883.33        | $4237676.56        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  | 0.0000% | $12951980.92       | $11965258.26       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $939416.67         | $955963.26         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $16.67             | $14.48             | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  | 0.0000% | $16.67             | $16.41             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $3283.33           | $3068.42           | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | 0.0000% | $33.33             | $31.18             | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46        | 2046-02-15      | 0.0000%  | 0.0000% | $33.33             | $12.01             | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46        | 2046-08-15      | 0.0000%  | 0.0000% | $27100.00          | $9520.31           | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47        | 2047-08-15      | 0.0000%  | 0.0000% | $16.67             | $5.54              | U.S. Treasuries (including strips) |
| 2 TPRN 50            | 2050-02-15      | 0.0000%  | 0.0000% | $33.33             | $9.76              | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29        | 2029-01-15      | 2.5000%  | 0.0000% | $25.03             | $26.37             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  | 0.0000% | $33.33             | $33.08             | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  | 0.0000% | $245952.16         | $179379.63         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $16.67             | $11.50             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $5290333.33        | $3450429.35        | U.S. Treasuries (including strips) |

### Security 348: Citibank NA

- **C.1 - Title:** Citibank NA 4.340000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCJ002, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCJ002_4.34_0904
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA7832 M     | 2052-01-20      | 5.0000%  | 0.0000% | $1040.31           | $1042.95           | Agency Mortgage-Backed Securities |
| GNII SF MA7860 M     | 2035-10-20      | 6.0000%  | 0.0000% | $53463.22          | $56123.15          | Agency Mortgage-Backed Securities |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $750.56            | $641.19            | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $2225.03           | $1976.32           | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $4063397.31        | $3649513.20        | Agency Mortgage-Backed Securities |
| GNII SF MA8877 M     | 2053-05-20      | 4.5000%  | 0.0000% | $1208.22           | $1174.10           | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $760.73            | $759.23            | Agency Mortgage-Backed Securities |
| GNII SF MA8318 M     | 2037-09-20      | 4.0000%  | 0.0000% | $285470.53         | $280688.65         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA2764 | 2054-03-01      | 6.5000%  | 0.0000% | $156225.15         | $163044.62         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4407 | 2054-06-01      | 6.5000%  | 0.0000% | $400548.17         | $418008.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3877 | 2054-10-01      | 6.0000%  | 0.0000% | $938.12            | $963.14            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $41592.40          | $42704.02          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $914.07            | $923.43            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $8.50              | $8.86              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3901 | 2052-06-01      | 3.5000%  | 0.0000% | $8768.88           | $7956.37           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | 0.0000% | $821.64            | $794.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5113 | 2052-11-01      | 5.5000%  | 0.0000% | $19167.65          | $19451.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6012 | 2053-04-01      | 4.0000%  | 0.0000% | $320242.91         | $300042.34         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | 0.0000% | $2064280.21        | $2102068.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7970 | 2054-02-01      | 5.0000%  | 0.0000% | $912589.13         | $911639.02         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $943.98            | $884.40            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $111668.36         | $89357.64          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4567 | 2037-03-01      | 2.0000%  | 0.0000% | $28266.94          | $25961.36          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $222390.18         | $185765.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $448075.20         | $420459.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $5108.93           | $4640.65           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $12450.25          | $11686.56          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $77524.43          | $77148.11          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $644177.49         | $538687.91         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  | 0.0000% | $141468.95         | $132728.59         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  | 0.0000% | $159434.21         | $158596.37         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  | 0.0000% | $39801.26          | $38558.10          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4932 | 2053-01-01      | 3.0000%  | 0.0000% | $499999.93         | $435166.60         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $489906.43         | $444512.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $61765.37          | $57932.89          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $137845.93         | $136913.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $5186.41           | $5154.81           | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $679.87            | $678.52            | Agency Mortgage-Backed Securities |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $73996.03          | $75288.57          | Agency Mortgage-Backed Securities |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $644.55            | $528.97            | Agency Mortgage-Backed Securities |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $1317974.44        | $1081626.77        | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $3629704.11        | $3102687.21        | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $2737490.24        | $2338776.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $1919762.81        | $1706844.47        | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $2063.14           | $1693.16           | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $673.69            | $575.52            | Agency Mortgage-Backed Securities |
| GNII SF MA7475 M     | 2051-07-20      | 4.0000%  | 0.0000% | $319122.73         | $302282.97         | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $92621.16          | $76011.73          | Agency Mortgage-Backed Securities |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $728.71            | $598.03            | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $1387.97           | $1232.83           | Agency Mortgage-Backed Securities |
| GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $501589.80         | $459953.95         | Agency Mortgage-Backed Securities |
| GNII SF MA7773 M     | 2039-09-20      | 5.5000%  | 0.0000% | $72150.94          | $74416.25          | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $995.97            | $962.92            | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $527277.47         | $533571.46         | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $206150.80         | $211237.09         | Agency Mortgage-Backed Securities |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $1994.65           | $2064.15           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G07165 G | 2041-12-01      | 4.5000%  | 0.0000% | $155542.15         | $156201.18         | Agency Mortgage-Backed Securities |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $20743.61          | $19890.19          | Agency Mortgage-Backed Securities |
| FKAR 04.070 WNWN1258 | 2035-06-01      | 4.0700%  | 0.0000% | $68600.00          | $65834.29          | Agency Mortgage-Backed Securities |
| FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  | 0.0000% | $2854049.00        | $2875773.07        | Agency Mortgage-Backed Securities |
| FKAR 04.250 WNWN5278 | 2030-02-01      | 4.2500%  | 0.0000% | $1109808.00        | $1114735.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5564 | 2054-10-01      | 5.5000%  | 0.0000% | $172639.71         | $174453.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC5565 | 2054-10-01      | 6.0000%  | 0.0000% | $217584.25         | $223373.44         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6155 | 2055-05-01      | 4.5000%  | 0.0000% | $822258.61         | $794313.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8491 | 2054-05-01      | 5.5000%  | 0.0000% | $220288.04         | $222915.59         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $422347.28         | $434930.14         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFA1639 | 2052-06-01      | 1.5000%  | 0.0000% | $54815.49          | $41611.03          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1989 | 2055-06-01      | 6.0000%  | 0.0000% | $919250.70         | $957342.31         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2246 | 2055-07-01      | 5.5000%  | 0.0000% | $90689.09          | $92355.75          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $7155.92           | $6704.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $1311767.90        | $1327911.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $15043.56          | $15228.57          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $499994.57         | $468427.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  | 0.0000% | $2308115.30        | $2229662.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $10673.16          | $9999.33           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $22216.19          | $22009.55          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $971.69            | $881.66            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $1530.87           | $1571.05           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $249974.06         | $252516.99         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  | 0.0000% | $455495.24         | $426738.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $155222.81         | $159296.42         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $2783252.89        | $2607535.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $143006.26         | $146759.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-08-01      | 5.5000%  | 0.0000% | $249966.00         | $252508.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-08-01      | 6.0000%  | 0.0000% | $2089288.00        | $2144118.58        | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $393579.89         | $383441.28         | Agency Mortgage-Backed Securities |
| GNII SF MA8432 M     | 2052-11-20      | 7.0000%  | 0.0000% | $379.99            | $396.07            | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $4089262.21        | $4161408.16        | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $733.78            | $745.79            | Agency Mortgage-Backed Securities |
| GNII SF MA8729 M     | 2052-12-20      | 7.0000%  | 0.0000% | $391.19            | $408.23            | Agency Mortgage-Backed Securities |
| GNII SF MA8795 M     | 2053-02-20      | 2.5000%  | 0.0000% | $1981665.12        | $1694391.94        | Agency Mortgage-Backed Securities |
| GNII SF MA9782 M     | 2054-05-20      | 7.0000%  | 0.0000% | $10561852.49       | $10983518.02       | Agency Mortgage-Backed Securities |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $214283.05         | $175856.43         | Agency Mortgage-Backed Securities |
| GNII SF MA9169 M     | 2053-06-20      | 4.5000%  | 0.0000% | $2727.96           | $2643.64           | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $2751357.32        | $2797188.81        | Agency Mortgage-Backed Securities |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $383.01            | $399.53            | Agency Mortgage-Backed Securities |
| GNII SF MA9299 M     | 2052-05-20      | 2.5000%  | 0.0000% | $807233.94         | $690019.09         | Agency Mortgage-Backed Securities |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $818.59            | $833.84            | Agency Mortgage-Backed Securities |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $381.75            | $398.73            | Agency Mortgage-Backed Securities |
| GNII SF DI3302 C     | 2055-03-20      | 6.5000%  | 0.0000% | $994.04            | $1048.66           | Agency Mortgage-Backed Securities |
| GNII SF DI4012 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1993.05           | $2061.11           | Agency Mortgage-Backed Securities |
| GNII SF DI5736 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1058732.84        | $1073601.45        | Agency Mortgage-Backed Securities |
| GNII SF DI6744 C     | 2055-04-20      | 6.0000%  | 0.0000% | $442657.02         | $459457.03         | Agency Mortgage-Backed Securities |
| GNII SF DI9986 C     | 2055-04-20      | 6.5000%  | 0.0000% | $996.04            | $1042.22           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4432 | 2054-09-01      | 6.5000%  | 0.0000% | $79177.79          | $82628.16          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ3675 | 2054-09-01      | 4.5000%  | 0.0000% | $497894.07         | $480970.65         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ6953 | 2054-10-01      | 5.0000%  | 0.0000% | $378878.58         | $380427.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7378 | 2054-11-01      | 4.5000%  | 0.0000% | $329407.50         | $320539.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1919 | 2055-02-01      | 5.5000%  | 0.0000% | $624114.71         | $630767.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD3087 | 2055-02-01      | 5.0000%  | 0.0000% | $24825.83          | $24613.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $10894.49          | $10399.55          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6147 | 2036-02-01      | 2.0000%  | 0.0000% | $29725.08          | $27432.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $5746.21           | $5311.41           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6558 | 2051-03-01      | 2.0000%  | 0.0000% | $291936.54         | $232639.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7222 | 2051-05-01      | 2.5000%  | 0.0000% | $30178.51          | $25159.95          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFM7334 | 2040-03-01      | 4.0000%  | 0.0000% | $388.18            | $383.93            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $17487.32          | $16674.35          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $5524.09           | $5065.81           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  | 0.0000% | $217058.58         | $207407.31         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8117 | 2036-07-01      | 2.0000%  | 0.0000% | $383512.55         | $354386.90         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5825 | 2055-08-01      | 7.0000%  | 0.0000% | $3218664.00        | $3405647.28        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0826 | 2041-01-01      | 4.5000%  | 0.0000% | $35.98             | $36.08             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  | 0.0000% | $15952.84          | $17034.35          | Agency Mortgage-Backed Securities |
| GNII SF MA9534 M     | 2051-08-20      | 2.0000%  | 0.0000% | $771.95            | $633.52            | Agency Mortgage-Backed Securities |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $538725.13         | $560955.33         | Agency Mortgage-Backed Securities |
| GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | 0.0000% | $15651094.56       | $14305103.90       | Agency Mortgage-Backed Securities |
| GNII SF MA9720 M     | 2051-08-20      | 3.0000%  | 0.0000% | $860.28            | $764.15            | Agency Mortgage-Backed Securities |
| GNII SF BA0259 C     | 2047-06-20      | 4.0000%  | 0.0000% | $201.12            | $191.33            | Agency Mortgage-Backed Securities |
| GNII SF BT1888 C     | 2050-12-20      | 2.5000%  | 0.0000% | $68300.39          | $57748.28          | Agency Mortgage-Backed Securities |
| GNII SF BX2402 C     | 2050-10-20      | 2.5000%  | 0.0000% | $11175214.26       | $9545247.17        | Agency Mortgage-Backed Securities |
| GNII SF 003542 M     | 2034-04-20      | 4.5000%  | 0.0000% | $205591.33         | $205430.35         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2497 | 2038-02-01      | 3.0000%  | 0.0000% | $7511.51           | $7114.98           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $7292.40           | $6345.43           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5735 | 2055-07-01      | 6.0000%  | 0.0000% | $46395.95          | $48389.57          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE6363 | 2055-08-01      | 4.5000%  | 0.0000% | $150003.00         | $144905.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7318 | 2055-07-01      | 5.5000%  | 0.0000% | $2238898.00        | $2295946.86        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7353 | 2045-11-01      | 3.5000%  | 0.0000% | $290053.89         | $270968.70         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE1670 | 2046-10-01      | 4.0000%  | 0.0000% | $187563.17         | $179261.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE9535 | 2047-03-01      | 4.5000%  | 0.0000% | $93087.29          | $91649.09          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8662 | 2051-08-01      | 3.0000%  | 0.0000% | $142181.94         | $123708.29         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8695 | 2036-09-01      | 2.0000%  | 0.0000% | $227431.30         | $209626.97         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9318 | 2036-11-01      | 2.0000%  | 0.0000% | $186988.30         | $173470.08         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  | 0.0000% | $12214.64          | $10304.20          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  | 0.0000% | $735247.29         | $639709.50         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2583 | 2052-08-01      | 4.5000%  | 0.0000% | $1778108.75        | $1723680.84        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2600 | 2052-05-01      | 3.0000%  | 0.0000% | $283874.42         | $249711.08         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $828.84            | $722.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  | 0.0000% | $20973.65          | $19030.26          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3318 | 2052-12-01      | 5.5000%  | 0.0000% | $15827.39          | $16206.15          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3325 | 2037-04-01      | 2.0000%  | 0.0000% | $559954.37         | $518436.86         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $36680.86          | $31939.61          | Agency Mortgage-Backed Securities |
| GNII SF CB1024 C     | 2051-02-20      | 2.5000%  | 0.0000% | $709.95            | $595.01            | Agency Mortgage-Backed Securities |
| GNII SF CD7215 C     | 2051-05-20      | 2.5000%  | 0.0000% | $2798152.12        | $2346850.60        | Agency Mortgage-Backed Securities |
| GNII SF CH7881 C     | 2051-10-20      | 3.0000%  | 0.0000% | $1322.32           | $1200.46           | Agency Mortgage-Backed Securities |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $914.33            | $766.28            | Agency Mortgage-Backed Securities |
| GNII SF CL1818 C     | 2052-02-20      | 3.5000%  | 0.0000% | $974676.65         | $895025.32         | Agency Mortgage-Backed Securities |
| GNII SF CL1819 C     | 2052-02-20      | 3.5000%  | 0.0000% | $767.26            | $704.26            | Agency Mortgage-Backed Securities |
| GNII SF CL4915 C     | 2052-03-20      | 3.5000%  | 0.0000% | $900380.95         | $813032.49         | Agency Mortgage-Backed Securities |
| GNII SF CL5523 C     | 2052-04-20      | 3.0000%  | 0.0000% | $705.15            | $617.06            | Agency Mortgage-Backed Securities |
| GNII SF CL7352 C     | 2052-03-20      | 3.7500%  | 0.0000% | $1066069.07        | $998672.90         | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $1205.32           | $1105.69           | Agency Mortgage-Backed Securities |
| GNII SF AE8491 C     | 2044-07-20      | 4.0000%  | 0.0000% | $129415.39         | $123114.94         | Agency Mortgage-Backed Securities |
| GNII SF AL9364 C     | 2045-03-20      | 3.5000%  | 0.0000% | $4323.30           | $3965.68           | Agency Mortgage-Backed Securities |
| GNII SF CR3025 C     | 2052-12-20      | 5.5000%  | 0.0000% | $2585.56           | $2623.71           | Agency Mortgage-Backed Securities |
| GNII SF CR9210 C     | 2053-01-20      | 5.5000%  | 0.0000% | $3354.52           | $3408.33           | Agency Mortgage-Backed Securities |
| GNII SF 003013 M     | 2030-12-20      | 8.5000%  | 0.0000% | $27.46             | $29.09             | Agency Mortgage-Backed Securities |
| GNII SF 003000 M     | 2030-11-20      | 8.0000%  | 0.0000% | $28.67             | $30.02             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9014 | 2054-07-01      | 6.5000%  | 0.0000% | $523370.22         | $546260.10         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3844 | 2044-12-01      | 6.4140%  | 0.0000% | $128464.56         | $133222.71         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLBQ6570 | 2051-09-01      | 1.5000%  | 0.0000% | $217214.31         | $164754.16         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4110 | 2052-03-01      | 2.5000%  | 0.0000% | $91194.54          | $76096.77          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  | 0.0000% | $872.98            | $729.33            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5590 | 2053-07-01      | 5.5000%  | 0.0000% | $13929.37          | $14195.91          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $9312.14           | $9075.52           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | 0.0000% | $53630.59          | $56499.32          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6793 | 2053-06-01      | 4.0000%  | 0.0000% | $142929.27         | $133913.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $4610.94           | $4011.80           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $66016.54          | $67173.00          | Agency Mortgage-Backed Securities |
| FMAR 8B0379 G        | 2054-10-01      | 5.4780%  | 0.0000% | $21673.41          | $22171.33          | Agency Mortgage-Backed Securities |
| GNII SF CT2648 C     | 2053-06-20      | 6.5000%  | 0.0000% | $776752.27         | $817524.43         | Agency Mortgage-Backed Securities |
| GNII SF CV1213 C     | 2053-08-20      | 7.0000%  | 0.0000% | $135.99            | $141.29            | Agency Mortgage-Backed Securities |
| GNII SF CV6207 C     | 2053-07-20      | 7.0000%  | 0.0000% | $1958.34           | $2092.17           | Agency Mortgage-Backed Securities |
| GNII SF CY3694 C     | 2053-11-20      | 7.0000%  | 0.0000% | $260.77            | $273.48            | Agency Mortgage-Backed Securities |
| GNII SF CZ1338 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1158614.61        | $1246349.03        | Agency Mortgage-Backed Securities |
| GNII SF CZ1439 C     | 2054-05-20      | 7.0000%  | 0.0000% | $669.39            | $702.00            | Agency Mortgage-Backed Securities |
| GNII SF CZ1486 C     | 2054-05-20      | 7.0000%  | 0.0000% | $2179021.90        | $2322467.88        | Agency Mortgage-Backed Securities |
| GNII SF CZ4781 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1059.68           | $1104.65           | Agency Mortgage-Backed Securities |
| GNII SF CZ8986 C     | 2054-03-20      | 6.0000%  | 0.0000% | $2951.09           | $3080.79           | Agency Mortgage-Backed Securities |
| GNII SF DA5250 C     | 2054-05-20      | 7.0000%  | 0.0000% | $738.30            | $774.27            | Agency Mortgage-Backed Securities |
| GNII SF DA9485 C     | 2054-05-20      | 7.0000%  | 0.0000% | $911057.48         | $955438.23         | Agency Mortgage-Backed Securities |
| GNII SF DA9714 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1278946.73        | $1358618.15        | Agency Mortgage-Backed Securities |
| GNII SF DB0503 C     | 2054-05-20      | 6.5000%  | 0.0000% | $4898475.27        | $5107633.09        | Agency Mortgage-Backed Securities |
| GNII SF DB1839 C     | 2054-03-20      | 7.0000%  | 0.0000% | $1479.17           | $1563.87           | Agency Mortgage-Backed Securities |
| GNII SF DB3625 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1734.71           | $1831.93           | Agency Mortgage-Backed Securities |
| GNII SF DB4732 C     | 2054-05-20      | 7.5000%  | 0.0000% | $795118.59         | $828865.28         | Agency Mortgage-Backed Securities |
| GNII SF DB6117 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1096641.87        | $1150063.08        | Agency Mortgage-Backed Securities |
| GNII SF DB9877 C     | 2054-04-20      | 6.5000%  | 0.0000% | $2944.38           | $3069.98           | Agency Mortgage-Backed Securities |
| GNII SF DB9981 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1126759.26        | $1245829.80        | Agency Mortgage-Backed Securities |
| GNII SF DB9982 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1075037.59        | $1204519.65        | Agency Mortgage-Backed Securities |
| GNII SF DB9983 C     | 2054-05-20      | 8.0000%  | 0.0000% | $2124451.33        | $2371251.44        | Agency Mortgage-Backed Securities |
| GNII SF DB9984 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1012410.20        | $1130064.63        | Agency Mortgage-Backed Securities |
| GNII SF DC0526 C     | 2054-09-20      | 7.0000%  | 0.0000% | $614.19            | $644.11            | Agency Mortgage-Backed Securities |
| GNII SF DC1676 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1057622.09        | $1119486.05        | Agency Mortgage-Backed Securities |
| GNII SF DC1603 C     | 2054-05-20      | 7.0000%  | 0.0000% | $993233.31         | $1051332.93        | Agency Mortgage-Backed Securities |
| GNII SF DC1627 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1103281.61        | $1167818.56        | Agency Mortgage-Backed Securities |
| GNII SF DC1840 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1000717.41        | $1052524.99        | Agency Mortgage-Backed Securities |
| GNII SF DC4641 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1094730.83        | $1164552.27        | Agency Mortgage-Backed Securities |
| GNII SF DC4705 C     | 2054-05-20      | 7.0000%  | 0.0000% | $979901.46         | $1046802.70        | Agency Mortgage-Backed Securities |
| GNII SF 004497 M     | 2039-07-20      | 5.5000%  | 0.0000% | $30.72             | $31.83             | Agency Mortgage-Backed Securities |
| GNII SF 004223 M     | 2038-08-20      | 6.5000%  | 0.0000% | $12.51             | $13.66             | Agency Mortgage-Backed Securities |
| GNII SF 005305 M     | 2042-02-20      | 4.0000%  | 0.0000% | $59925.65          | $57649.45          | Agency Mortgage-Backed Securities |
| GNII SF 004560 M     | 2039-10-20      | 5.5000%  | 0.0000% | $31.21             | $32.34             | Agency Mortgage-Backed Securities |
| GNII SF 004540 M     | 2039-09-20      | 4.5000%  | 0.0000% | $35.60             | $35.65             | Agency Mortgage-Backed Securities |
| GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $7958.52           | $7969.64           | Agency Mortgage-Backed Securities |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $151129.10         | $151340.38         | Agency Mortgage-Backed Securities |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $186903.82         | $175721.03         | Agency Mortgage-Backed Securities |
| GNAR AR 008874 M     | 2026-05-20      | 5.6250%  | 0.0000% | $104.28            | $104.55            | Agency Mortgage-Backed Securities |
| GNAR AR 008911 M     | 2026-07-20      | 4.6250%  | 0.0000% | $85.81             | $86.17             | Agency Mortgage-Backed Securities |
| GNAR AR 008913 M     | 2026-07-20      | 4.6250%  | 0.0000% | $568.01            | $571.10            | Agency Mortgage-Backed Securities |
| GNAR AR 008928 M     | 2026-07-20      | 5.0000%  | 0.0000% | $54.77             | $54.94             | Agency Mortgage-Backed Securities |
| GNAR AR 008959 M     | 2026-08-20      | 5.0000%  | 0.0000% | $264.73            | $265.59            | Agency Mortgage-Backed Securities |
| GNAR AR 008967 M     | 2026-09-20      | 4.6250%  | 0.0000% | $283.99            | $284.04            | Agency Mortgage-Backed Securities |
| GNAR AR 008968 M     | 2026-09-20      | 4.6250%  | 0.0000% | $105.18            | $105.82            | Agency Mortgage-Backed Securities |
| GNAR AR 008971 M     | 2026-09-20      | 4.6250%  | 0.0000% | $22.84             | $22.88             | Agency Mortgage-Backed Securities |
| GNAR AR 008770 M     | 2025-12-20      | 4.7500%  | 0.0000% | $3.57              | $3.58              | Agency Mortgage-Backed Securities |
| GNAR AR 008744 M     | 2025-11-20      | 4.7500%  | 0.0000% | $5.86              | $5.87              | Agency Mortgage-Backed Securities |
| GNAR AR 008746 M     | 2025-11-20      | 4.7500%  | 0.0000% | $42.34             | $42.42             | Agency Mortgage-Backed Securities |
| GNAR AR 008747 M     | 2025-11-20      | 4.7500%  | 0.0000% | $231.07            | $231.61            | Agency Mortgage-Backed Securities |
| GNAR AR 008816 M     | 2026-02-20      | 5.6250%  | 0.0000% | $384.41            | $385.24            | Agency Mortgage-Backed Securities |
| GNAR AR 008865 M     | 2026-05-20      | 5.6250%  | 0.0000% | $784.22            | $787.32            | Agency Mortgage-Backed Securities |
| GNAR AR 008844 M     | 2026-03-20      | 5.6250%  | 0.0000% | $176.45            | $176.95            | Agency Mortgage-Backed Securities |
| GNAR AR 080024 M     | 2026-12-20      | 5.0000%  | 0.0000% | $304.24            | $305.35            | Agency Mortgage-Backed Securities |
| GNAR AR 080010 M     | 2026-11-20      | 4.7500%  | 0.0000% | $46.57             | $46.65             | Agency Mortgage-Backed Securities |
| GNAR AR 080011 M     | 2026-11-20      | 4.7500%  | 0.0000% | $190.36            | $191.28            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0498 | 2044-06-01      | 3.0000%  | 0.0000% | $27315.64          | $25050.58          | Agency Mortgage-Backed Securities |
| FMIN 07/15/2028 F    | 2028-07-15      | 0.0000%  | 0.0000% | $8000.00           | $7180.48           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAI7351 | 2026-08-01      | 4.5000%  | 0.0000% | $10679.59          | $10697.09          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR9747 | 2051-04-01      | 2.0000%  | 0.0000% | $24739.63          | $19863.56          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $5871.59           | $5327.53           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBU3428 | 2051-12-01      | 4.0000%  | 0.0000% | $335157.00         | $314035.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7573 | 2052-01-01      | 3.0000%  | 0.0000% | $22836.92          | $20029.83          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV2634 | 2052-07-01      | 4.0000%  | 0.0000% | $249999.41         | $234604.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV7937 | 2052-08-01      | 4.0000%  | 0.0000% | $328047.83         | $307898.18         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8117 | 2052-04-01      | 3.0000%  | 0.0000% | $22130.96          | $19254.89          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW8874 | 2052-09-01      | 4.0000%  | 0.0000% | $332680.82         | $312003.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  | 0.0000% | $832.80            | $781.30            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8493 | 2038-07-01      | 6.0000%  | 0.0000% | $55715.26          | $57808.13          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8574 | 2054-08-01      | 6.5000%  | 0.0000% | $2578296.47        | $2695313.89        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $351885.38         | $368030.78         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9427 | 2052-06-01      | 3.5000%  | 0.0000% | $47299.05          | $42916.38          | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0044 | 2050-10-25      | 3.5000%  | 0.0000% | $27348.57          | $24814.48          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCC0637 | 2055-06-01      | 3.8600%  | 0.0000% | $1536639.71        | $1496338.60        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL940625 | 2037-08-01      | 6.5000%  | 0.0000% | $5577.78           | $5895.88           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0051 | 2055-08-01      | 6.5000%  | 0.0000% | $853267.00         | $888499.72         | Agency Mortgage-Backed Securities |
| GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $235.78            | $219.77            | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M     | 2043-01-20      | 3.5000%  | 0.0000% | $97.13             | $91.02             | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $1705.74           | $1786.43           | Agency Mortgage-Backed Securities |
| GNII SF MA0153 M     | 2042-06-20      | 3.0000%  | 0.0000% | $334.71            | $306.37            | Agency Mortgage-Backed Securities |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $1599.94           | $1657.85           | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $108.03            | $101.38            | Agency Mortgage-Backed Securities |
| GNII SF MA1523 M     | 2043-12-20      | 4.5000%  | 0.0000% | $191.33            | $189.24            | Agency Mortgage-Backed Securities |
| GNII SF MA1602 M     | 2044-01-20      | 4.5000%  | 0.0000% | $76.60             | $75.79             | Agency Mortgage-Backed Securities |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $81.68             | $76.24             | Agency Mortgage-Backed Securities |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2271195.30        | $2436818.44        | Agency Mortgage-Backed Securities |
| GNII SF DC4727 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2406059.70        | $2581520.00        | Agency Mortgage-Backed Securities |
| GNII SF DC4728 C     | 2054-05-20      | 7.5000%  | 0.0000% | $3554347.64        | $3813546.07        | Agency Mortgage-Backed Securities |
| GNII SF DC7433 C     | 2054-08-20      | 6.5000%  | 0.0000% | $657890.04         | $696437.50         | Agency Mortgage-Backed Securities |
| GNII SF DD4298 C     | 2054-11-20      | 5.0000%  | 0.0000% | $1097046.53        | $1091831.05        | Agency Mortgage-Backed Securities |
| GNII SF DD6896 C     | 2054-08-20      | 6.5000%  | 0.0000% | $2070.37           | $2158.69           | Agency Mortgage-Backed Securities |
| GNII SF DF2725 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1032598.37        | $1086001.72        | Agency Mortgage-Backed Securities |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | 0.0000% | $550231.02         | $581115.79         | Agency Mortgage-Backed Securities |
| GNII SF DF9469 C     | 2054-11-20      | 7.0000%  | 0.0000% | $766070.95         | $803391.21         | Agency Mortgage-Backed Securities |
| GNII SF DG2280 C     | 2054-12-20      | 7.0000%  | 0.0000% | $2005.76           | $2142.58           | Agency Mortgage-Backed Securities |
| GNII SF DG4485 C     | 2054-12-20      | 6.5000%  | 0.0000% | $993.75            | $1039.82           | Agency Mortgage-Backed Securities |
| GNII SF DG4180 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1005.01           | $1053.92           | Agency Mortgage-Backed Securities |
| GNII SF DG7403 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2005.84           | $2142.66           | Agency Mortgage-Backed Securities |
| GNII SF DH0400 C     | 2055-02-20      | 7.0000%  | 0.0000% | $500081.36         | $527777.09         | Agency Mortgage-Backed Securities |
| GNAR AR 080012 M     | 2026-11-20      | 4.7500%  | 0.0000% | $569.10            | $571.22            | Agency Mortgage-Backed Securities |
| GNAR AR 080013 M     | 2026-11-20      | 5.0000%  | 0.0000% | $148.96            | $149.60            | Agency Mortgage-Backed Securities |
| GNAR AR 080022 M     | 2026-12-20      | 4.7500%  | 0.0000% | $1367.49           | $1377.45           | Agency Mortgage-Backed Securities |
| GNAR AR 080023 M     | 2026-12-20      | 4.7500%  | 0.0000% | $776.16            | $783.62            | Agency Mortgage-Backed Securities |
| GNAR AR 080061 M     | 2027-04-20      | 5.6250%  | 0.0000% | $161.14            | $161.95            | Agency Mortgage-Backed Securities |
| GNAR AR 080046 M     | 2027-02-20      | 5.6250%  | 0.0000% | $372.81            | $373.20            | Agency Mortgage-Backed Securities |
| GNAR AR 080047 M     | 2027-02-20      | 5.6250%  | 0.0000% | $1795.16           | $1803.39           | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M     | 2027-05-20      | 5.6250%  | 0.0000% | $1707.51           | $1715.95           | Agency Mortgage-Backed Securities |
| GNAR AR 080086 M     | 2027-06-20      | 5.6250%  | 0.0000% | $514.87            | $519.47            | Agency Mortgage-Backed Securities |
| GNAR AR 080143 M     | 2027-12-20      | 4.7500%  | 0.0000% | $385.88            | $390.08            | Agency Mortgage-Backed Securities |
| GNAR AR 080180 M     | 2028-03-20      | 5.6250%  | 0.0000% | $632.30            | $635.97            | Agency Mortgage-Backed Securities |
| GNAR AR 080408 M     | 2030-05-20      | 5.6250%  | 0.0000% | $945.60            | $949.17            | Agency Mortgage-Backed Securities |
| GNAR AR 080393 M     | 2030-04-20      | 5.6250%  | 0.0000% | $3522.85           | $3527.58           | Agency Mortgage-Backed Securities |
| GNAR AR 080395 M     | 2030-04-20      | 5.6250%  | 0.0000% | $449.01            | $451.01            | Agency Mortgage-Backed Securities |
| GNAR AR 080397 M     | 2030-04-20      | 5.6250%  | 0.0000% | $3481.90           | $3496.61           | Agency Mortgage-Backed Securities |
| GNAR AR 080407 M     | 2030-05-20      | 5.6250%  | 0.0000% | $2984.71           | $2990.00           | Agency Mortgage-Backed Securities |
| GNAR AR 080418 M     | 2030-06-20      | 5.6250%  | 0.0000% | $3960.02           | $3978.40           | Agency Mortgage-Backed Securities |
| GNAR AR 080471 M     | 2030-11-20      | 4.7500%  | 0.0000% | $3214.89           | $3227.79           | Agency Mortgage-Backed Securities |
| GNAR AF 081882 M     | 2037-04-20      | 5.6250%  | 0.0000% | $4367.16           | $4406.62           | Agency Mortgage-Backed Securities |
| GNAR AF 082138 M     | 2038-08-20      | 4.6250%  | 0.0000% | $1338.35           | $1363.30           | Agency Mortgage-Backed Securities |
| GNII SP 787913 C     | 2055-04-20      | 5.5000%  | 0.0000% | $82758932.80       | $83917705.00       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6536 | 2054-10-01      | 5.5000%  | 0.0000% | $82665.49          | $83655.06          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5548 | 2038-05-01      | 6.6980%  | 0.0000% | $13548.33          | $14099.98          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $11243.06          | $10519.58          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9012 | 2046-09-01      | 6.9830%  | 0.0000% | $114789.83         | $119012.11         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $344766.00         | $302781.28         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9573 | 2048-07-01      | 4.0400%  | 0.0000% | $20485.17          | $17939.52          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMB0294 | 2055-01-01      | 4.0000%  | 0.0000% | $400000.45         | $374746.86         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW9708 | 2052-11-01      | 5.1060%  | 0.0000% | $5345.18           | $5439.29           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2320 | 2052-12-01      | 5.0000%  | 0.0000% | $448668.61         | $445993.60         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  | 0.0000% | $62686.44          | $65680.07          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0972 | 2034-05-01      | 5.3300%  | 0.0000% | $1000.00           | $1052.93           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2050 | 2034-10-01      | 4.1900%  | 0.0000% | $1100.00           | $1072.17           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2074 | 2034-10-01      | 4.4200%  | 0.0000% | $1981.00           | $1966.05           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3525 | 2032-05-01      | 4.8300%  | 0.0000% | $34278.00          | $35253.64          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2923 | 2032-02-01      | 4.4300%  | 0.0000% | $11300.00          | $11423.55          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4443 | 2030-07-01      | 4.1000%  | 0.0000% | $2200.00           | $2198.60           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ4449 | 2035-07-01      | 4.7800%  | 0.0000% | $1000.00           | $1018.40           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4453 | 2030-07-01      | 4.6900%  | 0.0000% | $111390.00         | $113962.64         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4479 | 2032-08-01      | 4.6300%  | 0.0000% | $127810.00         | $130241.60         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3705 | 2032-05-01      | 4.7900%  | 0.0000% | $251975.00         | $258637.61         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3979 | 2030-06-01      | 4.5000%  | 0.0000% | $910000.00         | $925276.17         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3952 | 2032-06-01      | 4.5100%  | 0.0000% | $2193600.00        | $2217257.49        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3987 | 2032-06-01      | 4.9100%  | 0.0000% | $299506.00         | $308973.95         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4070 | 2032-06-01      | 4.8650%  | 0.0000% | $1000.00           | $1030.22           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4081 | 2032-06-01      | 4.7400%  | 0.0000% | $133690.00         | $136743.97         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4611 | 2032-11-01      | 5.4250%  | 0.0000% | $92176.00          | $96026.14          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4699 | 2030-08-01      | 4.5000%  | 0.0000% | $6340.00           | $6461.49           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4744 | 2030-08-01      | 4.7100%  | 0.0000% | $1000.00           | $1025.30           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | 0.0000% | $14611.61          | $13478.95          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  | 0.0000% | $26827.72          | $24802.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $16701.89          | $15320.99          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0353 | 2030-03-01      | 4.5000%  | 0.0000% | $9584.48           | $9661.74           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $6962.87           | $6238.06           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $36539.82          | $30649.03          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $20118.38          | $18906.94          | Agency Mortgage-Backed Securities |
| GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $115.48            | $107.98            | Agency Mortgage-Backed Securities |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $46601.21          | $44561.53          | Agency Mortgage-Backed Securities |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $79.59             | $74.41             | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M     | 2044-10-20      | 4.0000%  | 0.0000% | $68.99             | $65.94             | Agency Mortgage-Backed Securities |
| GNII SF MA2450 M     | 2038-02-20      | 6.0000%  | 0.0000% | $4231.04           | $4463.64           | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $573209.22         | $516650.28         | Agency Mortgage-Backed Securities |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $114.24            | $106.70            | Agency Mortgage-Backed Securities |
| GNII SF MA3599 M     | 2046-04-20      | 4.5000%  | 0.0000% | $114170.78         | $112643.06         | Agency Mortgage-Backed Securities |
| GNII SF MA2757 M     | 2045-03-20      | 5.0000%  | 0.0000% | $201899.20         | $205160.86         | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $80.19             | $74.82             | Agency Mortgage-Backed Securities |
| GNII SF MA2892 M     | 2045-06-20      | 3.5000%  | 0.0000% | $99779.07          | $93186.69          | Agency Mortgage-Backed Securities |
| GNII SF MA2894 M     | 2045-06-20      | 4.5000%  | 0.0000% | $81368.54          | $80396.19          | Agency Mortgage-Backed Securities |
| GNII SF MA3108 M     | 2045-09-20      | 5.0000%  | 0.0000% | $164.21            | $167.32            | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $503.82            | $469.58            | Agency Mortgage-Backed Securities |
| GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $1108314.97        | $1056974.62        | Agency Mortgage-Backed Securities |
| GNII SF MA3430 M     | 2031-02-20      | 4.0000%  | 0.0000% | $116611.12         | $115564.89         | Agency Mortgage-Backed Securities |
| GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $456994.78         | $436106.05         | Agency Mortgage-Backed Securities |
| GNII SF MA3458 M     | 2046-02-20      | 5.5000%  | 0.0000% | $89.25             | $92.49             | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $127.16            | $118.30            | Agency Mortgage-Backed Securities |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $98.89             | $94.29             | Agency Mortgage-Backed Securities |
| GNII SF MA3665 M     | 2046-04-20      | 4.5000%  | 0.0000% | $76.78             | $75.81             | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $1326.51           | $1351.61           | Agency Mortgage-Backed Securities |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $356.70            | $333.00            | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $1249486.63        | $1165131.56        | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $997.29            | $929.24            | Agency Mortgage-Backed Securities |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $69439.61          | $62544.14          | Agency Mortgage-Backed Securities |
| GNII SF MA4264 M     | 2047-02-20      | 4.5000%  | 0.0000% | $197.07            | $194.61            | Agency Mortgage-Backed Securities |
| GNII SF MA5329 M     | 2048-06-20      | 3.5000%  | 0.0000% | $113808.76         | $105281.32         | Agency Mortgage-Backed Securities |
| GNII SF MA5330 M     | 2048-07-20      | 4.0000%  | 0.0000% | $384.42            | $365.21            | Agency Mortgage-Backed Securities |
| GNII SF MA5331 M     | 2048-06-20      | 4.5000%  | 0.0000% | $356.87            | $351.65            | Agency Mortgage-Backed Securities |
| GNII SF MA5397 M     | 2048-08-20      | 3.5000%  | 0.0000% | $1161096.31        | $1077360.63        | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $279433.10         | $265330.42         | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $206.59            | $196.44            | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $103.41            | $98.33             | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $185.19            | $182.94            | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $3273.63           | $2941.52           | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $113.64            | $108.06            | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $135.15            | $125.50            | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $2285.53           | $2130.70           | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $4470.01           | $4148.36           | Agency Mortgage-Backed Securities |
| GNII SF MA5078 M     | 2048-03-20      | 4.0000%  | 0.0000% | $192.04            | $182.61            | Agency Mortgage-Backed Securities |
| GNII SF MA5079 M     | 2048-03-20      | 4.5000%  | 0.0000% | $181.24            | $179.03            | Agency Mortgage-Backed Securities |
| GNII SF MA5136 M     | 2048-04-20      | 3.5000%  | 0.0000% | $2889.52           | $2678.61           | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $471.52            | $447.19            | Agency Mortgage-Backed Securities |
| GNII SF MA5191 M     | 2048-05-20      | 3.5000%  | 0.0000% | $4296.03           | $3988.22           | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $227.79            | $230.14            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $69142.60          | $57851.85          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $95475.33          | $79618.16          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6789 | 2046-03-01      | 3.5000%  | 0.0000% | $24999.79          | $23313.86          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7365 | 2046-06-01      | 3.0000%  | 0.0000% | $7184.39           | $6472.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAU4376 | 2043-10-01      | 4.5000%  | 0.0000% | $104.56            | $103.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $9674.94           | $8877.03           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  | 0.0000% | $53215.65          | $45238.33          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8222 | 2050-12-01      | 1.5000%  | 0.0000% | $69553.27          | $52870.69          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $11128.63          | $9321.91           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2079 | 2051-11-01      | 2.0000%  | 0.0000% | $320231.57         | $257633.84         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  | 0.0000% | $307900.52         | $263477.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2870 | 2052-02-01      | 2.5000%  | 0.0000% | $799.27            | $669.13            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | 0.0000% | $222382.02         | $205890.29         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2967 | 2037-02-01      | 2.0000%  | 0.0000% | $400601.71         | $370028.41         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $70387.48          | $59308.10          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | 0.0000% | $6088.31           | $5558.52           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  | 0.0000% | $449984.23         | $468575.13         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $488526.30         | $409097.03         | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M     | 2048-05-20      | 4.5000%  | 0.0000% | $85.75             | $84.61             | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $393.63            | $362.12            | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $153.24            | $154.82            | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $355.48            | $329.54            | Agency Mortgage-Backed Securities |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $303.46            | $288.55            | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $1343.20           | $1321.89           | Agency Mortgage-Backed Securities |
| GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $103612.82         | $104816.69         | Agency Mortgage-Backed Securities |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $1006.61           | $931.37            | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $153.12            | $151.23            | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $149.24            | $150.86            | Agency Mortgage-Backed Securities |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $134.12            | $132.13            | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M     | 2049-02-20      | 3.5000%  | 0.0000% | $224.91            | $208.69            | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $108.10            | $102.59            | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $169.58            | $174.20            | Agency Mortgage-Backed Securities |
| GNII SF MA5818 M     | 2049-03-20      | 4.5000%  | 0.0000% | $77.23             | $76.14             | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $209.73            | $211.64            | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $255.05            | $243.54            | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $278.20            | $281.30            | Agency Mortgage-Backed Securities |
| GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $456.82            | $418.39            | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $238.88            | $219.80            | Agency Mortgage-Backed Securities |
| GNII SF MA6090 M     | 2049-08-20      | 3.5000%  | 0.0000% | $131.60            | $120.83            | Agency Mortgage-Backed Securities |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $1022.14           | $940.27            | Agency Mortgage-Backed Securities |
| GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $254.23            | $256.86            | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $303341.39         | $248944.26         | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $2778027.44        | $2279853.66        | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $442.92            | $394.42            | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $57859.05          | $58456.09          | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $776.81            | $733.88            | Agency Mortgage-Backed Securities |
| GNII SF MA6477 M     | 2050-01-20      | 4.5000%  | 0.0000% | $133.57            | $131.13            | Agency Mortgage-Backed Securities |
| GNII SF MA6544 M     | 2049-07-20      | 4.5000%  | 0.0000% | $141.05            | $138.25            | Agency Mortgage-Backed Securities |
| GNII SF MA6547 M     | 2050-02-20      | 6.0000%  | 0.0000% | $55359.36          | $58464.28          | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $275.51            | $245.09            | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $63460.68          | $52080.50          | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $2238.68           | $1914.41           | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $1977.27           | $1622.69           | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $7018.14           | $5759.60           | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $59686.03          | $48982.74          | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $1533.29           | $1446.29           | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $1822797.53        | $1775842.26        | Agency Mortgage-Backed Securities |
| GNII SF DK2800 C     | 2055-05-20      | 6.5000%  | 0.0000% | $368839.44         | $388338.34         | Agency Mortgage-Backed Securities |
| GNII SF DK6022 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1998.43           | $2083.75           | Agency Mortgage-Backed Securities |
| GNII SF DK9460 C     | 2055-07-20      | 5.5000%  | 0.0000% | $998.33            | $1019.06           | Agency Mortgage-Backed Securities |
| GNII SF DH8018 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3009.70           | $3185.58           | Agency Mortgage-Backed Securities |
| GNII SF DJ6662 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1316171.62        | $1433277.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ8575 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1000.14           | $1031.84           | Agency Mortgage-Backed Securities |
| GNII SF DJ8558 C     | 2055-05-20      | 6.5000%  | 0.0000% | $559703.08         | $583940.77         | Agency Mortgage-Backed Securities |
| GNII SF DK0088 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1013801.00        | $1038656.14        | Agency Mortgage-Backed Securities |
| TVIN 03/15/41        | 2041-03-15      | 0.0000%  | 0.0000% | $2000.00           | $866.28            | Agency Mortgage-Backed Securities |
| TVIN 09/15/41        | 2041-09-15      | 0.0000%  | 0.0000% | $2000.00           | $840.52            | Agency Mortgage-Backed Securities |
| TVIN 03/15/57        | 2057-03-15      | 0.0000%  | 0.0000% | $12000.00          | $2034.00           | Agency Mortgage-Backed Securities |
| RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $301000.00         | $253695.14         | Corporate Debt Securities         |

### Security 349: Citibank NA

- **C.1 - Title:** Citibank 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: 981ZCN003, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCN003_4.34_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $8719.13           | $8807.83           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8529 | 2055-03-01      | 3.5000%  | 0.0000% | $1944.53           | $1764.35           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8537 | 2055-05-01      | 3.5000%  | 0.0000% | $4915.61           | $4460.13           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735691 | 2032-04-01      | 6.4530%  | 0.0000% | $986.05            | $1009.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735805 | 2035-07-01      | 5.9410%  | 0.0000% | $13351.59          | $13522.24          | Agency Mortgage-Backed Securities  |
| GNII SF MA7830 M     | 2052-01-20      | 4.0000%  | 0.0000% | $2048.93           | $1932.16           | Agency Mortgage-Backed Securities  |
| GNII SF MA7832 M     | 2052-01-20      | 5.0000%  | 0.0000% | $1033.03           | $1035.65           | Agency Mortgage-Backed Securities  |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $3004.76           | $2566.91           | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1595.44           | $1309.34           | Agency Mortgage-Backed Securities  |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $2303.42           | $1967.76           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $3255.69           | $3148.77           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $4193.34           | $3808.17           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $8421.54           | $7334.32           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $836.36            | $784.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | 0.0000% | $732.04            | $741.99            | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $4455.23           | $3957.24           | Agency Mortgage-Backed Securities  |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $9318.82           | $8369.64           | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $6261.80           | $6367.34           | Agency Mortgage-Backed Securities  |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $853.66            | $851.39            | Agency Mortgage-Backed Securities  |
| GNII SF MA8103 M     | 2052-06-20      | 5.5000%  | 0.0000% | $28749.43          | $29313.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA8146 M     | 2052-07-20      | 2.0000%  | 0.0000% | $2062.63           | $1692.75           | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $791.37            | $746.59            | Agency Mortgage-Backed Securities  |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $939226.67         | $915032.19         | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $2391.48           | $2258.35           | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $51055498.74       | $49866416.17       | Agency Mortgage-Backed Securities  |
| GNII SF MA8204 M     | 2052-08-20      | 6.0000%  | 0.0000% | $29632.57          | $30583.59          | Agency Mortgage-Backed Securities  |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $2226.13           | $1901.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA8266 M     | 2052-09-20      | 3.5000%  | 0.0000% | $2403.61           | $2200.11           | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $50591247.49       | $49288016.95       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB843026 | 2035-09-01      | 6.1600%  | 0.0000% | $10239.76          | $10388.52          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS844237 | 2035-11-01      | 5.9870%  | 0.0000% | $3976.15           | $4069.45           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS843823 | 2035-11-01      | 6.1980%  | 0.0000% | $3161.96           | $3234.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS843997 | 2035-11-01      | 6.1280%  | 0.0000% | $6231.55           | $6391.47           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB844000 | 2035-11-01      | 6.5830%  | 0.0000% | $10262.16          | $10399.13          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS844532 | 2035-11-01      | 6.0230%  | 0.0000% | $25506.10          | $26086.05          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS846171 | 2035-10-01      | 6.6080%  | 0.0000% | $15389.48          | $15821.58          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1849025 | 2036-01-01      | 6.1920%  | 0.0000% | $473.90            | $486.12            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB849264 | 2036-01-01      | 6.6280%  | 0.0000% | $33572.91          | $34488.98          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS849930 | 2034-08-01      | 6.4230%  | 0.0000% | $21063.56          | $21394.30          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS863729 | 2036-01-01      | 6.5180%  | 0.0000% | $13439.17          | $13878.19          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1865915 | 2036-03-01      | 6.3720%  | 0.0000% | $911.92            | $937.29            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS866920 | 2036-02-01      | 6.5630%  | 0.0000% | $1219.97           | $1261.36           | Agency Mortgage-Backed Securities  |
| FMAR 1M1049 G        | 2036-10-01      | 6.3450%  | 0.0000% | $191494.00         | $194537.61         | Agency Mortgage-Backed Securities  |
| FMAR 1M1083 G        | 2037-10-01      | 6.6780%  | 0.0000% | $75905.04          | $77101.61          | Agency Mortgage-Backed Securities  |
| FMAR 1M1099 G        | 2035-09-01      | 6.1780%  | 0.0000% | $251112.88         | $256034.72         | Agency Mortgage-Backed Securities  |
| FMAR 1N0002 G        | 2035-04-01      | 6.2900%  | 0.0000% | $235843.94         | $242950.67         | Agency Mortgage-Backed Securities  |
| FMAR 1N0057 G        | 2035-11-01      | 6.5600%  | 0.0000% | $188507.57         | $191324.30         | Agency Mortgage-Backed Securities  |
| FMAR 1N0064 G        | 2035-10-01      | 6.1450%  | 0.0000% | $27968.40          | $28377.06          | Agency Mortgage-Backed Securities  |
| FMAR 1N0117 G        | 2035-12-01      | 6.3320%  | 0.0000% | $338796.05         | $343875.92         | Agency Mortgage-Backed Securities  |
| FMAR 1N0172 G        | 2036-07-01      | 6.2330%  | 0.0000% | $120032.74         | $122868.14         | Agency Mortgage-Backed Securities  |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $53583.06          | $55619.25          | Agency Mortgage-Backed Securities  |
| FMAR 1N1726 G        | 2037-08-01      | 6.3950%  | 0.0000% | $58831.77          | $59269.65          | Agency Mortgage-Backed Securities  |
| FMAR 1N1790 G        | 2037-08-01      | 5.8450%  | 0.0000% | $82363.29          | $82635.67          | Agency Mortgage-Backed Securities  |
| FMAR 1N1458 G        | 2037-03-01      | 6.1950%  | 0.0000% | $144305.80         | $148310.04         | Agency Mortgage-Backed Securities  |
| FMAR 1N1481 G        | 2037-06-01      | 6.5020%  | 0.0000% | $180499.19         | $185513.12         | Agency Mortgage-Backed Securities  |
| FMAR 1N1568 G        | 2037-03-01      | 6.2180%  | 0.0000% | $350371.52         | $357019.54         | Agency Mortgage-Backed Securities  |
| FMAR 1G1744 G        | 2035-08-01      | 6.5000%  | 0.0000% | $8828.68           | $9032.72           | Agency Mortgage-Backed Securities  |
| FMAR 1G1555 G        | 2037-02-01      | 7.2270%  | 0.0000% | $2470.76           | $2565.30           | Agency Mortgage-Backed Securities  |
| FMAR 1G1642 G        | 2037-04-01      | 6.3200%  | 0.0000% | $2268.84           | $2308.51           | Agency Mortgage-Backed Securities  |
| FMAR 1G5120 G        | 2037-09-01      | 6.6050%  | 0.0000% | $2285.45           | $2352.06           | Agency Mortgage-Backed Securities  |
| FMAR 1G5114 G        | 2036-10-01      | 6.3550%  | 0.0000% | $80397.34          | $82119.11          | Agency Mortgage-Backed Securities  |
| FMAR 1G5143 G        | 2036-06-01      | 6.2170%  | 0.0000% | $141652.89         | $144249.17         | Agency Mortgage-Backed Securities  |
| FMAR 1H2520 G        | 2035-06-01      | 6.6060%  | 0.0000% | $20732.19          | $21504.34          | Agency Mortgage-Backed Securities  |
| FMAR 1H2623 G        | 2036-07-01      | 6.2500%  | 0.0000% | $343503.00         | $356944.65         | Agency Mortgage-Backed Securities  |
| FMAR 1B7215 G        | 2036-12-01      | 6.5050%  | 0.0000% | $1772.55           | $1826.24           | Agency Mortgage-Backed Securities  |
| FMAR 1B7341 G        | 2037-05-01      | 7.1800%  | 0.0000% | $14357.95          | $14918.05          | Agency Mortgage-Backed Securities  |
| FMAR 1B7536 G        | 2037-11-01      | 6.7500%  | 0.0000% | $188839.56         | $194550.07         | Agency Mortgage-Backed Securities  |
| FMAR 1G2602 G        | 2036-10-01      | 6.5000%  | 0.0000% | $2397.18           | $2458.43           | Agency Mortgage-Backed Securities  |
| FMAR 1G2975 G        | 2038-11-01      | 6.3700%  | 0.0000% | $178921.45         | $183769.58         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0895 G        | 2039-09-01      | 6.6040%  | 0.0000% | $128876.86         | $133210.01         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $6961.21           | $6072.07           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC9156 | 2051-10-01      | 2.5000%  | 0.0000% | $585210.43         | $491338.84         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQC9480 | 2051-10-01      | 4.0000%  | 0.0000% | $2166.95           | $2033.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7829 | 2054-08-01      | 5.5000%  | 0.0000% | $1833.51           | $1853.71           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $1683.81           | $1529.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $13810.35          | $13757.44          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8271 | 2052-10-01      | 2.5000%  | 0.0000% | $1729.87           | $1445.77           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $2466.94           | $2454.84           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  | 0.0000% | $7818.66           | $6803.12           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  | 0.0000% | $5313.00           | $4623.34           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8304 | 2053-03-01      | 3.5000%  | 0.0000% | $4606.49           | $4179.66           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $7824.19           | $7567.55           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  | 0.0000% | $2570.04           | $2332.27           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $854.91            | $850.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $1275.35           | $1292.55           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $4402.64           | $3996.41           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $9626.84           | $9303.25           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $140620.04         | $139743.82         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $891.64            | $861.90            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $899.59            | $869.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $3277.62           | $3317.28           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $13441.86          | $12598.06          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8413 | 2054-02-01      | 4.0000%  | 0.0000% | $7682.02           | $7197.02           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8390 | 2053-11-01      | 4.0000%  | 0.0000% | $911.80            | $854.57            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $1705.11           | $1724.25           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $121645.16         | $124896.33         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8424 | 2054-03-01      | 4.0000%  | 0.0000% | $947.20            | $887.40            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8435 | 2054-06-01      | 4.0000%  | 0.0000% | $1883.44           | $1764.53           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $3870.20           | $3625.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $1803.34           | $1822.65           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  | 0.0000% | $109399.06         | $113883.83         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $1828.13           | $1846.87           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $874.22            | $897.58            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  | 0.0000% | $8704.21           | $8154.68           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $2897.45           | $2714.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  | 0.0000% | $2815.63           | $2844.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735858 | 2035-08-01      | 6.8510%  | 0.0000% | $3042.37           | $3124.19           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735961 | 2035-09-01      | 6.0960%  | 0.0000% | $1373.32           | $1385.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB737652 | 2033-09-01      | 6.8750%  | 0.0000% | $4.46              | $4.54              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD739403 | 2033-09-01      | 7.1310%  | 0.0000% | $6541.88           | $6717.29           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS742955 | 2033-10-01      | 6.5150%  | 0.0000% | $3695.39           | $3782.58           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA743602 | 2033-09-01      | 5.4920%  | 0.0000% | $3458.73           | $3537.24           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745054 | 2035-09-01      | 7.1920%  | 0.0000% | $237.55            | $244.82            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745059 | 2035-09-01      | 6.5930%  | 0.0000% | $6873.92           | $7069.20           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745362 | 2033-05-01      | 6.8220%  | 0.0000% | $11378.88          | $11690.20          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.5220%  | 0.0000% | $350.03            | $361.92            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745446 | 2033-04-01      | 6.5130%  | 0.0000% | $14439.77          | $14881.69          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1745466 | 2036-04-01      | 6.6570%  | 0.0000% | $2590.97           | $2676.56           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745539 | 2034-08-01      | 6.4070%  | 0.0000% | $410.54            | $422.74            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD745688 | 2034-07-01      | 6.3330%  | 0.0000% | $10472.24          | $10809.82          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745702 | 2034-11-01      | 7.0870%  | 0.0000% | $306.31            | $314.59            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745705 | 2032-11-01      | 6.4340%  | 0.0000% | $176.92            | $179.70            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745777 | 2036-07-01      | 6.3850%  | 0.0000% | $9127.94           | $9437.60           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745768 | 2036-07-01      | 6.5580%  | 0.0000% | $555.11            | $573.60            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745862 | 2035-04-01      | 6.3940%  | 0.0000% | $2228.68           | $2295.61           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1745895 | 2036-10-01      | 6.9410%  | 0.0000% | $3930.30           | $4037.93           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.6260%  | 0.0000% | $1248.28           | $1278.50           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD747302 | 2034-07-01      | 6.1550%  | 0.0000% | $17498.25          | $17986.88          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.9250%  | 0.0000% | $2657.65           | $2745.60           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS751531 | 2034-05-01      | 6.2100%  | 0.0000% | $3072.27           | $3172.40           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS754031 | 2033-12-01      | 6.4350%  | 0.0000% | $973.82            | $999.98            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB758614 | 2033-11-01      | 6.1750%  | 0.0000% | $3996.63           | $4070.72           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.6050%  | 0.0000% | $268.69            | $275.45            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD767672 | 2034-03-01      | 6.3850%  | 0.0000% | $355.46            | $364.25            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS768435 | 2034-01-01      | 6.2720%  | 0.0000% | $934.93            | $965.09            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS770140 | 2034-03-01      | 6.3180%  | 0.0000% | $614.14            | $630.19            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS773341 | 2035-06-01      | 6.1820%  | 0.0000% | $17664.23          | $18172.58          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB773856 | 2034-04-01      | 7.2080%  | 0.0000% | $12649.71          | $13108.27          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS775852 | 2044-03-01      | 5.5080%  | 0.0000% | $8393.01           | $8512.66           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB776488 | 2034-03-01      | 6.2030%  | 0.0000% | $8609.18           | $8870.51           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB777058 | 2034-05-01      | 6.7770%  | 0.0000% | $4613.96           | $4718.82           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD780365 | 2034-06-01      | 6.2730%  | 0.0000% | $1496.27           | $1542.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL779661 | 2034-07-01      | 5.5000%  | 0.0000% | $18.99             | $19.58             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS781309 | 2034-07-01      | 6.3100%  | 0.0000% | $3598.20           | $3717.49           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD781563 | 2034-11-01      | 6.4990%  | 0.0000% | $1944.70           | $1992.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN784124 | 2034-12-01      | 6.4550%  | 0.0000% | $2502.48           | $2579.44           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB786142 | 2034-07-01      | 6.0850%  | 0.0000% | $9981.02           | $10210.31          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB788987 | 2034-10-01      | 6.5000%  | 0.0000% | $18255.28          | $18617.35          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790762 | 2034-09-01      | 7.1650%  | 0.0000% | $1061.14           | $1080.28           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790764 | 2034-09-01      | 7.0580%  | 0.0000% | $17401.06          | $17908.00          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790964 | 2034-09-01      | 7.3960%  | 0.0000% | $12167.46          | $12464.40          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD791972 | 2034-09-01      | 7.3930%  | 0.0000% | $613.09            | $633.18            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB791961 | 2034-09-01      | 5.9380%  | 0.0000% | $2986.38           | $3023.69           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB793025 | 2034-07-01      | 6.2580%  | 0.0000% | $17307.44          | $17589.96          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB793065 | 2034-08-01      | 6.6520%  | 0.0000% | $763.81            | $785.24            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB794792 | 2034-10-01      | 7.0700%  | 0.0000% | $2032.50           | $2083.65           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS795297 | 2044-07-01      | 5.5080%  | 0.0000% | $20418.08          | $20649.12          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN795718 | 2034-09-01      | 7.3000%  | 0.0000% | $2613.27           | $2689.93           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB800165 | 2034-12-01      | 6.0200%  | 0.0000% | $924.12            | $938.94            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB800171 | 2034-12-01      | 6.0080%  | 0.0000% | $2831.98           | $2874.98           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS801344 | 2034-10-01      | 6.3150%  | 0.0000% | $1208.40           | $1248.39           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB803594 | 2034-10-01      | 6.5850%  | 0.0000% | $2281.70           | $2332.49           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.5080%  | 0.0000% | $1033.37           | $1048.20           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS806513 | 2034-12-01      | 6.4260%  | 0.0000% | $32643.45          | $33661.73          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.8480%  | 0.0000% | $827.44            | $857.95            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806776 | 2034-11-01      | 6.2100%  | 0.0000% | $3722.85           | $3768.86           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809181 | 2035-01-01      | 6.5980%  | 0.0000% | $22471.98          | $22980.77          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809319 | 2035-01-01      | 6.6700%  | 0.0000% | $926.58            | $953.21            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.7350%  | 0.0000% | $1818.57           | $1859.09           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB810896 | 2035-01-01      | 6.1150%  | 0.0000% | $13273.53          | $13658.88          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD813570 | 2034-10-01      | 6.2500%  | 0.0000% | $23886.04          | $24563.64          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN813586 | 2035-03-01      | 6.4250%  | 0.0000% | $55.03             | $56.73             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS813714 | 2035-01-01      | 6.1940%  | 0.0000% | $1234.97           | $1267.90           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB813842 | 2035-01-01      | 6.0940%  | 0.0000% | $1034.71           | $1065.30           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB815195 | 2035-05-01      | 6.3150%  | 0.0000% | $2133.30           | $2166.39           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB815261 | 2035-05-01      | 6.1420%  | 0.0000% | $6645.32           | $6737.74           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS815587 | 2035-04-01      | 6.4580%  | 0.0000% | $904.82            | $934.17            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB816597 | 2035-02-01      | 6.4200%  | 0.0000% | $1757.11           | $1796.61           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.8100%  | 0.0000% | $1212.28           | $1258.81           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB821378 | 2035-05-01      | 6.0390%  | 0.0000% | $1783.48           | $1798.60           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB821365 | 2035-05-01      | 6.4600%  | 0.0000% | $3930.53           | $4013.82           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB823660 | 2035-05-01      | 6.5860%  | 0.0000% | $3680.55           | $3772.13           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS825395 | 2035-07-01      | 6.2230%  | 0.0000% | $7479.05           | $7726.44           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826046 | 2035-07-01      | 6.3630%  | 0.0000% | $339.04            | $345.53            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826082 | 2035-07-01      | 6.3050%  | 0.0000% | $278.84            | $283.47            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826128 | 2035-07-01      | 6.5290%  | 0.0000% | $7855.36           | $8056.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826362 | 2035-07-01      | 6.3170%  | 0.0000% | $3336.82           | $3386.01           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826364 | 2035-07-01      | 5.9380%  | 0.0000% | $1726.90           | $1749.04           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB828056 | 2035-06-01      | 6.3810%  | 0.0000% | $19680.91          | $20182.22          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS829596 | 2035-07-01      | 6.3130%  | 0.0000% | $1688.49           | $1746.34           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB829708 | 2035-06-01      | 6.4060%  | 0.0000% | $657.86            | $678.15            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB832801 | 2035-09-01      | 7.2050%  | 0.0000% | $3137.08           | $3208.14           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB835058 | 2035-06-01      | 6.8100%  | 0.0000% | $732.29            | $749.80            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS836852 | 2035-10-01      | 6.2230%  | 0.0000% | $4697.78           | $4819.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS837329 | 2035-09-01      | 7.1680%  | 0.0000% | $5444.98           | $5572.19           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB839175 | 2035-11-01      | 6.5370%  | 0.0000% | $11103.14          | $11336.70          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD841068 | 2034-11-01      | 6.7700%  | 0.0000% | $13721.35          | $14323.72          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB841775 | 2035-09-01      | 7.1290%  | 0.0000% | $13994.35          | $14453.58          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS841978 | 2035-03-01      | 4.5970%  | 0.0000% | $17957.00          | $17746.10          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1868877 | 2036-04-01      | 6.1820%  | 0.0000% | $813.95            | $841.62            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1868952 | 2036-05-01      | 6.8050%  | 0.0000% | $5012.60           | $5154.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS877000 | 2035-06-01      | 6.2600%  | 0.0000% | $2082.79           | $2153.56           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB881670 | 2036-03-01      | 6.1750%  | 0.0000% | $24912.78          | $25707.26          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB881857 | 2036-04-01      | 6.9440%  | 0.0000% | $3175.56           | $3299.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0017 | 2053-09-01      | 6.0000%  | 0.0000% | $15022.49          | $15545.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3745 | 2052-03-01      | 3.0000%  | 0.0000% | $3374.46           | $2936.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $1169.52           | $1067.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $2386.60           | $2184.49           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $18792.82          | $17636.52          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $13165.77          | $11945.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $7585.63           | $6604.65           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $3982.20           | $3638.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $36666.36          | $35612.13          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $5861.93           | $5670.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $671.80            | $654.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4316 | 2052-07-01      | 3.5000%  | 0.0000% | $869.88            | $789.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 GLCB5341 | 2052-12-01      | 6.0000%  | 0.0000% | $392368.73         | $407197.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $834.69            | $808.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $3366.55           | $3257.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4839 | 2052-10-01      | 5.5000%  | 0.0000% | $732.85            | $744.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $2437.91           | $2287.67           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $4409.59           | $4132.98           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $10451.17          | $9815.11           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOCB8059 | 2054-02-01      | 5.8160%  | 0.0000% | $965.93            | $994.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $13142.21          | $12312.69          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOCB7766 | 2054-01-01      | 6.0030%  | 0.0000% | $8820.76           | $9107.44           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $827.17            | $661.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  | 0.0000% | $910021.52         | $855624.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $11768.17          | $9414.66           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $4872.15           | $4069.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $804.91            | $701.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $3043.30           | $2764.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  | 0.0000% | $2439.13           | $2215.95           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $10779.31          | $10115.54          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  | 0.0000% | $2896.65           | $2660.35           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $820.98            | $715.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $11876.46          | $10776.00          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4601 | 2037-05-01      | 1.5000%  | 0.0000% | $206568.67         | $184648.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $1654.77           | $1503.36           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $1623.74           | $1523.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $1841.21           | $1787.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  | 0.0000% | $4269.56           | $4129.21           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4717 | 2037-07-01      | 1.5000%  | 0.0000% | $94337.55          | $84268.50          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $1687.75           | $1469.61           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $5764.77           | $5409.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $11922.25          | $10381.32          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $2536.08           | $2303.62           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $82107.93          | $77047.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $4256.02           | $3865.92           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $14942.13          | $14025.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $799.96            | $775.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $2280.40           | $2269.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $2132.28           | $2159.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  | 0.0000% | $435904.74         | $433811.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4802 | 2052-11-01      | 3.0000%  | 0.0000% | $1809.04           | $1573.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA4825 | 2037-10-01      | 5.0000%  | 0.0000% | $3319.43           | $3365.68           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $1349.51           | $1309.98           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  | 0.0000% | $3483.73           | $3268.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $729.50            | $751.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  | 0.0000% | $2087.77           | $2026.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $856.46            | $745.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $4660.43           | $4720.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $3258.93           | $3238.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $3132.30           | $3171.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $11317.21          | $10273.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $4556.42           | $4136.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $14724.38          | $13360.04          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $15000.37          | $14069.62          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | 0.0000% | $5266.74           | $5092.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $861.54            | $855.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $818.92            | $829.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA5051 | 2038-04-01      | 2.5000%  | 0.0000% | $28078.61          | $26377.17          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | 0.0000% | $1780.65           | $1721.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $3371.16           | $3350.63           | Agency Mortgage-Backed Securities  |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $680.55            | $679.20            | Agency Mortgage-Backed Securities  |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $588.59            | $598.88            | Agency Mortgage-Backed Securities  |
| GNII SF MA8097 M     | 2052-05-20      | 2.5000%  | 0.0000% | $756.31            | $646.10            | Agency Mortgage-Backed Securities  |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $25990.48          | $23085.35          | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $4393.66           | $3605.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $3219.53           | $2642.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $1021.10           | $907.50            | Agency Mortgage-Backed Securities  |
| GNII SF MA7314 M     | 2051-03-20      | 3.5000%  | 0.0000% | $930.34            | $855.04            | Agency Mortgage-Backed Securities  |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $2635.95           | $2163.25           | Agency Mortgage-Backed Securities  |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $48877.44          | $41780.65          | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $1102.88           | $979.80            | Agency Mortgage-Backed Securities  |
| GNII SF MA7417 M     | 2051-06-20      | 2.0000%  | 0.0000% | $2687.16           | $2205.28           | Agency Mortgage-Backed Securities  |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $15997241.77       | $13667250.61       | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $1717.26           | $1526.80           | Agency Mortgage-Backed Securities  |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $2011.02           | $1717.97           | Agency Mortgage-Backed Securities  |
| GNII SF MA7477 M     | 2051-07-20      | 5.0000%  | 0.0000% | $83290.70          | $84151.83          | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $704.10            | $577.83            | Agency Mortgage-Backed Securities  |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $2735.90           | $2337.23           | Agency Mortgage-Backed Securities  |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $619.51            | $567.79            | Agency Mortgage-Backed Securities  |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $2177.17           | $1786.75           | Agency Mortgage-Backed Securities  |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $4450.21           | $3652.17           | Agency Mortgage-Backed Securities  |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $447875.95         | $410526.33         | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $1387.97           | $1232.83           | Agency Mortgage-Backed Securities  |
| GNII SF MA7704 M     | 2051-11-20      | 2.0000%  | 0.0000% | $4529.85           | $3717.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $1530.16           | $1255.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $2260.58           | $2007.90           | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $8385.31           | $7163.41           | Agency Mortgage-Backed Securities  |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $974.57            | $942.23            | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $1797.73           | $1842.60           | Agency Mortgage-Backed Securities  |
| GNII SF MB0020 M     | 2051-11-20      | 2.5000%  | 0.0000% | $912.62            | $779.80            | Agency Mortgage-Backed Securities  |
| GNII SF MB0090 M     | 2054-11-20      | 4.5000%  | 0.0000% | $1960.35           | $1895.30           | Agency Mortgage-Backed Securities  |
| GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $7451659.15        | $7400726.23        | Agency Mortgage-Backed Securities  |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $3895.44           | $3944.05           | Agency Mortgage-Backed Securities  |
| GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $1972.51           | $2049.35           | Agency Mortgage-Backed Securities  |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $985.17            | $1009.17           | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M     | 2052-07-20      | 5.0000%  | 0.0000% | $3966.33           | $3939.22           | Agency Mortgage-Backed Securities  |
| GNII SF MB0309 M     | 2055-03-20      | 6.0000%  | 0.0000% | $3956.10           | $4052.48           | Agency Mortgage-Backed Securities  |
| GNII SF MB0311 M     | 2055-03-20      | 7.0000%  | 0.0000% | $1011.81           | $1051.61           | Agency Mortgage-Backed Securities  |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $991.21            | $1015.67           | Agency Mortgage-Backed Securities  |
| GNII SF MB0369 M     | 2053-12-20      | 7.0000%  | 0.0000% | $2024.09           | $2102.94           | Agency Mortgage-Backed Securities  |
| GNII SF MB0422 M     | 2055-05-20      | 4.5000%  | 0.0000% | $996.59            | $963.51            | Agency Mortgage-Backed Securities  |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $2036.42           | $2086.95           | Agency Mortgage-Backed Securities  |
| GNII JM MB0471 M     | 2055-07-20      | 5.0000%  | 0.0000% | $998.85            | $991.94            | Agency Mortgage-Backed Securities  |
| GNII SF MB0483 M     | 2055-06-20      | 4.5000%  | 0.0000% | $2044.09           | $1976.24           | Agency Mortgage-Backed Securities  |
| GNII SF DI1430 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1992.03           | $1990.53           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01183 G | 2031-02-01      | 7.0000%  | 0.0000% | $19.45             | $20.57             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01233 G | 2031-04-01      | 7.0000%  | 0.0000% | $26.17             | $27.68             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G01486 G | 2032-12-01      | 6.5000%  | 0.0000% | $2813.20           | $2931.04           | Agency Mortgage-Backed Securities  |
| FMAR 841019 G        | 2046-11-01      | 6.5490%  | 0.0000% | $541960.47         | $564532.40         | Agency Mortgage-Backed Securities  |
| FMAR 841073 G        | 2045-09-01      | 6.4620%  | 0.0000% | $93449.02          | $96881.96          | Agency Mortgage-Backed Securities  |
| FMAR 841076 G        | 2048-11-01      | 3.0050%  | 0.0000% | $175063.89         | $172344.66         | Agency Mortgage-Backed Securities  |
| FMAR 841077 G        | 2047-11-01      | 3.8900%  | 0.0000% | $38227.92          | $39106.19          | Agency Mortgage-Backed Securities  |
| FMAR 841081 G        | 2050-02-01      | 3.1050%  | 0.0000% | $1387197.82        | $1397324.37        | Agency Mortgage-Backed Securities  |
| FMAR 841084 G        | 2047-08-01      | 6.6210%  | 0.0000% | $30166.81          | $31211.09          | Agency Mortgage-Backed Securities  |
| FMAR 841249 G        | 2049-03-01      | 6.6000%  | 0.0000% | $176360.90         | $182222.84         | Agency Mortgage-Backed Securities  |
| FMAR 841383 G        | 2048-04-01      | 6.5650%  | 0.0000% | $387122.42         | $401072.81         | Agency Mortgage-Backed Securities  |
| FMAR 841384 G        | 2047-09-01      | 6.7050%  | 0.0000% | $70164.59          | $72576.99          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC D98056 G | 2028-08-01      | 6.0000%  | 0.0000% | $219.97            | $225.95            | Agency Mortgage-Backed Securities  |
| FMAR 1B1225 G        | 2033-09-01      | 7.2500%  | 0.0000% | $277.38            | $283.44            | Agency Mortgage-Backed Securities  |
| FMAR 1B2566 G        | 2034-11-01      | 7.4000%  | 0.0000% | $221.21            | $227.48            | Agency Mortgage-Backed Securities  |
| FMAR 1B2632 G        | 2034-11-01      | 6.5250%  | 0.0000% | $197.87            | $202.10            | Agency Mortgage-Backed Securities  |
| FMAR 1B2642 G        | 2034-11-01      | 7.0190%  | 0.0000% | $661.16            | $681.64            | Agency Mortgage-Backed Securities  |
| FMAR 1B2810 G        | 2035-02-01      | 6.8540%  | 0.0000% | $732.88            | $760.97            | Agency Mortgage-Backed Securities  |
| FMAR 1B4060 G        | 2038-05-01      | 6.7670%  | 0.0000% | $102142.55         | $105478.34         | Agency Mortgage-Backed Securities  |
| FMAR 1B4843 G        | 2040-07-01      | 6.6300%  | 0.0000% | $26693.32          | $27630.57          | Agency Mortgage-Backed Securities  |
| FMAR 848005 G        | 2038-07-01      | 6.3960%  | 0.0000% | $201093.89         | $205661.67         | Agency Mortgage-Backed Securities  |
| FMAR 847340 G        | 2034-11-01      | 6.6470%  | 0.0000% | $295.00            | $302.52            | Agency Mortgage-Backed Securities  |
| FMAR 847415 G        | 2035-06-01      | 6.5080%  | 0.0000% | $1349.88           | $1399.12           | Agency Mortgage-Backed Securities  |
| FMAR 847581 G        | 2036-07-01      | 6.5650%  | 0.0000% | $1088.81           | $1119.01           | Agency Mortgage-Backed Securities  |
| FMAR 847640 G        | 2036-05-01      | 6.6920%  | 0.0000% | $7382.63           | $7579.55           | Agency Mortgage-Backed Securities  |
| FMAR 847797 G        | 2037-07-01      | 6.3840%  | 0.0000% | $136564.85         | $137817.33         | Agency Mortgage-Backed Securities  |
| FMAR 847864 G        | 2038-01-01      | 6.0800%  | 0.0000% | $116776.34         | $118659.46         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A65179 G | 2037-09-01      | 6.5000%  | 0.0000% | $2230.05           | $2351.50           | Agency Mortgage-Backed Securities  |
| FMAR 2B0811 G        | 2042-09-01      | 7.2110%  | 0.0000% | $7776.00           | $8059.42           | Agency Mortgage-Backed Securities  |
| FMAR 1J0780 G        | 2037-12-01      | 6.8010%  | 0.0000% | $1757.45           | $1828.17           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G07794 G | 2041-06-01      | 5.5000%  | 0.0000% | $76.78             | $80.06             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  | 0.0000% | $4102.86           | $3850.45           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G14262 G | 2026-09-01      | 4.0000%  | 0.0000% | $66.85             | $66.91             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  | 0.0000% | $472.85            | $450.75            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | 0.0000% | $334.83            | $298.80            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  | 0.0000% | $5284.25           | $4880.85           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  | 0.0000% | $86.34             | $84.95             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08847 G | 2048-11-01      | 4.0000%  | 0.0000% | $227.41            | $217.31            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08851 G | 2048-12-01      | 3.5000%  | 0.0000% | $403.60            | $372.15            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $653.48            | $642.54            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08857 G | 2049-01-01      | 4.0000%  | 0.0000% | $136.61            | $130.48            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $62.51             | $61.39             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  | 0.0000% | $311.72            | $297.70            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08886 G | 2049-05-01      | 3.0000%  | 0.0000% | $104.97            | $92.69             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08887 G | 2049-06-01      | 3.0000%  | 0.0000% | $117.69            | $103.68            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08615 G | 2044-11-01      | 3.5000%  | 0.0000% | $81.49             | $76.46             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  | 0.0000% | $89.07             | $83.54             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $2684.09           | $2516.74           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  | 0.0000% | $651.54            | $624.61            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  | 0.0000% | $86.60             | $82.94             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  | 0.0000% | $109.99            | $102.95            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $1898.95           | $1776.22           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08699 G | 2046-03-01      | 4.0000%  | 0.0000% | $111.35            | $106.55            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08700 G | 2046-03-01      | 4.5000%  | 0.0000% | $268.20            | $265.32            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08701 G | 2046-04-01      | 3.0000%  | 0.0000% | $291.26            | $261.98            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08674 G | 2045-10-01      | 4.5000%  | 0.0000% | $276.56            | $273.58            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  | 0.0000% | $318.55            | $304.95            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08706 G | 2046-05-01      | 3.5000%  | 0.0000% | $113.32            | $105.58            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $5476.93           | $4915.17           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | 0.0000% | $929.47            | $833.76            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18537 G | 2030-01-01      | 3.0000%  | 0.0000% | $655.61            | $644.98            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18692 G | 2033-06-01      | 3.5000%  | 0.0000% | $95.42             | $94.50             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18710 G | 2033-10-01      | 3.5000%  | 0.0000% | $82.85             | $82.01             | Agency Mortgage-Backed Securities  |
| FMAR 1G0218 G        | 2035-04-01      | 6.7610%  | 0.0000% | $118837.90         | $122697.22         | Agency Mortgage-Backed Securities  |
| FMAR 1G0438 G        | 2035-11-01      | 6.4370%  | 0.0000% | $245893.25         | $253764.43         | Agency Mortgage-Backed Securities  |
| FMAR 1A0051 G        | 2035-12-01      | 6.2050%  | 0.0000% | $29680.07          | $29967.11          | Agency Mortgage-Backed Securities  |
| FMAR 1A1085 G        | 2036-08-01      | 6.4950%  | 0.0000% | $2085.53           | $2141.31           | Agency Mortgage-Backed Securities  |
| FMAR 1A1077 G        | 2036-03-01      | 6.1350%  | 0.0000% | $51231.35          | $51673.46          | Agency Mortgage-Backed Securities  |
| FMAR 1J1680 G        | 2037-06-01      | 6.8910%  | 0.0000% | $872.55            | $904.23            | Agency Mortgage-Backed Securities  |
| FMAR 1J1378 G        | 2036-11-01      | 6.2650%  | 0.0000% | $1948.91           | $2005.56           | Agency Mortgage-Backed Securities  |
| FMAR 1J1418 G        | 2036-12-01      | 6.3150%  | 0.0000% | $936.34            | $957.66            | Agency Mortgage-Backed Securities  |
| FMAR 1J1516 G        | 2037-02-01      | 6.6270%  | 0.0000% | $645.01            | $665.75            | Agency Mortgage-Backed Securities  |
| FMAR 1J1621 G        | 2037-05-01      | 7.1800%  | 0.0000% | $4219.61           | $4404.27           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C91129 G | 2027-12-01      | 6.0000%  | 0.0000% | $754.48            | $774.98            | Agency Mortgage-Backed Securities  |
| FMAR 1L0183 G        | 2035-08-01      | 6.9850%  | 0.0000% | $664.56            | $684.52            | Agency Mortgage-Backed Securities  |
| FMAR 1M1044 G        | 2036-09-01      | 6.4650%  | 0.0000% | $512773.27         | $528504.30         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0074 G        | 2036-05-01      | 6.4390%  | 0.0000% | $93802.44          | $95486.67          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $2539.35           | $2474.83           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q00093 G | 2041-04-01      | 4.0000%  | 0.0000% | $1519.93           | $1488.26           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q03168 G | 2041-09-01      | 4.5000%  | 0.0000% | $341.03            | $342.40            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q08306 G | 2042-05-01      | 3.5000%  | 0.0000% | $2648.20           | $2503.96           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q19952 G | 2043-07-01      | 3.5000%  | 0.0000% | $4554.97           | $4288.06           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81760 G | 2045-05-01      | 4.0000%  | 0.0000% | $1253.01           | $1199.91           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC V82781 G | 2046-12-01      | 3.0000%  | 0.0000% | $269.09            | $241.52            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC V83156 G | 2047-04-01      | 4.5000%  | 0.0000% | $218.79            | $216.43            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q31605 G | 2045-02-01      | 4.0000%  | 0.0000% | $553.87            | $530.69            | Agency Mortgage-Backed Securities  |
| FKAR 04.250 WAWA3329 | 2034-03-01      | 4.2500%  | 0.0000% | $999.82            | $983.94            | Agency Mortgage-Backed Securities  |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $1055282.13        | $1011866.18        | Agency Mortgage-Backed Securities  |
| FKAR 04.070 WNWN1258 | 2035-06-01      | 4.0700%  | 0.0000% | $432438.00         | $415003.64         | Agency Mortgage-Backed Securities  |
| FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  | 0.0000% | $1130789.00        | $1139396.19        | Agency Mortgage-Backed Securities  |
| FKAR 04.250 WNWN5278 | 2030-02-01      | 4.2500%  | 0.0000% | $1450800.00        | $1457240.91        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q55519 G | 2048-04-01      | 4.0000%  | 0.0000% | $5864.11           | $5602.78           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $82.56             | $80.52             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q58905 G | 2048-10-01      | 4.0000%  | 0.0000% | $75.32             | $71.98             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1057 | 2049-07-01      | 3.5000%  | 0.0000% | $116.23            | $106.66            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G60994 G | 2045-01-01      | 3.5000%  | 0.0000% | $18783.96          | $17735.43          | Agency Mortgage-Backed Securities  |
| 08.500 FRPC G80204 G | 2027-10-20      | 8.5000%  | 0.0000% | $1680.01           | $1700.86           | Agency Mortgage-Backed Securities  |
| 06.875 FRPC G80338 G | 2039-05-01      | 6.8750%  | 0.0000% | $2660.33           | $2735.05           | Agency Mortgage-Backed Securities  |
| 09.000 FRPC G80360 G | 2040-09-01      | 9.0000%  | 0.0000% | $183.62            | $184.42            | Agency Mortgage-Backed Securities  |
| FMAR 972136 G        | 2034-01-01      | 6.4300%  | 0.0000% | $1219.47           | $1254.85           | Agency Mortgage-Backed Securities  |
| FMAR 1B0097 G        | 2031-08-01      | 6.6580%  | 0.0000% | $2417.93           | $2470.37           | Agency Mortgage-Backed Securities  |
| FMAR 1B0118 G        | 2031-08-01      | 7.6580%  | 0.0000% | $434.30            | $443.59            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQB1486 | 2050-07-01      | 3.0000%  | 0.0000% | $66397.28          | $59724.58          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6077 | 2055-04-01      | 4.5000%  | 0.0000% | $35995.63          | $34772.29          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6529 | 2054-12-01      | 4.5000%  | 0.0000% | $890903.29         | $861655.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6809 | 2054-12-01      | 4.5000%  | 0.0000% | $926001.55         | $894530.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC6818 | 2054-12-01      | 5.5000%  | 0.0000% | $431441.51         | $436340.00         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $33237.73          | $34227.97          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $1934.25           | $1875.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $953.67            | $865.41            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLFA0547 | 2052-04-01      | 1.5000%  | 0.0000% | $24999.75          | $18941.45          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLFA0548 | 2052-06-01      | 1.5000%  | 0.0000% | $202815.01         | $153705.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1742 | 2055-01-01      | 5.0000%  | 0.0000% | $1031.74           | $1026.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1164 | 2055-03-01      | 5.0000%  | 0.0000% | $470678.14         | $466300.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1989 | 2055-06-01      | 6.0000%  | 0.0000% | $141717.03         | $147589.45         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFA2046 | 2040-07-01      | 3.5000%  | 0.0000% | $706466.11         | $685951.20         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $21947.06          | $20578.47          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $7155.92           | $6704.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $2275.69           | $2340.70           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  | 0.0000% | $804.66            | $781.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | 0.0000% | $4463.91           | $4185.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  | 0.0000% | $660.77            | $670.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5159 | 2038-08-01      | 3.5000%  | 0.0000% | $2280.06           | $2213.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $2236.11           | $2262.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $8425.98           | $7645.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  | 0.0000% | $1849.99           | $1733.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $11046.75          | $10953.17          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5417 | 2054-07-01      | 4.0000%  | 0.0000% | $738095.86         | $691497.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $3252.11           | $3225.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $1702.11           | $1747.10           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $2889.73           | $2707.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  | 0.0000% | $12438.46          | $12015.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5467 | 2054-09-01      | 4.0000%  | 0.0000% | $1899.92           | $1779.97           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5526 | 2054-10-01      | 3.5000%  | 0.0000% | $1921.69           | $1743.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $953.55            | $944.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $962.49            | $929.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $11641.80          | $10906.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $11590.86          | $10516.87          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $1008.68           | $999.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $2755.38           | $2827.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $1940.84           | $1818.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $443068.17         | $454708.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5671 | 2055-04-01      | 4.5000%  | 0.0000% | $476256.74         | $460068.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $60209.34          | $61789.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $189527.25         | $194470.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $1947.51           | $1967.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5711 | 2040-05-01      | 5.0000%  | 0.0000% | $960.27            | $973.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $6943.25           | $6299.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  | 0.0000% | $192956.89         | $199419.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $1137367.18        | $1065560.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $12527972.11       | $12856752.03       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5799 | 2040-08-01      | 4.5000%  | 0.0000% | $737374.03         | $738236.76         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5818 | 2055-08-01      | 3.5000%  | 0.0000% | $618909.00         | $561561.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5819 | 2055-08-01      | 4.0000%  | 0.0000% | $1175479.00        | $1101266.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5820 | 2055-08-01      | 4.5000%  | 0.0000% | $324500.00         | $313470.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5821 | 2055-08-01      | 5.0000%  | 0.0000% | $858949.00         | $850959.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-08-01      | 6.0000%  | 0.0000% | $655872.00         | $673084.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $3328.76           | $3140.91           | Agency Mortgage-Backed Securities  |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $802.84            | $782.65            | Agency Mortgage-Backed Securities  |
| GNII SF MA8423 M     | 2052-06-20      | 2.5000%  | 0.0000% | $1473.38           | $1259.20           | Agency Mortgage-Backed Securities  |
| GNII SF MA8430 M     | 2052-11-20      | 6.0000%  | 0.0000% | $581.90            | $600.20            | Agency Mortgage-Backed Securities  |
| GNII SF MA8432 M     | 2052-11-20      | 7.0000%  | 0.0000% | $379.99            | $396.07            | Agency Mortgage-Backed Securities  |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $790.93            | $675.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA8486 M     | 2052-11-20      | 3.0000%  | 0.0000% | $1495.45           | $1328.57           | Agency Mortgage-Backed Securities  |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $1654.44           | $1512.16           | Agency Mortgage-Backed Securities  |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $3285.72           | $3199.39           | Agency Mortgage-Backed Securities  |
| GNII SF MA8493 M     | 2052-12-20      | 6.5000%  | 0.0000% | $57717.68          | $59902.03          | Agency Mortgage-Backed Securities  |
| GNII SF MA8564 M     | 2052-03-20      | 2.5000%  | 0.0000% | $773.71            | $660.97            | Agency Mortgage-Backed Securities  |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $3725.92           | $3791.66           | Agency Mortgage-Backed Securities  |
| GNII SF MA8641 M     | 2052-04-20      | 2.0000%  | 0.0000% | $1776585.71        | $1457996.91        | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $3964.56           | $3953.85           | Agency Mortgage-Backed Securities  |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $2935.13           | $2983.16           | Agency Mortgage-Backed Securities  |
| GNII SF MA8799 M     | 2053-04-20      | 4.5000%  | 0.0000% | $1705.72           | $1657.38           | Agency Mortgage-Backed Securities  |
| GNII SF MA8800 M     | 2053-04-20      | 5.0000%  | 0.0000% | $1637.58           | $1634.82           | Agency Mortgage-Backed Securities  |
| GNII SF MA9772 M     | 2051-01-20      | 2.0000%  | 0.0000% | $1642.24           | $1347.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $1833.88           | $1857.20           | Agency Mortgage-Backed Securities  |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $4868.31           | $4707.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $749.69            | $615.25            | Agency Mortgage-Backed Securities  |
| GNII SF MA9012 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1624.79           | $1446.51           | Agency Mortgage-Backed Securities  |
| GNII SF MA9013 M     | 2053-07-20      | 3.5000%  | 0.0000% | $2513.38           | $2310.65           | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M     | 2053-04-20      | 4.5000%  | 0.0000% | $2665.17           | $2587.98           | Agency Mortgage-Backed Securities  |
| GNII SF MA9099 M     | 2052-05-20      | 2.0000%  | 0.0000% | $782.93            | $642.53            | Agency Mortgage-Backed Securities  |
| GNII SF MA9100 M     | 2051-08-20      | 2.5000%  | 0.0000% | $1650.27           | $1411.48           | Agency Mortgage-Backed Securities  |
| GNII SF MA9101 M     | 2053-07-20      | 3.0000%  | 0.0000% | $2473.67           | $2207.56           | Agency Mortgage-Backed Securities  |
| GNII SF MA9104 M     | 2053-07-20      | 4.5000%  | 0.0000% | $4485.62           | $4349.26           | Agency Mortgage-Backed Securities  |
| GNII SF MA9106 M     | 2053-06-20      | 5.5000%  | 0.0000% | $798.26            | $811.21            | Agency Mortgage-Backed Securities  |
| GNII SF MA9109 M     | 2053-08-20      | 7.0000%  | 0.0000% | $374.04            | $390.17            | Agency Mortgage-Backed Securities  |
| GNII SF MA9110 M     | 2053-08-20      | 7.5000%  | 0.0000% | $260.77            | $272.91            | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $784.00            | $796.09            | Agency Mortgage-Backed Securities  |
| GNII SF MA9174 M     | 2053-08-20      | 7.0000%  | 0.0000% | $380.89            | $396.68            | Agency Mortgage-Backed Securities  |
| GNII SF MA9234 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1660.26           | $1362.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA9235 M     | 2052-01-20      | 2.5000%  | 0.0000% | $800.28            | $684.18            | Agency Mortgage-Backed Securities  |
| GNII SF MA9237 M     | 2053-10-20      | 3.5000%  | 0.0000% | $1660.12           | $1519.15           | Agency Mortgage-Backed Securities  |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $383.39            | $399.93            | Agency Mortgage-Backed Securities  |
| GNII SF MA9301 M     | 2053-11-20      | 3.5000%  | 0.0000% | $840.33            | $768.06            | Agency Mortgage-Backed Securities  |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $2070.63           | $2004.49           | Agency Mortgage-Backed Securities  |
| GNII SF MA9355 M     | 2051-11-20      | 2.0000%  | 0.0000% | $3151.87           | $2586.65           | Agency Mortgage-Backed Securities  |
| GNII SF MA9361 M     | 2053-11-20      | 5.0000%  | 0.0000% | $3691.90           | $3668.67           | Agency Mortgage-Backed Securities  |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $2672.67           | $2791.51           | Agency Mortgage-Backed Securities  |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $402.82            | $420.68            | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $1881.42           | $1820.73           | Agency Mortgage-Backed Securities  |
| GNII SF DI2047 C     | 2055-05-20      | 7.0000%  | 0.0000% | $997.74            | $1046.30           | Agency Mortgage-Backed Securities  |
| GNII SF DI2082 C     | 2055-04-20      | 6.5000%  | 0.0000% | $996.58            | $1039.13           | Agency Mortgage-Backed Securities  |
| GNII SF DI3302 C     | 2055-03-20      | 6.5000%  | 0.0000% | $2046.73           | $2159.18           | Agency Mortgage-Backed Securities  |
| GNII SF DI4012 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2989.07           | $3091.14           | Agency Mortgage-Backed Securities  |
| GNHA RM DI7366 H     | 2075-05-20      | 5.8830%  | 0.0000% | $2001.09           | $2153.06           | Agency Mortgage-Backed Securities  |
| GNII SF DI7920 C     | 2055-04-20      | 7.0000%  | 0.0000% | $996.56            | $1048.10           | Agency Mortgage-Backed Securities  |
| GNII SF DI8323 C     | 2055-04-20      | 6.5000%  | 0.0000% | $995.03            | $1038.12           | Agency Mortgage-Backed Securities  |
| GNII SF DI9986 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1992.08           | $2084.45           | Agency Mortgage-Backed Securities  |
| GNII SF AI4167 C     | 2044-08-20      | 4.0000%  | 0.0000% | $5262.53           | $5010.46           | Agency Mortgage-Backed Securities  |
| GNII SF 002577 M     | 2028-04-20      | 6.5000%  | 0.0000% | $3380.08           | $3494.34           | Agency Mortgage-Backed Securities  |
| GNII SF 002578 M     | 2028-04-20      | 7.0000%  | 0.0000% | $297.63            | $309.06            | Agency Mortgage-Backed Securities  |
| GNII SF 002580 M     | 2028-04-20      | 7.5000%  | 0.0000% | $179.80            | $183.69            | Agency Mortgage-Backed Securities  |
| GNII SF 002590 M     | 2028-05-20      | 6.5000%  | 0.0000% | $132.76            | $137.25            | Agency Mortgage-Backed Securities  |
| GNII SF 002591 M     | 2028-05-20      | 7.0000%  | 0.0000% | $968.71            | $1005.91           | Agency Mortgage-Backed Securities  |
| GNII SF 002592 M     | 2028-05-20      | 7.5000%  | 0.0000% | $1341.29           | $1377.40           | Agency Mortgage-Backed Securities  |
| GNII SF 002602 M     | 2028-06-20      | 6.0000%  | 0.0000% | $32.25             | $33.23             | Agency Mortgage-Backed Securities  |
| GNII SF 002604 M     | 2028-06-20      | 7.0000%  | 0.0000% | $96.77             | $100.49            | Agency Mortgage-Backed Securities  |
| GNII SF 002605 M     | 2028-06-20      | 7.5000%  | 0.0000% | $795.12            | $809.38            | Agency Mortgage-Backed Securities  |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $17.32             | $17.91             | Agency Mortgage-Backed Securities  |
| GNII SF 002616 M     | 2028-07-20      | 7.0000%  | 0.0000% | $963.37            | $1000.37           | Agency Mortgage-Backed Securities  |
| GNII SF 002617 M     | 2028-07-20      | 7.5000%  | 0.0000% | $22.84             | $23.27             | Agency Mortgage-Backed Securities  |
| GNII SF 002631 M     | 2028-08-20      | 7.0000%  | 0.0000% | $1505.36           | $1563.17           | Agency Mortgage-Backed Securities  |
| GNII SF 002632 M     | 2028-08-20      | 7.5000%  | 0.0000% | $130.18            | $133.39            | Agency Mortgage-Backed Securities  |
| GNII SF 002634 M     | 2028-08-20      | 8.5000%  | 0.0000% | $1842.96           | $1864.29           | Agency Mortgage-Backed Securities  |
| GNII SF 002645 M     | 2028-09-20      | 7.0000%  | 0.0000% | $855.78            | $888.64            | Agency Mortgage-Backed Securities  |
| GNII SF 002646 M     | 2028-09-20      | 7.5000%  | 0.0000% | $202.76            | $208.23            | Agency Mortgage-Backed Securities  |
| GNII SF 002657 M     | 2028-10-20      | 6.0000%  | 0.0000% | $152.31            | $157.12            | Agency Mortgage-Backed Securities  |
| GNII SF 002660 M     | 2028-10-20      | 7.5000%  | 0.0000% | $235.38            | $237.13            | Agency Mortgage-Backed Securities  |
| GNII SF 002671 M     | 2028-11-20      | 6.0000%  | 0.0000% | $62.88             | $64.80             | Agency Mortgage-Backed Securities  |
| GNII SF 002673 M     | 2028-11-20      | 6.5000%  | 0.0000% | $2747.32           | $2840.20           | Agency Mortgage-Backed Securities  |
| GNII SF 002675 M     | 2028-11-20      | 7.0000%  | 0.0000% | $478.52            | $496.90            | Agency Mortgage-Backed Securities  |
| GNII SF 002690 M     | 2028-12-20      | 7.0000%  | 0.0000% | $163.85            | $170.14            | Agency Mortgage-Backed Securities  |
| GNII SF 002691 M     | 2028-12-20      | 7.5000%  | 0.0000% | $252.68            | $256.00            | Agency Mortgage-Backed Securities  |
| GNII SF 002116 M     | 2025-11-20      | 7.0000%  | 0.0000% | $2.79              | $2.90              | Agency Mortgage-Backed Securities  |
| GNII SF 002118 M     | 2025-11-20      | 7.5000%  | 0.0000% | $2.31              | $2.32              | Agency Mortgage-Backed Securities  |
| GNII SF 002097 M     | 2025-10-20      | 7.0000%  | 0.0000% | $3.97              | $3.98              | Agency Mortgage-Backed Securities  |
| GNII SF 002122 M     | 2025-11-20      | 8.0000%  | 0.0000% | $0.74              | $0.74              | Agency Mortgage-Backed Securities  |
| GNII SF 002135 M     | 2025-12-20      | 6.5000%  | 0.0000% | $9.81              | $10.14             | Agency Mortgage-Backed Securities  |
| GNII SF 002136 M     | 2025-12-20      | 7.0000%  | 0.0000% | $59.04             | $61.31             | Agency Mortgage-Backed Securities  |
| GNII SF 002139 M     | 2025-12-20      | 7.5000%  | 0.0000% | $1.03              | $1.04              | Agency Mortgage-Backed Securities  |
| GNII SF 002141 M     | 2025-12-20      | 8.0000%  | 0.0000% | $3.53              | $3.54              | Agency Mortgage-Backed Securities  |
| GNII SF 002142 M     | 2025-12-20      | 8.5000%  | 0.0000% | $0.78              | $0.78              | Agency Mortgage-Backed Securities  |
| GNII SF 002183 M     | 2026-03-20      | 6.5000%  | 0.0000% | $12.60             | $13.03             | Agency Mortgage-Backed Securities  |
| GNII SF 002184 M     | 2026-03-20      | 7.0000%  | 0.0000% | $69.49             | $72.16             | Agency Mortgage-Backed Securities  |
| GNII SF 002153 M     | 2026-01-20      | 7.0000%  | 0.0000% | $3.33              | $3.46              | Agency Mortgage-Backed Securities  |
| GNII SF 002154 M     | 2026-01-20      | 7.5000%  | 0.0000% | $6.00              | $6.03              | Agency Mortgage-Backed Securities  |
| GNII SF 002156 M     | 2026-01-20      | 8.0000%  | 0.0000% | $15.96             | $16.05             | Agency Mortgage-Backed Securities  |
| GNII SF 002167 M     | 2026-02-20      | 6.5000%  | 0.0000% | $22.79             | $23.56             | Agency Mortgage-Backed Securities  |
| GNII SF 002168 M     | 2026-02-20      | 7.0000%  | 0.0000% | $11.34             | $11.78             | Agency Mortgage-Backed Securities  |
| GNII SF 002169 M     | 2026-02-20      | 7.5000%  | 0.0000% | $0.17              | $0.17              | Agency Mortgage-Backed Securities  |
| GNII SF 002171 M     | 2026-02-20      | 8.0000%  | 0.0000% | $4.16              | $4.18              | Agency Mortgage-Backed Securities  |
| GNII SF 002172 M     | 2026-02-20      | 8.5000%  | 0.0000% | $1.97              | $1.98              | Agency Mortgage-Backed Securities  |
| GNII SF 002185 M     | 2026-03-20      | 7.5000%  | 0.0000% | $27.88             | $28.03             | Agency Mortgage-Backed Securities  |
| GNII SF 002200 M     | 2026-04-20      | 6.5000%  | 0.0000% | $46.23             | $47.79             | Agency Mortgage-Backed Securities  |
| GNII SF 002202 M     | 2026-04-20      | 7.0000%  | 0.0000% | $216.67            | $224.99            | Agency Mortgage-Backed Securities  |
| GNII SF 002204 M     | 2026-04-20      | 7.5000%  | 0.0000% | $77.61             | $78.04             | Agency Mortgage-Backed Securities  |
| GNII SF 002247 M     | 2026-07-20      | 7.0000%  | 0.0000% | $10.06             | $10.44             | Agency Mortgage-Backed Securities  |
| GNII SF 002248 M     | 2026-07-20      | 7.5000%  | 0.0000% | $228.73            | $230.20            | Agency Mortgage-Backed Securities  |
| GNII SF 002217 M     | 2026-05-20      | 7.0000%  | 0.0000% | $99.91             | $103.75            | Agency Mortgage-Backed Securities  |
| GNII SF 002218 M     | 2026-05-20      | 7.5000%  | 0.0000% | $26.01             | $26.17             | Agency Mortgage-Backed Securities  |
| GNII SF 002219 M     | 2026-05-20      | 8.0000%  | 0.0000% | $21.93             | $22.10             | Agency Mortgage-Backed Securities  |
| GNII SF 002231 M     | 2026-06-20      | 7.0000%  | 0.0000% | $17.75             | $18.43             | Agency Mortgage-Backed Securities  |
| GNII SF 002233 M     | 2026-06-20      | 7.5000%  | 0.0000% | $420.35            | $423.63            | Agency Mortgage-Backed Securities  |
| FMAR 1Q0105 G        | 2036-09-01      | 6.7200%  | 0.0000% | $2450.60           | $2524.54           | Agency Mortgage-Backed Securities  |
| FMAR 1Q0219 G        | 2037-02-01      | 6.6320%  | 0.0000% | $38638.60          | $40099.50          | Agency Mortgage-Backed Securities  |
| FMAR 1Q0223 G        | 2036-11-01      | 7.0350%  | 0.0000% | $11664.26          | $11986.64          | Agency Mortgage-Backed Securities  |
| FMAR 1Q0287 G        | 2037-07-01      | 6.3250%  | 0.0000% | $3785.90           | $3847.05           | Agency Mortgage-Backed Securities  |
| FMAR 1Q0550 G        | 2035-12-01      | 6.4350%  | 0.0000% | $281581.11         | $292134.20         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0611 G        | 2037-08-01      | 6.0750%  | 0.0000% | $177505.60         | $179753.53         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1673 G        | 2037-09-01      | 6.1370%  | 0.0000% | $247004.39         | $249702.23         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1674 G        | 2036-07-01      | 6.2800%  | 0.0000% | $96353.05          | $97869.30          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1676 G        | 2038-02-01      | 6.2180%  | 0.0000% | $670496.47         | $690626.26         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1208 G        | 2038-04-01      | 5.2570%  | 0.0000% | $59736.52          | $59312.26          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1399 G        | 2038-06-01      | 6.8590%  | 0.0000% | $139320.16         | $143953.50         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1453 G        | 2038-02-01      | 6.6920%  | 0.0000% | $452518.84         | $468032.04         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1829 G        | 2038-10-01      | 6.6330%  | 0.0000% | $94474.93          | $96710.78          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1830 G        | 2037-05-01      | 6.3500%  | 0.0000% | $38532.59          | $38830.98          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1902 G        | 2037-01-01      | 6.3280%  | 0.0000% | $753682.71         | $772127.42         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1903 G        | 2038-04-01      | 7.1780%  | 0.0000% | $1481685.15        | $1537623.04        | Agency Mortgage-Backed Securities  |
| FMAR 1Q1904 G        | 2040-09-01      | 6.6860%  | 0.0000% | $1145279.83        | $1188388.41        | Agency Mortgage-Backed Securities  |
| FMAR 1B8197 G        | 2041-05-01      | 6.8800%  | 0.0000% | $329040.44         | $343683.77         | Agency Mortgage-Backed Securities  |
| FMAR 1B8855 G        | 2041-10-01      | 6.8800%  | 0.0000% | $260213.32         | $269519.62         | Agency Mortgage-Backed Securities  |
| FMAR 1A1841 G        | 2037-06-01      | 6.2300%  | 0.0000% | $22365.59          | $22735.79          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC C00785 G | 2029-06-01      | 6.5000%  | 0.0000% | $2392.53           | $2492.67           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  | 0.0000% | $2115.06           | $2026.29           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  | 0.0000% | $178.47            | $174.94            | Agency Mortgage-Backed Securities  |
| FMAR 788825 G        | 2031-11-01      | 6.9810%  | 0.0000% | $212.84            | $218.47            | Agency Mortgage-Backed Securities  |
| FMAR 848954 G        | 2043-02-01      | 6.7210%  | 0.0000% | $20659.86          | $21481.24          | Agency Mortgage-Backed Securities  |
| FMAR 848445 G        | 2035-08-01      | 6.9320%  | 0.0000% | $338041.54         | $348600.12         | Agency Mortgage-Backed Securities  |
| FMAR 848520 G        | 2040-05-01      | 6.7630%  | 0.0000% | $36004.35          | $36861.04          | Agency Mortgage-Backed Securities  |
| FMAR 848528 G        | 2038-06-01      | 6.7320%  | 0.0000% | $90773.09          | $93512.53          | Agency Mortgage-Backed Securities  |
| FMAR 848558 G        | 2041-08-01      | 6.6520%  | 0.0000% | $15282.73          | $15879.12          | Agency Mortgage-Backed Securities  |
| FMAR 848644 G        | 2040-09-01      | 6.9410%  | 0.0000% | $116499.35         | $120189.88         | Agency Mortgage-Backed Securities  |
| FMAR 849128 G        | 2043-09-01      | 7.3340%  | 0.0000% | $4193.75           | $4316.76           | Agency Mortgage-Backed Securities  |
| FMAR 849154 G        | 2043-10-01      | 6.6150%  | 0.0000% | $15631.29          | $16209.73          | Agency Mortgage-Backed Securities  |
| FMAR 849135 G        | 2043-08-01      | 7.4070%  | 0.0000% | $104816.24         | $107889.55         | Agency Mortgage-Backed Securities  |
| FMAR 849147 G        | 2043-10-01      | 7.1360%  | 0.0000% | $10490.60          | $10845.50          | Agency Mortgage-Backed Securities  |
| FMAR 849218 G        | 2044-01-01      | 6.5300%  | 0.0000% | $27558.65          | $28709.38          | Agency Mortgage-Backed Securities  |
| FMAR 849198 G        | 2043-11-01      | 6.3860%  | 0.0000% | $10072.93          | $10429.98          | Agency Mortgage-Backed Securities  |
| FMAR 849266 G        | 2043-08-01      | 6.3660%  | 0.0000% | $14606.72          | $15145.43          | Agency Mortgage-Backed Securities  |
| FMAR 849336 G        | 2034-12-01      | 6.3950%  | 0.0000% | $5537.37           | $5616.85           | Agency Mortgage-Backed Securities  |
| FMAR 849479 G        | 2037-10-01      | 6.4660%  | 0.0000% | $329465.36         | $337383.11         | Agency Mortgage-Backed Securities  |
| FMAR 849504 G        | 2044-10-01      | 6.5980%  | 0.0000% | $323906.68         | $336186.56         | Agency Mortgage-Backed Securities  |
| FMAR 849565 G        | 2038-08-01      | 6.5500%  | 0.0000% | $59755.65          | $61722.47          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6315 | 2032-08-01      | 6.5000%  | 0.0000% | $337.97            | $351.77            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  | 0.0000% | $6850.80           | $6429.69           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $814.79            | $739.99            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $7468.25           | $7001.32           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE8533 | 2052-07-01      | 4.0000%  | 0.0000% | $817.77            | $767.33            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $1714.01           | $1495.43           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $3440.05           | $3323.13           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8906 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9839 | 2055-05-01      | 5.5000%  | 0.0000% | $233072.06         | $235556.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD9854 | 2055-07-01      | 5.0000%  | 0.0000% | $27539.76          | $27283.67          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIDE0634 | 2040-05-01      | 6.5000%  | 0.0000% | $378771.57         | $397409.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1543 | 2048-11-01      | 3.5000%  | 0.0000% | $4319.93           | $3991.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $3029.11           | $2890.56           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  | 0.0000% | $5094.32           | $4624.36           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $2533.13           | $2251.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  | 0.0000% | $27937.67          | $28170.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3278 | 2048-11-01      | 3.5000%  | 0.0000% | $812.68            | $751.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $8081.66           | $7714.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $3998.15           | $3668.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  | 0.0000% | $1886.83           | $1728.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5315 | 2049-06-01      | 3.5000%  | 0.0000% | $1676.52           | $1551.03           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  | 0.0000% | $635.48            | $636.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  | 0.0000% | $306.05            | $280.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  | 0.0000% | $1952.40           | $1854.78           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $7227.88           | $6834.95           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $4890.15           | $4633.96           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $5336.52           | $4894.92           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $974.77            | $928.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTFM7334 | 2040-03-01      | 4.0000%  | 0.0000% | $388.18            | $383.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $23111.10          | $22036.69          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $6079.81           | $5572.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $8838.91           | $8105.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $9553.84           | $8761.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5824 | 2055-08-01      | 6.5000%  | 0.0000% | $146065.00         | $152053.02         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5825 | 2055-08-01      | 7.0000%  | 0.0000% | $755400.00         | $799283.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5829 | 2040-08-01      | 5.0000%  | 0.0000% | $396355.00         | $401877.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5833 | 2045-08-01      | 5.0000%  | 0.0000% | $362700.00         | $365572.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNMA5837 | 2035-08-01      | 5.0000%  | 0.0000% | $1001.00           | $1015.50           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAD0898 | 2040-03-01      | 6.9010%  | 0.0000% | $50.92             | $53.39             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAD3532 | 2040-04-01      | 6.7050%  | 0.0000% | $20008.38          | $20637.84          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAE0826 | 2041-01-01      | 4.5000%  | 0.0000% | $35.98             | $36.08             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0881 | 2041-02-01      | 6.7760%  | 0.0000% | $26002.82          | $27042.40          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0054 | 2040-06-01      | 6.7400%  | 0.0000% | $4536.01           | $4734.67           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0277 | 2039-09-01      | 6.8400%  | 0.0000% | $15044.93          | $15591.68          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0279 | 2038-11-01      | 6.5790%  | 0.0000% | $18189.40          | $18662.90          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAE5471 | 2040-10-01      | 4.5000%  | 0.0000% | $186.04            | $186.56            | Agency Mortgage-Backed Securities  |
| FKAR WG9005          | 2029-09-01      | 4.0000%  | 0.0000% | $719300.00         | $716845.83         | Agency Mortgage-Backed Securities  |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $890.74            | $928.30            | Agency Mortgage-Backed Securities  |
| GNII SF MA9534 M     | 2051-08-20      | 2.0000%  | 0.0000% | $1544.68           | $1267.68           | Agency Mortgage-Backed Securities  |
| GNII SF MA9536 M     | 2046-12-20      | 3.0000%  | 0.0000% | $1701.36           | $1515.80           | Agency Mortgage-Backed Securities  |
| GNII SF MA9545 M     | 2054-01-20      | 7.5000%  | 0.0000% | $470.69            | $491.72            | Agency Mortgage-Backed Securities  |
| GNII SF MA9601 M     | 2054-04-20      | 3.5000%  | 0.0000% | $925.32            | $850.84            | Agency Mortgage-Backed Securities  |
| GNII SF MA9604 M     | 2054-04-20      | 5.0000%  | 0.0000% | $921.80            | $916.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $3755.07           | $3858.39           | Agency Mortgage-Backed Securities  |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $462.22            | $482.47            | Agency Mortgage-Backed Securities  |
| GNII SF MA9598 M     | 2053-10-20      | 2.0000%  | 0.0000% | $883.62            | $725.17            | Agency Mortgage-Backed Securities  |
| GNII SF MA9599 M     | 2054-02-20      | 2.5000%  | 0.0000% | $1818.42           | $1553.44           | Agency Mortgage-Backed Securities  |
| GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $2885.67           | $2791.40           | Agency Mortgage-Backed Securities  |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $954.12            | $993.50            | Agency Mortgage-Backed Securities  |
| GNII SF MA9720 M     | 2051-08-20      | 3.0000%  | 0.0000% | $860.28            | $764.15            | Agency Mortgage-Backed Securities  |
| GNII SF AO1099 C     | 2045-09-20      | 3.5000%  | 0.0000% | $3378.59           | $3099.08           | Agency Mortgage-Backed Securities  |
| GNII SF AO1103 C     | 2045-09-20      | 3.5000%  | 0.0000% | $187.70            | $172.17            | Agency Mortgage-Backed Securities  |
| GNII SF BA0259 C     | 2047-06-20      | 4.0000%  | 0.0000% | $203.11            | $193.23            | Agency Mortgage-Backed Securities  |
| GNII SF BA6138 C     | 2047-06-20      | 3.5000%  | 0.0000% | $208.04            | $192.24            | Agency Mortgage-Backed Securities  |
| GNII SF BC1888 C     | 2047-08-20      | 3.5000%  | 0.0000% | $492.93            | $454.26            | Agency Mortgage-Backed Securities  |
| GNII SF BC4862 C     | 2047-10-20      | 3.5000%  | 0.0000% | $3479.67           | $3219.63           | Agency Mortgage-Backed Securities  |
| GNII SF BI6900 C     | 2049-03-20      | 6.0000%  | 0.0000% | $526.44            | $549.18            | Agency Mortgage-Backed Securities  |
| GNII SF BO3369 C     | 2049-06-20      | 5.0000%  | 0.0000% | $4605.52           | $4658.48           | Agency Mortgage-Backed Securities  |
| GNII SF BP2045 C     | 2049-07-20      | 5.0000%  | 0.0000% | $2218.07           | $2273.83           | Agency Mortgage-Backed Securities  |
| GNII SF BQ6394 C     | 2049-11-20      | 3.0000%  | 0.0000% | $3014.77           | $2595.36           | Agency Mortgage-Backed Securities  |
| GNII SF BS7617 C     | 2050-06-20      | 2.5000%  | 0.0000% | $5613.51           | $4775.77           | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C     | 2050-12-20      | 2.5000%  | 0.0000% | $629.93            | $532.82            | Agency Mortgage-Backed Securities  |
| GNII SF BT0303 C     | 2050-02-20      | 4.5000%  | 0.0000% | $3243.71           | $3136.30           | Agency Mortgage-Backed Securities  |
| GNII SF BT1888 C     | 2050-12-20      | 2.5000%  | 0.0000% | $696.96            | $589.28            | Agency Mortgage-Backed Securities  |
| GNII SF BV9153 C     | 2035-07-20      | 2.0000%  | 0.0000% | $1180193.77        | $1084082.98        | Agency Mortgage-Backed Securities  |
| GNII SF 002234 M     | 2026-06-20      | 8.0000%  | 0.0000% | $101.50            | $102.28            | Agency Mortgage-Backed Securities  |
| GNII SF 002250 M     | 2026-07-20      | 8.5000%  | 0.0000% | $14.62             | $14.76             | Agency Mortgage-Backed Securities  |
| GNII SF 002266 M     | 2026-08-20      | 7.0000%  | 0.0000% | $143.70            | $149.22            | Agency Mortgage-Backed Securities  |
| GNII SF 002268 M     | 2026-08-20      | 7.5000%  | 0.0000% | $22.47             | $22.61             | Agency Mortgage-Backed Securities  |
| GNII SF 002270 M     | 2026-08-20      | 8.0000%  | 0.0000% | $81.02             | $81.81             | Agency Mortgage-Backed Securities  |
| GNII SF 002305 M     | 2026-10-20      | 8.0000%  | 0.0000% | $38.78             | $39.34             | Agency Mortgage-Backed Securities  |
| GNII SF 002306 M     | 2026-10-20      | 8.5000%  | 0.0000% | $7.86              | $7.95              | Agency Mortgage-Backed Securities  |
| GNII SF 002283 M     | 2026-09-20      | 7.0000%  | 0.0000% | $60.86             | $63.20             | Agency Mortgage-Backed Securities  |
| GNII SF 002284 M     | 2026-09-20      | 7.5000%  | 0.0000% | $36.41             | $36.64             | Agency Mortgage-Backed Securities  |
| GNII SF 002285 M     | 2026-09-20      | 8.0000%  | 0.0000% | $38.74             | $39.23             | Agency Mortgage-Backed Securities  |
| GNII SF 002301 M     | 2026-10-20      | 7.0000%  | 0.0000% | $141.00            | $146.41            | Agency Mortgage-Backed Securities  |
| GNII SF 002303 M     | 2026-10-20      | 7.5000%  | 0.0000% | $46.16             | $46.46             | Agency Mortgage-Backed Securities  |
| GNII SF 002340 M     | 2026-12-20      | 7.0000%  | 0.0000% | $35.09             | $36.44             | Agency Mortgage-Backed Securities  |
| GNII SF 002344 M     | 2026-12-20      | 8.0000%  | 0.0000% | $1.91              | $1.93              | Agency Mortgage-Backed Securities  |
| GNII SF 002322 M     | 2026-11-20      | 7.5000%  | 0.0000% | $49.78             | $50.38             | Agency Mortgage-Backed Securities  |
| GNII SF 002324 M     | 2026-11-20      | 8.0000%  | 0.0000% | $59.45             | $59.94             | Agency Mortgage-Backed Securities  |
| GNII SF 002376 M     | 2027-02-20      | 7.0000%  | 0.0000% | $80.10             | $83.18             | Agency Mortgage-Backed Securities  |
| GNII SF 002356 M     | 2027-01-20      | 6.5000%  | 0.0000% | $156.45            | $161.74            | Agency Mortgage-Backed Securities  |
| GNII SF 002359 M     | 2027-01-20      | 7.0000%  | 0.0000% | $228.73            | $237.51            | Agency Mortgage-Backed Securities  |
| GNII SF 002378 M     | 2027-02-20      | 7.5000%  | 0.0000% | $133.62            | $135.27            | Agency Mortgage-Backed Securities  |
| GNII SF 002379 M     | 2027-02-20      | 8.0000%  | 0.0000% | $1050.53           | $1063.49           | Agency Mortgage-Backed Securities  |
| GNII SF 002394 M     | 2027-03-20      | 7.0000%  | 0.0000% | $139.01            | $144.35            | Agency Mortgage-Backed Securities  |
| GNII SF 002396 M     | 2027-03-20      | 7.5000%  | 0.0000% | $143.02            | $145.04            | Agency Mortgage-Backed Securities  |
| GNII SF 002397 M     | 2027-03-20      | 8.0000%  | 0.0000% | $912.43            | $921.30            | Agency Mortgage-Backed Securities  |
| GNII SF 002433 M     | 2027-05-20      | 8.0000%  | 0.0000% | $411.31            | $417.82            | Agency Mortgage-Backed Securities  |
| GNII SF 002412 M     | 2027-04-20      | 7.0000%  | 0.0000% | $14.53             | $15.09             | Agency Mortgage-Backed Securities  |
| GNII SF 002413 M     | 2027-04-20      | 7.5000%  | 0.0000% | $35.01             | $35.51             | Agency Mortgage-Backed Securities  |
| GNII SF 002414 M     | 2027-04-20      | 8.0000%  | 0.0000% | $590.65            | $597.59            | Agency Mortgage-Backed Securities  |
| GNII SF 002430 M     | 2027-05-20      | 7.0000%  | 0.0000% | $250.00            | $259.60            | Agency Mortgage-Backed Securities  |
| GNII SF 002432 M     | 2027-05-20      | 7.5000%  | 0.0000% | $168.79            | $171.32            | Agency Mortgage-Backed Securities  |
| GNII SF 002471 M     | 2027-08-20      | 7.0000%  | 0.0000% | $2478.39           | $2573.57           | Agency Mortgage-Backed Securities  |
| GNII SF 002443 M     | 2027-06-20      | 7.0000%  | 0.0000% | $331.01            | $343.72            | Agency Mortgage-Backed Securities  |
| GNII SF 002444 M     | 2027-06-20      | 7.5000%  | 0.0000% | $439.85            | $445.29            | Agency Mortgage-Backed Securities  |
| GNII SF 002445 M     | 2027-06-20      | 8.0000%  | 0.0000% | $366.57            | $374.39            | Agency Mortgage-Backed Securities  |
| GNII SF 002446 M     | 2027-06-20      | 8.5000%  | 0.0000% | $31.89             | $32.25             | Agency Mortgage-Backed Securities  |
| GNII SF 002457 M     | 2027-07-20      | 7.5000%  | 0.0000% | $192.27            | $195.58            | Agency Mortgage-Backed Securities  |
| GNII SF 002459 M     | 2027-07-20      | 8.0000%  | 0.0000% | $2435.17           | $2487.07           | Agency Mortgage-Backed Securities  |
| GNII SF 002460 M     | 2027-07-20      | 8.5000%  | 0.0000% | $75.55             | $76.43             | Agency Mortgage-Backed Securities  |
| GNII SF 002499 M     | 2027-10-20      | 8.0000%  | 0.0000% | $291.78            | $298.22            | Agency Mortgage-Backed Securities  |
| GNII SF 002473 M     | 2027-08-20      | 7.5000%  | 0.0000% | $9.83              | $9.99              | Agency Mortgage-Backed Securities  |
| GNII SF 002474 M     | 2027-08-20      | 8.0000%  | 0.0000% | $425.94            | $436.53            | Agency Mortgage-Backed Securities  |
| GNII SF 002476 M     | 2027-08-20      | 9.0000%  | 0.0000% | $18.20             | $18.41             | Agency Mortgage-Backed Securities  |
| GNII SF 002482 M     | 2027-09-20      | 6.5000%  | 0.0000% | $510.26            | $527.50            | Agency Mortgage-Backed Securities  |
| GNII SF 002486 M     | 2027-09-20      | 8.0000%  | 0.0000% | $132.62            | $134.08            | Agency Mortgage-Backed Securities  |
| GNII SF 002534 M     | 2028-01-20      | 6.5000%  | 0.0000% | $129.90            | $134.30            | Agency Mortgage-Backed Securities  |
| GNII SF 002535 M     | 2028-01-20      | 7.0000%  | 0.0000% | $2604.68           | $2704.71           | Agency Mortgage-Backed Securities  |
| GNII SF 002536 M     | 2028-01-20      | 7.5000%  | 0.0000% | $1018.76           | $1038.19           | Agency Mortgage-Backed Securities  |
| GNII SF 002508 M     | 2027-11-20      | 6.5000%  | 0.0000% | $105.75            | $109.33            | Agency Mortgage-Backed Securities  |
| GNII SF 002510 M     | 2027-11-20      | 7.0000%  | 0.0000% | $527.46            | $547.71            | Agency Mortgage-Backed Securities  |
| GNII SF 002511 M     | 2027-11-20      | 7.5000%  | 0.0000% | $492.52            | $502.35            | Agency Mortgage-Backed Securities  |
| GNII SF 002512 M     | 2027-11-20      | 8.0000%  | 0.0000% | $293.36            | $299.79            | Agency Mortgage-Backed Securities  |
| GNII SF 002521 M     | 2027-12-20      | 6.5000%  | 0.0000% | $11.06             | $11.43             | Agency Mortgage-Backed Securities  |
| GNII SF 002522 M     | 2027-12-20      | 7.0000%  | 0.0000% | $52.64             | $54.66             | Agency Mortgage-Backed Securities  |
| GNII SF 002524 M     | 2027-12-20      | 7.5000%  | 0.0000% | $973.46            | $992.56            | Agency Mortgage-Backed Securities  |
| GNII SF 002525 M     | 2027-12-20      | 8.0000%  | 0.0000% | $2981.95           | $3047.41           | Agency Mortgage-Backed Securities  |
| GNII SF 002564 M     | 2028-03-20      | 7.0000%  | 0.0000% | $249.24            | $258.81            | Agency Mortgage-Backed Securities  |
| GNII SF 002565 M     | 2028-03-20      | 7.5000%  | 0.0000% | $23.89             | $24.42             | Agency Mortgage-Backed Securities  |
| GNII SF 002566 M     | 2028-03-20      | 8.0000%  | 0.0000% | $35.63             | $35.94             | Agency Mortgage-Backed Securities  |
| GNII SF 002538 M     | 2028-01-20      | 8.0000%  | 0.0000% | $179.26            | $181.22            | Agency Mortgage-Backed Securities  |
| GNII SF 002547 M     | 2028-02-20      | 6.5000%  | 0.0000% | $886.40            | $916.37            | Agency Mortgage-Backed Securities  |
| GNII SF 002548 M     | 2028-02-20      | 7.0000%  | 0.0000% | $245.92            | $255.37            | Agency Mortgage-Backed Securities  |
| GNII SF 002549 M     | 2028-02-20      | 7.5000%  | 0.0000% | $243.88            | $247.10            | Agency Mortgage-Backed Securities  |
| GNII SF 002550 M     | 2028-02-20      | 8.0000%  | 0.0000% | $3.40              | $3.43              | Agency Mortgage-Backed Securities  |
| GNII SF 003470 M     | 2033-11-20      | 4.5000%  | 0.0000% | $1769.52           | $1768.54           | Agency Mortgage-Backed Securities  |
| GNII SF 003471 M     | 2033-09-20      | 4.7500%  | 0.0000% | $937.43            | $927.72            | Agency Mortgage-Backed Securities  |
| GNII SF 003474 M     | 2033-11-20      | 6.0000%  | 0.0000% | $220.48            | $229.06            | Agency Mortgage-Backed Securities  |
| GNII SF 003476 M     | 2033-11-20      | 7.0000%  | 0.0000% | $224.37            | $232.98            | Agency Mortgage-Backed Securities  |
| GNII SF 003501 M     | 2034-01-20      | 6.0000%  | 0.0000% | $822.81            | $861.91            | Agency Mortgage-Backed Securities  |
| GNII SF 003512 M     | 2034-02-20      | 4.5000%  | 0.0000% | $3928.18           | $3970.60           | Agency Mortgage-Backed Securities  |
| GNII SF 003514 M     | 2034-02-20      | 5.2500%  | 0.0000% | $3752.25           | $3755.43           | Agency Mortgage-Backed Securities  |
| GNII SF 003520 M     | 2034-01-20      | 7.0000%  | 0.0000% | $448.11            | $465.32            | Agency Mortgage-Backed Securities  |
| GNII SF 003528 M     | 2034-03-20      | 4.5000%  | 0.0000% | $640.14            | $639.73            | Agency Mortgage-Backed Securities  |
| GNII SF 003544 M     | 2034-04-20      | 5.5000%  | 0.0000% | $2134.23           | $2209.30           | Agency Mortgage-Backed Securities  |
| GNII SF 003546 M     | 2034-04-20      | 6.5000%  | 0.0000% | $2021.39           | $2116.74           | Agency Mortgage-Backed Securities  |
| GNII SF 003567 M     | 2034-06-20      | 4.5000%  | 0.0000% | $1732.74           | $1731.04           | Agency Mortgage-Backed Securities  |
| GNII SF 003570 M     | 2034-06-20      | 6.0000%  | 0.0000% | $1570.24           | $1650.44           | Agency Mortgage-Backed Securities  |
| GNII SF 003572 M     | 2034-06-20      | 7.0000%  | 0.0000% | $824.74            | $856.42            | Agency Mortgage-Backed Securities  |
| GNII SF 003583 M     | 2034-07-20      | 5.5000%  | 0.0000% | $3677.39           | $3807.62           | Agency Mortgage-Backed Securities  |
| GNII SF 003586 M     | 2034-07-20      | 6.5000%  | 0.0000% | $501.90            | $534.02            | Agency Mortgage-Backed Securities  |
| GNII SF 003596 M     | 2034-08-20      | 5.5000%  | 0.0000% | $860.27            | $900.79            | Agency Mortgage-Backed Securities  |
| GNII SF 003599 M     | 2034-08-20      | 6.5000%  | 0.0000% | $3574.54           | $3860.76           | Agency Mortgage-Backed Securities  |
| GNII SF 002727 M     | 2029-03-20      | 5.5000%  | 0.0000% | $130.28            | $133.03            | Agency Mortgage-Backed Securities  |
| GNII SF 002728 M     | 2029-03-20      | 6.0000%  | 0.0000% | $1276.64           | $1316.50           | Agency Mortgage-Backed Securities  |
| GNII SF 002730 M     | 2029-03-20      | 7.0000%  | 0.0000% | $69.58             | $72.25             | Agency Mortgage-Backed Securities  |
| GNII SF 002702 M     | 2029-01-20      | 7.0000%  | 0.0000% | $233.33            | $242.29            | Agency Mortgage-Backed Securities  |
| GNII SF 002704 M     | 2029-01-20      | 7.5000%  | 0.0000% | $247.32            | $254.21            | Agency Mortgage-Backed Securities  |
| GNII SF 002713 M     | 2029-02-20      | 6.0000%  | 0.0000% | $66.80             | $68.66             | Agency Mortgage-Backed Securities  |
| GNII SF 002714 M     | 2029-02-20      | 6.5000%  | 0.0000% | $4142.20           | $4282.23           | Agency Mortgage-Backed Securities  |
| GNII SF 002716 M     | 2029-02-20      | 7.0000%  | 0.0000% | $205.67            | $213.57            | Agency Mortgage-Backed Securities  |
| GNII SF 002742 M     | 2029-04-20      | 7.0000%  | 0.0000% | $341.14            | $354.24            | Agency Mortgage-Backed Securities  |
| GNII SF 002743 M     | 2029-04-20      | 7.5000%  | 0.0000% | $32.18             | $32.68             | Agency Mortgage-Backed Securities  |
| GNII SF 002744 M     | 2029-04-20      | 8.0000%  | 0.0000% | $313.18            | $315.87            | Agency Mortgage-Backed Securities  |
| GNII SF 002754 M     | 2029-05-20      | 6.5000%  | 0.0000% | $68.07             | $70.37             | Agency Mortgage-Backed Securities  |
| GNII SF 002755 M     | 2029-05-20      | 7.0000%  | 0.0000% | $2324.24           | $2413.50           | Agency Mortgage-Backed Securities  |
| GNII SF 002796 M     | 2029-08-20      | 7.0000%  | 0.0000% | $4212.07           | $4373.84           | Agency Mortgage-Backed Securities  |
| GNII SF 002767 M     | 2029-06-20      | 6.5000%  | 0.0000% | $729.23            | $753.88            | Agency Mortgage-Backed Securities  |
| GNII SF 002769 M     | 2029-06-20      | 7.5000%  | 0.0000% | $31.45             | $32.43             | Agency Mortgage-Backed Securities  |
| GNII SF 002781 M     | 2029-07-20      | 6.5000%  | 0.0000% | $3400.99           | $3515.96           | Agency Mortgage-Backed Securities  |
| GNII SF 002783 M     | 2029-07-20      | 7.0000%  | 0.0000% | $1511.81           | $1569.87           | Agency Mortgage-Backed Securities  |
| GNII SF 002785 M     | 2029-07-20      | 8.0000%  | 0.0000% | $387.81            | $392.06            | Agency Mortgage-Backed Securities  |
| GNII SF 002824 M     | 2029-10-20      | 7.0000%  | 0.0000% | $1936.78           | $2011.16           | Agency Mortgage-Backed Securities  |
| GNII SF 002826 M     | 2029-10-20      | 8.0000%  | 0.0000% | $66.90             | $69.94             | Agency Mortgage-Backed Securities  |
| GNII SF 002798 M     | 2029-08-20      | 7.5000%  | 0.0000% | $635.75            | $657.56            | Agency Mortgage-Backed Securities  |
| GNII SF 002799 M     | 2029-08-20      | 8.0000%  | 0.0000% | $64.67             | $65.22             | Agency Mortgage-Backed Securities  |
| GNII SF 002808 M     | 2029-09-20      | 6.5000%  | 0.0000% | $193.32            | $199.85            | Agency Mortgage-Backed Securities  |
| GNII SF 002809 M     | 2029-09-20      | 7.0000%  | 0.0000% | $218.34            | $226.73            | Agency Mortgage-Backed Securities  |
| GNII SF 002810 M     | 2029-09-20      | 7.5000%  | 0.0000% | $623.04            | $640.27            | Agency Mortgage-Backed Securities  |
| GNII SF 002811 M     | 2029-09-20      | 8.0000%  | 0.0000% | $113.67            | $118.48            | Agency Mortgage-Backed Securities  |
| GNII SF 002853 M     | 2029-12-20      | 7.5000%  | 0.0000% | $1043.69           | $1076.02           | Agency Mortgage-Backed Securities  |
| GNII SF 002854 M     | 2029-12-20      | 8.0000%  | 0.0000% | $131.75            | $139.37            | Agency Mortgage-Backed Securities  |
| GNII SF 002855 M     | 2029-12-20      | 8.5000%  | 0.0000% | $14.34             | $14.49             | Agency Mortgage-Backed Securities  |
| GNII SF 002838 M     | 2029-11-20      | 7.0000%  | 0.0000% | $2317.72           | $2406.73           | Agency Mortgage-Backed Securities  |
| GNII SF 002839 M     | 2029-11-20      | 7.5000%  | 0.0000% | $84.38             | $89.22             | Agency Mortgage-Backed Securities  |
| GNII SF 002840 M     | 2029-11-20      | 8.0000%  | 0.0000% | $33.48             | $34.95             | Agency Mortgage-Backed Securities  |
| GNII SF 002852 M     | 2029-12-20      | 7.0000%  | 0.0000% | $56.26             | $58.47             | Agency Mortgage-Backed Securities  |
| GNII SF 002885 M     | 2030-02-20      | 8.5000%  | 0.0000% | $34.36             | $34.97             | Agency Mortgage-Backed Securities  |
| GNII SF 002864 M     | 2030-01-20      | 6.0000%  | 0.0000% | $37.10             | $38.00             | Agency Mortgage-Backed Securities  |
| GNII SF 002866 M     | 2030-01-20      | 7.0000%  | 0.0000% | $1502.97           | $1560.69           | Agency Mortgage-Backed Securities  |
| GNII SF 002867 M     | 2030-01-20      | 7.5000%  | 0.0000% | $182.74            | $190.21            | Agency Mortgage-Backed Securities  |
| GNII SF 002868 M     | 2030-01-20      | 8.0000%  | 0.0000% | $565.66            | $601.08            | Agency Mortgage-Backed Securities  |
| GNII SF 002882 M     | 2030-02-20      | 7.0000%  | 0.0000% | $739.10            | $767.48            | Agency Mortgage-Backed Securities  |
| GNII SF 002883 M     | 2030-02-20      | 7.5000%  | 0.0000% | $123.91            | $128.53            | Agency Mortgage-Backed Securities  |
| GNII SF 002884 M     | 2030-02-20      | 8.0000%  | 0.0000% | $37.29             | $39.59             | Agency Mortgage-Backed Securities  |
| GNII SF 002921 M     | 2030-05-20      | 7.5000%  | 0.0000% | $1181.94           | $1231.38           | Agency Mortgage-Backed Securities  |
| GNII SF 002922 M     | 2030-05-20      | 8.0000%  | 0.0000% | $303.70            | $321.80            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $2856.15           | $2726.33           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | 0.0000% | $35.78             | $35.03             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  | 0.0000% | $178.97            | $176.39            | Agency Mortgage-Backed Securities  |
| FMAR 2B1277 G        | 2043-03-01      | 6.6160%  | 0.0000% | $15158.07          | $15742.77          | Agency Mortgage-Backed Securities  |
| FMAR 2B1341 G        | 2043-05-01      | 6.5050%  | 0.0000% | $53801.93          | $55323.09          | Agency Mortgage-Backed Securities  |
| FMAR 2B1384 G        | 2043-05-01      | 6.4000%  | 0.0000% | $5509.54           | $5715.95           | Agency Mortgage-Backed Securities  |
| FMAR 2B1454 G        | 2043-06-01      | 6.3920%  | 0.0000% | $156601.58         | $161517.39         | Agency Mortgage-Backed Securities  |
| FMAR 2B1538 G        | 2043-07-01      | 6.3850%  | 0.0000% | $7461.24           | $7739.89           | Agency Mortgage-Backed Securities  |
| FMAR 2B1569 G        | 2043-08-01      | 6.3500%  | 0.0000% | $1184.12           | $1215.16           | Agency Mortgage-Backed Securities  |
| FMAR 2B3360 G        | 2044-11-01      | 6.9410%  | 0.0000% | $3132.79           | $3240.64           | Agency Mortgage-Backed Securities  |
| FMAR 2B3957 G        | 2042-07-01      | 6.5820%  | 0.0000% | $225898.45         | $235291.83         | Agency Mortgage-Backed Securities  |
| FMAR 2B4849 G        | 2045-10-01      | 3.0640%  | 0.0000% | $775473.93         | $795427.74         | Agency Mortgage-Backed Securities  |
| FMAR 2B5033 G        | 2046-01-01      | 2.7820%  | 0.0000% | $5818.96           | $5919.25           | Agency Mortgage-Backed Securities  |
| FMAR 2B5201 G        | 2046-03-01      | 6.5000%  | 0.0000% | $8100.86           | $8406.63           | Agency Mortgage-Backed Securities  |
| FMAR 2B5188 G        | 2046-03-01      | 2.8710%  | 0.0000% | $5033.77           | $5091.60           | Agency Mortgage-Backed Securities  |
| FMAR 2B6174 G        | 2047-06-01      | 3.0840%  | 0.0000% | $17299.75          | $17048.45          | Agency Mortgage-Backed Securities  |
| FMAR 2B6154 G        | 2047-06-01      | 6.3800%  | 0.0000% | $27424.52          | $28384.90          | Agency Mortgage-Backed Securities  |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $4329.90           | $4472.67           | Agency Mortgage-Backed Securities  |
| FMAR 2B6384 G        | 2047-08-01      | 6.6680%  | 0.0000% | $7373.80           | $7631.12           | Agency Mortgage-Backed Securities  |
| FMAR 2B6451 G        | 2047-08-01      | 6.8640%  | 0.0000% | $20797.65          | $21547.17          | Agency Mortgage-Backed Securities  |
| FMAR 2B6628 G        | 2047-11-01      | 6.5670%  | 0.0000% | $20201.23          | $20887.78          | Agency Mortgage-Backed Securities  |
| FMAR 2B7592 G        | 2049-08-01      | 3.3620%  | 0.0000% | $720998.94         | $697019.16         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2505 | 2038-05-01      | 3.5000%  | 0.0000% | $3393.16           | $3280.68           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5785 | 2048-10-01      | 4.5000%  | 0.0000% | $441.08            | $433.33            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $1493.64           | $1424.64           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA7009 | 2049-05-01      | 4.5000%  | 0.0000% | $330.03            | $322.60            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  | 0.0000% | $990.18            | $943.97            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5152 | 2051-05-01      | 3.0000%  | 0.0000% | $702.16            | $611.63            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $12223.16          | $11104.14          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $8102.67           | $7050.48           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6945 | 2052-03-01      | 3.5000%  | 0.0000% | $7855.00           | $7127.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3547 | 2055-08-01      | 5.5000%  | 0.0000% | $2520.58           | $2562.76           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODE3695 | 2055-07-01      | 5.8310%  | 0.0000% | $4779.70           | $4891.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDE5603 | 2040-07-01      | 5.0000%  | 0.0000% | $521630.03         | $529198.30         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5735 | 2055-07-01      | 6.0000%  | 0.0000% | $1013183.12        | $1056719.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6567 | 2055-08-01      | 5.5000%  | 0.0000% | $1056.00           | $1067.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE6704 | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $990.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE6732 | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $990.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8167 | 2055-08-01      | 6.0000%  | 0.0000% | $218360.00         | $224090.57         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBA1645 | 2045-12-01      | 7.0900%  | 0.0000% | $132.03            | $135.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA2889 | 2045-11-01      | 4.0000%  | 0.0000% | $738.48            | $699.03            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBC1196 | 2046-06-01      | 6.2890%  | 0.0000% | $42357.39          | $43946.66          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBD8032 | 2046-09-01      | 7.0630%  | 0.0000% | $15204.54          | $15713.57          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $287.35            | $283.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0264 | 2058-05-01      | 3.5000%  | 0.0000% | $65388.21          | $59165.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH0567 | 2047-06-01      | 3.5000%  | 0.0000% | $18745.06          | $17118.96          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH1172 | 2047-05-01      | 4.5000%  | 0.0000% | $194.13            | $191.13            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5134 | 2047-09-01      | 7.3700%  | 0.0000% | $3368.31           | $3489.95           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5135 | 2047-09-01      | 7.3700%  | 0.0000% | $1467.91           | $1511.89           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5928 | 2047-07-01      | 6.3090%  | 0.0000% | $23689.05          | $24616.40          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH9206 | 2047-09-01      | 7.3500%  | 0.0000% | $29498.83          | $30768.13          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  | 0.0000% | $2488.66           | $2299.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ0648 | 2048-03-01      | 3.5000%  | 0.0000% | $101725.13         | $93840.64          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBJ0705 | 2047-10-01      | 7.1000%  | 0.0000% | $2787.43           | $2891.40           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM9039 | 2036-09-01      | 2.5000%  | 0.0000% | $401766.97         | $378436.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM9137 | 2048-06-01      | 4.0000%  | 0.0000% | $525.24            | $503.68            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9499 | 2051-11-01      | 2.5000%  | 0.0000% | $100299.28         | $84860.46          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $5268.59           | $5019.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $1622.79           | $1488.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0831 | 2052-03-01      | 3.0000%  | 0.0000% | $252671.11         | $219841.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0838 | 2052-01-01      | 3.5000%  | 0.0000% | $4369.07           | $4016.45           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0701 | 2051-12-01      | 3.0000%  | 0.0000% | $41687.06          | $36616.17          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  | 0.0000% | $730.49            | $636.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  | 0.0000% | $4748.45           | $4131.40           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  | 0.0000% | $1644.53           | $1430.86           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS1331 | 2037-03-01      | 2.0000%  | 0.0000% | $742106.64         | $683454.65         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1372 | 2052-03-01      | 3.0000%  | 0.0000% | $398475.22         | $346698.67         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | 0.0000% | $3222.19           | $2803.82           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1386 | 2051-10-01      | 3.0000%  | 0.0000% | $43292.02          | $38160.76          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  | 0.0000% | $2442.18           | $2124.88           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1648 | 2052-01-01      | 2.5000%  | 0.0000% | $4776.75           | $3991.18           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $7459.55           | $6502.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1911 | 2051-08-01      | 3.0000%  | 0.0000% | $13618.38          | $12043.04          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  | 0.0000% | $1645.67           | $1320.26           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  | 0.0000% | $3231.30           | $2714.23           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2535 | 2052-08-01      | 2.5000%  | 0.0000% | $828.10            | $690.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $3395.70           | $3090.06           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2736 | 2052-06-01      | 4.0000%  | 0.0000% | $10289.97          | $9680.49           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $26725.50          | $23271.05          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS4463 | 2037-08-01      | 1.5000%  | 0.0000% | $224217.36         | $200424.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  | 0.0000% | $239842.85         | $225762.74         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  | 0.0000% | $2238.44           | $2108.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3826 | 2052-01-01      | 3.0000%  | 0.0000% | $7181.88           | $6248.61           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8695 | 2055-06-01      | 6.0000%  | 0.0000% | $6352.31           | $6522.12           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9487 | 2055-08-01      | 6.5000%  | 0.0000% | $397955.24         | $416800.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ1277 | 2055-08-01      | 5.0000%  | 0.0000% | $1324.00           | $1320.37           | Agency Mortgage-Backed Securities  |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $3954.12           | $3194.39           | Agency Mortgage-Backed Securities  |
| GNII SF CD7215 C     | 2051-05-20      | 2.5000%  | 0.0000% | $4765.99           | $3997.31           | Agency Mortgage-Backed Securities  |
| GNII SF CD8312 C     | 2051-05-20      | 2.5000%  | 0.0000% | $4350.15           | $3688.86           | Agency Mortgage-Backed Securities  |
| GNII SF CE3710 C     | 2051-08-20      | 3.5000%  | 0.0000% | $808.67            | $741.96            | Agency Mortgage-Backed Securities  |
| GNII SF CE9917 C     | 2051-07-20      | 3.5000%  | 0.0000% | $823.90            | $756.57            | Agency Mortgage-Backed Securities  |
| GNII SF CE9952 C     | 2051-09-20      | 3.5000%  | 0.0000% | $824.16            | $743.96            | Agency Mortgage-Backed Securities  |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $1829.58           | $1533.33           | Agency Mortgage-Backed Securities  |
| GNII SF CJ5947 C     | 2051-12-20      | 2.0000%  | 0.0000% | $904.11            | $732.64            | Agency Mortgage-Backed Securities  |
| GNII SF CL1819 C     | 2052-02-20      | 3.5000%  | 0.0000% | $309972.76         | $284521.58         | Agency Mortgage-Backed Securities  |
| GNII SF CL5523 C     | 2052-04-20      | 3.0000%  | 0.0000% | $204491.99         | $178945.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | 0.0000% | $969.25            | $937.09            | Agency Mortgage-Backed Securities  |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $1333950.36        | $1366827.79        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $873.67            | $895.47            | Agency Mortgage-Backed Securities  |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $249.80            | $229.15            | Agency Mortgage-Backed Securities  |
| GNII SF AE8491 C     | 2044-07-20      | 4.0000%  | 0.0000% | $129.54            | $123.24            | Agency Mortgage-Backed Securities  |
| GNII SF AF5104 C     | 2043-08-20      | 4.5000%  | 0.0000% | $218532.73         | $212993.59         | Agency Mortgage-Backed Securities  |
| GNHF RF AG8139 H     | 2064-06-20      | 5.1940%  | 0.0000% | $22.97             | $23.03             | Agency Mortgage-Backed Securities  |
| GNHF RF AG8142 H     | 2064-06-20      | 4.8160%  | 0.0000% | $52.66             | $52.96             | Agency Mortgage-Backed Securities  |
| GNII SF AH5883 C     | 2044-07-20      | 3.7500%  | 0.0000% | $372.00            | $343.68            | Agency Mortgage-Backed Securities  |
| GNII SF AJ2723 C     | 2044-08-20      | 4.0000%  | 0.0000% | $3019.66           | $2872.67           | Agency Mortgage-Backed Securities  |
| GNII SF AJ4118 C     | 2044-08-20      | 3.5000%  | 0.0000% | $1942.43           | $1781.69           | Agency Mortgage-Backed Securities  |
| GNII SF AL9364 C     | 2045-03-20      | 3.5000%  | 0.0000% | $772.02            | $708.16            | Agency Mortgage-Backed Securities  |
| GNII SF AM5217 C     | 2045-05-20      | 3.0000%  | 0.0000% | $237.71            | $211.13            | Agency Mortgage-Backed Securities  |
| GNII SF AQ2288 C     | 2045-09-20      | 4.0000%  | 0.0000% | $26355.28          | $25072.07          | Agency Mortgage-Backed Securities  |
| GNII SF CR3025 C     | 2052-12-20      | 5.5000%  | 0.0000% | $1939.17           | $1967.78           | Agency Mortgage-Backed Securities  |
| GNII SF 002924 M     | 2030-05-20      | 8.5000%  | 0.0000% | $89.92             | $93.17             | Agency Mortgage-Backed Securities  |
| GNII SF 002895 M     | 2030-03-20      | 7.0000%  | 0.0000% | $79.03             | $82.06             | Agency Mortgage-Backed Securities  |
| GNII SF 002896 M     | 2030-03-20      | 7.5000%  | 0.0000% | $63.89             | $66.28             | Agency Mortgage-Backed Securities  |
| GNII SF 002897 M     | 2030-03-20      | 8.0000%  | 0.0000% | $598.04            | $631.14            | Agency Mortgage-Backed Securities  |
| GNII SF 002898 M     | 2030-03-20      | 8.5000%  | 0.0000% | $29.64             | $31.20             | Agency Mortgage-Backed Securities  |
| GNII SF 002908 M     | 2030-04-20      | 7.5000%  | 0.0000% | $623.24            | $641.81            | Agency Mortgage-Backed Securities  |
| GNII SF 002909 M     | 2030-04-20      | 8.0000%  | 0.0000% | $1404.82           | $1456.22           | Agency Mortgage-Backed Securities  |
| GNII SF 002910 M     | 2030-04-20      | 8.5000%  | 0.0000% | $297.72            | $307.44            | Agency Mortgage-Backed Securities  |
| GNII SF 002956 M     | 2030-08-20      | 7.0000%  | 0.0000% | $2321.92           | $2411.09           | Agency Mortgage-Backed Securities  |
| GNII SF 002935 M     | 2030-06-20      | 8.0000%  | 0.0000% | $1030.00           | $1095.45           | Agency Mortgage-Backed Securities  |
| GNII SF 002936 M     | 2030-06-20      | 8.5000%  | 0.0000% | $555.50            | $581.82            | Agency Mortgage-Backed Securities  |
| GNII SF 002944 M     | 2030-07-20      | 7.0000%  | 0.0000% | $31.32             | $32.52             | Agency Mortgage-Backed Securities  |
| GNII SF 002945 M     | 2030-07-20      | 7.5000%  | 0.0000% | $200.77            | $206.79            | Agency Mortgage-Backed Securities  |
| GNII SF 002946 M     | 2030-07-20      | 8.0000%  | 0.0000% | $93.88             | $98.65             | Agency Mortgage-Backed Securities  |
| GNII SF 002947 M     | 2030-07-20      | 8.5000%  | 0.0000% | $466.81            | $490.85            | Agency Mortgage-Backed Securities  |
| GNII SF 002986 M     | 2030-10-20      | 7.0000%  | 0.0000% | $1870.47           | $1942.30           | Agency Mortgage-Backed Securities  |
| GNII SF 002987 M     | 2030-10-20      | 7.5000%  | 0.0000% | $222.69            | $235.31            | Agency Mortgage-Backed Securities  |
| GNII SF 002988 M     | 2030-10-20      | 8.0000%  | 0.0000% | $182.72            | $191.75            | Agency Mortgage-Backed Securities  |
| GNII SF 002959 M     | 2030-08-20      | 8.5000%  | 0.0000% | $1563.67           | $1652.11           | Agency Mortgage-Backed Securities  |
| GNII SF 002971 M     | 2030-09-20      | 7.0000%  | 0.0000% | $339.35            | $353.90            | Agency Mortgage-Backed Securities  |
| GNII SF 002972 M     | 2030-09-20      | 7.5000%  | 0.0000% | $549.51            | $574.44            | Agency Mortgage-Backed Securities  |
| GNII SF 002973 M     | 2030-09-20      | 8.0000%  | 0.0000% | $117.25            | $122.01            | Agency Mortgage-Backed Securities  |
| GNII SF 002974 M     | 2030-09-20      | 8.5000%  | 0.0000% | $8.19              | $8.66              | Agency Mortgage-Backed Securities  |
| GNII SF 002975 M     | 2030-09-20      | 9.0000%  | 0.0000% | $194.22            | $197.30            | Agency Mortgage-Backed Securities  |
| GNII SF 002989 M     | 2030-10-20      | 8.5000%  | 0.0000% | $24.72             | $26.05             | Agency Mortgage-Backed Securities  |
| GNII SF 002990 M     | 2030-10-20      | 9.0000%  | 0.0000% | $192.77            | $195.54            | Agency Mortgage-Backed Securities  |
| GNII SF 002998 M     | 2030-11-20      | 7.0000%  | 0.0000% | $47.57             | $49.40             | Agency Mortgage-Backed Securities  |
| GNII SF 002999 M     | 2030-11-20      | 7.5000%  | 0.0000% | $3035.08           | $3207.80           | Agency Mortgage-Backed Securities  |
| GNII SF 003000 M     | 2030-11-20      | 8.0000%  | 0.0000% | $22.33             | $23.39             | Agency Mortgage-Backed Securities  |
| GNII SF 003010 M     | 2030-12-20      | 7.0000%  | 0.0000% | $308.91            | $320.77            | Agency Mortgage-Backed Securities  |
| GNII SF 003011 M     | 2030-12-20      | 7.5000%  | 0.0000% | $249.85            | $261.50            | Agency Mortgage-Backed Securities  |
| GNII SF 003012 M     | 2030-12-20      | 8.0000%  | 0.0000% | $644.99            | $679.11            | Agency Mortgage-Backed Securities  |
| GNII SF 003024 M     | 2031-01-20      | 6.0000%  | 0.0000% | $102.52            | $105.01            | Agency Mortgage-Backed Securities  |
| GNII SF 003026 M     | 2031-01-20      | 7.0000%  | 0.0000% | $1834.63           | $1926.55           | Agency Mortgage-Backed Securities  |
| GNII SF 003027 M     | 2031-01-20      | 7.5000%  | 0.0000% | $87.61             | $93.32             | Agency Mortgage-Backed Securities  |
| GNII SF 003028 M     | 2031-01-20      | 8.0000%  | 0.0000% | $25.07             | $26.30             | Agency Mortgage-Backed Securities  |
| GNII SF 003029 M     | 2031-01-20      | 8.5000%  | 0.0000% | $4259.18           | $4492.40           | Agency Mortgage-Backed Securities  |
| GNII SF 003038 M     | 2031-02-20      | 6.0000%  | 0.0000% | $41.39             | $43.12             | Agency Mortgage-Backed Securities  |
| GNII SF 003040 M     | 2031-02-20      | 7.0000%  | 0.0000% | $747.12            | $782.39            | Agency Mortgage-Backed Securities  |
| GNII SF 003041 M     | 2031-02-20      | 7.5000%  | 0.0000% | $239.88            | $250.37            | Agency Mortgage-Backed Securities  |
| GNII SF 003042 M     | 2031-02-20      | 8.0000%  | 0.0000% | $583.64            | $614.81            | Agency Mortgage-Backed Securities  |
| GNII SF 003081 M     | 2031-05-20      | 7.0000%  | 0.0000% | $1423.25           | $1478.21           | Agency Mortgage-Backed Securities  |
| GNII SF 003082 M     | 2031-05-20      | 7.5000%  | 0.0000% | $743.59            | $764.45            | Agency Mortgage-Backed Securities  |
| GNII SF 003083 M     | 2031-05-20      | 8.0000%  | 0.0000% | $33.69             | $34.11             | Agency Mortgage-Backed Securities  |
| GNII SF 003053 M     | 2031-03-20      | 6.5000%  | 0.0000% | $977.89            | $1025.46           | Agency Mortgage-Backed Securities  |
| GNII SF 003055 M     | 2031-03-20      | 7.5000%  | 0.0000% | $259.42            | $271.76            | Agency Mortgage-Backed Securities  |
| GNII SF 003056 M     | 2031-03-20      | 8.0000%  | 0.0000% | $54.05             | $56.63             | Agency Mortgage-Backed Securities  |
| GNII SF 003067 M     | 2031-04-20      | 6.0000%  | 0.0000% | $456.24            | $473.43            | Agency Mortgage-Backed Securities  |
| GNII SF 003068 M     | 2031-04-20      | 6.5000%  | 0.0000% | $77.85             | $81.57             | Agency Mortgage-Backed Securities  |
| GNII SF 003070 M     | 2031-04-20      | 7.5000%  | 0.0000% | $715.96            | $750.93            | Agency Mortgage-Backed Securities  |
| GNII SF 003072 M     | 2031-04-20      | 8.5000%  | 0.0000% | $440.67            | $444.71            | Agency Mortgage-Backed Securities  |
| GNII SF 003109 M     | 2031-07-20      | 7.5000%  | 0.0000% | $129.23            | $132.41            | Agency Mortgage-Backed Securities  |
| GNII SF 003110 M     | 2031-07-20      | 8.0000%  | 0.0000% | $45.52             | $47.21             | Agency Mortgage-Backed Securities  |
| GNII SF 003095 M     | 2031-06-20      | 6.5000%  | 0.0000% | $1221.02           | $1277.69           | Agency Mortgage-Backed Securities  |
| GNII SF 003096 M     | 2031-06-20      | 7.0000%  | 0.0000% | $1703.69           | $1769.77           | Agency Mortgage-Backed Securities  |
| GNII SF 003097 M     | 2031-06-20      | 7.5000%  | 0.0000% | $74.39             | $77.74             | Agency Mortgage-Backed Securities  |
| GNII SF 003098 M     | 2031-06-20      | 8.0000%  | 0.0000% | $35.28             | $35.66             | Agency Mortgage-Backed Securities  |
| GNII SF 003106 M     | 2031-07-20      | 6.0000%  | 0.0000% | $248.59            | $258.95            | Agency Mortgage-Backed Securities  |
| GNII SF 003108 M     | 2031-07-20      | 7.0000%  | 0.0000% | $2140.37           | $2275.95           | Agency Mortgage-Backed Securities  |
| GNII SF 003118 M     | 2031-08-20      | 5.5000%  | 0.0000% | $4429.86           | $4513.26           | Agency Mortgage-Backed Securities  |
| GNII SF 003121 M     | 2031-08-20      | 7.0000%  | 0.0000% | $1529.63           | $1626.52           | Agency Mortgage-Backed Securities  |
| GNII SF 003122 M     | 2031-08-20      | 7.5000%  | 0.0000% | $322.12            | $334.63            | Agency Mortgage-Backed Securities  |
| GNII SF 003123 M     | 2031-08-20      | 8.0000%  | 0.0000% | $109.64            | $110.57            | Agency Mortgage-Backed Securities  |
| GNII SF 003135 M     | 2031-09-20      | 7.5000%  | 0.0000% | $48.77             | $51.17             | Agency Mortgage-Backed Securities  |
| GNII SF 003174 M     | 2031-12-20      | 7.0000%  | 0.0000% | $1144.67           | $1188.63           | Agency Mortgage-Backed Securities  |
| GNII SF 003152 M     | 2031-10-20      | 7.5000%  | 0.0000% | $1465.05           | $1530.23           | Agency Mortgage-Backed Securities  |
| GNII SF 003153 M     | 2031-10-20      | 8.0000%  | 0.0000% | $22.04             | $22.28             | Agency Mortgage-Backed Securities  |
| GNII SF 003161 M     | 2031-11-20      | 6.5000%  | 0.0000% | $924.73            | $972.55            | Agency Mortgage-Backed Securities  |
| GNII SF 003162 M     | 2031-11-20      | 7.0000%  | 0.0000% | $2233.03           | $2326.58           | Agency Mortgage-Backed Securities  |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $124.78            | $130.00            | Agency Mortgage-Backed Securities  |
| GNII SF 003188 M     | 2032-01-20      | 6.5000%  | 0.0000% | $1107.43           | $1152.71           | Agency Mortgage-Backed Securities  |
| GNII SF 003202 M     | 2032-02-20      | 7.0000%  | 0.0000% | $786.01            | $817.22            | Agency Mortgage-Backed Securities  |
| GNII SF 003237 M     | 2032-05-20      | 5.5000%  | 0.0000% | $145.29            | $150.62            | Agency Mortgage-Backed Securities  |
| GNII SF 003238 M     | 2032-05-20      | 6.0000%  | 0.0000% | $156.57            | $163.40            | Agency Mortgage-Backed Securities  |
| GNII SF 003239 M     | 2032-05-20      | 6.5000%  | 0.0000% | $180.05            | $191.45            | Agency Mortgage-Backed Securities  |
| GNII SF 003240 M     | 2032-05-20      | 7.0000%  | 0.0000% | $2456.42           | $2617.32           | Agency Mortgage-Backed Securities  |
| GNII SF 003229 M     | 2032-04-20      | 7.0000%  | 0.0000% | $727.97            | $760.33            | Agency Mortgage-Backed Securities  |
| GNII SF 003274 M     | 2032-08-20      | 6.5000%  | 0.0000% | $306.20            | $322.70            | Agency Mortgage-Backed Securities  |
| GNII SF 003251 M     | 2032-06-20      | 7.0000%  | 0.0000% | $503.97            | $526.74            | Agency Mortgage-Backed Securities  |
| GNII SF 003252 M     | 2032-06-20      | 7.5000%  | 0.0000% | $1074.51           | $1117.43           | Agency Mortgage-Backed Securities  |
| GNII SF 003261 M     | 2032-07-20      | 6.5000%  | 0.0000% | $266.76            | $279.88            | Agency Mortgage-Backed Securities  |
| GNII SF 003262 M     | 2032-07-20      | 7.0000%  | 0.0000% | $510.75            | $544.91            | Agency Mortgage-Backed Securities  |
| GNII SF 003263 M     | 2032-07-20      | 7.5000%  | 0.0000% | $79.00             | $82.75             | Agency Mortgage-Backed Securities  |
| GNII SF 003306 M     | 2032-11-20      | 5.5000%  | 0.0000% | $122.07            | $127.39            | Agency Mortgage-Backed Securities  |
| GNII SF 003284 M     | 2032-09-20      | 5.5000%  | 0.0000% | $89.74             | $92.53             | Agency Mortgage-Backed Securities  |
| GNII SF 003287 M     | 2032-09-20      | 7.0000%  | 0.0000% | $1782.34           | $1864.44           | Agency Mortgage-Backed Securities  |
| GNII SF 003293 M     | 2032-07-20      | 4.5000%  | 0.0000% | $401.93            | $399.29            | Agency Mortgage-Backed Securities  |
| GNII SF 003298 M     | 2032-10-20      | 7.0000%  | 0.0000% | $61.39             | $63.94             | Agency Mortgage-Backed Securities  |
| GNII SF 003333 M     | 2033-01-20      | 5.5000%  | 0.0000% | $331.65            | $346.88            | Agency Mortgage-Backed Securities  |
| GNII SF 003334 M     | 2033-01-20      | 6.0000%  | 0.0000% | $1580.30           | $1641.67           | Agency Mortgage-Backed Securities  |
| GNII SF 003309 M     | 2032-11-20      | 7.0000%  | 0.0000% | $665.20            | $690.75            | Agency Mortgage-Backed Securities  |
| GNII SF 003323 M     | 2032-12-20      | 7.0000%  | 0.0000% | $778.07            | $807.96            | Agency Mortgage-Backed Securities  |
| GNII SF 003346 M     | 2033-02-20      | 5.5000%  | 0.0000% | $302.04            | $312.60            | Agency Mortgage-Backed Securities  |
| GNII SF 003348 M     | 2033-02-20      | 6.5000%  | 0.0000% | $144.95            | $151.07            | Agency Mortgage-Backed Securities  |
| GNII SF 003358 M     | 2033-03-20      | 4.5000%  | 0.0000% | $2881.66           | $2869.68           | Agency Mortgage-Backed Securities  |
| GNII SF 003364 M     | 2033-03-20      | 7.0000%  | 0.0000% | $1057.54           | $1098.15           | Agency Mortgage-Backed Securities  |
| GNII SF 003401 M     | 2033-06-20      | 4.5000%  | 0.0000% | $516.13            | $521.66            | Agency Mortgage-Backed Securities  |
| GNII SF 003388 M     | 2033-05-20      | 4.5000%  | 0.0000% | $938.63            | $938.65            | Agency Mortgage-Backed Securities  |
| GNII SF 003432 M     | 2033-08-20      | 6.5000%  | 0.0000% | $390.09            | $403.28            | Agency Mortgage-Backed Securities  |
| GNII SF 003433 M     | 2033-08-20      | 7.0000%  | 0.0000% | $45.53             | $47.28             | Agency Mortgage-Backed Securities  |
| GNII SF 003413 M     | 2033-07-20      | 4.5000%  | 0.0000% | $1645.66           | $1645.13           | Agency Mortgage-Backed Securities  |
| GNII SF 003428 M     | 2033-08-20      | 5.0000%  | 0.0000% | $376.18            | $385.92            | Agency Mortgage-Backed Securities  |
| GNII SF 003447 M     | 2033-09-20      | 7.0000%  | 0.0000% | $112.84            | $117.17            | Agency Mortgage-Backed Securities  |
| GNII SF 003457 M     | 2033-10-20      | 4.5000%  | 0.0000% | $376.18            | $376.00            | Agency Mortgage-Backed Securities  |
| GNII FS 004412 M     | 2039-04-20      | 5.0000%  | 0.0000% | $442.12            | $440.68            | Agency Mortgage-Backed Securities  |
| GNII JM 004417 M     | 2039-04-20      | 5.0000%  | 0.0000% | $3832.22           | $3829.38           | Agency Mortgage-Backed Securities  |
| GNII JM 004440 M     | 2039-05-20      | 4.5000%  | 0.0000% | $698.41            | $683.92            | Agency Mortgage-Backed Securities  |
| GNII FS 004459 M     | 2039-06-20      | 5.0000%  | 0.0000% | $2632.12           | $2683.89           | Agency Mortgage-Backed Securities  |
| GNII JM 004461 M     | 2039-06-20      | 4.5000%  | 0.0000% | $2522.20           | $2488.88           | Agency Mortgage-Backed Securities  |
| GNII JM 004462 M     | 2039-06-20      | 5.0000%  | 0.0000% | $17.83             | $17.82             | Agency Mortgage-Backed Securities  |
| GNII JM 004463 M     | 2039-06-20      | 5.5000%  | 0.0000% | $572.00            | $570.98            | Agency Mortgage-Backed Securities  |
| GNII FS 004483 M     | 2039-07-20      | 4.0000%  | 0.0000% | $892.76            | $831.37            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8670 | 2032-09-01      | 3.5000%  | 0.0000% | $1439.82           | $1425.67           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8691 | 2033-03-01      | 3.5000%  | 0.0000% | $211.85            | $209.61            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  | 0.0000% | $268.05            | $263.40            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  | 0.0000% | $88.03             | $83.92             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $1742.42           | $1660.56           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0813 | 2037-06-01      | 2.5000%  | 0.0000% | $17031.49          | $16013.36          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  | 0.0000% | $413.09            | $409.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0355 | 2035-06-01      | 3.5000%  | 0.0000% | $223.01            | $217.59            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $4678.48           | $4397.93           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $4893.73           | $4586.55           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7746 | 2052-08-01      | 3.5000%  | 0.0000% | $1581.01           | $1436.50           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7922 | 2052-09-01      | 4.0000%  | 0.0000% | $4233.65           | $3970.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8135 | 2052-10-01      | 5.5000%  | 0.0000% | $748.98            | $759.50            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9064 | 2054-07-01      | 6.5000%  | 0.0000% | $395162.14         | $412992.07         | Agency Mortgage-Backed Securities  |
| FMAR 780870 G        | 2033-09-01      | 7.1790%  | 0.0000% | $873.96            | $898.06            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5381 | 2049-12-01      | 3.0000%  | 0.0000% | $448.32            | $394.19            | Agency Mortgage-Backed Securities  |
| FMAR 840207 G        | 2045-09-01      | 6.3400%  | 0.0000% | $222386.38         | $229068.01         | Agency Mortgage-Backed Securities  |
| FMAR 840214 G        | 2043-09-01      | 7.0640%  | 0.0000% | $19075.33          | $19888.38          | Agency Mortgage-Backed Securities  |
| FMAR 840321 G        | 2045-11-01      | 6.5220%  | 0.0000% | $61619.16          | $63627.13          | Agency Mortgage-Backed Securities  |
| FMAR 840324 G        | 2037-06-01      | 6.3380%  | 0.0000% | $1132370.69        | $1168337.68        | Agency Mortgage-Backed Securities  |
| FMAR 840623 G        | 2047-05-01      | 6.5640%  | 0.0000% | $26958.95          | $27943.63          | Agency Mortgage-Backed Securities  |
| FMAR 840698 G        | 2047-03-01      | 2.8120%  | 0.0000% | $236109.91         | $232582.92         | Agency Mortgage-Backed Securities  |
| FMAR 786190 G        | 2027-07-01      | 6.3570%  | 0.0000% | $215.08            | $216.15            | Agency Mortgage-Backed Securities  |
| FMAR 786223 G        | 2028-01-01      | 6.9670%  | 0.0000% | $179.85            | $180.74            | Agency Mortgage-Backed Securities  |
| FMAR 782630 G        | 2036-01-01      | 6.5810%  | 0.0000% | $276389.00         | $285667.53         | Agency Mortgage-Backed Securities  |
| FMAR 782785 G        | 2034-10-01      | 6.8040%  | 0.0000% | $675.84            | $694.16            | Agency Mortgage-Backed Securities  |
| FMAR 782837 G        | 2034-11-01      | 6.4020%  | 0.0000% | $924.86            | $959.28            | Agency Mortgage-Backed Securities  |
| FMAR 782967 G        | 2035-01-01      | 6.5000%  | 0.0000% | $25168.13          | $26134.20          | Agency Mortgage-Backed Securities  |
| FMAR 783022 G        | 2035-02-01      | 6.5000%  | 0.0000% | $720.32            | $748.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $1532.78           | $1415.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBK0677 | 2050-02-01      | 3.0000%  | 0.0000% | $3984.42           | $3505.98           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBK1958 | 2048-03-01      | 3.5000%  | 0.0000% | $60501.75          | $55852.93          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6578 | 2048-08-01      | 4.5000%  | 0.0000% | $55.21             | $53.86             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBK7907 | 2048-11-01      | 3.6460%  | 0.0000% | $13895.05          | $14276.36          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  | 0.0000% | $69.51             | $66.35             | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0477 | 2028-11-01      | 4.0000%  | 0.0000% | $1035.93           | $1039.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | 0.0000% | $1913.07           | $1828.89           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM1332 | 2047-05-01      | 6.4510%  | 0.0000% | $17062.53          | $17711.70          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM1806 | 2047-09-01      | 3.1130%  | 0.0000% | $2281.30           | $2239.66           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX JUBM1876 | 2044-09-01      | 5.1940%  | 0.0000% | $5650.10           | $5805.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3332 | 2048-01-01      | 3.5000%  | 0.0000% | $367623.48         | $340113.56         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM3344 | 2047-12-01      | 6.4260%  | 0.0000% | $6501.22           | $6738.80           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4372 | 2048-03-01      | 3.9040%  | 0.0000% | $20548.64          | $20619.49          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4564 | 2046-08-01      | 5.9560%  | 0.0000% | $8919.02           | $9234.37           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4576 | 2047-11-01      | 6.6740%  | 0.0000% | $15654.98          | $16238.39          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6249 | 2044-04-01      | 6.7560%  | 0.0000% | $41620.03          | $43228.21          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5485 | 2049-02-01      | 3.5000%  | 0.0000% | $2570.54           | $2352.09           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6054 | 2045-06-01      | 6.6500%  | 0.0000% | $43195.68          | $44758.38          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6056 | 2048-09-01      | 6.5350%  | 0.0000% | $37564.29          | $38906.64          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6120 | 2049-09-01      | 2.9950%  | 0.0000% | $8779.98           | $8901.07           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6557 | 2050-01-01      | 6.3020%  | 0.0000% | $9579.55           | $9921.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6760 | 2046-08-01      | 6.6180%  | 0.0000% | $37950.68          | $39483.74          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $493.78            | $484.56            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBN3064 | 2049-02-01      | 3.9680%  | 0.0000% | $3099.93           | $3198.40           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $430.29            | $410.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  | 0.0000% | $277.56            | $254.67            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO1843 | 2049-08-01      | 3.0500%  | 0.0000% | $36801.86          | $37293.61          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO4956 | 2049-11-01      | 2.8390%  | 0.0000% | $17668.67          | $17731.01          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO5007 | 2049-12-01      | 2.8290%  | 0.0000% | $14973.18          | $15004.60          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO6254 | 2049-12-01      | 2.7450%  | 0.0000% | $40785.15          | $40564.22          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $4200.14           | $3989.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  | 0.0000% | $3725.65           | $3274.48           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBR2278 | 2036-08-01      | 2.0000%  | 0.0000% | $16086.02          | $14810.01          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $1426.39           | $1140.93           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR4996 | 2051-02-01      | 2.5000%  | 0.0000% | $498791.81         | $417145.80         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS4794 | 2037-08-01      | 2.0000%  | 0.0000% | $186277.55         | $171083.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $838.85            | $762.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  | 0.0000% | $14356.21          | $13212.08          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5050 | 2052-06-01      | 3.0000%  | 0.0000% | $1380.14           | $1201.57           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  | 0.0000% | $866.69            | $722.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $5040.17           | $4605.26           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5493 | 2052-07-01      | 2.5000%  | 0.0000% | $1551559.33        | $1295602.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $5079.35           | $4950.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $894.04            | $811.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $10152.21          | $9211.62           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6606 | 2052-10-01      | 2.0000%  | 0.0000% | $3602.58           | $2884.25           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $12411.46          | $10798.72          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $919.04            | $799.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | 0.0000% | $53405.40          | $52911.88          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  | 0.0000% | $2526.37           | $2669.65           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS7780 | 2037-05-01      | 2.5000%  | 0.0000% | $20798.59          | $19636.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | 0.0000% | $938.27            | $816.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  | 0.0000% | $3212.65           | $3305.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $5342.54           | $5436.13           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $4620.04           | $3694.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0677 | 2054-09-01      | 6.5000%  | 0.0000% | $963.29            | $1014.60           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1035 | 2054-07-01      | 4.0000%  | 0.0000% | $1975.30           | $1850.59           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1428 | 2055-04-01      | 5.0000%  | 0.0000% | $1350.75           | $1341.46           | Agency Mortgage-Backed Securities  |
| FKAR 03.000 WAWA4840 | 2042-03-01      | 3.0000%  | 0.0000% | $56642.30          | $44615.74          | Agency Mortgage-Backed Securities  |
| FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $51351.44          | $47019.25          | Agency Mortgage-Backed Securities  |
| FMAR 8D0268 G        | 2052-08-01      | 3.9510%  | 0.0000% | $147187.80         | $143829.41         | Agency Mortgage-Backed Securities  |
| GNII SF CT2648 C     | 2053-06-20      | 6.5000%  | 0.0000% | $208429.55         | $219370.13         | Agency Mortgage-Backed Securities  |
| GNII SF CU1579 C     | 2053-09-20      | 6.0000%  | 0.0000% | $3256.47           | $3381.22           | Agency Mortgage-Backed Securities  |
| GNII SF CV1406 C     | 2053-09-20      | 6.0000%  | 0.0000% | $1905.22           | $1969.09           | Agency Mortgage-Backed Securities  |
| GNII SF CV4138 C     | 2053-07-20      | 5.0000%  | 0.0000% | $885.09            | $884.68            | Agency Mortgage-Backed Securities  |
| GNII SF CY9482 C     | 2054-01-20      | 6.0000%  | 0.0000% | $2663.90           | $2761.37           | Agency Mortgage-Backed Securities  |
| GNII SF CZ0884 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1525.24           | $1576.37           | Agency Mortgage-Backed Securities  |
| GNII SF CZ0289 C     | 2054-01-20      | 6.0000%  | 0.0000% | $16321.63          | $16958.84          | Agency Mortgage-Backed Securities  |
| GNII SF CZ6387 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1167.32           | $1207.54           | Agency Mortgage-Backed Securities  |
| GNII SF DA0499 C     | 2054-03-20      | 6.0000%  | 0.0000% | $956.44            | $989.08            | Agency Mortgage-Backed Securities  |
| GNII SF DA5506 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1228.26           | $1271.69           | Agency Mortgage-Backed Securities  |
| GNII SF DA5507 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1723.47           | $1780.18           | Agency Mortgage-Backed Securities  |
| GNII SF DA6077 C     | 2054-03-20      | 6.0000%  | 0.0000% | $553.98            | $573.06            | Agency Mortgage-Backed Securities  |
| GNII SF DA6119 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1094.75           | $1132.46           | Agency Mortgage-Backed Securities  |
| GNII SF DA8063 C     | 2054-03-20      | 6.0000%  | 0.0000% | $3378.97           | $3508.30           | Agency Mortgage-Backed Securities  |
| GNII SF DA8064 C     | 2054-03-20      | 6.0000%  | 0.0000% | $2289.22           | $2376.15           | Agency Mortgage-Backed Securities  |
| GNII SF DA7868 C     | 2054-04-20      | 6.0000%  | 0.0000% | $4082.69           | $4234.33           | Agency Mortgage-Backed Securities  |
| GNII SF DA9639 C     | 2054-04-20      | 6.0000%  | 0.0000% | $766.60            | $790.89            | Agency Mortgage-Backed Securities  |
| GNII SF DB0304 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1275.06           | $1321.01           | Agency Mortgage-Backed Securities  |
| GNII SF DB0305 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1167.72           | $1209.06           | Agency Mortgage-Backed Securities  |
| GNII SF DB0674 C     | 2054-04-20      | 6.0000%  | 0.0000% | $3496.00           | $3611.70           | Agency Mortgage-Backed Securities  |
| GNII SF DB0675 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2589.19           | $2672.81           | Agency Mortgage-Backed Securities  |
| GNII SF DC0195 C     | 2054-06-20      | 6.0000%  | 0.0000% | $890.07            | $920.72            | Agency Mortgage-Backed Securities  |
| GNII FS 004485 M     | 2039-07-20      | 5.0000%  | 0.0000% | $584.79            | $589.10            | Agency Mortgage-Backed Securities  |
| GNII JM 004488 M     | 2039-07-20      | 4.5000%  | 0.0000% | $712.82            | $705.85            | Agency Mortgage-Backed Securities  |
| GNII SF 004497 M     | 2039-07-20      | 5.5000%  | 0.0000% | $30.75             | $31.87             | Agency Mortgage-Backed Securities  |
| GNII SF 003627 M     | 2034-10-20      | 7.0000%  | 0.0000% | $323.60            | $336.03            | Agency Mortgage-Backed Securities  |
| GNII SF 003624 M     | 2034-10-20      | 5.5000%  | 0.0000% | $328.84            | $340.72            | Agency Mortgage-Backed Securities  |
| GNII SF 003663 M     | 2035-01-20      | 4.5000%  | 0.0000% | $918.70            | $919.99            | Agency Mortgage-Backed Securities  |
| GNII SF 003640 M     | 2034-11-20      | 7.0000%  | 0.0000% | $720.41            | $748.08            | Agency Mortgage-Backed Securities  |
| GNII SF 003666 M     | 2035-01-20      | 6.0000%  | 0.0000% | $677.81            | $713.62            | Agency Mortgage-Backed Securities  |
| GNII SF 003667 M     | 2035-01-20      | 6.5000%  | 0.0000% | $757.72            | $807.29            | Agency Mortgage-Backed Securities  |
| GNII SF 003700 M     | 2035-04-20      | 4.5000%  | 0.0000% | $950.10            | $951.42            | Agency Mortgage-Backed Securities  |
| GNII SF 003702 M     | 2035-04-20      | 5.5000%  | 0.0000% | $890.23            | $922.39            | Agency Mortgage-Backed Securities  |
| GNII SF 003711 M     | 2035-05-20      | 5.5000%  | 0.0000% | $371.53            | $384.95            | Agency Mortgage-Backed Securities  |
| GNII JM 004163 M     | 2038-06-20      | 5.5000%  | 0.0000% | $0.83              | $0.84              | Agency Mortgage-Backed Securities  |
| GNII JM 004164 M     | 2038-06-20      | 6.0000%  | 0.0000% | $840.49            | $858.82            | Agency Mortgage-Backed Securities  |
| GNII FS 004182 M     | 2038-07-20      | 5.5000%  | 0.0000% | $4164.61           | $4172.43           | Agency Mortgage-Backed Securities  |
| GNII FS 004184 M     | 2038-07-20      | 6.5000%  | 0.0000% | $1323.44           | $1328.86           | Agency Mortgage-Backed Securities  |
| GNII JM 004238 M     | 2038-09-20      | 5.5000%  | 0.0000% | $4818.96           | $4884.19           | Agency Mortgage-Backed Securities  |
| GNII SF 004223 M     | 2038-08-20      | 6.5000%  | 0.0000% | $22497.74          | $24581.94          | Agency Mortgage-Backed Securities  |
| GNII JM 004241 M     | 2038-09-20      | 7.0000%  | 0.0000% | $661.52            | $676.06            | Agency Mortgage-Backed Securities  |
| GNII JM 004258 M     | 2038-10-20      | 5.0000%  | 0.0000% | $16.37             | $16.36             | Agency Mortgage-Backed Securities  |
| GNII JM 004259 M     | 2038-10-20      | 5.5000%  | 0.0000% | $49.38             | $49.32             | Agency Mortgage-Backed Securities  |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $0.90              | $0.93              | Agency Mortgage-Backed Securities  |
| GNII JM 004261 M     | 2038-10-20      | 6.5000%  | 0.0000% | $1504.69           | $1541.38           | Agency Mortgage-Backed Securities  |
| GNII JM 004262 M     | 2038-10-20      | 7.0000%  | 0.0000% | $4.12              | $4.24              | Agency Mortgage-Backed Securities  |
| GNII JM 004286 M     | 2038-11-20      | 6.5000%  | 0.0000% | $3338.18           | $3470.88           | Agency Mortgage-Backed Securities  |
| GNII JM 004335 M     | 2039-01-20      | 5.0000%  | 0.0000% | $2973.83           | $2992.97           | Agency Mortgage-Backed Securities  |
| GNII JM 004308 M     | 2038-12-20      | 5.0000%  | 0.0000% | $1961.31           | $1959.85           | Agency Mortgage-Backed Securities  |
| GNII JM 004309 M     | 2038-12-20      | 5.5000%  | 0.0000% | $0.65              | $0.66              | Agency Mortgage-Backed Securities  |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $532.39            | $534.34            | Agency Mortgage-Backed Securities  |
| GNII JM 004363 M     | 2039-02-20      | 5.5000%  | 0.0000% | $639.96            | $648.62            | Agency Mortgage-Backed Securities  |
| GNII JM 004515 M     | 2039-08-20      | 6.0000%  | 0.0000% | $946.74            | $976.56            | Agency Mortgage-Backed Securities  |
| GNII SF 004560 M     | 2039-10-20      | 5.5000%  | 0.0000% | $6085.21           | $6305.71           | Agency Mortgage-Backed Securities  |
| GNII JM 004533 M     | 2039-09-20      | 5.0000%  | 0.0000% | $1266.81           | $1265.87           | Agency Mortgage-Backed Securities  |
| GNII JM 004534 M     | 2039-09-20      | 5.5000%  | 0.0000% | $411.42            | $417.61            | Agency Mortgage-Backed Securities  |
| GNII SF 004540 M     | 2039-09-20      | 4.5000%  | 0.0000% | $35.64             | $35.69             | Agency Mortgage-Backed Securities  |
| GNII JM 004553 M     | 2039-10-20      | 4.5000%  | 0.0000% | $636.74            | $623.52            | Agency Mortgage-Backed Securities  |
| GNII JM 004554 M     | 2039-10-20      | 5.0000%  | 0.0000% | $5.14              | $5.17              | Agency Mortgage-Backed Securities  |
| GNII JM 004613 M     | 2040-01-20      | 5.5000%  | 0.0000% | $3257.59           | $3243.18           | Agency Mortgage-Backed Securities  |
| GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $137.53            | $137.72            | Agency Mortgage-Backed Securities  |
| GNII JM 004631 M     | 2040-02-20      | 4.5000%  | 0.0000% | $2343.78           | $2295.10           | Agency Mortgage-Backed Securities  |
| GNII JM 004632 M     | 2040-02-20      | 5.0000%  | 0.0000% | $781.09            | $780.51            | Agency Mortgage-Backed Securities  |
| GNII JM 004633 M     | 2040-02-20      | 5.5000%  | 0.0000% | $508.09            | $507.19            | Agency Mortgage-Backed Securities  |
| GNII FS 004648 M     | 2040-03-20      | 4.0000%  | 0.0000% | $767.69            | $714.89            | Agency Mortgage-Backed Securities  |
| GNII FS 004649 M     | 2040-03-20      | 4.5000%  | 0.0000% | $456.70            | $444.27            | Agency Mortgage-Backed Securities  |
| GNII JM 004692 M     | 2040-05-20      | 5.0000%  | 0.0000% | $12.34             | $12.34             | Agency Mortgage-Backed Securities  |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $64533.10          | $64623.32          | Agency Mortgage-Backed Securities  |
| GNII SF 004815 M     | 2025-10-20      | 4.0000%  | 0.0000% | $326.28            | $326.45            | Agency Mortgage-Backed Securities  |
| GNII JM 004796 M     | 2040-09-20      | 4.5000%  | 0.0000% | $6.78              | $6.64              | Agency Mortgage-Backed Securities  |
| GNII SF 004841 M     | 2031-08-20      | 8.0000%  | 0.0000% | $261.77            | $270.71            | Agency Mortgage-Backed Securities  |
| GNII SF 004878 M     | 2025-12-20      | 4.0000%  | 0.0000% | $351.36            | $351.36            | Agency Mortgage-Backed Securities  |
| GNII JM 004879 M     | 2040-12-20      | 4.0000%  | 0.0000% | $756.50            | $711.93            | Agency Mortgage-Backed Securities  |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $142.67            | $134.13            | Agency Mortgage-Backed Securities  |
| GNII SF 004945 M     | 2041-02-20      | 4.0000%  | 0.0000% | $5295.58           | $5094.51           | Agency Mortgage-Backed Securities  |
| GNII JM 005029 M     | 2041-04-20      | 4.0000%  | 0.0000% | $15.90             | $15.11             | Agency Mortgage-Backed Securities  |
| GNII SF 005050 M     | 2026-05-20      | 4.0000%  | 0.0000% | $2400.63           | $2399.58           | Agency Mortgage-Backed Securities  |
| GNII SF 005054 M     | 2041-05-20      | 4.0000%  | 0.0000% | $50.34             | $48.43             | Agency Mortgage-Backed Securities  |
| GNII SF 005063 M     | 2041-05-20      | 6.0000%  | 0.0000% | $1384.35           | $1458.31           | Agency Mortgage-Backed Securities  |
| GNII SF 005108 M     | 2026-07-20      | 4.5000%  | 0.0000% | $1883.58           | $1884.95           | Agency Mortgage-Backed Securities  |
| GNII SF 005080 M     | 2026-06-20      | 4.0000%  | 0.0000% | $138.49            | $138.42            | Agency Mortgage-Backed Securities  |
| GNII SF 005088 M     | 2032-08-20      | 7.0000%  | 0.0000% | $86.65             | $89.98             | Agency Mortgage-Backed Securities  |
| GNII SF 005114 M     | 2041-07-20      | 4.0000%  | 0.0000% | $128.78            | $123.89            | Agency Mortgage-Backed Securities  |
| GNII JM 005121 M     | 2041-07-20      | 4.0000%  | 0.0000% | $36.31             | $34.17             | Agency Mortgage-Backed Securities  |
| GNII FS 005158 M     | 2041-08-20      | 5.0000%  | 0.0000% | $103.58            | $104.34            | Agency Mortgage-Backed Securities  |
| GNII SF 005200 M     | 2026-10-20      | 4.0000%  | 0.0000% | $725.41            | $725.45            | Agency Mortgage-Backed Securities  |
| GNII SF 005203 M     | 2041-10-20      | 4.0000%  | 0.0000% | $124.50            | $119.77            | Agency Mortgage-Backed Securities  |
| GNII SF 381333 C     | 2025-11-20      | 7.0000%  | 0.0000% | $0.19              | $0.19              | Agency Mortgage-Backed Securities  |
| GNII SF 411153 C     | 2026-07-20      | 7.0000%  | 0.0000% | $142.96            | $143.59            | Agency Mortgage-Backed Securities  |
| GNII SF 417330 C     | 2026-03-20      | 7.5000%  | 0.0000% | $36.49             | $36.66             | Agency Mortgage-Backed Securities  |
| GNII SF 441126 C     | 2027-02-20      | 7.2100%  | 0.0000% | $1067.94           | $1072.59           | Agency Mortgage-Backed Securities  |
| GNII SF 467023 C     | 2028-05-20      | 6.5000%  | 0.0000% | $162.42            | $163.70            | Agency Mortgage-Backed Securities  |
| GNII SF 474472 C     | 2028-04-20      | 6.7500%  | 0.0000% | $9.69              | $9.75              | Agency Mortgage-Backed Securities  |
| GNII SF 723593 C     | 2033-11-20      | 6.5000%  | 0.0000% | $514.13            | $527.90            | Agency Mortgage-Backed Securities  |
| GNII SF 723503 C     | 2032-10-20      | 6.5000%  | 0.0000% | $1217.73           | $1227.47           | Agency Mortgage-Backed Securities  |
| GNHF RF 725891 H     | 2064-02-20      | 5.2000%  | 0.0000% | $45.69             | $45.82             | Agency Mortgage-Backed Securities  |
| GNHF RF 725893 H     | 2064-09-20      | 5.2000%  | 0.0000% | $34.58             | $34.68             | Agency Mortgage-Backed Securities  |
| GNII SF 737769 C     | 2033-05-20      | 6.5000%  | 0.0000% | $1474.93           | $1503.24           | Agency Mortgage-Backed Securities  |
| GNII SF 536606 C     | 2030-02-20      | 6.5000%  | 0.0000% | $76.24             | $77.49             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | 0.0000% | $4090.93           | $3843.29           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  | 0.0000% | $754.20            | $732.33            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $734.80            | $763.12            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB1535 | 2040-06-01      | 5.5000%  | 0.0000% | $3844.55           | $3946.77           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $1216.12           | $1180.88           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  | 0.0000% | $1234.26           | $1198.50           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8167 | 2037-08-01      | 2.0000%  | 0.0000% | $712.63            | $654.49            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8170 | 2037-08-01      | 3.5000%  | 0.0000% | $648.77            | $629.78            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  | 0.0000% | $3073.19           | $3079.26           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8283 | 2039-02-01      | 6.0000%  | 0.0000% | $571.03            | $592.44            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | 0.0000% | $3790.34           | $3794.78           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  | 0.0000% | $789.48            | $717.32            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1118 | 2052-06-01      | 3.5000%  | 0.0000% | $3168.11           | $2889.99           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $12192.37          | $11151.66          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $1578.45           | $1538.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $4714.01           | $4712.72           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | 0.0000% | $1504.23           | $1378.65           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $87.69             | $87.68             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS072163 | 2028-02-01      | 5.2500%  | 0.0000% | $392.38            | $392.99            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.2050%  | 0.0000% | $13940.77          | $13829.27          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA255720 | 2035-03-01      | 6.6250%  | 0.0000% | $129.41            | $132.31            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA255883 | 2035-08-01      | 6.4770%  | 0.0000% | $9808.90           | $10145.62          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS303469 | 2028-11-01      | 4.4480%  | 0.0000% | $6305.91           | $6254.93           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 ZL310151 | 2044-09-01      | 5.5000%  | 0.0000% | $486.16            | $500.85            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2313449 | 2027-04-01      | 6.4790%  | 0.0000% | $5552.10           | $5589.02           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS313783 | 2036-05-01      | 4.3960%  | 0.0000% | $14915.60          | $14788.83          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS323919 | 2029-08-01      | 6.1250%  | 0.0000% | $3570.08           | $3603.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN347547 | 2026-08-01      | 6.1250%  | 0.0000% | $18.06             | $18.11             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD399907 | 2027-08-01      | 6.4620%  | 0.0000% | $683.85            | $687.34            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS434001 | 2027-12-01      | 7.4250%  | 0.0000% | $9696.00           | $9797.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL491672 | 2029-03-01      | 6.5000%  | 0.0000% | $210.74            | $219.56            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA520790 | 2028-04-01      | 6.1900%  | 0.0000% | $617.16            | $622.47            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD533019 | 2030-03-01      | 6.4020%  | 0.0000% | $3156.80           | $3187.43           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS534988 | 2028-10-01      | 6.1950%  | 0.0000% | $4754.47           | $4780.72           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.6080%  | 0.0000% | $4710.54           | $4690.15           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.8800%  | 0.0000% | $3456.71           | $3439.86           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545176 | 2031-08-01      | 6.1840%  | 0.0000% | $984.98            | $1006.18           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545255 | 2040-12-01      | 6.3210%  | 0.0000% | $144.17            | $145.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $86.18             | $90.96             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555378 | 2033-04-01      | 6.3450%  | 0.0000% | $12528.70          | $12822.94          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555258 | 2033-01-01      | 5.9020%  | 0.0000% | $3834.49           | $3851.21           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555566 | 2033-04-01      | 6.4800%  | 0.0000% | $842.14            | $860.65            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD555610 | 2032-11-01      | 6.2380%  | 0.0000% | $519.24            | $532.89            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555715 | 2033-07-01      | 6.2110%  | 0.0000% | $158.22            | $161.77            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.6900%  | 0.0000% | $105.62            | $106.85            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555958 | 2036-10-01      | 4.6350%  | 0.0000% | $2835.59           | $2808.85           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD556438 | 2028-03-01      | 6.4750%  | 0.0000% | $2830.86           | $2850.01           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS559813 | 2040-09-01      | 5.7080%  | 0.0000% | $6679.58           | $6721.80           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2573657 | 2030-08-01      | 6.6500%  | 0.0000% | $2753.78           | $2773.35           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB597590 | 2031-09-01      | 6.9950%  | 0.0000% | $3446.93           | $3509.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL607695 | 2031-11-01      | 6.5000%  | 0.0000% | $46.93             | $48.93             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD629133 | 2032-05-01      | 6.3750%  | 0.0000% | $562.00            | $575.84            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB629640 | 2026-12-01      | 5.1050%  | 0.0000% | $12529.76          | $12558.82          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAH3401 | 2041-01-01      | 4.5000%  | 0.0000% | $394.94            | $396.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAH6231 | 2041-03-01      | 4.5000%  | 0.0000% | $102.36            | $101.89            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAH8844 | 2041-05-01      | 6.7290%  | 0.0000% | $18534.17          | $19234.16          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  | 0.0000% | $3649.50           | $3659.75           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAI4027 | 2041-08-01      | 7.0390%  | 0.0000% | $8948.23           | $9304.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  | 0.0000% | $208.46            | $209.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI4815 | 2041-06-01      | 4.5000%  | 0.0000% | $870.58            | $873.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7784 | 2041-07-01      | 4.5000%  | 0.0000% | $94.35             | $94.62             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAJ1415 | 2041-09-01      | 4.5000%  | 0.0000% | $39.42             | $39.53             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAJ1463 | 2041-11-01      | 6.8670%  | 0.0000% | $9217.95           | $9535.69           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR9747 | 2051-04-01      | 2.0000%  | 0.0000% | $753.24            | $604.78            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBT2055 | 2037-03-01      | 1.5000%  | 0.0000% | $703400.33         | $628328.29         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT7263 | 2051-09-01      | 2.5000%  | 0.0000% | $356500.98         | $297553.70         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $6711.34           | $6089.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5554 | 2055-01-01      | 4.5000%  | 0.0000% | $49219.50          | $47546.53          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBU7269 | 2037-02-01      | 2.5000%  | 0.0000% | $321731.75         | $302495.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8404 | 2051-12-01      | 3.5000%  | 0.0000% | $380319.48         | $345536.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $4516.83           | $3929.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2946 | 2052-03-01      | 3.0000%  | 0.0000% | $4759.65           | $4146.67           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  | 0.0000% | $1634.56           | $1422.89           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  | 0.0000% | $1666.11           | $1450.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | 0.0000% | $941.96            | $854.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW0972 | 2052-07-01      | 4.5000%  | 0.0000% | $166931.95         | $162271.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1241 | 2052-10-01      | 4.0000%  | 0.0000% | $850.12            | $797.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  | 0.0000% | $7893.47           | $6869.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  | 0.0000% | $5009.86           | $4693.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $929.08            | $781.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $425362.46         | $444879.17         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9839 | 2054-08-01      | 6.0000%  | 0.0000% | $270592.77         | $277694.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICC0765 | 2040-07-01      | 5.0000%  | 0.0000% | $359069.61         | $366408.96         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODA9619 | 2055-07-01      | 5.3270%  | 0.0000% | $400524.38         | $408556.58         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB886970 | 2036-06-01      | 6.2500%  | 0.0000% | $5265.33           | $5374.02           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888307 | 2037-04-01      | 6.6230%  | 0.0000% | $1105.51           | $1136.10           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888321 | 2034-08-01      | 6.4630%  | 0.0000% | $3200.42           | $3293.22           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888370 | 2035-07-01      | 6.3970%  | 0.0000% | $6195.43           | $6391.03           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888386 | 2038-03-01      | 6.4910%  | 0.0000% | $3470.31           | $3578.44           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888148 | 2037-02-01      | 6.4790%  | 0.0000% | $12984.99          | $13476.85          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888241 | 2034-05-01      | 6.7150%  | 0.0000% | $1837.70           | $1888.35           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888490 | 2035-05-01      | 6.3980%  | 0.0000% | $9311.42           | $9535.59           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD888527 | 2034-04-01      | 6.7930%  | 0.0000% | $89.77             | $93.10             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888498 | 2034-09-01      | 5.9880%  | 0.0000% | $14296.37          | $14508.92          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888501 | 2035-06-01      | 6.0600%  | 0.0000% | $3897.57           | $3930.43           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888502 | 2033-06-01      | 6.0560%  | 0.0000% | $405.38            | $411.54            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888507 | 2035-02-01      | 6.4280%  | 0.0000% | $1134.90           | $1178.84           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888515 | 2033-02-01      | 6.4250%  | 0.0000% | $3752.32           | $3822.72           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888518 | 2035-04-01      | 6.6230%  | 0.0000% | $1861.02           | $1910.53           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888520 | 2033-07-01      | 6.3610%  | 0.0000% | $26998.60          | $27459.16          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888553 | 2037-04-01      | 6.4690%  | 0.0000% | $661.48            | $676.73            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888715 | 2035-10-01      | 7.0840%  | 0.0000% | $3279.63           | $3368.65           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888757 | 2037-09-01      | 7.5940%  | 0.0000% | $2915.27           | $3015.84           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888760 | 2037-09-01      | 6.3150%  | 0.0000% | $349.34            | $355.83            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS889017 | 2040-12-01      | 6.4510%  | 0.0000% | $2099.67           | $2161.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS889611 | 2035-07-01      | 5.9960%  | 0.0000% | $43628.16          | $44342.84          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  | 0.0000% | $20.66             | $20.52             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1893424 | 2036-09-01      | 7.2750%  | 0.0000% | $14313.77          | $14667.87          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1893580 | 2036-09-01      | 7.0650%  | 0.0000% | $11106.50          | $11402.97          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB894571 | 2036-03-01      | 7.1980%  | 0.0000% | $2204.90           | $2321.31           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1893933 | 2036-10-01      | 6.2230%  | 0.0000% | $27469.46          | $28313.55          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB894452 | 2036-09-01      | 7.4450%  | 0.0000% | $5111.31           | $5283.22           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS896463 | 2034-10-01      | 6.9130%  | 0.0000% | $12039.13          | $12497.70          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB896286 | 2036-06-01      | 5.9860%  | 0.0000% | $8244.73           | $8491.54           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB897494 | 2036-12-01      | 6.6550%  | 0.0000% | $5682.33           | $5830.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB898756 | 2034-06-01      | 6.1970%  | 0.0000% | $11233.68          | $11409.59          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.5710%  | 0.0000% | $409.72            | $422.11            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902955 | 2036-12-01      | 6.2600%  | 0.0000% | $3005.59           | $3074.38           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB904688 | 2036-12-01      | 6.4670%  | 0.0000% | $2515.15           | $2609.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.5000%  | 0.0000% | $3998.25           | $4102.20           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905946 | 2037-01-01      | 6.7500%  | 0.0000% | $366.46            | $376.69            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS907897 | 2036-12-01      | 6.2800%  | 0.0000% | $571.46            | $589.29            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB912244 | 2037-02-01      | 6.7350%  | 0.0000% | $4740.76           | $4938.87           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1918782 | 2037-06-01      | 6.2350%  | 0.0000% | $451.82            | $459.04            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.8930%  | 0.0000% | $1362.32           | $1383.87           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB922881 | 2037-02-01      | 6.0850%  | 0.0000% | $3032.22           | $3097.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL938289 | 2037-07-01      | 5.5000%  | 0.0000% | $395.48            | $411.57            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1938298 | 2037-06-01      | 6.5860%  | 0.0000% | $4936.67           | $5109.75           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1938346 | 2037-07-01      | 6.5610%  | 0.0000% | $5873.48           | $6050.41           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1946362 | 2037-09-01      | 7.2620%  | 0.0000% | $2100.10           | $2155.60           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1946664 | 2037-09-01      | 7.4760%  | 0.0000% | $571.99            | $587.71            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB948208 | 2037-07-01      | 5.9320%  | 0.0000% | $12094.58          | $12271.19          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB949782 | 2037-08-01      | 6.2800%  | 0.0000% | $1703.87           | $1748.89           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.7000%  | 0.0000% | $3155.83           | $3257.60           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $2934.64           | $3011.65           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0010 | 2055-06-01      | 4.0000%  | 0.0000% | $2950.15           | $2763.89           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRQ0017 | 2055-06-01      | 3.5000%  | 0.0000% | $989.29            | $897.63            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0039 | 2055-08-01      | 5.0000%  | 0.0000% | $1896.21           | $1878.57           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0048 | 2055-08-01      | 5.0000%  | 0.0000% | $116100.00         | $115020.14         | Agency Mortgage-Backed Securities  |
| GNII SF MA0851 M     | 2043-03-20      | 3.0000%  | 0.0000% | $3032.71           | $2770.95           | Agency Mortgage-Backed Securities  |
| GNII SF MA0072 M     | 2027-05-20      | 2.5000%  | 0.0000% | $1172.07           | $1157.99           | Agency Mortgage-Backed Securities  |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $499.30            | $517.37            | Agency Mortgage-Backed Securities  |
| GNII SF MA0463 M     | 2042-10-20      | 4.0000%  | 0.0000% | $185.35            | $178.31            | Agency Mortgage-Backed Securities  |
| GNII SF MA0466 M     | 2042-10-20      | 5.5000%  | 0.0000% | $4682.34           | $4851.59           | Agency Mortgage-Backed Securities  |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $123294.87         | $112754.80         | Agency Mortgage-Backed Securities  |
| GNII SF MA0626 M     | 2042-12-20      | 4.0000%  | 0.0000% | $49456.44          | $47577.45          | Agency Mortgage-Backed Securities  |
| GNII SF MA1063 M     | 2028-05-20      | 2.0000%  | 0.0000% | $4170.37           | $4069.80           | Agency Mortgage-Backed Securities  |
| GNII SF MA1291 M     | 2038-11-20      | 6.5000%  | 0.0000% | $2067.76           | $2173.19           | Agency Mortgage-Backed Securities  |
| GNII SF MA1374 M     | 2043-10-20      | 3.0000%  | 0.0000% | $5270.50           | $4802.50           | Agency Mortgage-Backed Securities  |
| GNII SF MA1380 M     | 2035-06-20      | 6.0000%  | 0.0000% | $136.48            | $144.12            | Agency Mortgage-Backed Securities  |
| GNII SF MA1452 M     | 2043-11-20      | 5.5000%  | 0.0000% | $2135.56           | $2221.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA2600 M     | 2045-02-20      | 3.0000%  | 0.0000% | $3850.54           | $3465.11           | Agency Mortgage-Backed Securities  |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $82.49             | $77.00             | Agency Mortgage-Backed Securities  |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2020.63           | $2167.98           | Agency Mortgage-Backed Securities  |
| GNII SF DD0117 C     | 2054-06-20      | 7.0000%  | 0.0000% | $822.18            | $876.31            | Agency Mortgage-Backed Securities  |
| GNII SF DE1128 C     | 2054-09-20      | 6.5000%  | 0.0000% | $6602.46           | $6944.76           | Agency Mortgage-Backed Securities  |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1018045.25        | $1075188.70        | Agency Mortgage-Backed Securities  |
| GNII SF DF5203 C     | 2054-10-20      | 6.5000%  | 0.0000% | $367714.41         | $388373.18         | Agency Mortgage-Backed Securities  |
| GNII SF DF8362 C     | 2055-01-20      | 7.0000%  | 0.0000% | $995.80            | $1044.26           | Agency Mortgage-Backed Securities  |
| GNII SF DG1748 C     | 2055-03-20      | 7.0000%  | 0.0000% | $995.77            | $1044.23           | Agency Mortgage-Backed Securities  |
| GNAR AR 080095 M     | 2027-07-20      | 4.6250%  | 0.0000% | $74.94             | $75.51             | Agency Mortgage-Backed Securities  |
| GNII AP 784449 M     | 2044-09-20      | 4.5000%  | 0.0000% | $178.82            | $175.33            | Agency Mortgage-Backed Securities  |
| GNII SP 784106 M     | 2046-01-20      | 3.5000%  | 0.0000% | $107.44            | $100.34            | Agency Mortgage-Backed Securities  |
| GNII SP 784825 C     | 2049-10-20      | 3.5000%  | 0.0000% | $42.95             | $39.20             | Agency Mortgage-Backed Securities  |
| GNII SP 787239 C     | 2052-05-20      | 2.5000%  | 0.0000% | $18229966.66       | $15572063.84       | Agency Mortgage-Backed Securities  |
| GNII SP 787913 C     | 2055-04-20      | 5.5000%  | 0.0000% | $6720480.83        | $6814579.51        | Agency Mortgage-Backed Securities  |
| GNII BD 676561 C     | 2037-11-20      | 5.0000%  | 0.0000% | $13.45             | $13.47             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $1693.32           | $1537.45           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $4206.32           | $3840.00           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $1628.34           | $1622.96           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2987 | 2053-03-01      | 3.5000%  | 0.0000% | $4328.82           | $3927.72           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $888.71            | $773.77            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  | 0.0000% | $927.92            | $841.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6536 | 2054-10-01      | 5.5000%  | 0.0000% | $938.15            | $949.38            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $6645.49           | $6037.08           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $10410.82          | $10064.97          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAJ2126 | 2043-07-01      | 6.1620%  | 0.0000% | $22774.76          | $23498.03          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAJ3210 | 2041-07-01      | 6.5000%  | 0.0000% | $36488.59          | $37758.52          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAK0714 | 2042-02-01      | 6.7070%  | 0.0000% | $10693.69          | $11101.72          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAK8184 | 2042-04-01      | 6.6250%  | 0.0000% | $2991.78           | $3079.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  | 0.0000% | $589.27            | $590.93            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1280 | 2042-01-01      | 6.8180%  | 0.0000% | $20430.90          | $21159.22          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1437 | 2042-01-01      | 6.7110%  | 0.0000% | $5492.08           | $5697.43           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1497 | 2036-10-01      | 6.4880%  | 0.0000% | $6385.77           | $6596.20           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1666 | 2035-07-01      | 6.8110%  | 0.0000% | $13362.23          | $13749.10          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL2478 | 2040-01-01      | 6.6350%  | 0.0000% | $26473.80          | $27199.21          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL3544 | 2043-05-01      | 6.2450%  | 0.0000% | $864.72            | $886.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL2908 | 2027-08-01      | 3.0000%  | 0.0000% | $759.43            | $753.11            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL2983 | 2043-01-01      | 6.5640%  | 0.0000% | $4683.28           | $4839.19           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL4089 | 2042-10-01      | 6.6790%  | 0.0000% | $6909.62           | $7197.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  | 0.0000% | $80.84             | $80.04             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL4611 | 2043-11-01      | 6.4680%  | 0.0000% | $20069.26          | $20732.22          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL4664 | 2043-10-01      | 6.7180%  | 0.0000% | $29337.76          | $30430.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5151 | 2044-04-01      | 4.5000%  | 0.0000% | $130.17            | $129.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  | 0.0000% | $1058.49           | $1045.79           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7160 | 2045-07-01      | 6.3460%  | 0.0000% | $47330.37          | $49076.51          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7167 | 2041-01-01      | 4.0000%  | 0.0000% | $23047.53          | $22222.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6745 | 2044-08-01      | 4.0000%  | 0.0000% | $1015.69           | $980.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $1105.89           | $1034.73           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL7206 | 2045-08-01      | 4.0000%  | 0.0000% | $4569.18           | $4371.97           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7309 | 2045-09-01      | 6.7060%  | 0.0000% | $46111.22          | $47763.24          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7335 | 2045-04-01      | 6.2390%  | 0.0000% | $9952.00           | $10234.45          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.5590%  | 0.0000% | $1096.20           | $1142.90           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.4550%  | 0.0000% | $2980.97           | $3092.29           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9684 | 2043-08-01      | 6.4240%  | 0.0000% | $6328.17           | $6485.44           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.5240%  | 0.0000% | $3722.92           | $3875.94           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.7300%  | 0.0000% | $1119.64           | $1154.78           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.6830%  | 0.0000% | $1400849.30        | $1411977.33        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM9605 | 2027-11-01      | 3.1900%  | 0.0000% | $1091.00           | $1076.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $419918.00         | $368781.46         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN9573 | 2048-07-01      | 4.0400%  | 0.0000% | $7037.16           | $6162.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2881 | 2042-05-01      | 3.5000%  | 0.0000% | $4925.65           | $4653.64           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO3048 | 2042-06-01      | 3.5000%  | 0.0000% | $5288.23           | $4992.89           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO9707 | 2042-07-01      | 3.5000%  | 0.0000% | $17687.45          | $16684.96          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAP1961 | 2042-08-01      | 6.3200%  | 0.0000% | $19452.77          | $20249.08          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR4217 | 2043-01-01      | 3.0000%  | 0.0000% | $677.48            | $616.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS1758 | 2029-02-01      | 3.5000%  | 0.0000% | $40.88             | $40.41             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $384.89            | $382.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  | 0.0000% | $326.86            | $323.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $11755.48          | $11029.79          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | 0.0000% | $28633.55          | $27757.07          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBW9708 | 2052-11-01      | 5.1060%  | 0.0000% | $1910.20           | $1943.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $1561.78           | $1465.52           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBX4430 | 2053-09-01      | 3.0000%  | 0.0000% | $1906.85           | $1659.27           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  | 0.0000% | $1913.93           | $1665.34           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ0972 | 2034-05-01      | 5.3300%  | 0.0000% | $2000.00           | $2105.87           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ1461 | 2034-07-01      | 4.4900%  | 0.0000% | $17187000.00       | $17236828.93       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2073 | 2034-10-01      | 4.4200%  | 0.0000% | $1065.00           | $1056.96           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2734 | 2035-01-01      | 4.7550%  | 0.0000% | $120241.00         | $121899.88         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2737 | 2035-01-01      | 4.6200%  | 0.0000% | $1355000.00        | $1359715.85        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2740 | 2035-01-01      | 4.8850%  | 0.0000% | $679420.00         | $693949.70         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2923 | 2032-02-01      | 4.4300%  | 0.0000% | $1799.00           | $1818.67           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3088 | 2035-02-01      | 5.1700%  | 0.0000% | $900782.37         | $936500.29         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4443 | 2030-07-01      | 4.1000%  | 0.0000% | $70820.00          | $70774.95          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4446 | 2030-07-01      | 4.5500%  | 0.0000% | $1054.00           | $1072.70           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ4449 | 2035-07-01      | 4.7800%  | 0.0000% | $294930.00         | $300355.47         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4453 | 2030-07-01      | 4.6900%  | 0.0000% | $2174520.00        | $2224742.23        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4479 | 2032-08-01      | 4.6300%  | 0.0000% | $283850.00         | $289250.28         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3705 | 2032-05-01      | 4.7900%  | 0.0000% | $333834.00         | $342661.09         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3861 | 2032-05-01      | 4.9450%  | 0.0000% | $1000.00           | $1033.97           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3952 | 2032-06-01      | 4.5100%  | 0.0000% | $890728.00         | $900334.30         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4081 | 2032-06-01      | 4.7400%  | 0.0000% | $139280.00         | $142461.67         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4173 | 2032-06-01      | 4.8100%  | 0.0000% | $3210.00           | $3296.18           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ4580 | 2035-08-01      | 5.0900%  | 0.0000% | $114771.00         | $118817.35         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ4611 | 2032-11-01      | 5.4250%  | 0.0000% | $364737.00         | $379971.86         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4720 | 2030-08-01      | 4.4800%  | 0.0000% | $1000.00           | $1016.03           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4694 | 2030-08-01      | 4.4500%  | 0.0000% | $1000.00           | $1014.73           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4744 | 2030-08-01      | 4.7100%  | 0.0000% | $820015.00         | $840760.83         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1439 | 2048-03-01      | 3.5000%  | 0.0000% | $3415.50           | $3143.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  | 0.0000% | $490.47            | $459.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  | 0.0000% | $260.66            | $256.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  | 0.0000% | $1283.44           | $1224.71           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBCA2903 | 2048-12-01      | 6.5020%  | 0.0000% | $24977.15          | $25907.87          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $796.21            | $780.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $8287.71           | $7602.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $2654.72           | $2528.37           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD995552 | 2035-05-01      | 6.3740%  | 0.0000% | $8741.26           | $9001.16           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL995094 | 2035-11-01      | 4.5000%  | 0.0000% | $27.34             | $27.49             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS995108 | 2037-11-01      | 6.7960%  | 0.0000% | $2402.69           | $2475.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB995604 | 2035-11-01      | 7.0580%  | 0.0000% | $14148.60          | $14699.90          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB995641 | 2038-07-01      | 6.7050%  | 0.0000% | $4648.09           | $4780.02           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1995919 | 2037-07-01      | 7.3250%  | 0.0000% | $3696.65           | $3800.24           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAA7730 | 2039-08-01      | 7.4400%  | 0.0000% | $10072.58          | $10356.50          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  | 0.0000% | $1267.51           | $1271.07           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAB7668 | 2043-01-01      | 3.0000%  | 0.0000% | $2826.75           | $2572.18           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAC0391 | 2039-07-01      | 4.5000%  | 0.0000% | $70.54             | $70.75             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAC7995 | 2040-01-01      | 6.7080%  | 0.0000% | $2614.15           | $2721.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1283 | 2042-11-01      | 3.5000%  | 0.0000% | $288.00            | $271.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRMA1303 | 2042-11-01      | 3.0000%  | 0.0000% | $1689.92           | $1537.65           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRMA1327 | 2043-01-01      | 3.0000%  | 0.0000% | $1625.13           | $1478.70           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRMA1363 | 2043-02-01      | 3.0000%  | 0.0000% | $5461.70           | $4969.60           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2670 | 2046-06-01      | 3.0000%  | 0.0000% | $168.35            | $151.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  | 0.0000% | $527.70            | $490.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $314.21            | $308.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  | 0.0000% | $1149.78           | $1137.05           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $2437.76           | $2326.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $85.33             | $83.69             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $1405.54           | $1341.22           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $1744.53           | $1712.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  | 0.0000% | $79.73             | $78.83             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  | 0.0000% | $1631.08           | $1555.72           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $196.07            | $175.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $1515.09           | $1287.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $995.02            | $891.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  | 0.0000% | $202.84            | $193.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  | 0.0000% | $5894.73           | $5469.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  | 0.0000% | $110.25            | $105.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $628.80            | $600.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3147 | 2047-10-01      | 3.0000%  | 0.0000% | $531.76            | $475.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $1881.19           | $1737.36           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  | 0.0000% | $130.07            | $120.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  | 0.0000% | $881.37            | $841.90            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA3154 | 2032-10-01      | 2.5000%  | 0.0000% | $4032.54           | $3879.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $140.46            | $129.86            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  | 0.0000% | $1455.30           | $1393.49           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $123.91            | $118.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | 0.0000% | $542.64            | $518.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3214 | 2037-12-01      | 3.0000%  | 0.0000% | $157.46            | $149.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $2136.70           | $1971.09           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3306 | 2048-03-01      | 4.0000%  | 0.0000% | $494.63            | $473.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3276 | 2048-02-01      | 3.5000%  | 0.0000% | $280.11            | $258.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $3081.16           | $2838.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $1164.10           | $1034.38           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA3389 | 2038-06-01      | 4.0000%  | 0.0000% | $2115.38           | $2091.08           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $2695.01           | $2477.06           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  | 0.0000% | $227.73            | $217.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  | 0.0000% | $776.74            | $768.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  | 0.0000% | $787.93            | $751.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | 0.0000% | $8320.14           | $8174.04           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $55783.85          | $44765.18          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $44553.12          | $37370.46          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  | 0.0000% | $293843.70         | $270611.11         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $125568.86         | $100557.50         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $591.72            | $556.09            | Agency Mortgage-Backed Securities  |
| GNII SF MA2076 M     | 2044-07-20      | 5.0000%  | 0.0000% | $1657.09           | $1689.46           | Agency Mortgage-Backed Securities  |
| GNII SF MA2147 M     | 2044-08-20      | 3.0000%  | 0.0000% | $136.00            | $123.70            | Agency Mortgage-Backed Securities  |
| GNII SF MA2149 M     | 2044-08-20      | 4.0000%  | 0.0000% | $4465.34           | $4271.73           | Agency Mortgage-Backed Securities  |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $69.79             | $66.74             | Agency Mortgage-Backed Securities  |
| GNII SF MA2310 M     | 2032-06-20      | 7.0000%  | 0.0000% | $4578.75           | $4754.60           | Agency Mortgage-Backed Securities  |
| GNII SF MA2499 M     | 2030-01-20      | 8.0000%  | 0.0000% | $2870.06           | $2901.69           | Agency Mortgage-Backed Securities  |
| GNII SF MA2521 M     | 2045-01-20      | 3.5000%  | 0.0000% | $1887.51           | $1761.65           | Agency Mortgage-Backed Securities  |
| GNII SF MA3504 M     | 2027-03-20      | 7.0000%  | 0.0000% | $4044.93           | $4200.28           | Agency Mortgage-Backed Securities  |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $120.18            | $108.32            | Agency Mortgage-Backed Securities  |
| GNII SF MA3582 M     | 2031-07-20      | 8.0000%  | 0.0000% | $980.57            | $989.53            | Agency Mortgage-Backed Securities  |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $229.06            | $213.93            | Agency Mortgage-Backed Securities  |
| GNII SF MA2895 M     | 2045-06-20      | 5.0000%  | 0.0000% | $1004.49           | $1023.50           | Agency Mortgage-Backed Securities  |
| GNII SF MA2896 M     | 2045-06-20      | 5.5000%  | 0.0000% | $177444.15         | $182997.58         | Agency Mortgage-Backed Securities  |
| GNII SF MA2937 M     | 2030-06-20      | 4.0000%  | 0.0000% | $1753.31           | $1743.28           | Agency Mortgage-Backed Securities  |
| GNII SF MA2965 M     | 2045-07-20      | 5.5000%  | 0.0000% | $2413.80           | $2501.21           | Agency Mortgage-Backed Securities  |
| GNII SF MA3087 M     | 2027-03-20      | 7.5000%  | 0.0000% | $1079.36           | $1084.56           | Agency Mortgage-Backed Securities  |
| GNII SF MA3108 M     | 2045-09-20      | 5.0000%  | 0.0000% | $82.47             | $84.03             | Agency Mortgage-Backed Securities  |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $100.72            | $93.88             | Agency Mortgage-Backed Securities  |
| GNII SF MA3180 M     | 2038-08-20      | 7.0000%  | 0.0000% | $28407.10          | $29822.13          | Agency Mortgage-Backed Securities  |
| GNII SF MA3293 M     | 2029-12-20      | 8.0000%  | 0.0000% | $1023.37           | $1033.19           | Agency Mortgage-Backed Securities  |
| GNII SF MA3311 M     | 2045-12-20      | 4.0000%  | 0.0000% | $558.84            | $532.97            | Agency Mortgage-Backed Securities  |
| GNII SF MA3314 M     | 2045-12-20      | 5.5000%  | 0.0000% | $584.17            | $605.31            | Agency Mortgage-Backed Securities  |
| GNII SF MA3351 M     | 2031-01-20      | 4.0000%  | 0.0000% | $2684.24           | $2663.01           | Agency Mortgage-Backed Securities  |
| GNII SF MA3375 M     | 2046-01-20      | 3.0000%  | 0.0000% | $126.66            | $114.16            | Agency Mortgage-Backed Securities  |
| GNII SF MA3378 M     | 2045-12-20      | 4.5000%  | 0.0000% | $55542.16          | $54798.90          | Agency Mortgage-Backed Securities  |
| GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $89.40             | $85.31             | Agency Mortgage-Backed Securities  |
| GNII SF MA3458 M     | 2046-02-20      | 5.5000%  | 0.0000% | $89.43             | $92.67             | Agency Mortgage-Backed Securities  |
| GNII SF MA4494 M     | 2029-11-20      | 8.0000%  | 0.0000% | $1766.56           | $1796.09           | Agency Mortgage-Backed Securities  |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $100.87            | $96.17             | Agency Mortgage-Backed Securities  |
| GNII SF MA3665 M     | 2046-04-20      | 4.5000%  | 0.0000% | $43500.88          | $42954.51          | Agency Mortgage-Backed Securities  |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $120.71            | $112.69            | Agency Mortgage-Backed Securities  |
| GNII SF MA3737 M     | 2046-06-20      | 4.0000%  | 0.0000% | $101.54            | $96.95             | Agency Mortgage-Backed Securities  |
| GNII SF MA3780 M     | 2031-07-20      | 4.0000%  | 0.0000% | $2376.35           | $2366.77           | Agency Mortgage-Backed Securities  |
| GNII SF MA4071 M     | 2046-10-20      | 4.5000%  | 0.0000% | $192.43            | $190.13            | Agency Mortgage-Backed Securities  |
| GNII SF MA4194 M     | 2047-01-20      | 2.5000%  | 0.0000% | $190.09            | $166.14            | Agency Mortgage-Backed Securities  |
| GNII SF MA4237 M     | 2032-02-20      | 4.0000%  | 0.0000% | $830.15            | $822.96            | Agency Mortgage-Backed Securities  |
| GNII SF MA4362 M     | 2026-04-20      | 6.0000%  | 0.0000% | $251.14            | $257.26            | Agency Mortgage-Backed Securities  |
| GNII SF MA5375 M     | 2028-02-20      | 7.5000%  | 0.0000% | $1243.85           | $1254.96           | Agency Mortgage-Backed Securities  |
| GNII SF MA4566 M     | 2031-04-20      | 6.5000%  | 0.0000% | $3981.08           | $4115.68           | Agency Mortgage-Backed Securities  |
| GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $399.21            | $370.97            | Agency Mortgage-Backed Securities  |
| GNII SF MA4631 M     | 2031-04-20      | 6.5000%  | 0.0000% | $1627.31           | $1682.33           | Agency Mortgage-Backed Securities  |
| GNII SF MA4632 M     | 2031-09-20      | 7.0000%  | 0.0000% | $2989.88           | $3104.72           | Agency Mortgage-Backed Securities  |
| GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $1612.26           | $1492.16           | Agency Mortgage-Backed Securities  |
| GNII SF MA4775 M     | 2041-12-20      | 2.0000%  | 0.0000% | $56261.18          | $46727.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $300.81            | $270.50            | Agency Mortgage-Backed Securities  |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $134.62            | $125.01            | Agency Mortgage-Backed Securities  |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $322.24            | $333.15            | Agency Mortgage-Backed Securities  |
| GNII SF MA5120 M     | 2027-08-20      | 8.0000%  | 0.0000% | $3670.92           | $3712.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA5196 M     | 2048-05-20      | 6.0000%  | 0.0000% | $3441.20           | $3634.04           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $654.93            | $601.12            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $324.22            | $308.79            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  | 0.0000% | $4652.97           | $4095.04           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8010 | 2049-09-01      | 3.0000%  | 0.0000% | $611.24            | $538.28            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  | 0.0000% | $265.91            | $259.62            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  | 0.0000% | $182.54            | $160.73            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $198.17            | $174.48            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  | 0.0000% | $155.28            | $147.65            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8043 | 2050-02-01      | 2.5000%  | 0.0000% | $4408.43           | $3728.61           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $3755.52           | $3435.90           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  | 0.0000% | $184.39            | $174.33            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8063 | 2050-05-01      | 3.5000%  | 0.0000% | $244.36            | $223.66            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $7136.97           | $6761.93           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | 0.0000% | $72319.58          | $66576.48          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $2252.11           | $1895.32           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $4137.03           | $3476.61           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $4562.54           | $3655.88           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $719.20            | $627.51            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  | 0.0000% | $1307.58           | $1190.30           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $61631.72          | $53685.13          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8176 | 2051-11-01      | 1.5000%  | 0.0000% | $125780.24         | $95296.98          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $3023.03           | $2531.62           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | 0.0000% | $15211.16          | $12171.86          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | 0.0000% | $5366.98           | $4903.88           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $7257.76           | $5810.89           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $2444.42           | $2220.75           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $847.95            | $738.42            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $1586.19           | $1327.55           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $6965.66           | $6066.97           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8202 | 2052-03-01      | 3.5000%  | 0.0000% | $2223.65           | $2029.77           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $1667.06           | $1333.99           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $3207.30           | $2790.95           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $4151.10           | $3461.66           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $3274.45           | $2851.73           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $10384.05          | $9433.91           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  | 0.0000% | $3335.25           | $2786.98           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $828.29            | $721.36            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $852.68            | $742.47            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $11713.69          | $10990.50          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS4488 | 2030-02-01      | 2.5000%  | 0.0000% | $235.29            | $228.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3855 | 2044-11-01      | 3.5000%  | 0.0000% | $3130.52           | $2933.62           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3955 | 2044-12-01      | 4.0000%  | 0.0000% | $689.74            | $660.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $7305.04           | $6992.73           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4169 | 2044-12-01      | 4.0000%  | 0.0000% | $99.43             | $95.17             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  | 0.0000% | $24004.88          | $23802.76          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  | 0.0000% | $424.68            | $397.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $6814.66           | $6369.07           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $192.82            | $180.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5942 | 2045-10-01      | 4.0000%  | 0.0000% | $99.07             | $94.73             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6406 | 2045-12-01      | 4.0000%  | 0.0000% | $266.59            | $254.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6408 | 2046-01-01      | 3.5000%  | 0.0000% | $1052.37           | $981.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6520 | 2046-01-01      | 3.5000%  | 0.0000% | $509.77            | $475.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  | 0.0000% | $92.18             | $91.07             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6675 | 2046-02-01      | 4.0000%  | 0.0000% | $593.24            | $567.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7245 | 2046-05-01      | 3.5000%  | 0.0000% | $1804.60           | $1679.60           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  | 0.0000% | $106.11            | $104.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9829 | 2047-06-01      | 3.5000%  | 0.0000% | $111.87            | $103.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  | 0.0000% | $111.31            | $109.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  | 0.0000% | $130.80            | $129.46            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAT2075 | 2043-06-01      | 6.2330%  | 0.0000% | $8201.75           | $8501.37           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.2180%  | 0.0000% | $2137.13           | $2213.35           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV1823 | 2028-12-01      | 3.5000%  | 0.0000% | $803.41            | $797.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  | 0.0000% | $324.66            | $322.08            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAV9481 | 2043-07-01      | 6.2450%  | 0.0000% | $30672.45          | $31489.37          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  | 0.0000% | $35.41             | $34.67             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAW3187 | 2044-06-01      | 5.0000%  | 0.0000% | $2730.43           | $2723.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW3616 | 2044-06-01      | 4.0000%  | 0.0000% | $270.73            | $261.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  | 0.0000% | $364.35            | $359.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX3008 | 2044-10-01      | 4.0000%  | 0.0000% | $5389.26           | $5160.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX4887 | 2044-12-01      | 4.0000%  | 0.0000% | $128.15            | $122.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  | 0.0000% | $1601.58           | $1499.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAZ2881 | 2030-08-01      | 3.5000%  | 0.0000% | $113.51            | $111.75            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.6620%  | 0.0000% | $3426.44           | $3428.15           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD669201 | 2032-11-01      | 6.4150%  | 0.0000% | $149.44            | $154.14            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA670672 | 2033-08-01      | 5.4000%  | 0.0000% | $1266.10           | $1292.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD671155 | 2033-02-01      | 6.5230%  | 0.0000% | $888.26            | $914.14            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS674190 | 2042-11-01      | 5.5080%  | 0.0000% | $6298.72           | $6321.93           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.8330%  | 0.0000% | $1095.50           | $1137.06           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD681767 | 2033-01-01      | 6.2500%  | 0.0000% | $42.80             | $43.87             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD681874 | 2033-03-01      | 6.3740%  | 0.0000% | $583.28            | $598.42            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD685511 | 2033-07-01      | 6.2800%  | 0.0000% | $4640.92           | $4780.98           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD687125 | 2033-04-01      | 6.5400%  | 0.0000% | $178.88            | $184.40            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD690595 | 2033-10-01      | 6.7730%  | 0.0000% | $25634.55          | $26414.84          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB695016 | 2033-02-01      | 6.1330%  | 0.0000% | $10757.12          | $10929.51          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS696488 | 2033-05-01      | 6.4650%  | 0.0000% | $13413.48          | $13796.04          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD705324 | 2033-06-01      | 6.2730%  | 0.0000% | $7148.82           | $7356.92           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD705715 | 2033-06-01      | 6.2900%  | 0.0000% | $1169.33           | $1205.70           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2709092 | 2033-06-01      | 5.7600%  | 0.0000% | $767.24            | $776.82            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB722439 | 2033-07-01      | 6.1630%  | 0.0000% | $2548.59           | $2560.90           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD723639 | 2033-06-01      | 6.2600%  | 0.0000% | $6616.24           | $6810.74           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA723653 | 2033-07-01      | 6.5000%  | 0.0000% | $2592.48           | $2653.39           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725008 | 2033-12-01      | 6.9950%  | 0.0000% | $11440.10          | $11768.93          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB725216 | 2034-01-01      | 7.0000%  | 0.0000% | $1751.70           | $1824.31           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725286 | 2032-06-01      | 6.6750%  | 0.0000% | $9.84              | $9.90              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725557 | 2034-06-01      | 6.4380%  | 0.0000% | $2445.51           | $2530.00           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725639 | 2033-09-01      | 7.0870%  | 0.0000% | $387.21            | $396.93            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725896 | 2034-10-01      | 6.7280%  | 0.0000% | $2098.27           | $2168.18           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD728646 | 2033-07-01      | 6.1750%  | 0.0000% | $429.87            | $441.49            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.5070%  | 0.0000% | $44389.70          | $44960.80          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735322 | 2034-07-01      | 6.3280%  | 0.0000% | $820.48            | $839.95            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735332 | 2034-08-01      | 6.3370%  | 0.0000% | $2769.92           | $2844.10           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735362 | 2035-03-01      | 6.0470%  | 0.0000% | $5635.39           | $5703.54           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735086 | 2034-06-01      | 6.6950%  | 0.0000% | $7620.28           | $7845.98           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735259 | 2038-05-01      | 6.5300%  | 0.0000% | $151.51            | $155.09            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735442 | 2034-04-01      | 6.5090%  | 0.0000% | $563.68            | $581.08            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735539 | 2035-04-01      | 6.4220%  | 0.0000% | $2970.01           | $3075.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735580 | 2035-06-01      | 5.0000%  | 0.0000% | $173.30            | $177.43            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ735654 | 2044-10-01      | 5.5080%  | 0.0000% | $5245.96           | $5307.05           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $7609.45           | $6981.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  | 0.0000% | $3730.43           | $3415.05           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA5933 | 2035-06-01      | 2.0000%  | 0.0000% | $271918.40         | $252287.40         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA7136 | 2035-09-01      | 2.0000%  | 0.0000% | $151765.20         | $140245.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $3112.21           | $2734.36           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7021 | 2050-09-01      | 2.0000%  | 0.0000% | $2094.65           | $1675.92           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  | 0.0000% | $2158.22           | $1724.15           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA9432 | 2036-03-01      | 2.0000%  | 0.0000% | $267370.34         | $247066.38         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9448 | 2036-03-01      | 2.5000%  | 0.0000% | $538948.75         | $507668.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0858 | 2051-06-01      | 3.0000%  | 0.0000% | $991480.68         | $862670.82         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0341 | 2036-04-01      | 2.5000%  | 0.0000% | $591166.30         | $556849.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $39962.69          | $33635.57          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1310 | 2051-08-01      | 2.0000%  | 0.0000% | $785.84            | $628.96            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $859.12            | $719.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB1989 | 2036-10-01      | 2.5000%  | 0.0000% | $931997.75         | $876127.70         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  | 0.0000% | $6656.69           | $5565.61           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  | 0.0000% | $181499.89         | $151901.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  | 0.0000% | $3133.75           | $2729.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $3107.26           | $2614.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $6684.96           | $5866.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $1675.20           | $1459.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2800 | 2052-02-01      | 3.0000%  | 0.0000% | $277019.05         | $241026.05         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2946 | 2036-12-01      | 1.5000%  | 0.0000% | $330066.04         | $294843.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  | 0.0000% | $5200.05           | $4723.98           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3120 | 2052-03-01      | 3.0000%  | 0.0000% | $711619.77         | $619158.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  | 0.0000% | $1703.72           | $1420.40           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3441 | 2037-04-01      | 2.5000%  | 0.0000% | $361074.33         | $339205.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $274266.25         | $257865.53         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $8821.70           | $7381.29           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  | 0.0000% | $4659.56           | $4065.62           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | 0.0000% | $395233.24         | $363199.80         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $6416.24           | $5139.09           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  | 0.0000% | $3875.72           | $3559.67           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA3612 | 2039-03-01      | 4.0000%  | 0.0000% | $4272.46           | $4221.79           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3614 | 2049-03-01      | 3.5000%  | 0.0000% | $81.35             | $74.72             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  | 0.0000% | $487.11            | $447.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  | 0.0000% | $331.93            | $304.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $4568.38           | $4193.03           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $1864.46           | $1825.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3664 | 2049-05-01      | 4.0000%  | 0.0000% | $628.71            | $598.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $111.39            | $98.11             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $3121.28           | $2865.15           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | 0.0000% | $198.90            | $187.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $365.19            | $321.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | 0.0000% | $110.59            | $101.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $899.03            | $855.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $198.88            | $194.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $6658.42           | $6108.59           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  | 0.0000% | $6464.61           | $6088.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $10974.73          | $10067.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $146.04            | $138.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  | 0.0000% | $879.17            | $774.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3866 | 2034-12-01      | 3.5000%  | 0.0000% | $134.66            | $131.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $10045.74          | $8844.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $6184.83           | $5444.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $3023.77           | $2772.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3932 | 2035-02-01      | 3.5000%  | 0.0000% | $2213.35           | $2161.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $198.06            | $174.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $829.78            | $728.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $4478.32           | $4369.44           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  | 0.0000% | $1569.45           | $1322.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $4439.43           | $3889.49           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $353.63            | $324.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3993 | 2050-04-01      | 4.0000%  | 0.0000% | $173.44            | $164.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  | 0.0000% | $3604.47           | $3043.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $2553.71           | $2246.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  | 0.0000% | $1000.72           | $946.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4076 | 2035-07-01      | 3.0000%  | 0.0000% | $251.28            | $241.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $324.01            | $284.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  | 0.0000% | $3889.67           | $3679.86           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  | 0.0000% | $335.18            | $294.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  | 0.0000% | $1063.72           | $1003.33           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $15209.74          | $12815.64          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4123 | 2035-09-01      | 2.0000%  | 0.0000% | $23457.32          | $21676.52          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  | 0.0000% | $85616.59          | $68840.07          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $154999.43         | $124554.53         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  | 0.0000% | $26613.00          | $22335.80          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  | 0.0000% | $131678.38         | $110863.25         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $7405.14           | $6975.23           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $4521.08           | $3616.44           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $29627.70          | $24898.06          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | 0.0000% | $3450.40           | $3016.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | 0.0000% | $5667.19           | $5174.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $12781.37          | $12662.49          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | 0.0000% | $1737.89           | $1757.40           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $6526.32           | $6114.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | 0.0000% | $2402.56           | $2466.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4528 | 2051-12-01      | 4.0000%  | 0.0000% | $8406.83           | $7892.59           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $3724.44           | $3118.89           | Agency Mortgage-Backed Securities  |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $418.41            | $359.55            | Agency Mortgage-Backed Securities  |
| GNII SF MA6291 M     | 2037-10-20      | 7.0000%  | 0.0000% | $803.68            | $834.54            | Agency Mortgage-Backed Securities  |
| GNII SF MA5439 M     | 2026-03-20      | 5.5000%  | 0.0000% | $338.60            | $342.65            | Agency Mortgage-Backed Securities  |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $4086.87           | $4209.78           | Agency Mortgage-Backed Securities  |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $3368.65           | $3126.24           | Agency Mortgage-Backed Securities  |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $124.83            | $126.18            | Agency Mortgage-Backed Securities  |
| GNII SF MA5654 M     | 2048-12-20      | 5.5000%  | 0.0000% | $665.93            | $686.02            | Agency Mortgage-Backed Securities  |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $301.79            | $305.37            | Agency Mortgage-Backed Securities  |
| GNII SF MA5988 M     | 2049-06-20      | 5.0000%  | 0.0000% | $2775.10           | $2801.51           | Agency Mortgage-Backed Securities  |
| GNII SF MA6152 M     | 2049-09-20      | 2.5000%  | 0.0000% | $4894.15           | $4205.69           | Agency Mortgage-Backed Securities  |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $254.80            | $234.39            | Agency Mortgage-Backed Securities  |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $3701.38           | $3037.62           | Agency Mortgage-Backed Securities  |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $1750.53           | $1556.81           | Agency Mortgage-Backed Securities  |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $1895.62           | $1555.69           | Agency Mortgage-Backed Securities  |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1617.92           | $1442.16           | Agency Mortgage-Backed Securities  |
| GNII SF MA6543 M     | 2050-03-20      | 4.0000%  | 0.0000% | $3885.66           | $3678.17           | Agency Mortgage-Backed Securities  |
| GNII SF MA6604 M     | 2039-08-20      | 5.5000%  | 0.0000% | $3926.71           | $4069.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $3711.51           | $3305.93           | Agency Mortgage-Backed Securities  |
| GNII SF MA6746 M     | 2034-07-20      | 5.5000%  | 0.0000% | $507.50            | $517.76            | Agency Mortgage-Backed Securities  |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $1217.00           | $1083.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $3198.30           | $2624.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $1710.88           | $1404.08           | Agency Mortgage-Backed Securities  |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $2685.87           | $2296.83           | Agency Mortgage-Backed Securities  |
| GNII SF MA6866 M     | 2050-07-20      | 3.0000%  | 0.0000% | $361.41            | $321.91            | Agency Mortgage-Backed Securities  |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $2923.98           | $2399.64           | Agency Mortgage-Backed Securities  |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $19707.53          | $16173.45          | Agency Mortgage-Backed Securities  |
| GNII SF MA7056 M     | 2050-11-20      | 4.5000%  | 0.0000% | $2591.44           | $2540.51           | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $778.03            | $691.06            | Agency Mortgage-Backed Securities  |
| GNII SF MA8041 M     | 2052-05-20      | 2.0000%  | 0.0000% | $804.38            | $660.14            | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $794.58            | $749.50            | Agency Mortgage-Backed Securities  |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $2298.65           | $2239.44           | Agency Mortgage-Backed Securities  |
| GNII SF DK6013 C     | 2055-07-20      | 6.5000%  | 0.0000% | $999.16            | $1050.39           | Agency Mortgage-Backed Securities  |
| GNII SF DK6014 C     | 2055-07-20      | 6.5000%  | 0.0000% | $999.18            | $1047.96           | Agency Mortgage-Backed Securities  |
| GNII SF DK6018 C     | 2055-07-20      | 6.5000%  | 0.0000% | $999.12            | $1045.44           | Agency Mortgage-Backed Securities  |
| GNII SF DK6020 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2111.28           | $2209.17           | Agency Mortgage-Backed Securities  |
| GNII SF DK9460 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5783.35           | $5903.40           | Agency Mortgage-Backed Securities  |
| GNII SF DK9973 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1258.03           | $1311.74           | Agency Mortgage-Backed Securities  |
| GNII SF DL2580 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2142.22           | $2233.67           | Agency Mortgage-Backed Securities  |
| GNII SF DL2018 C     | 2055-06-20      | 7.5000%  | 0.0000% | $999.21            | $1056.21           | Agency Mortgage-Backed Securities  |
| GNII SF DH6513 C     | 2055-03-20      | 6.5000%  | 0.0000% | $429541.78         | $454456.73         | Agency Mortgage-Backed Securities  |
| GNII SF DJ2692 C     | 2055-05-20      | 6.5000%  | 0.0000% | $596262.98         | $626468.20         | Agency Mortgage-Backed Securities  |
| GNII ET DJ2992 C     | 2065-07-20      | 6.0000%  | 0.0000% | $1020.11           | $1038.36           | Agency Mortgage-Backed Securities  |
| GNII SF DJ4256 C     | 2055-04-20      | 6.5000%  | 0.0000% | $234805.07         | $245116.90         | Agency Mortgage-Backed Securities  |
| GNII SF DJ6741 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1972.63           | $2136.09           | Agency Mortgage-Backed Securities  |
| GNII SF DK0063 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2047.58           | $2112.48           | Agency Mortgage-Backed Securities  |
| GNII SF DK0384 C     | 2055-06-20      | 6.5000%  | 0.0000% | $998.37            | $1044.67           | Agency Mortgage-Backed Securities  |
| GNII SF DK1717 C     | 2055-07-20      | 6.0000%  | 0.0000% | $999.07            | $1030.74           | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $600.00            | $615.92            | U.S. Treasuries (including strips) |

### Security 350: Societe Generale

- **C.1 - Title:** Societe Generale 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APV009, C.3 - LEI: N/A, C.5 - Other ID: 988APV009_4.37_0903
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 BOND 51     | 2051-08-15      | 2.0000%  | 0.0000% | $158011300.00      | $90063418.24       | U.S. Treasuries (including strips) |
| 3 BOND 52     | 2052-08-15      | 3.0000%  | 0.0000% | $230941800.00      | $164936625.30      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2025-09-08

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer