# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-26-042817
**Filing Date:** 2026-5
**Character Count:** 1232992
**Document Hash:** af96533d03e24e8ec9158f55e8216e72
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-042817.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001410368-26-042817

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26952272

**BUSINESS ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203
- **BUSINESS PHONE:** 833-568-4255

**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):** 2026-04-30

**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:** 44 days

- **WAL:** 114 days

- **Total Value of Portfolio Securities:** $130069627030.45

- **Amortized Cost of Portfolio Securities:** $130074609219.00

- **Cash:** $4745918986.70

- **Total Other Assets:** $295614876.02

- **Total Liabilities:** $901061018.68

- **Net Assets of Series:** $134215082063.04

- **Number of Shares Outstanding (Series):** 134215471926.3580

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $96242970927.24           | $105961962205.89           | 67.7300%                  | 74.5700%                   |
| 2026-04-02 | $91771398946.59           | $101940391047.24           | 66.4700%                  | 73.8400%                   |
| 2026-04-06 | $93182518266.75           | $103498423786.40           | 67.0000%                  | 74.4200%                   |
| 2026-04-07 | $96869361400.28           | $106787993464.43           | 68.0400%                  | 75.0100%                   |
| 2026-04-08 | $92802525481.02           | $100971159237.32           | 67.9900%                  | 73.9800%                   |
| 2026-04-09 | $93430799871.41           | $102532930299.26           | 67.2000%                  | 73.7400%                   |
| 2026-04-10 | $85892934557.26           | $93740369355.61            | 65.6000%                  | 71.6000%                   |
| 2026-04-13 | $85680049024.26           | $94287489831.61            | 65.5500%                  | 72.1400%                   |
| 2026-04-14 | $85109705646.97           | $93467147517.02            | 65.5200%                  | 71.9600%                   |
| 2026-04-15 | $83134149723.29           | $90841593187.99            | 65.4200%                  | 71.4800%                   |
| 2026-04-16 | $87860801066.02           | $96032821661.59            | 66.4200%                  | 72.6000%                   |
| 2026-04-17 | $85272400271.22           | $92914084027.70            | 65.8400%                  | 71.7300%                   |
| 2026-04-20 | $84024571578.05           | $92415890986.34            | 65.5100%                  | 72.0500%                   |
| 2026-04-21 | $86676288101.13           | $95067877862.67            | 66.4600%                  | 72.8900%                   |
| 2026-04-22 | $85290008867.85           | $94062975839.83            | 65.9000%                  | 72.6800%                   |
| 2026-04-23 | $88602180929.49           | $99344792290.93            | 66.7700%                  | 74.8600%                   |
| 2026-04-24 | $84698755922.98           | $95441368667.72            | 65.6400%                  | 73.9700%                   |
| 2026-04-27 | $88846690521.79           | $99139013276.08            | 66.9700%                  | 74.7300%                   |
| 2026-04-28 | $86988586549.39           | $97030915331.63            | 66.5700%                  | 74.2500%                   |
| 2026-04-29 | $90291515572.78           | $98083851251.02            | 68.2800%                  | 74.1700%                   |
| 2026-04-30 | $91480388228.37           | $98842614131.56            | 67.7100%                  | 73.1500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7400%             |
| 2026-04-02 | 3.7300%             |
| 2026-04-06 | 3.7300%             |
| 2026-04-07 | 3.7300%             |
| 2026-04-08 | 3.7300%             |
| 2026-04-09 | 3.7200%             |
| 2026-04-10 | 3.7100%             |
| 2026-04-13 | 3.7000%             |
| 2026-04-14 | 3.7100%             |
| 2026-04-15 | 3.7200%             |
| 2026-04-16 | 3.7300%             |
| 2026-04-17 | 3.7400%             |
| 2026-04-20 | 3.7400%             |
| 2026-04-21 | 3.7400%             |
| 2026-04-22 | 3.7300%             |
| 2026-04-23 | 3.7300%             |
| 2026-04-24 | 3.7400%             |
| 2026-04-27 | 3.7400%             |
| 2026-04-28 | 3.7400%             |
| 2026-04-29 | 3.7400%             |
| 2026-04-30 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0000                      |
|  |  |
| 2026-04-02 | 1.0000                      |
|  |  |
| 2026-04-06 | 0.9999                      |
|  |  |
| 2026-04-07 | 1.0000                      |
|  |  |
| 2026-04-08 | 1.0000                      |
|  |  |
| 2026-04-09 | 1.0000                      |
|  |  |
| 2026-04-10 | 1.0000                      |
|  |  |
| 2026-04-13 | 1.0000                      |
|  |  |
| 2026-04-14 | 1.0000                      |
|  |  |
| 2026-04-15 | 1.0000                      |
|  |  |
| 2026-04-16 | 1.0000                      |
|  |  |
| 2026-04-17 | 1.0000                      |
|  |  |
| 2026-04-20 | 1.0000                      |
|  |  |
| 2026-04-21 | 1.0000                      |
|  |  |
| 2026-04-22 | 1.0000                      |
|  |  |
| 2026-04-23 | 1.0000                      |
|  |  |
| 2026-04-24 | 1.0000                      |
|  |  |
| 2026-04-27 | 1.0000                      |
|  |  |
| 2026-04-28 | 1.0000                      |
|  |  |
| 2026-04-29 | 0.9999                      |
|  |  |
| 2026-04-30 | 1.0000                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $869147609.99

- **Number of Shares Outstanding:** 869150235.9400

- **Expense Reimbursement/Waiver:** 99.38

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $2365996.95               | $1528617.44             |
| 2026-04-02 | $18846.27                 | $0.00                   |
| 2026-04-06 | $73331.17                 | $511696.66              |
| 2026-04-07 | $1318265.79               | $370744.67              |
| 2026-04-08 | $262813.30                | $593466.72              |
| 2026-04-09 | $47281.58                 | $560842.87              |
| 2026-04-10 | $21272.85                 | $381972.54              |
| 2026-04-13 | $37090.47                 | $85012.54               |
| 2026-04-14 | $1069418.47               | $455680.36              |
| 2026-04-15 | $206071.90                | $340400.46              |
| 2026-04-16 | $135551.09                | $372463.58              |
| 2026-04-17 | $37908.40                 | $159265.46              |
| 2026-04-20 | $533353.35                | $414458.34              |
| 2026-04-21 | $902744.20                | $60879.87               |
| 2026-04-22 | $2724.56                  | $557838.28              |
| 2026-04-23 | $1236890.92               | $534650.82              |
| 2026-04-24 | $323787.12                | $175949.03              |
| 2026-04-27 | $66369.63                 | $352265.45              |
| 2026-04-28 | $1282916.79               | $342473.28              |
| 2026-04-29 | $17361.70                 | $209055.35              |
| 2026-04-30 | $54383.96                 | $1020164.51             |

**Total Gross Subscriptions (Month):** $10014380.47

**Total Gross Redemptions (Month):** $9027898.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.1800%           |
| 2026-04-02 | 3.1800%           |
| 2026-04-06 | 3.1700%           |
| 2026-04-07 | 3.1700%           |
| 2026-04-08 | 3.1700%           |
| 2026-04-09 | 3.1600%           |
| 2026-04-10 | 3.1500%           |
| 2026-04-13 | 3.1400%           |
| 2026-04-14 | 3.1500%           |
| 2026-04-15 | 3.1500%           |
| 2026-04-16 | 3.1700%           |
| 2026-04-17 | 3.1700%           |
| 2026-04-20 | 3.1800%           |
| 2026-04-21 | 3.1800%           |
| 2026-04-22 | 3.1700%           |
| 2026-04-23 | 3.1700%           |
| 2026-04-24 | 3.1700%           |
| 2026-04-27 | 3.1800%           |
| 2026-04-28 | 3.1800%           |
| 2026-04-29 | 3.1800%           |
| 2026-04-30 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 59.2200%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3675395228.27

- **Number of Shares Outstanding:** 3675406729.7100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $18320978.66              | $28792817.67            |
| 2026-04-02 | $121844891.99             | $58969419.47            |
| 2026-04-06 | $280804528.65             | $12405416.90            |
| 2026-04-07 | $65968.73                 | $314255164.82           |
| 2026-04-08 | $91172144.60              | $10035034.32            |
| 2026-04-09 | $12800586.24              | $22756574.38            |
| 2026-04-10 | $1040507.32               | $148356921.12           |
| 2026-04-13 | $14794156.76              | $12636729.77            |
| 2026-04-14 | $201236899.49             | $2215357.74             |
| 2026-04-15 | $79167192.70              | $49603207.57            |
| 2026-04-16 | $96131.71                 | $160187270.80           |
| 2026-04-17 | $0.00                     | $78169175.43            |
| 2026-04-20 | $2016052.51               | $98484300.00            |
| 2026-04-21 | $508231.61                | $23915256.17            |
| 2026-04-22 | $54254026.47              | $40679142.10            |
| 2026-04-23 | $5563362.95               | $66208.55               |
| 2026-04-24 | $35892469.38              | $1418662.21             |
| 2026-04-27 | $16178408.01              | $58395968.26            |
| 2026-04-28 | $97875850.05              | $100236.06              |
| 2026-04-29 | $68767729.45              | $7042374.98             |
| 2026-04-30 | $22124737.93              | $188792602.17           |

**Total Gross Subscriptions (Month):** $1124524855.21

**Total Gross Redemptions (Month):** $1317277840.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4100%           |
| 2026-04-02 | 3.4100%           |
| 2026-04-06 | 3.4100%           |
| 2026-04-07 | 3.4000%           |
| 2026-04-08 | 3.4000%           |
| 2026-04-09 | 3.3900%           |
| 2026-04-10 | 3.3900%           |
| 2026-04-13 | 3.3800%           |
| 2026-04-14 | 3.3800%           |
| 2026-04-15 | 3.3900%           |
| 2026-04-16 | 3.4000%           |
| 2026-04-17 | 3.4000%           |
| 2026-04-20 | 3.4100%           |
| 2026-04-21 | 3.4100%           |
| 2026-04-22 | 3.4100%           |
| 2026-04-23 | 3.4000%           |
| 2026-04-24 | 3.4000%           |
| 2026-04-27 | 3.4100%           |
| 2026-04-28 | 3.4100%           |
| 2026-04-29 | 3.4100%           |
| 2026-04-30 | 3.4100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 87.6300%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $29715614322.72

- **Number of Shares Outstanding:** 29715700718.2290

- **Expense Reimbursement/Waiver:** 226541.89

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $262785935.78             | $1133631957.23          |
| 2026-04-02 | $254840096.37             | $273473933.65           |
| 2026-04-06 | $126001865.67             | $257800718.60           |
| 2026-04-07 | $488297279.34             | $4260444055.51          |
| 2026-04-08 | $224211876.71             | $559110675.73           |
| 2026-04-09 | $1012721309.23            | $485478603.36           |
| 2026-04-10 | $201511661.31             | $624511112.85           |
| 2026-04-13 | $134316470.96             | $501387327.35           |
| 2026-04-14 | $161345088.99             | $192546529.40           |
| 2026-04-15 | $524037648.20             | $309189195.72           |
| 2026-04-16 | $730718657.98             | $142335328.39           |
| 2026-04-17 | $247143409.77             | $574730059.79           |
| 2026-04-20 | $560799772.87             | $741965117.49           |
| 2026-04-21 | $837396349.76             | $639434270.47           |
| 2026-04-22 | $534880454.28             | $144492109.58           |
| 2026-04-23 | $205351198.51             | $456014191.36           |
| 2026-04-24 | $80955070.39              | $453707476.87           |
| 2026-04-27 | $972437515.04             | $179235915.73           |
| 2026-04-28 | $1118954955.47            | $713545862.86           |
| 2026-04-29 | $342468696.40             | $857589703.88           |
| 2026-04-30 | $759127405.04             | $623630306.22           |

**Total Gross Subscriptions (Month):** $9780302718.07

**Total Gross Redemptions (Month):** $14124254452.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5400%           |
| 2026-04-02 | 3.5400%           |
| 2026-04-06 | 3.5300%           |
| 2026-04-07 | 3.5300%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5200%           |
| 2026-04-10 | 3.5100%           |
| 2026-04-13 | 3.5000%           |
| 2026-04-14 | 3.5100%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5400%           |
| 2026-04-21 | 3.5400%           |
| 2026-04-22 | 3.5300%           |
| 2026-04-23 | 3.5300%           |
| 2026-04-24 | 3.5300%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 65.6700%         | 0.0000%              |
| Non-financial corporation |  | 20.1500%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $979084343.66

- **Number of Shares Outstanding:** 979087668.9760

- **Expense Reimbursement/Waiver:** 116.08

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $4895838.40               | $101145138.47           |
| 2026-04-02 | $14393191.43              | $3350858.89             |
| 2026-04-06 | $3298297.78               | $16127023.79            |
| 2026-04-07 | $4148663.66               | $6345697.19             |
| 2026-04-08 | $29077346.67              | $733097.48              |
| 2026-04-09 | $3886216.86               | $8152546.34             |
| 2026-04-10 | $10243248.92              | $6010423.54             |
| 2026-04-13 | $15636347.69              | $608178.71              |
| 2026-04-14 | $2022059.84               | $4356881.43             |
| 2026-04-15 | $16338451.86              | $29403372.89            |
| 2026-04-16 | $2311824.51               | $2084353.33             |
| 2026-04-17 | $38267859.26              | $5708512.96             |
| 2026-04-20 | $25166617.31              | $10875654.28            |
| 2026-04-21 | $10565177.87              | $17691140.50            |
| 2026-04-22 | $16746972.97              | $11071.76               |
| 2026-04-23 | $2697341.66               | $14723504.94            |
| 2026-04-24 | $1197814.49               | $151596074.92           |
| 2026-04-27 | $1322.74                  | $29250533.32            |
| 2026-04-28 | $9949953.29               | $75778.69               |
| 2026-04-29 | $11493424.36              | $805410.15              |
| 2026-04-30 | $3919791.47               | $2164998.62             |

**Total Gross Subscriptions (Month):** $226257763.04

**Total Gross Redemptions (Month):** $411220252.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.2400%           |
| 2026-04-02 | 3.2400%           |
| 2026-04-06 | 3.2400%           |
| 2026-04-07 | 3.2300%           |
| 2026-04-08 | 3.2300%           |
| 2026-04-09 | 3.2200%           |
| 2026-04-10 | 3.2200%           |
| 2026-04-13 | 3.2100%           |
| 2026-04-14 | 3.2100%           |
| 2026-04-15 | 3.2200%           |
| 2026-04-16 | 3.2300%           |
| 2026-04-17 | 3.2300%           |
| 2026-04-20 | 3.2400%           |
| 2026-04-21 | 3.2400%           |
| 2026-04-22 | 3.2400%           |
| 2026-04-23 | 3.2300%           |
| 2026-04-24 | 3.2300%           |
| 2026-04-27 | 3.2400%           |
| 2026-04-28 | 3.2400%           |
| 2026-04-29 | 3.2400%           |
| 2026-04-30 | 3.2400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 6.0800%          | 0.0000%              |
| Non-financial corporation |  | 86.1900%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $97833645831.79

- **Number of Shares Outstanding:** 97833928961.7930

- **Expense Reimbursement/Waiver:** 2289354.26

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $7728487979.68            | $6630120448.14          |
| 2026-04-02 | $4359084530.78            | $8429587325.07          |
| 2026-04-06 | $5138901378.52            | $5023997295.61          |
| 2026-04-07 | $11440144750.57           | $3531136436.40          |
| 2026-04-08 | $5325611937.20            | $10636311732.67         |
| 2026-04-09 | $5454749383.54            | $3479753252.31          |
| 2026-04-10 | $2114910272.45            | $10491799854.95         |
| 2026-04-13 | $3644218140.33            | $2712356155.69          |
| 2026-04-14 | $3348735329.67            | $4379088462.41          |
| 2026-04-15 | $3450024478.92            | $6928780402.50          |
| 2026-04-16 | $6271888893.69            | $1590550996.21          |
| 2026-04-17 | $2012489498.60            | $5734852154.63          |
| 2026-04-20 | $3935694373.09            | $3776671649.15          |
| 2026-04-21 | $6435335950.04            | $4071319898.04          |
| 2026-04-22 | $2711176594.73            | $4464146954.51          |
| 2026-04-23 | $5916109571.44            | $2462084347.76          |
| 2026-04-24 | $1565001546.79            | $5214633341.18          |
| 2026-04-27 | $6073975058.77            | $2121033450.64          |
| 2026-04-28 | $2537710472.39            | $5062602621.55          |
| 2026-04-29 | $3167772302.06            | $2183985194.37          |
| 2026-04-30 | $7936525116.66            | $4537054282.96          |

**Total Gross Subscriptions (Month):** $100568547559.92

**Total Gross Redemptions (Month):** $103461866256.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.6000%           |
| 2026-04-02 | 3.6000%           |
| 2026-04-06 | 3.5900%           |
| 2026-04-07 | 3.5900%           |
| 2026-04-08 | 3.5900%           |
| 2026-04-09 | 3.5800%           |
| 2026-04-10 | 3.5700%           |
| 2026-04-13 | 3.5600%           |
| 2026-04-14 | 3.5700%           |
| 2026-04-15 | 3.5800%           |
| 2026-04-16 | 3.5900%           |
| 2026-04-17 | 3.5900%           |
| 2026-04-20 | 3.6000%           |
| 2026-04-21 | 3.6000%           |
| 2026-04-22 | 3.5900%           |
| 2026-04-23 | 3.5900%           |
| 2026-04-24 | 3.5900%           |
| 2026-04-27 | 3.6000%           |
| 2026-04-28 | 3.6000%           |
| 2026-04-29 | 3.6000%           |
| 2026-04-30 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 47.5800%         | 0.0000%              |
| Non-financial corporation |  | 11.9700%         | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $896814141.14

- **Number of Shares Outstanding:** 896816645.5800

- **Expense Reimbursement/Waiver:** 6601.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $89677873.20              | $46296036.09            |
| 2026-04-02 | $57981767.77              | $44608142.67            |
| 2026-04-06 | $28127108.34              | $70069048.92            |
| 2026-04-07 | $25439715.87              | $25016765.93            |
| 2026-04-08 | $33079006.70              | $41955024.99            |
| 2026-04-09 | $85478821.21              | $30597728.35            |
| 2026-04-10 | $95419689.02              | $53678402.81            |
| 2026-04-13 | $34405061.20              | $104626001.09           |
| 2026-04-14 | $65329574.13              | $30473348.45            |
| 2026-04-15 | $72016163.96              | $31316442.52            |
| 2026-04-16 | $40678049.47              | $49506995.99            |
| 2026-04-17 | $24917398.13              | $39984874.54            |
| 2026-04-20 | $38704301.25              | $40236180.79            |
| 2026-04-21 | $36968164.50              | $39157142.77            |
| 2026-04-22 | $50157995.40              | $43197898.20            |
| 2026-04-23 | $35533166.26              | $60002706.02            |
| 2026-04-24 | $29379543.50              | $49696327.54            |
| 2026-04-27 | $41965598.97              | $39584576.37            |
| 2026-04-28 | $47157936.47              | $30758115.21            |
| 2026-04-29 | $44193092.45              | $29551373.52            |
| 2026-04-30 | $142996398.74             | $127902419.66           |

**Total Gross Subscriptions (Month):** $1119606426.54

**Total Gross Redemptions (Month):** $1028215552.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.2400%           |
| 2026-04-02 | 3.2400%           |
| 2026-04-06 | 3.2300%           |
| 2026-04-07 | 3.2300%           |
| 2026-04-08 | 3.2300%           |
| 2026-04-09 | 3.2200%           |
| 2026-04-10 | 3.2100%           |
| 2026-04-13 | 3.2000%           |
| 2026-04-14 | 3.2100%           |
| 2026-04-15 | 3.2200%           |
| 2026-04-16 | 3.2300%           |
| 2026-04-17 | 3.2300%           |
| 2026-04-20 | 3.2400%           |
| 2026-04-21 | 3.2400%           |
| 2026-04-22 | 3.2300%           |
| 2026-04-23 | 3.2300%           |
| 2026-04-24 | 3.2300%           |
| 2026-04-27 | 3.2400%           |
| 2026-04-28 | 3.2400%           |
| 2026-04-29 | 3.2400%           |
| 2026-04-30 | 3.2400%           |

**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:** $145268914.01

- **Number of Shares Outstanding:** 145269353.3700

- **Expense Reimbursement/Waiver:** 3489.15

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $440139.98                | $0.00                   |

**Total Gross Subscriptions (Month):** $440139.98

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5800%           |
| 2026-04-02 | 3.5800%           |
| 2026-04-06 | 3.5700%           |
| 2026-04-07 | 3.5700%           |
| 2026-04-08 | 3.5700%           |
| 2026-04-09 | 3.5600%           |
| 2026-04-10 | 3.5500%           |
| 2026-04-13 | 3.5400%           |
| 2026-04-14 | 3.5500%           |
| 2026-04-15 | 3.5600%           |
| 2026-04-16 | 3.5700%           |
| 2026-04-17 | 3.5700%           |
| 2026-04-20 | 3.5800%           |
| 2026-04-21 | 3.5800%           |
| 2026-04-22 | 3.5700%           |
| 2026-04-23 | 3.5700%           |
| 2026-04-24 | 3.5700%           |
| 2026-04-27 | 3.5800%           |
| 2026-04-28 | 3.5800%           |
| 2026-04-29 | 3.5800%           |
| 2026-04-30 | 3.5800%           |

**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:** $100111671.46

- **Number of Shares Outstanding:** 100111612.7600

- **Expense Reimbursement/Waiver:** 665.90

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $100000334.40             | $0.00                   |
| 2026-04-02 | $0.00                     | $100000000.00           |
| 2026-04-06 | $100000000.00             | $0.00                   |
| 2026-04-07 | $100000000.00             | $100000000.00           |
| 2026-04-08 | $100000000.00             | $100000000.00           |
| 2026-04-09 | $100000000.00             | $100000000.00           |
| 2026-04-10 | $100000000.00             | $100000000.00           |
| 2026-04-13 | $100000000.00             | $100000000.00           |
| 2026-04-14 | $100000000.00             | $100000000.00           |
| 2026-04-15 | $100000000.00             | $100000000.00           |

**Total Gross Subscriptions (Month):** $900000334.40

**Total Gross Redemptions (Month):** $800000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5400%           |
| 2026-04-02 | 3.5400%           |
| 2026-04-06 | 3.5300%           |
| 2026-04-07 | 3.5300%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5200%           |
| 2026-04-10 | 3.5100%           |
| 2026-04-13 | 3.5000%           |
| 2026-04-14 | 3.5100%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5400%           |
| 2026-04-21 | 3.5400%           |
| 2026-04-22 | 3.5300%           |
| 2026-04-23 | 3.5300%           |
| 2026-04-24 | 3.5300%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 99.8800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Fixed Income Clearing Corp. - Barclays

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 00799J004, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 00799J004_3.66_0501
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 3.7300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $238920400.00      | $242346311.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                          | 2028-06-15      | 3.8750%  | 0.0000% | $113399200.00      | $115003914.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                          | 2030-06-30      | 3.8750%  | 0.0000% | $168868000.00      | $170260705.70      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                          | 2030-08-31      | 3.6250%  | 0.0000% | $25000000.00       | $24768095.79       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                          | 2027-09-30      | 3.5000%  | 0.0000% | $9800000.00        | $9779144.15        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32                           | 2032-11-30      | 3.7500%  | 0.0000% | $627444000.00      | $621533677.50      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                          | 2028-12-15      | 3.5000%  | 0.0000% | $90335800.00       | $90594514.78       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 3.8252%  | 0.0000% | $11243000.00       | $11247418.50       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                           | 2031-09-30      | 3.6250%  | 0.0000% | $166782400.00      | $163647276.40      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $92502800.00       | $93840108.38       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                           | 2031-12-31      | 4.5000%  | 0.0000% | $719968000.00      | $744902023.30      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $400.00            | $411.32            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                          | 2027-01-31      | 4.1250%  | 0.0000% | $4852600.00        | $4915943.78        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                           | 2032-01-31      | 4.3750%  | 0.0000% | $678567200.00      | $694817673.50      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                           | 2035-02-15      | 4.6250%  | 0.0000% | $720002900.00      | $741959690.80      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                           | 2028-12-31      | 1.3750%  | 0.0000% | $2639500.00        | $2483624.36        | U.S. Treasuries (including strips) |
| 4 NOTE G 33                               | 2033-01-31      | 4.0000%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28                          | 2028-02-29      | 3.3750%  | 0.0000% | $1558100.00        | $1552963.61        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29                          | 2029-03-15      | 3.5000%  | 0.0000% | $574313600.00      | $570409416.20      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-05-07      | 0.0000%  | 0.0000% | $24000000.00       | $23985696.00       | U.S. Treasuries (including strips) |
| BILL 07/23/26                             | 2026-07-23      | 0.0000%  | 0.0000% | $50000000.00       | $49585000.00       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-07      | 0.0000%  | 0.0000% | $2562000.00        | $2544878.15        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                          | 2030-10-31      | 3.6250%  | 0.0000% | $1000.00           | $984.25            | U.S. Treasuries (including strips) |
| BILL 10/08/26                             | 2026-10-08      | 0.0000%  | 0.0000% | $2000000.00        | $1968168.00        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                           | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.26             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                           | 2026-11-30      | 1.6250%  | 0.0000% | $781700.00         | $777557.05         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                           | 2027-02-15      | 2.2500%  | 0.0000% | $39547900.00       | $39265901.62       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                           | 2029-08-31      | 3.1250%  | 0.0000% | $55011500.00       | $53887066.43       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                           | 2028-10-31      | 1.3750%  | 0.0000% | $58900.00          | $55366.65          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                           | 2030-11-15      | 0.8750%  | 0.0000% | $3000000.00        | $2623963.29        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                           | 2034-05-15      | 4.3750%  | 0.0000% | $24943000.00       | $25599703.16       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                          | 2027-04-15      | 4.5000%  | 0.0000% | $71778000.00       | $72396099.19       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                              | 2027-01-15      | 4.0000%  | 0.0000% | $67400.00          | $68307.15          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                          | 2028-08-31      | 4.3750%  | 0.0000% | $135849000.00      | $138214543.80      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                          | 2028-07-31      | 4.1250%  | 0.0000% | $7500000.00        | $7611589.31        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                          | 2028-02-15      | 4.2500%  | 0.0000% | $343223000.00      | $348296126.10      | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                          | 2026-10-31      | 3.8482%  | 0.0000% | $10900.00          | $10908.29          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28                          | 2028-03-31      | 3.8750%  | 0.0000% | $26809800.00       | $26886535.80       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                           | 2027-11-15      | 2.2500%  | 0.0000% | $2189000.00        | $2158346.73        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                           | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $196.89            | U.S. Treasuries (including strips) |

### Security 2: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_3.66_0507
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CKMA4826 | 2052-09-01      | 4.0000%  | 0.0000% | $682807.35         | $631229.60         | Agency Mortgage-Backed Securities |
| GNII ET DG7055 C     | 2064-10-20      | 2.0000%  | 0.0000% | $58703.32          | $45417.47          | Agency Mortgage-Backed Securities |
| GNII SF DL3168 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1688663.35        | $1782115.86        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ0282 | 2054-07-01      | 6.5000%  | 0.0000% | $920764.80         | $971249.52         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0902 | 2054-06-01      | 5.5000%  | 0.0000% | $194052.54         | $197807.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5979 | 2041-02-01      | 5.5000%  | 0.0000% | $116594388.30      | $119618678.40      | Agency Mortgage-Backed Securities |
| GNII SF DN7870 C     | 2055-11-20      | 6.0000%  | 0.0000% | $5204667.98        | $5483603.48        | Agency Mortgage-Backed Securities |
| GNII SF DN8895 C     | 2056-02-20      | 4.0000%  | 0.0000% | $1065064.36        | $996142.15         | Agency Mortgage-Backed Securities |
| GNII SF DN8971 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1476809.98        | $1565678.67        | Agency Mortgage-Backed Securities |
| GNII SF DP7807 C     | 2056-02-20      | 6.0000%  | 0.0000% | $28478229.11       | $29814579.50       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4472 | 2054-09-01      | 6.0000%  | 0.0000% | $314104.66         | $322362.89         | Agency Mortgage-Backed Securities |
| 2.68 FCOR 22-37 AD   | 2037-01-05      | 2.6800%  | 0.0000% | $14371000.00       | $12003206.89       | Agency Mortgage-Backed Securities |
| 4.49 FCOR 23-37 AL   | 2037-04-20      | 4.4900%  | 0.0000% | $18469000.00       | $17837862.97       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3110 | 2047-03-01      | 2.5000%  | 0.0000% | $17430554.34       | $14823673.56       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0570 | 2054-12-01      | 6.0000%  | 0.0000% | $12033051.54       | $12409401.27       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX1814 | 2054-12-01      | 4.0000%  | 0.0000% | $1089121.92        | $1027130.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4054 | 2055-05-01      | 6.0000%  | 0.0000% | $5972747.73        | $6131612.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6466 | 2055-06-01      | 5.0000%  | 0.0000% | $812225.54         | $803695.37         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7698 | 2055-07-01      | 5.5000%  | 0.0000% | $6831956.36        | $6908751.34        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8891 | 2055-07-01      | 5.5000%  | 0.0000% | $1056739.44        | $1073015.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2372 | 2055-09-01      | 6.0000%  | 0.0000% | $1614989.50        | $1656546.95        | Agency Mortgage-Backed Securities |
| GNII ET DI3613 C     | 2065-04-20      | 6.0000%  | 0.0000% | $1074466.86        | $1104704.87        | Agency Mortgage-Backed Securities |
| GNII SF DO3873 C     | 2055-12-20      | 6.5000%  | 0.0000% | $601560.04         | $640662.11         | Agency Mortgage-Backed Securities |
| GNMI SF 711831 X     | 2043-12-15      | 3.5000%  | 0.0000% | $763160.44         | $708454.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAL6605 | 2030-04-01      | 3.0000%  | 0.0000% | $123637.35         | $120827.90         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7600 | 2053-11-01      | 6.0000%  | 0.0000% | $672287.32         | $698468.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9956 | 2055-02-01      | 5.0000%  | 0.0000% | $92216.64          | $92215.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTDF9571 | 2046-02-01      | 4.5000%  | 0.0000% | $3569799.12        | $3492413.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2035 | 2056-02-01      | 5.0000%  | 0.0000% | $3198526.11        | $3178058.03        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9475 | 2055-11-01      | 5.0000%  | 0.0000% | $1022662.20        | $1017368.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1282 | 2055-05-01      | 5.5000%  | 0.0000% | $97498272.02       | $98678737.81       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL4859 | 2053-08-01      | 3.5000%  | 0.0000% | $102920320.00      | $93892503.99       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL4869 | 2049-06-01      | 3.5000%  | 0.0000% | $92440448.00       | $85921034.01       | Agency Mortgage-Backed Securities |
| GNII SF DR1237 C     | 2056-04-20      | 5.5000%  | 0.0000% | $4083536.00        | $4157254.26        | Agency Mortgage-Backed Securities |
| GNII SF DR5567 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1676284.00        | $1720897.55        | Agency Mortgage-Backed Securities |
| GNII SF AQ9610 C     | 2046-03-20      | 3.5000%  | 0.0000% | $175050.02         | $159464.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA5336 | 2048-11-01      | 3.5000%  | 0.0000% | $21294688.00       | $19779899.82       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4619 | 2056-02-01      | 5.5000%  | 0.0000% | $151897844.30      | $153295237.10      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5436 | 2055-09-01      | 6.0000%  | 0.0000% | $198497056.10      | $203550658.80      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5830 | 2056-03-01      | 4.5000%  | 0.0000% | $26002011.32       | $25192386.70       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6111 | 2056-02-01      | 5.0000%  | 0.0000% | $284110598.70      | $282222336.60      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0010 | 2053-10-01      | 6.5000%  | 0.0000% | $7708210.76        | $8034261.22        | Agency Mortgage-Backed Securities |
| GNII SF MB0363 M     | 2055-05-20      | 4.0000%  | 0.0000% | $93009849.13       | $86990458.36       | Agency Mortgage-Backed Securities |
| GNII SF DL2114 C     | 2055-08-20      | 7.0000%  | 0.0000% | $995650.07         | $1045826.74        | Agency Mortgage-Backed Securities |
| GNII SF DK7511 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2561552.74        | $2703301.67        | Agency Mortgage-Backed Securities |
| GNII SF DG5686 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1694639.00        | $1777652.40        | Agency Mortgage-Backed Securities |
| GNII SF DF0804 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1460571.68        | $1565205.73        | Agency Mortgage-Backed Securities |
| GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  | 0.0000% | $1582755.79        | $1705675.95        | Agency Mortgage-Backed Securities |
| GNII SF CS2412 C     | 2053-03-20      | 6.0000%  | 0.0000% | $310234.08         | $324278.80         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7930 | 2055-11-01      | 7.0000%  | 0.0000% | $1331079.57        | $1426595.03        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0652 | 2054-12-01      | 5.0000%  | 0.0000% | $3026143.23        | $2992973.01        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9430 | 2053-07-01      | 5.5000%  | 0.0000% | $96555590.65       | $98797182.37       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0042 | 2055-08-01      | 6.5000%  | 0.0000% | $110669009.10      | $115339696.30      | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0092 | 2056-02-01      | 4.0000%  | 0.0000% | $267317024.70      | $251420275.20      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0887 | 2055-12-01      | 6.0000%  | 0.0000% | $10457912.00       | $10727028.93       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1518 | 2055-12-01      | 5.0000%  | 0.0000% | $15901098.21       | $15779737.50       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4714 | 2056-02-01      | 4.5000%  | 0.0000% | $9756310.95        | $9430557.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7050 | 2056-02-01      | 5.0000%  | 0.0000% | $4499974.09        | $4451571.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9713 | 2056-04-01      | 5.0000%  | 0.0000% | $11468463.76       | $11345920.68       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA9714 | 2056-04-01      | 4.5000%  | 0.0000% | $3371324.00        | $3266890.50        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5248 | 2054-01-01      | 6.5000%  | 0.0000% | $115165476.50      | $120025011.70      | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD8684 | 2052-03-01      | 3.0000%  | 0.0000% | $153830.78         | $136127.27         | Agency Mortgage-Backed Securities |
| GNII SF DM3253 C     | 2055-09-20      | 6.5000%  | 0.0000% | $871091.84         | $923509.88         | Agency Mortgage-Backed Securities |
| GNII SF CQ6154 C     | 2052-11-20      | 5.0000%  | 0.0000% | $718003.13         | $717125.57         | Agency Mortgage-Backed Securities |
| GNII SF AM4381 C     | 2045-05-20      | 3.5000%  | 0.0000% | $51637.99          | $46752.49          | Agency Mortgage-Backed Securities |
| GNII SF MA3313 M     | 2045-12-20      | 5.0000%  | 0.0000% | $274238.25         | $278421.15         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0396 | 2047-11-01      | 4.0000%  | 0.0000% | $1004363.77        | $964252.72         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4717 | 2037-07-01      | 1.5000%  | 0.0000% | $1206779.06        | $1081848.86        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8322 | 2039-05-01      | 3.5000%  | 0.0000% | $192625.75         | $185309.33         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1126 | 2052-06-01      | 3.5000%  | 0.0000% | $520410.34         | $474663.90         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7763 | 2055-08-01      | 6.0000%  | 0.0000% | $4221358.46        | $4337071.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6240 | 2055-12-01      | 5.5000%  | 0.0000% | $4784126.52        | $4866248.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8422 | 2054-04-01      | 6.5000%  | 0.0000% | $296574.77         | $309090.56         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3321 | 2052-11-01      | 4.5000%  | 0.0000% | $387791.76         | $377702.58         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS4790 | 2036-09-01      | 1.5000%  | 0.0000% | $2117601.39        | $1904454.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5628 | 2053-09-01      | 5.5000%  | 0.0000% | $137636.36         | $141315.18         | Agency Mortgage-Backed Securities |
| GNII SF MA5625 M     | 2033-11-20      | 4.5000%  | 0.0000% | $292197.19         | $292966.83         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5709 | 2054-07-01      | 6.0000%  | 0.0000% | $284148.33         | $296288.10         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6737 | 2054-02-01      | 4.5000%  | 0.0000% | $740129.35         | $718131.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC2554 | 2041-02-01      | 5.5000%  | 0.0000% | $7709160.00        | $7914590.27        | Agency Mortgage-Backed Securities |
| GNII SF MA8645 M     | 2053-02-20      | 4.0000%  | 0.0000% | $5678046.96        | $5359719.88        | Agency Mortgage-Backed Securities |
| GNII SF MA9108 M     | 2053-08-20      | 6.5000%  | 0.0000% | $43878.15          | $46294.30          | Agency Mortgage-Backed Securities |
| GNMI SF 487732 X     | 2039-03-15      | 4.5000%  | 0.0000% | $26074.83          | $25638.47          | Agency Mortgage-Backed Securities |
| GNII SP 786238 C     | 2052-03-20      | 3.0000%  | 0.0000% | $1109661.53        | $983252.96         | Agency Mortgage-Backed Securities |
| GNII SF DH6851 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1378222.92        | $1436743.49        | Agency Mortgage-Backed Securities |
| GNII SF DJ1826 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1043708.39        | $1090585.39        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4693       | 2060-06-15      | 4.8600%  | 0.0000% | $163108.07         | $162253.54         | Agency Mortgage-Backed Securities |
| GNII EP 787789 C     | 2065-01-20      | 6.5000%  | 0.0000% | $586750.46         | $618175.12         | Agency Mortgage-Backed Securities |
| 5.625 FNPR A 07/37   | 2037-07-15      | 0.0000%  | 0.0000% | $1965000.00        | $1147903.88        | Agency Mortgage-Backed Securities |
| FMZC GB 12/15/36 G2  | 2036-12-15      | 0.0000%  | 0.0000% | $650000.00         | $398017.10         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $34916531.52       | $35805483.13       | Agency Mortgage-Backed Securities |
| GNMI SF AA0566 X     | 2042-05-15      | 3.0000%  | 0.0000% | $55077.56          | $50552.20          | Agency Mortgage-Backed Securities |
| GNII SF MA0934 M     | 2043-04-20      | 3.5000%  | 0.0000% | $311331.10         | $293021.55         | Agency Mortgage-Backed Securities |
| GNII SF MA1284 M     | 2043-09-20      | 3.0000%  | 0.0000% | $14961.34          | $13652.31          | Agency Mortgage-Backed Securities |
| GNII SF MA2864 M     | 2030-06-20      | 3.0000%  | 0.0000% | $136167.64         | $133631.74         | Agency Mortgage-Backed Securities |
| GNII JM MA3097 M     | 2045-08-20      | 3.5000%  | 0.0000% | $67345.70          | $60558.50          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0623 | 2037-03-01      | 2.5000%  | 0.0000% | $5282399.73        | $4982855.38        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  | 0.0000% | $9735720.68        | $9686046.87        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7061 | 2052-04-01      | 3.0000%  | 0.0000% | $6879.12           | $6033.84           | Agency Mortgage-Backed Securities |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $65347.83          | $62326.29          | Agency Mortgage-Backed Securities |
| GNII SF MA6068 M     | 2034-06-20      | 5.0000%  | 0.0000% | $39813.53          | $40546.21          | Agency Mortgage-Backed Securities |
| GNII JM 004709 M     | 2040-06-20      | 4.5000%  | 0.0000% | $229735.62         | $225196.96         | Agency Mortgage-Backed Securities |
| GNII SF 004747 M     | 2040-07-20      | 5.0000%  | 0.0000% | $22176.24          | $22678.69          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  | 0.0000% | $247340.09         | $251379.29         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CV890615 | 2029-06-01      | 4.0000%  | 0.0000% | $23708.92          | $23563.61          | Agency Mortgage-Backed Securities |
| GNII SF MA8492 M     | 2052-12-20      | 6.0000%  | 0.0000% | $193622.24         | $199977.37         | Agency Mortgage-Backed Securities |
| GNII SF MA9642 M     | 2039-09-20      | 7.5000%  | 0.0000% | $84003.28          | $88434.59          | Agency Mortgage-Backed Securities |
| GNMI SF BG5655 X     | 2048-05-15      | 3.0000%  | 0.0000% | $101085.32         | $90944.00          | Agency Mortgage-Backed Securities |
| GNII SF CE0714 C     | 2051-07-20      | 3.5000%  | 0.0000% | $81739.15          | $73043.45          | Agency Mortgage-Backed Securities |
| GNII SF MA9938 M     | 2039-10-20      | 5.0000%  | 0.0000% | $252322.04         | $254635.02         | Agency Mortgage-Backed Securities |
| GNII SP 785436 C     | 2051-04-20      | 2.5000%  | 0.0000% | $2294468.08        | $1970498.11        | Agency Mortgage-Backed Securities |
| 3.00 FHOR 22-37 AR   | 2037-02-24      | 3.0000%  | 0.0000% | $2565000.00        | $2194878.19        | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M     | 2053-03-20      | 4.0000%  | 0.0000% | $466797.51         | $440881.48         | Agency Mortgage-Backed Securities |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $649007.15         | $556896.09         | Agency Mortgage-Backed Securities |
| GNII SF 004976 M     | 2041-03-20      | 3.5000%  | 0.0000% | $33092.98          | $31148.29          | Agency Mortgage-Backed Securities |

### Security 3: Fixed Income Clearing Corp. - Bank of America

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of America 3.650000%
- **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_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/8 BOND 51                             | 2051-05-15      | 2.3750%  | 0.0000% | $400.00            | $251.97            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                             | 2042-08-15      | 3.3750%  | 0.0000% | $25599900.00       | $21426301.49       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28                          | 2028-03-31      | 3.8750%  | 0.0000% | $900.00            | $902.58            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                          | 2030-07-31      | 3.8750%  | 0.0000% | $28870000.00       | $29006293.36       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $1000.00           | $986.44            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28                          | 2028-11-15      | 3.5000%  | 0.0000% | $30000.00          | $30181.85          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                          | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                           | 2031-09-30      | 3.6250%  | 0.0000% | $79721000.00       | $78222429.47       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $948000.00         | $961705.19         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 3.8032%  | 0.0000% | $100.00            | $100.11            | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                              | 2027-01-15      | 4.0000%  | 0.0000% | $19156400.00       | $19414230.01       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                           | 2034-05-15      | 4.3750%  | 0.0000% | $4159200.00        | $4268704.06        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                           | 2027-11-30      | 0.6250%  | 0.0000% | $54963900.00       | $52373216.14       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-11-30      | 1.2500%  | 0.0000% | $24549000.00       | $24325811.28       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                           | 2029-12-31      | 3.8750%  | 0.0000% | $91475000.00       | $92358767.77       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                             | 2054-11-15      | 4.5000%  | 0.0000% | $6738300.00        | $6364495.23        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                             | 2045-02-15      | 4.7500%  | 0.0000% | $30679800.00       | $30202574.02       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                           | 2026-08-15      | 1.5000%  | 0.0000% | $36000.00          | $35876.67          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-04      | 0.0000%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| BILL 04/15/27                             | 2027-04-15      | 0.0000%  | 0.0000% | $21960700.00       | $21200157.04       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41                             | 2041-05-15      | 4.3750%  | 0.0000% | $9210000.00        | $8987635.18        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                          | 2027-10-31      | 3.5000%  | 0.0000% | $368600.00         | $366578.60         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                             | 2050-08-15      | 1.3750%  | 0.0000% | $8844800.00        | $4303957.28        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                          | 2027-10-15      | 3.8750%  | 0.0000% | $20752000.00       | $20785081.07       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                           | 2031-05-31      | 4.6250%  | 0.0000% | $1147000.00        | $1198756.23        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                           | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49507765.57       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                           | 2028-03-31      | 3.6250%  | 0.0000% | $1100000.00        | $1097770.64        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                             | 2054-05-15      | 4.6250%  | 0.0000% | $118964600.00      | $114675874.30      | U.S. Treasuries (including strips) |
| 3 BOND 49                                 | 2049-02-15      | 3.0000%  | 0.0000% | $1946000.00        | $1419053.55        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39                             | 2039-11-15      | 4.3750%  | 0.0000% | $4507800.00        | $4457169.09        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                             | 2046-05-15      | 2.5000%  | 0.0000% | $9455000.00        | $6547238.50        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                             | 2043-08-15      | 3.6250%  | 0.0000% | $44118400.00       | $37716609.32       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                             | 2043-05-15      | 2.8750%  | 0.0000% | $214533000.00      | $166339599.30      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                           | 2028-11-15      | 3.1250%  | 0.0000% | $4068300.00        | $4049110.28        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                             | 2054-08-15      | 4.2500%  | 0.0000% | $833000.00         | $745238.32         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                          | 2028-10-31      | 4.8750%  | 0.0000% | $17366000.00       | $17759027.31       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                             | 2042-08-15      | 2.7500%  | 0.0000% | $10682300.00       | $8170993.25        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40                             | 2040-05-15      | 4.3750%  | 0.0000% | $177744800.00      | $175039551.60      | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                             | 2050-05-15      | 1.2500%  | 0.0000% | $35000000.00       | $16639806.55       | U.S. Treasuries (including strips) |

### Security 4: Banco Bilbao Vizcaya Argentaria

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05499W007, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: 05499W007_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $72.92             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.91             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $53399900.00       | $50495979.80       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE K 33  | 2033-04-30      | 4.1250%  | 0.0000% | $25530500.00       | $25396337.22       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $20000000.00       | $19856740.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | 0.0000% | $5426400.00        | $5490843.66        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $121635000.00      | $123379140.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | 0.0000% | $19980100.00       | $19789714.30       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $1044800.00        | $1035108.26        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $25000000.00       | $24805243.75       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | 0.0000% | $25512100.00       | $25585164.69       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | 0.0000% | $74000000.00       | $74219176.55       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | 0.0000% | $20155500.00       | $20187630.18       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $14303400.00       | $14380466.72       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $8300162.79        | $8474225.36        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | 0.0000% | $441000.00         | $447518.35         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $539300.00         | $544620.00         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | 0.0000% | $1999900.00        | $2065590.79        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $2773700.00        | $2846726.40        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | 0.0000% | $17134500.00       | $17607846.72       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $1639000.00        | $1696474.13        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $33209200.00       | $31217013.30       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $101522800.00      | $88511967.76       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $8500000.00        | $8359533.79        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $1283000.00        | $1222294.11        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $34688000.00       | $34113881.40       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  | 0.0000% | $638100.00         | $635662.26         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  | 0.0000% | $541800.00         | $530805.27         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | 0.0000% | $9025000.00        | $8963648.05        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $700.00            | $683.10            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | 0.0000% | $2820000.00        | $2804535.12        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $97.57             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | 0.0000% | $200000000.00      | $203640269.60      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | 0.0000% | $18045800.00       | $18574867.46       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | 0.0000% | $4999800.00        | $5129599.81        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $501100.00         | $475820.51         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $996300.00         | $942098.99         | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $8776000.00        | $8812801.99        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | 0.0000% | $3658924.85        | $3484294.78        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $1847600.00        | $1652943.97        | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | 0.0000% | $200.00            | $197.73            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $102500000.00      | $71785925.97       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | 0.0000% | $63376105.90       | $63666920.29       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | 0.0000% | $2531227.33        | $2382749.51        | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  | 0.0000% | $135.33            | $96.41             | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | 0.0000% | $4393663.82        | $4376085.99        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $21999900.00       | $20410265.26       | U.S. Treasuries (including strips) |

### Security 5: Fehr Family Investments Project

- **C.1 - Title:** Fehr Family Investments Project 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 05557FAA0, C.4 - ISIN: US05557FAA03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2056-02-01
- **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 6: Fixed Income Clearing Corp. - Barclays

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799C006, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 06799C006_3.66_0501
- **C.18 - Value (incl. sponsor support):** $12000000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000000.00
- **C.19 - Percentage of Net Assets:** 8.9400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $2079349100.00     | $2104043347.00     | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                               | 2030-05-31      | 4.0000%  | 0.0000% | $322252400.00      | $327730499.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                          | 2030-06-30      | 3.8750%  | 0.0000% | $81293600.00       | $81964053.02       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $1600.00           | $1578.30           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                          | 2030-11-30      | 3.5000%  | 0.0000% | $255802000.00      | $254046745.70      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-08-31      | 3.7500%  | 0.0000% | $181100.00         | $182217.21         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                          | 2029-10-31      | 4.1250%  | 0.0000% | $628712000.00      | $632099500.30      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8482%  | 0.0000% | $2900.00           | $2902.21           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                           | 2031-11-30      | 4.1250%  | 0.0000% | $418796000.00      | $426575533.80      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                          | 2029-11-30      | 4.1250%  | 0.0000% | $162099200.00      | $165757608.80      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                          | 2028-03-15      | 3.8750%  | 0.0000% | $6134200.00        | $6161716.49        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                           | 2032-03-31      | 4.1250%  | 0.0000% | $748871200.00      | $751305890.80      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                               | 2030-03-31      | 4.0000%  | 0.0000% | $376200.00         | $377676.47         | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                             | 2028-06-30      | 4.0000%  | 0.0000% | $456379800.00      | $463412005.10      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-15      | 4.5000%  | 0.0000% | $8240700.00        | $8360680.36        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                          | 2028-09-30      | 4.6250%  | 0.0000% | $405262400.00      | $413434914.90      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                           | 2030-11-30      | 4.3750%  | 0.0000% | $140475600.00      | $145089807.40      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                           | 2030-11-30      | 4.3750%  | 0.0000% | $4197000.00        | $4334859.02        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                          | 2028-11-30      | 4.3750%  | 0.0000% | $318784000.00      | $328130121.60      | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                              | 2027-01-15      | 4.0000%  | 0.0000% | $2400.00           | $2432.30           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                           | 2029-02-28      | 4.2500%  | 0.0000% | $445265000.00      | $452258259.50      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                           | 2031-04-30      | 4.6250%  | 0.0000% | $331283200.00      | $339883643.20      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-30      | 4.6250%  | 0.0000% | $489681700.00      | $497953644.10      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                           | 2027-11-30      | 0.6250%  | 0.0000% | $2763300.00        | $2633053.84        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                           | 2026-05-31      | 0.7500%  | 0.0000% | $107067000.00      | $107113174.10      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                           | 2031-08-15      | 1.2500%  | 0.0000% | $300.00            | $260.69            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                           | 2032-02-15      | 1.8750%  | 0.0000% | $2000.00           | $1777.09           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                           | 2029-02-28      | 1.8750%  | 0.0000% | $400.00            | $379.47            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                          | 2027-06-30      | 3.2500%  | 0.0000% | $864793000.00      | $868419492.70      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                           | 2032-11-15      | 4.1250%  | 0.0000% | $68400000.00       | $69458062.22       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                          | 2027-12-31      | 3.8750%  | 0.0000% | $2899800.00        | $2936048.38        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                           | 2028-01-31      | 3.5000%  | 0.0000% | $815891200.00      | $817527039.30      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                           | 2028-08-15      | 2.8750%  | 0.0000% | $1000.00           | $983.45            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                           | 2026-11-30      | 1.6250%  | 0.0000% | $328115200.00      | $326376212.90      | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                           | 2027-01-31      | 1.5000%  | 0.0000% | $2615300.00        | $2581737.45        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                           | 2030-08-15      | 0.6250%  | 0.0000% | $17000000.00       | $14774387.61       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31                           | 2031-01-31      | 3.7500%  | 0.0000% | $24815700.00       | $24754718.23       | U.S. Treasuries (including strips) |
| BILL 06/04/26                             | 2026-06-04      | 0.0000%  | 0.0000% | $349000.00         | $347815.14         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-23      | 0.0000%  | 0.0000% | $18200.00          | $18048.94          | U.S. Treasuries (including strips) |
| BILL 03/18/27                             | 2027-03-18      | 0.0000%  | 0.0000% | $144032000.00      | $139460136.30      | U.S. Treasuries (including strips) |
| BILL 04/15/27                             | 2027-04-15      | 0.0000%  | 0.0000% | $570962000.00      | $551188444.00      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-08-18      | 0.0000%  | 0.0000% | $200.00            | $197.82            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-10-31      | 3.8332%  | 0.0000% | $69500.00          | $69605.99          | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                              | 2029-07-31      | 4.0000%  | 0.0000% | $207464000.00      | $209901754.70      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                           | 2029-04-30      | 2.8750%  | 0.0000% | $788465600.00      | $765103364.30      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                           | 2030-05-15      | 0.6250%  | 0.0000% | $444443100.00      | $390311718.00      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                           | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27                          | 2027-04-30      | 3.8032%  | 0.0000% | $33127300.00       | $33163541.27       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                           | 2033-11-15      | 4.5000%  | 0.0000% | $436940000.00      | $452990710.90      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                           | 2033-11-15      | 4.5000%  | 0.0000% | $43018900.00       | $44599171.72       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                           | 2031-02-15      | 1.1250%  | 0.0000% | $14999500.00       | $13158277.23       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                           | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $190.53            | U.S. Treasuries (including strips) |

### Security 7: Fixed Income Clearing Corp. - CIBC

- **C.1 - Title:** Fixed Income Clearing Corp. - CIBC 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 12599G007, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 12599G007_3.65_0501
- **C.18 - Value (incl. sponsor support):** $4350000000.77
- **C.18.a - Value (excl. sponsor support):** $4350000000.77
- **C.19 - Percentage of Net Assets:** 3.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.875 03/31/28 | 2028-03-31      | 3.8750%  | 0.0000% | $900000000.00      | $902698138.50      | U.S. Treasuries (including strips) |
| T 4.5 05/31/29   | 2029-05-31      | 4.5000%  | 0.0000% | $1050000000.00     | $1087670527.00     | U.S. Treasuries (including strips) |
| T 4.25 06/30/29  | 2029-06-30      | 4.2500%  | 0.0000% | $1000000000.00     | $1024186588.00     | U.S. Treasuries (including strips) |
| T 3.5 01/31/28   | 2028-01-31      | 3.5000%  | 0.0000% | $1050000000.00     | $1052235209.00     | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $370178000.00      | $370209538.00      | U.S. Treasuries (including strips) |

### Security 8: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 9: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 3.720000%
- **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):** $39370000.00
- **C.18.a - Value (excl. sponsor support):** $39370000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 10: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 11: DMA Lancaster LLC

- **C.1 - Title:** DMA Lancaster LLC 3.750000%
- **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):** $28570000.00
- **C.18.a - Value (excl. sponsor support):** $28570000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 12: Daiwa Capital Markets, Inc.

- **C.1 - Title:** Daiwa Capital Markets, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 234993004, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 234993004_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2350000000.00
- **C.18.a - Value (excl. sponsor support):** $2350000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $696320.24         | $693447.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $1384.19           | $1397.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $811.24            | $803.60            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $455.40            | $474.62            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $1363256.24        | $1375792.13        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G | 2041-11-01      | 4.0000%  | 0.0000% | $343362.69         | $331428.17         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G | 2046-05-01      | 3.5000%  | 0.0000% | $1531035.16        | $1435416.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5906 | 2055-07-01      | 6.0000%  | 0.0000% | $1117249.08        | $1164989.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5903 | 2055-07-01      | 6.0000%  | 0.0000% | $1199040.00        | $1230165.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3529 | 2055-10-01      | 5.5000%  | 0.0000% | $1298072.45        | $1310008.95        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $18381.73          | $18754.02          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  | 0.0000% | $72.49             | $71.26             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P50529 G | 2036-11-01      | 6.0000%  | 0.0000% | $694.90            | $718.94            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $145.46            | $146.30            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L00016 G | 2035-11-01      | 5.0000%  | 0.0000% | $54.28             | $54.97             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G14600 G | 2027-11-01      | 3.0000%  | 0.0000% | $10.76             | $10.69             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G | 2047-09-01      | 3.5000%  | 0.0000% | $26594493.56       | $24480216.54       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5046 | 2036-07-01      | 6.0000%  | 0.0000% | $84.47             | $88.49             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD8778 | 2052-03-01      | 3.5000%  | 0.0000% | $663.54            | $611.14            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE0393 | 2052-04-01      | 3.0000%  | 0.0000% | $14050899.13       | $12469564.12       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $728.37            | $639.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017 | 2053-05-01      | 5.0000%  | 0.0000% | $372770.71         | $371096.51         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $764.75            | $739.69            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3496 | 2030-04-01      | 4.4750%  | 0.0000% | $10702840.00       | $10788354.21       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $733.29            | $728.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $3464.49           | $3507.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $695.34            | $702.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8513 | 2055-03-01      | 4.5000%  | 0.0000% | $960548.51         | $926934.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $3847.76           | $3955.81           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | 0.0000% | $4201.16           | $4251.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $571.36            | $587.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $1049690.84        | $1059343.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $2288357.20        | $2346617.25        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $8944161.51        | $9026408.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $10968966.18       | $11230724.72       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3652 | 2053-08-01      | 6.0000%  | 0.0000% | $702.41            | $736.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | 0.0000% | $873.51            | $881.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  | 0.0000% | $1539.12           | $1610.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  | 0.0000% | $933514.95         | $923281.55         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $682689.93         | $658797.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5970 | 2056-02-01      | 4.5000%  | 0.0000% | $17643454.00       | $17025986.04       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | 0.0000% | $400494.20         | $396103.89         | Agency Mortgage-Backed Securities  |
| GNII ET DN6440 C     | 2066-02-20      | 5.0000%  | 0.0000% | $7809145.81        | $7804973.99        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $432.22            | $415.23            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  | 0.0000% | $749.21            | $689.59            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04153 G | 2038-03-01      | 5.5000%  | 0.0000% | $40677.98          | $42107.22          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A57796 G | 2037-02-01      | 6.0000%  | 0.0000% | $836.15            | $876.97            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99124 G | 2045-03-01      | 3.5000%  | 0.0000% | $148.00            | $138.95            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G | 2047-01-01      | 3.5000%  | 0.0000% | $5685279.20        | $5304419.19        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $640.81            | $514.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6028 | 2055-09-01      | 5.5000%  | 0.0000% | $933.94            | $942.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  | 0.0000% | $622.52            | $585.63            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ6268 | 2054-09-01      | 6.5000%  | 0.0000% | $5128876.20        | $5499591.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600 | 2054-10-01      | 5.5000%  | 0.0000% | $2711956.20        | $2737856.89        | Agency Mortgage-Backed Securities  |
| 3.63 FCOR 27-28 MY   | 2028-03-09      | 3.6300%  | 0.0000% | $33743180.00       | $33716708.47       | Agency Mortgage-Backed Securities  |
| 3 7/8 FCSB 28 GK     | 2028-03-27      | 3.8750%  | 0.0000% | $148520.00         | $148835.17         | Agency Mortgage-Backed Securities  |
| 3 7/8 FCSB 29 FB     | 2029-03-27      | 3.8750%  | 0.0000% | $9597400.00        | $9601239.76        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4179 | 2050-12-01      | 2.5000%  | 0.0000% | $20878587.75       | $17551248.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  | 0.0000% | $927.20            | $944.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $1942.28           | $1930.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  | 0.0000% | $964.17            | $961.31            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE6041 | 2050-05-01      | 3.0000%  | 0.0000% | $181.42            | $158.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  | 0.0000% | $55358254.85       | $53626925.43       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4126 | 2052-07-01      | 4.5000%  | 0.0000% | $4660.65           | $4518.75           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400 | 2053-12-01      | 6.0000%  | 0.0000% | $6339197.49        | $6556462.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305 | 2048-09-01      | 4.0000%  | 0.0000% | $10921387.55       | $10478767.98       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6302 | 2053-05-01      | 4.5000%  | 0.0000% | $418131.07         | $406214.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  | 0.0000% | $20555693.93       | $21179365.11       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6733 | 2053-07-01      | 5.0000%  | 0.0000% | $2421094.85        | $2410158.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $1753742.40        | $1574006.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5996 | 2056-03-01      | 4.5000%  | 0.0000% | $37012686.33       | $35717316.33       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $931.85            | $921.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6029 | 2056-04-01      | 5.0000%  | 0.0000% | $96019.11          | $94969.02          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6029 | 2056-04-01      | 5.0000%  | 0.0000% | $15598659.96       | $15428069.55       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA6051 | 2056-04-01      | 4.0000%  | 0.0000% | $914617.18         | $860226.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA6052 | 2056-04-01      | 4.5000%  | 0.0000% | $27742695.64       | $26771756.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6053 | 2056-04-01      | 5.0000%  | 0.0000% | $940.00            | $929.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA6059 | 2041-04-01      | 4.0000%  | 0.0000% | $42287.78          | $41281.85          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0427 | 2054-12-01      | 5.5000%  | 0.0000% | $3605.87           | $3687.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX4179 | 2055-01-01      | 5.0000%  | 0.0000% | $406714.96         | $402256.86         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6292 | 2055-06-01      | 6.5000%  | 0.0000% | $935114.69         | $983019.79         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8593 | 2055-06-01      | 6.0000%  | 0.0000% | $465302.31         | $477369.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1876 | 2051-10-01      | 3.0000%  | 0.0000% | $88740.11          | $77838.53          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0917 | 2055-08-01      | 6.0000%  | 0.0000% | $263890.86         | $275566.26         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1083 | 2055-08-01      | 6.5000%  | 0.0000% | $1571243.96        | $1656463.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ1305 | 2055-05-01      | 5.0000%  | 0.0000% | $2241939.38        | $2217638.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1364 | 2055-08-01      | 6.5000%  | 0.0000% | $1002173.79        | $1054218.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1366 | 2055-08-01      | 6.0000%  | 0.0000% | $1174156.42        | $1204049.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1384 | 2055-08-01      | 6.5000%  | 0.0000% | $503466.24         | $534298.06         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2297 | 2055-07-01      | 6.0000%  | 0.0000% | $1600543.29        | $1650567.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4961 | 2055-10-01      | 5.5000%  | 0.0000% | $3939603.34        | $3975830.18        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5100 | 2055-09-01      | 6.0000%  | 0.0000% | $1552547.93        | $1595179.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5102 | 2055-09-01      | 6.0000%  | 0.0000% | $1156064.20        | $1199916.41        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5106 | 2055-10-01      | 6.0000%  | 0.0000% | $1359762.24        | $1397266.29        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5097 | 2055-10-01      | 6.0000%  | 0.0000% | $1270766.30        | $1312545.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ5098 | 2055-09-01      | 6.5000%  | 0.0000% | $937104.30         | $987615.26         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ6766 | 2055-10-01      | 6.5000%  | 0.0000% | $959722.22         | $1015288.32        | Agency Mortgage-Backed Securities  |
| GNII SF MB0869 M     | 2055-12-20      | 4.0000%  | 0.0000% | $3095359.98        | $2895053.73        | Agency Mortgage-Backed Securities  |
| GNII SF MB0870 M     | 2055-12-20      | 4.5000%  | 0.0000% | $10954769.65       | $10604162.25       | Agency Mortgage-Backed Securities  |
| GNII SF MB0873 M     | 2055-12-20      | 6.0000%  | 0.0000% | $4829242.53        | $4959165.26        | Agency Mortgage-Backed Securities  |
| GNII SF MB0874 M     | 2056-01-20      | 6.5000%  | 0.0000% | $931.89            | $979.87            | Agency Mortgage-Backed Securities  |
| GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $760187.96         | $757774.96         | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $29129.55          | $29037.09          | Agency Mortgage-Backed Securities  |
| GNII SF MB0557 M     | 2053-01-20      | 6.0000%  | 0.0000% | $842.56            | $863.92            | Agency Mortgage-Backed Securities  |
| GNII SF MB0687 M     | 2055-10-20      | 6.0000%  | 0.0000% | $24029226.82       | $24635324.01       | Agency Mortgage-Backed Securities  |
| GNII SF MB0995 M     | 2056-03-20      | 4.5000%  | 0.0000% | $1530663.99        | $1481675.08        | Agency Mortgage-Backed Securities  |
| GNII SF MB0999 M     | 2055-08-20      | 6.5000%  | 0.0000% | $381677.88         | $401330.89         | Agency Mortgage-Backed Securities  |
| GNII SF MB1067 M     | 2056-04-20      | 3.5000%  | 0.0000% | $898843.04         | $814710.83         | Agency Mortgage-Backed Securities  |
| GNII SF MB1068 M     | 2056-04-20      | 4.0000%  | 0.0000% | $5653924.22        | $5288014.81        | Agency Mortgage-Backed Securities  |
| GNII SF MB1069 M     | 2056-04-20      | 4.5000%  | 0.0000% | $244294.72         | $236476.06         | Agency Mortgage-Backed Securities  |
| GNII SF MB1071 M     | 2056-04-20      | 5.5000%  | 0.0000% | $210655.88         | $213653.63         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535 | 2041-12-01      | 4.0000%  | 0.0000% | $1117.58           | $1078.46           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  | 0.0000% | $4881117.68        | $4472986.29        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM5659 | 2048-02-01      | 3.5000%  | 0.0000% | $610.89            | $564.24            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465 | 2042-09-01      | 3.5000%  | 0.0000% | $6888740.30        | $6459602.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $55959593.27       | $55602222.88       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $34740.63          | $32708.94          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $153485.75         | $154916.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $2412516.75        | $2434701.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $190546.90         | $195398.10         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $241617.58         | $233161.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5908 | 2055-12-01      | 4.5000%  | 0.0000% | $383148.23         | $369739.20         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $668.30            | $676.55            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $118.36            | $109.56            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229 | 2052-01-01      | 1.5000%  | 0.0000% | $672769.85         | $514302.50         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $1279064.31        | $1166633.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5513 | 2053-01-01      | 5.5000%  | 0.0000% | $353218.41         | $359113.46         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  | 0.0000% | $722.80            | $732.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6153 | 2053-07-01      | 5.5000%  | 0.0000% | $2704.73           | $2766.44           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046 | 2053-04-01      | 4.5000%  | 0.0000% | $430107.11         | $417898.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7305 | 2053-10-01      | 6.0000%  | 0.0000% | $78017.50          | $81752.31          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $715.91            | $716.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $12041060.30       | $12012977.87       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8744 | 2055-07-01      | 6.5000%  | 0.0000% | $1086845.76        | $1133334.62        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531 | 2042-06-01      | 3.5000%  | 0.0000% | $1538161.25        | $1442343.72        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZN6338 | 2049-05-01      | 3.5000%  | 0.0000% | $444.83            | $412.05            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65432 G | 2047-08-01      | 3.5000%  | 0.0000% | $118.77            | $109.53            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  | 0.0000% | $65.90             | $60.77             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI9484 | 2041-09-01      | 4.5000%  | 0.0000% | $54.16             | $53.71             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077 | 2041-10-01      | 4.0000%  | 0.0000% | $162.38            | $156.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325 | 2032-04-01      | 4.0000%  | 0.0000% | $109226.15         | $107796.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063 | 2042-01-01      | 4.5000%  | 0.0000% | $207160.14         | $206042.51         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065 | 2041-06-01      | 4.5000%  | 0.0000% | $36.51             | $36.33             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521 | 2043-03-01      | 3.5000%  | 0.0000% | $4590439.74        | $4304489.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $9465968.21        | $9161847.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL6324 | 2036-12-01      | 6.5000%  | 0.0000% | $43.54             | $45.37             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL9188 | 2046-09-01      | 4.0000%  | 0.0000% | $1563165.43        | $1498469.49        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9566 | 2046-06-01      | 3.5000%  | 0.0000% | $201.71            | $189.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL8130 | 2040-06-01      | 6.5000%  | 0.0000% | $108.52            | $114.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159 | 2042-05-01      | 4.0000%  | 0.0000% | $4578458.94        | $4412390.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087 | 2042-10-01      | 3.5000%  | 0.0000% | $607936.80         | $573132.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126 | 2043-02-01      | 3.5000%  | 0.0000% | $304826.95         | $285234.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR1203 | 2042-12-01      | 3.0000%  | 0.0000% | $1007.89           | $921.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $104220.67         | $110437.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | 0.0000% | $3132669.88        | $3127302.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9957 | 2055-02-01      | 5.0000%  | 0.0000% | $30784113.08       | $30704806.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5441 | 2056-02-01      | 5.5000%  | 0.0000% | $1443263.21        | $1465615.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5735 | 2056-04-01      | 5.5000%  | 0.0000% | $1192154.96        | $1211021.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0875 | 2055-04-01      | 6.0000%  | 0.0000% | $11563782.63       | $11867000.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0237 | 2055-01-01      | 5.5000%  | 0.0000% | $825.47            | $834.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0296 | 2055-01-01      | 5.0000%  | 0.0000% | $4028372.58        | $4017934.18        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0660 | 2055-04-01      | 6.0000%  | 0.0000% | $16637287.55       | $17178670.43       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2061 | 2055-08-01      | 5.5000%  | 0.0000% | $389806.25         | $394195.68         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL3541 | 2055-11-01      | 4.5000%  | 0.0000% | $3908380.62        | $3771606.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2964 | 2055-10-01      | 5.0000%  | 0.0000% | $23246174.30       | $23188565.12       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3462 | 2054-12-01      | 6.0000%  | 0.0000% | $25100013.53       | $26027919.19       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  | 0.0000% | $2319070.78        | $2300441.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4459 | 2056-03-01      | 5.0000%  | 0.0000% | $55508096.58       | $55184361.05       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4180 | 2055-09-01      | 6.0000%  | 0.0000% | $34384021.01       | $35327117.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4526 | 2056-01-01      | 5.5000%  | 0.0000% | $29434408.81       | $29705192.31       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL4539 | 2056-04-01      | 4.5000%  | 0.0000% | $2316517.16        | $2235446.01        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  | 0.0000% | $3350976.45        | $3208788.56        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892 | 2044-07-01      | 4.0000%  | 0.0000% | $12336177.49       | $11910360.06       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487 | 2046-01-01      | 4.0000%  | 0.0000% | $9898790.28        | $9549681.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6638 | 2046-02-01      | 3.5000%  | 0.0000% | $647.61            | $604.60            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS8242 | 2031-11-01      | 2.5000%  | 0.0000% | $122.52            | $118.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAX6435 | 2030-01-01      | 3.0000%  | 0.0000% | $118.28            | $115.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2903 | 2045-09-01      | 3.5000%  | 0.0000% | $187.27            | $174.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0317 | 2055-01-01      | 5.0000%  | 0.0000% | $2031705.28        | $2019256.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2608 | 2051-07-01      | 3.0000%  | 0.0000% | $15732932.32       | $13799884.62       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2241 | 2055-07-01      | 5.5000%  | 0.0000% | $5028505.50        | $5124049.90        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $153680.42         | $129018.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3882 | 2055-12-01      | 5.0000%  | 0.0000% | $43358185.99       | $43203691.15       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4723 | 2056-02-01      | 5.0000%  | 0.0000% | $18040769.33       | $17877297.92       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1533 | 2054-05-01      | 6.5000%  | 0.0000% | $26392592.73       | $27806103.75       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2627 | 2054-10-01      | 6.5000%  | 0.0000% | $3573544.01        | $3755527.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3053 | 2054-12-01      | 5.0000%  | 0.0000% | $15450488.74       | $15404968.18       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3159 | 2054-12-01      | 6.0000%  | 0.0000% | $18671477.79       | $19282601.48       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4148 | 2055-05-01      | 5.5000%  | 0.0000% | $63707745.93       | $64430227.19       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | 0.0000% | $3049.63           | $3102.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4355 | 2055-06-01      | 5.0000%  | 0.0000% | $980610.88         | $971827.33         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5105 | 2055-10-01      | 6.5000%  | 0.0000% | $29858180.84       | $31729127.62       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5107 | 2055-10-01      | 6.5000%  | 0.0000% | $22966746.76       | $24350587.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5437 | 2055-08-01      | 6.0000%  | 0.0000% | $41832206.69       | $42897226.77       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5600 | 2055-12-01      | 4.5000%  | 0.0000% | $11029236.56       | $10643246.37       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5631 | 2055-08-01      | 6.0000%  | 0.0000% | $68913342.09       | $70667829.82       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  | 0.0000% | $68462.50          | $66066.59          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $1926024.64        | $1975059.94        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0093 | 2056-02-01      | 4.5000%  | 0.0000% | $5191.38           | $5009.70           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRQ0067 | 2055-11-01      | 7.0000%  | 0.0000% | $108037.25         | $114647.60         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0101 | 2056-03-01      | 4.5000%  | 0.0000% | $2629320.11        | $2537301.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  | 0.0000% | $234984787.20      | $232420581.10      | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0109 | 2056-04-01      | 4.5000%  | 0.0000% | $4190373.55        | $4043718.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0110 | 2056-04-01      | 5.0000%  | 0.0000% | $284198232.80      | $281082788.70      | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0116 | 2056-04-01      | 4.0000%  | 0.0000% | $22877201.12       | $21516744.81       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0118 | 2056-04-01      | 5.0000%  | 0.0000% | $25450707.74       | $25171711.43       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $16924.51          | $17551.20          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $119.66            | $110.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  | 0.0000% | $29.37             | $30.13             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  | 0.0000% | $14.19             | $14.91             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0362 | 2054-08-01      | 5.5000%  | 0.0000% | $669.54            | $676.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3569 | 2054-10-01      | 5.5000%  | 0.0000% | $911.82            | $936.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4146 | 2054-09-01      | 6.5000%  | 0.0000% | $4456681.58        | $4780000.96        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC4147 | 2054-09-01      | 7.0000%  | 0.0000% | $1677320.64        | $1827239.37        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC4148 | 2054-09-01      | 7.0000%  | 0.0000% | $1221030.09        | $1330166.84        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC4149 | 2054-09-01      | 7.0000%  | 0.0000% | $1403611.06        | $1528643.17        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC4150 | 2054-09-01      | 7.0000%  | 0.0000% | $3011906.34        | $3249566.50        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  | 0.0000% | $618.30            | $637.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  | 0.0000% | $660.21            | $687.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697 | 2054-10-01      | 5.0000%  | 0.0000% | $922.93            | $917.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  | 0.0000% | $923.03            | $939.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  | 0.0000% | $502.41            | $526.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5495 | 2054-11-01      | 5.5000%  | 0.0000% | $1643.33           | $1658.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  | 0.0000% | $708.68            | $747.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7132 | 2054-12-01      | 5.5000%  | 0.0000% | $8201542.38        | $8331689.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  | 0.0000% | $777.17            | $768.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6979 | 2054-11-01      | 4.5000%  | 0.0000% | $848.61            | $829.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6990 | 2054-12-01      | 5.0000%  | 0.0000% | $23705837.81       | $23533680.75       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | 0.0000% | $569.70            | $584.47            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC8683 | 2054-10-01      | 7.0000%  | 0.0000% | $926.46            | $996.99            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1115 | 2055-01-01      | 7.0000%  | 0.0000% | $557.56            | $599.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639 | 2055-01-01      | 6.5000%  | 0.0000% | $746.07            | $779.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA4972 | 2056-03-01      | 4.5000%  | 0.0000% | $62404506.62       | $60220536.10       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM3272 | 2035-06-01      | 2.5000%  | 0.0000% | $2786356.55        | $2634901.05        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3879 | 2050-07-01      | 2.5000%  | 0.0000% | $1153134.69        | $986995.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM5994 | 2051-02-01      | 2.5000%  | 0.0000% | $405186.16         | $340208.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528 | 2052-04-01      | 3.0000%  | 0.0000% | $15874449.84       | $14150749.16       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7892 | 2056-03-01      | 5.5000%  | 0.0000% | $576840.27         | $586848.19         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA8380 | 2056-03-01      | 5.0000%  | 0.0000% | $6368686.81        | $6327772.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA8414 | 2056-03-01      | 5.5000%  | 0.0000% | $1064044.20        | $1083859.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB2223 | 2056-05-01      | 5.0000%  | 0.0000% | $1391365.44        | $1379007.02        | Agency Mortgage-Backed Securities  |
| GNMI SF 760393 X     | 2041-10-15      | 5.0000%  | 0.0000% | $21.76             | $21.86             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $191.05            | $187.83            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945 | 2045-02-01      | 4.0000%  | 0.0000% | $5069155.26        | $4871773.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  | 0.0000% | $1680.01           | $1662.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718 | 2043-04-01      | 3.5000%  | 0.0000% | $276799.82         | $259789.76         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646 | 2032-11-01      | 3.5000%  | 0.0000% | $223780.50         | $218112.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989 | 2042-06-01      | 4.0000%  | 0.0000% | $81316.82          | $78499.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244 | 2042-08-01      | 3.5000%  | 0.0000% | $220985.82         | $207216.07         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142 | 2042-10-01      | 4.0000%  | 0.0000% | $5682559.91        | $5500077.13        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTZT1806 | 2029-02-01      | 5.5000%  | 0.0000% | $29.54             | $29.81             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0056 | 2048-01-01      | 3.5000%  | 0.0000% | $307.52            | $287.61            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  | 0.0000% | $590.69            | $500.34            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  | 0.0000% | $642.73            | $598.55            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151 | 2051-01-01      | 2.5000%  | 0.0000% | $1461.28           | $1232.59           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1275 | 2052-07-01      | 4.5000%  | 0.0000% | $10972414.77       | $10637920.70       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445 | 2052-08-01      | 4.5000%  | 0.0000% | $954.65            | $930.99            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $673.55            | $656.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $683.68            | $682.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | 0.0000% | $568.36            | $587.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  | 0.0000% | $734.51            | $744.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8031 | 2055-05-01      | 5.5000%  | 0.0000% | $2787.77           | $2856.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7313 | 2055-06-01      | 6.0000%  | 0.0000% | $799.04            | $819.53            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8848 | 2055-08-01      | 7.0000%  | 0.0000% | $935.09            | $1027.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9847 | 2055-05-01      | 6.0000%  | 0.0000% | $1250754.54        | $1283108.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1927 | 2055-06-01      | 6.5000%  | 0.0000% | $371661.03         | $390163.84         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3600 | 2055-09-01      | 6.0000%  | 0.0000% | $1764543.16        | $1834968.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3727 | 2055-06-01      | 6.5000%  | 0.0000% | $1821394.98        | $1933329.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3975 | 2055-07-01      | 6.0000%  | 0.0000% | $1065565.11        | $1110176.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5287 | 2055-09-01      | 6.0000%  | 0.0000% | $1123488.44        | $1156320.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4951 | 2055-06-01      | 6.0000%  | 0.0000% | $260818.41         | $271403.29         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7821 | 2055-08-01      | 6.0000%  | 0.0000% | $933141.24         | $963559.15         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8234 | 2055-09-01      | 6.5000%  | 0.0000% | $1345924.97        | $1421914.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8623 | 2055-09-01      | 6.0000%  | 0.0000% | $1415843.43        | $1470767.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8654 | 2055-09-01      | 6.0000%  | 0.0000% | $1270048.79        | $1318547.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8664 | 2055-09-01      | 6.0000%  | 0.0000% | $1880894.29        | $1952718.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8667 | 2055-09-01      | 6.5000%  | 0.0000% | $1396565.06        | $1468361.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8677 | 2055-09-01      | 6.5000%  | 0.0000% | $715412.61         | $753353.88         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9816 | 2055-09-01      | 6.0000%  | 0.0000% | $1572597.14        | $1629646.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9010 | 2055-10-01      | 5.5000%  | 0.0000% | $933.52            | $944.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9043 | 2055-08-01      | 6.5000%  | 0.0000% | $802756.07         | $838492.46         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9157 | 2055-09-01      | 6.0000%  | 0.0000% | $1239713.20        | $1274927.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9279 | 2055-09-01      | 6.0000%  | 0.0000% | $1922761.79        | $1994962.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9700 | 2055-09-01      | 6.0000%  | 0.0000% | $960124.10         | $1000452.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9701 | 2055-09-01      | 6.0000%  | 0.0000% | $281683.59         | $293276.37         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0836 | 2055-10-01      | 6.0000%  | 0.0000% | $1479198.97        | $1520946.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1120 | 2055-10-01      | 6.5000%  | 0.0000% | $1425029.90        | $1498293.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1113 | 2055-10-01      | 6.0000%  | 0.0000% | $1060569.21        | $1104603.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1130 | 2055-10-01      | 6.5000%  | 0.0000% | $1047933.41        | $1110445.90        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1447 | 2052-08-01      | 4.5000%  | 0.0000% | $27165281.31       | $26413129.01       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  | 0.0000% | $360.82            | $341.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $5627299.92        | $5276648.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $13.66             | $14.14             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  | 0.0000% | $177.84            | $159.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2732 | 2054-12-01      | 6.0000%  | 0.0000% | $846.20            | $869.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $2149.10           | $2038.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $668.35            | $667.16            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  | 0.0000% | $12427166.62       | $11107459.52       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2290 | 2055-09-01      | 4.5000%  | 0.0000% | $931.45            | $902.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3802 | 2055-12-01      | 5.5000%  | 0.0000% | $924.92            | $933.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3916 | 2055-11-01      | 5.5000%  | 0.0000% | $897.85            | $919.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5990 | 2055-12-01      | 5.5000%  | 0.0000% | $19750257.88       | $20150409.09       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  | 0.0000% | $3845225.10        | $3594664.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4731 | 2053-02-01      | 6.5000%  | 0.0000% | $3679555.97        | $3929515.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858 | 2053-02-01      | 6.0000%  | 0.0000% | $6508698.82        | $6825108.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6378 | 2053-10-01      | 5.5000%  | 0.0000% | $1526.07           | $1555.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6578 | 2053-12-01      | 6.0000%  | 0.0000% | $143338.44         | $149462.20         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8011 | 2054-05-01      | 6.0000%  | 0.0000% | $31176900.87       | $32037487.25       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS7804 | 2038-02-01      | 2.5000%  | 0.0000% | $3121529.45        | $2940492.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8960 | 2054-09-01      | 5.5000%  | 0.0000% | $523151.41         | $533048.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961 | 2054-09-01      | 5.5000%  | 0.0000% | $11427867.09       | $11642294.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $543634.97         | $552261.13         | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $411342.36         | $353093.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $713.49            | $711.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2822 | 2053-03-01      | 6.0000%  | 0.0000% | $12693653.04       | $13234571.90       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2991 | 2051-09-01      | 2.5000%  | 0.0000% | $716.80            | $613.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $780.21            | $773.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3316 | 2053-07-01      | 6.0000%  | 0.0000% | $16604525.29       | $17369219.03       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $700.44            | $711.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | 0.0000% | $92473.03          | $91844.02          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | 0.0000% | $757.96            | $752.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5403 | 2054-03-01      | 5.5000%  | 0.0000% | $13496207.05       | $13818234.06       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5454 | 2054-05-01      | 6.5000%  | 0.0000% | $10361.91          | $10986.24          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $13443446.63       | $13395558.09       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7192 | 2054-12-01      | 5.0000%  | 0.0000% | $2381274.70        | $2354932.51        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | 0.0000% | $177.98            | $164.59            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $648.93            | $555.21            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  | 0.0000% | $618.33            | $499.02            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121 | 2050-12-01      | 2.0000%  | 0.0000% | $607.67            | $490.79            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $944.82            | $797.68            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $8091.30           | $6841.20           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $687.43            | $619.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  | 0.0000% | $326.76            | $308.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | 0.0000% | $281.92            | $265.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | 0.0000% | $732.97            | $660.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224 | 2047-04-01      | 4.0000%  | 0.0000% | $6519328.22        | $6260329.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281 | 2048-01-01      | 4.5000%  | 0.0000% | $303502.49         | $296604.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256 | 2047-12-01      | 4.5000%  | 0.0000% | $279019.32         | $272946.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8093 | 2048-03-01      | 4.0000%  | 0.0000% | $190.05            | $181.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $390456.65         | $372952.57         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286 | 2048-09-01      | 4.5000%  | 0.0000% | $708882.80         | $696160.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211 | 2047-12-01      | 4.0000%  | 0.0000% | $429.12            | $410.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | 0.0000% | $248.94            | $238.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4659 | 2047-07-01      | 4.0000%  | 0.0000% | $227.13            | $217.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4796 | 2048-09-01      | 4.5000%  | 0.0000% | $12647030.58       | $12388449.39       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5106 | 2048-12-01      | 4.5000%  | 0.0000% | $158.30            | $155.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244 | 2049-01-01      | 4.0000%  | 0.0000% | $3868618.32        | $3690535.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  | 0.0000% | $290.83            | $270.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803 | 2049-02-01      | 4.5000%  | 0.0000% | $277759.62         | $273077.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  | 0.0000% | $816.01            | $780.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  | 0.0000% | $543.26            | $460.95            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004 | 2054-01-01      | 8.0000%  | 0.0000% | $1189848.17        | $1278961.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9369 | 2050-07-01      | 2.0000%  | 0.0000% | $544.40            | $439.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1710 | 2055-12-01      | 6.0000%  | 0.0000% | $14323396.28       | $14992418.24       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1006 | 2055-09-01      | 5.5000%  | 0.0000% | $942.62            | $966.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1065 | 2055-09-01      | 6.5000%  | 0.0000% | $35886624.62       | $37573945.92       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1465 | 2055-11-01      | 6.5000%  | 0.0000% | $29377089.86       | $31285281.99       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1823 | 2056-01-01      | 5.0000%  | 0.0000% | $1818802.04        | $1818859.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737 | 2037-07-01      | 3.5000%  | 0.0000% | $86019.08          | $81723.24          | Agency Mortgage-Backed Securities  |
| GNII SF MA8950 M     | 2053-06-20      | 6.5000%  | 0.0000% | $10282993.71       | $10844158.38       | Agency Mortgage-Backed Securities  |
| GNII SF MA9358 M     | 2046-09-20      | 3.5000%  | 0.0000% | $13987761.88       | $12918249.82       | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $9518990.65        | $9678239.14        | Agency Mortgage-Backed Securities  |
| FKAR 01.250 WNWN2053 | 2027-04-01      | 1.2500%  | 0.0000% | $27712782.05       | $27005882.85       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $2185.28           | $1842.98           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $2118.16           | $2000.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $4299.41           | $3453.92           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $23941781.64       | $19281708.04       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $3951.22           | $3912.79           | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $2189918.00        | $2226607.58        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $564.00            | $568.65            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  | 0.0000% | $94.00             | $95.01             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | 0.0000% | $3501594.00        | $3487898.68        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $9415886.00        | $9394980.38        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $31208.00          | $31155.61          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  | 0.0000% | $7199460.00        | $6940376.34        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36      | 2036-02-15      | 4.1250%  | 0.0000% | $470.00            | $463.97            | U.S. Treasuries (including strips) |
| BILL 08/18/26        | 2026-08-18      | 0.0000%  | 0.0000% | $871380.00         | $861863.66         | U.S. Treasuries (including strips) |
| FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $31568.03          | $26710.34          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  | 0.0000% | $732.60            | $588.17            | Agency Mortgage-Backed Securities  |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $27987398.32       | $28424017.29       | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $356434.37         | $362048.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA8881 M     | 2053-05-20      | 6.5000%  | 0.0000% | $11782321.04       | $12420759.19       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  | 0.0000% | $204.51            | $179.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $202.77            | $193.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4343 | 2048-05-01      | 4.5000%  | 0.0000% | $199.57            | $196.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $1052.01           | $977.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723 | 2048-08-01      | 4.0000%  | 0.0000% | $561787.84         | $538727.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $1261212.57        | $1239967.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170 | 2047-11-01      | 4.0000%  | 0.0000% | $188430.17         | $180150.97         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986 | 2047-10-01      | 4.0000%  | 0.0000% | $155584.18         | $149205.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $168.82            | $156.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  | 0.0000% | $367.72            | $335.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351 | 2047-03-01      | 4.0000%  | 0.0000% | $630269.73         | $598427.39         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $725.56            | $582.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $528.19            | $469.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  | 0.0000% | $768.51            | $797.71            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $1173793.60        | $1229270.99        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $15969502.82       | $16845147.91       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872 | 2053-05-01      | 5.0000%  | 0.0000% | $749.86            | $745.68            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $626.53            | $646.48            | Agency Mortgage-Backed Securities  |

### Security 13: ELK Grove Independent Living LLC/ELK Grove Memory Care LLC

- **C.1 - Title:** ELK Grove Independent Living LLC/ELK Grove Memory Care LLC 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 287295AA7, C.4 - ISIN: US287295AA70, C.3 - LEI: 549300WMQF4NHYKQLX60
- **C.18 - Value (incl. sponsor support):** $57250000.00
- **C.18.a - Value (excl. sponsor support):** $57250000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2065-11-01
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.020000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALED2, C.4 - ISIN: US3130ALED27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $27132970.15
- **C.18.a - Value (excl. sponsor support):** $27132970.15
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2027-02-24
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQF65, C.4 - ISIN: US3130AQF655, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $218427495.36
- **C.18.a - Value (excl. sponsor support):** $218427495.36
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-12-21
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTQ3, C.4 - ISIN: US3130AWTQ30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100318911.00
- **C.18.a - Value (excl. sponsor support):** $100318911.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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: 3130AYPN0, C.4 - ISIN: US3130AYPN01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $56504610.74
- **C.18.a - Value (excl. sponsor support):** $56504610.74
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200008598.00
- **C.18.a - Value (excl. sponsor support):** $200008598.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170019262.70
- **C.18.a - Value (excl. sponsor support):** $170019262.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **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: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50010693.00
- **C.18.a - Value (excl. sponsor support):** $50010693.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LH6, C.4 - ISIN: US3130B2LH68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150038859.00
- **C.18.a - Value (excl. sponsor support):** $150038859.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PJ8, C.4 - ISIN: US3130B2PJ88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49982022.50
- **C.18.a - Value (excl. sponsor support):** $49982022.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3A29, C.4 - ISIN: US3130B3A298, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132581459.27
- **C.18.a - Value (excl. sponsor support):** $132581459.27
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R42, C.4 - ISIN: US3130B5R420, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499988755.00
- **C.18.a - Value (excl. sponsor support):** $499988755.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5X94, C.4 - ISIN: US3130B5X949, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150017635.50
- **C.18.a - Value (excl. sponsor support):** $150017635.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6JY3, C.4 - ISIN: US3130B6JY34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250006170.00
- **C.18.a - Value (excl. sponsor support):** $250006170.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6PC4, C.4 - ISIN: US3130B6PC40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299955792.00
- **C.18.a - Value (excl. sponsor support):** $299955792.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99991209.00
- **C.18.a - Value (excl. sponsor support):** $99991209.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6S49, C.4 - ISIN: US3130B6S491, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249978032.50
- **C.18.a - Value (excl. sponsor support):** $249978032.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WA0, C.4 - ISIN: US3130B6WA01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249971807.50
- **C.18.a - Value (excl. sponsor support):** $249971807.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DZ4, C.4 - ISIN: US3130B7DZ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249994070.00
- **C.18.a - Value (excl. sponsor support):** $249994070.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **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: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100003040.00
- **C.18.a - Value (excl. sponsor support):** $100003040.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VA9, C.4 - ISIN: US3130B7VA92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249897030.00
- **C.18.a - Value (excl. sponsor support):** $249897030.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84L3, C.4 - ISIN: US3130B84L34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499250645.00
- **C.18.a - Value (excl. sponsor support):** $499250645.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **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 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JX1, C.4 - ISIN: US3130B8JX17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499767920.00
- **C.18.a - Value (excl. sponsor support):** $499767920.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500099300.00
- **C.18.a - Value (excl. sponsor support):** $500099300.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499488130.00
- **C.18.a - Value (excl. sponsor support):** $499488130.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249982570.00
- **C.18.a - Value (excl. sponsor support):** $249982570.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TP7, C.4 - ISIN: US3130B8TP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250068952.50
- **C.18.a - Value (excl. sponsor support):** $250068952.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8W32, C.4 - ISIN: US3130B8W325, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499592220.00
- **C.18.a - Value (excl. sponsor support):** $499592220.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94R8, C.4 - ISIN: US3130B94R85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249986382.50
- **C.18.a - Value (excl. sponsor support):** $249986382.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99913063.00
- **C.18.a - Value (excl. sponsor support):** $99913063.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **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 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996385.00
- **C.18.a - Value (excl. sponsor support):** $249996385.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NL0, C.4 - ISIN: US3130B9NL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499513755.00
- **C.18.a - Value (excl. sponsor support):** $499513755.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **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 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RT9, C.4 - ISIN: US3130B9RT95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74990302.50
- **C.18.a - Value (excl. sponsor support):** $74990302.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-10
- **C.13 - Final Legal Maturity Date:** 2028-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9SP6, C.4 - ISIN: US3130B9SP64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $998928490.00
- **C.18.a - Value (excl. sponsor support):** $998928490.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9T34, C.4 - ISIN: US3130B9T345, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249732157.50
- **C.18.a - Value (excl. sponsor support):** $249732157.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9W30, C.4 - ISIN: US3130B9W307, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $998333470.00
- **C.18.a - Value (excl. sponsor support):** $998333470.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9X47, C.4 - ISIN: US3130B9X479, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499660055.00
- **C.18.a - Value (excl. sponsor support):** $499660055.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-04-14
- **C.12 - Maturity Date (WAL):** 2027-04-14
- **C.13 - Final Legal Maturity Date:** 2027-04-14
- **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 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5L7, C.4 - ISIN: US3130BA5L71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250071797.50
- **C.18.a - Value (excl. sponsor support):** $250071797.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **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 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5T0, C.4 - ISIN: US3130BA5T08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299998083.00
- **C.18.a - Value (excl. sponsor support):** $299998083.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-04
- **C.13 - Final Legal Maturity Date:** 2028-02-04
- **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 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFD4, C.4 - ISIN: US3130BAFD44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999135.00
- **C.18.a - Value (excl. sponsor support):** $249999135.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-20
- **C.13 - Final Legal Maturity Date:** 2027-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.855000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAL88, C.4 - ISIN: US3130BAL887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500161035.00
- **C.18.a - Value (excl. sponsor support):** $500161035.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2027-05-28
- **C.12 - Maturity Date (WAL):** 2027-05-28
- **C.13 - Final Legal Maturity Date:** 2027-05-28
- **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 54: 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: 313313C48, C.4 - ISIN: US313313C481, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $24725382.00
- **C.18.a - Value (excl. sponsor support):** $24725382.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **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 55: 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: 313313D39, C.4 - ISIN: US313313D398, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $9883162.50
- **C.18.a - Value (excl. sponsor support):** $9883162.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 56: 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: 313313J74, C.4 - ISIN: US313313J742, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $39357788.80
- **C.18.a - Value (excl. sponsor support):** $39357788.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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: 313313K64, C.4 - ISIN: US313313K641, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $39329866.80
- **C.18.a - Value (excl. sponsor support):** $39329866.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: 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: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $14982049.95
- **C.18.a - Value (excl. sponsor support):** $14982049.95
- **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? Yes, C.23 Categorized at Level 3? No

### Security 59: 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: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $49720000.00
- **C.18.a - Value (excl. sponsor support):** $49720000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313313YS1, C.4 - ISIN: US313313YS17, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $19880000.00
- **C.18.a - Value (excl. sponsor support):** $19880000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313ZA9, C.4 - ISIN: US313313ZA99, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $99320944.00
- **C.18.a - Value (excl. sponsor support):** $99320944.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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: 313313ZH4, C.4 - ISIN: US313313ZH43, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $34737864.70
- **C.18.a - Value (excl. sponsor support):** $34737864.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit 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: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $19824244.40
- **C.18.a - Value (excl. sponsor support):** $19824244.40
- **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 64: 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: 313385A71, C.4 - ISIN: US313385A715, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124779497.22
- **C.18.a - Value (excl. sponsor support):** $124779497.22
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **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 65: 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: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26125116.77
- **C.18.a - Value (excl. sponsor support):** $26125116.77
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295901418.00
- **C.18.a - Value (excl. sponsor support):** $295901418.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan 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: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295841583.00
- **C.18.a - Value (excl. sponsor support):** $295841583.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: 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: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $32535992.61
- **C.18.a - Value (excl. sponsor support):** $32535992.61
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 69: 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: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143841741.07
- **C.18.a - Value (excl. sponsor support):** $143841741.07
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: 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: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $27787495.68
- **C.18.a - Value (excl. sponsor support):** $27787495.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248077672.50
- **C.18.a - Value (excl. sponsor support):** $248077672.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **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 72: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $476261198.40
- **C.18.a - Value (excl. sponsor support):** $476261198.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99171153.00
- **C.18.a - Value (excl. sponsor support):** $99171153.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169548519.51
- **C.18.a - Value (excl. sponsor support):** $169548519.51
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22642653.60
- **C.18.a - Value (excl. sponsor support):** $22642653.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **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 76: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40016473.20
- **C.18.a - Value (excl. sponsor support):** $40016473.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140058837.80
- **C.18.a - Value (excl. sponsor support):** $140058837.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5A5, C.4 - ISIN: US3133ER5A50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124991725.00
- **C.18.a - Value (excl. sponsor support):** $124991725.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 79: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99984710.00
- **C.18.a - Value (excl. sponsor support):** $99984710.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 80: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144989251.15
- **C.18.a - Value (excl. sponsor support):** $144989251.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40009452.00
- **C.18.a - Value (excl. sponsor support):** $40009452.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60001752.60
- **C.18.a - Value (excl. sponsor support):** $60001752.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 83: 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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24877744.03
- **C.18.a - Value (excl. sponsor support):** $24877744.03
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 84: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90007068.60
- **C.18.a - Value (excl. sponsor support):** $90007068.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60003555.00
- **C.18.a - Value (excl. sponsor support):** $60003555.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155017781.60
- **C.18.a - Value (excl. sponsor support):** $155017781.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 87: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280026384.40
- **C.18.a - Value (excl. sponsor support):** $280026384.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 88: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62013134.08
- **C.18.a - Value (excl. sponsor support):** $62013134.08
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 89: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ53, C.4 - ISIN: US3133ERQ532, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $375042918.75
- **C.18.a - Value (excl. sponsor support):** $375042918.75
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150036729.00
- **C.18.a - Value (excl. sponsor support):** $150036729.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQJ3, C.4 - ISIN: US3133ERQJ32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110017674.80
- **C.18.a - Value (excl. sponsor support):** $110017674.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50020000.00
- **C.18.a - Value (excl. sponsor support):** $50020000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45049882.50
- **C.18.a - Value (excl. sponsor support):** $45049882.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70016649.50
- **C.18.a - Value (excl. sponsor support):** $70016649.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70016241.40
- **C.18.a - Value (excl. sponsor support):** $70016241.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS44, C.4 - ISIN: US3133ERS447, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225007663.50
- **C.18.a - Value (excl. sponsor support):** $225007663.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25006697.25
- **C.18.a - Value (excl. sponsor support):** $25006697.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 98: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVU2, C.4 - ISIN: US3133ERVU22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124862502.50
- **C.18.a - Value (excl. sponsor support):** $124862502.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175116109.00
- **C.18.a - Value (excl. sponsor support):** $175116109.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2A4, C.4 - ISIN: US3133ET2A42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $270061716.60
- **C.18.a - Value (excl. sponsor support):** $270061716.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **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 101: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155061885.30
- **C.18.a - Value (excl. sponsor support):** $155061885.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **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 102: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115037808.55
- **C.18.a - Value (excl. sponsor support):** $115037808.55
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4B0, C.4 - ISIN: US3133ET4B07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $300011223.00
- **C.18.a - Value (excl. sponsor support):** $300011223.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-09
- **C.13 - Final Legal Maturity Date:** 2027-12-09
- **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 104: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120025614.00
- **C.18.a - Value (excl. sponsor support):** $120025614.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **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 105: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5L7, C.4 - ISIN: US3133ET5L79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $274996029.00
- **C.18.a - Value (excl. sponsor support):** $274996029.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5S2, C.4 - ISIN: US3133ET5S23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135014607.00
- **C.18.a - Value (excl. sponsor support):** $135014607.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-29
- **C.13 - Final Legal Maturity Date:** 2027-12-29
- **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 107: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209990522.70
- **C.18.a - Value (excl. sponsor support):** $209990522.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **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 108: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $229982936.30
- **C.18.a - Value (excl. sponsor support):** $229982936.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **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 109: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET7H4, C.4 - ISIN: US3133ET7H40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24936175.00
- **C.18.a - Value (excl. sponsor support):** $24936175.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-13
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **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 110: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125072825.00
- **C.18.a - Value (excl. sponsor support):** $125072825.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 111: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400047440.00
- **C.18.a - Value (excl. sponsor support):** $400047440.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBU0, C.4 - ISIN: US3133ETBU08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $190370465.80
- **C.18.a - Value (excl. sponsor support):** $190370465.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-03
- **C.13 - Final Legal Maturity Date:** 2028-04-03
- **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 113: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149988319.50
- **C.18.a - Value (excl. sponsor support):** $149988319.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60004462.20
- **C.18.a - Value (excl. sponsor support):** $60004462.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 115: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEE3, C.4 - ISIN: US3133ETEE39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175535482.50
- **C.18.a - Value (excl. sponsor support):** $175535482.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-21
- **C.13 - Final Legal Maturity Date:** 2028-04-21
- **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 116: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.802900%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95046791.30
- **C.18.a - Value (excl. sponsor support):** $95046791.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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 117: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFP7, C.4 - ISIN: US3133ETFP76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149996178.00
- **C.18.a - Value (excl. sponsor support):** $149996178.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETG68, C.4 - ISIN: US3133ETG687, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998883.10
- **C.18.a - Value (excl. sponsor support):** $89998883.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-16
- **C.13 - Final Legal Maturity Date:** 2027-08-16
- **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 119: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115063798.55
- **C.18.a - Value (excl. sponsor support):** $115063798.55
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 120: 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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $107988351.38
- **C.18.a - Value (excl. sponsor support):** $107988351.38
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 121: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJY4, C.4 - ISIN: US3133ETJY48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230034311.40
- **C.18.a - Value (excl. sponsor support):** $230034311.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 122: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124997192.50
- **C.18.a - Value (excl. sponsor support):** $124997192.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 123: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL62, C.4 - ISIN: US3133ETL620, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $102867824.22
- **C.18.a - Value (excl. sponsor support):** $102867824.22
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **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. 3.725000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139957538.00
- **C.18.a - Value (excl. sponsor support):** $139957538.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLQ8, C.4 - ISIN: US3133ETLQ85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279980136.80
- **C.18.a - Value (excl. sponsor support):** $279980136.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 126: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210066584.70
- **C.18.a - Value (excl. sponsor support):** $210066584.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 127: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64990127.15
- **C.18.a - Value (excl. sponsor support):** $64990127.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 128: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998435.00
- **C.18.a - Value (excl. sponsor support):** $99998435.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $319900755.20
- **C.18.a - Value (excl. sponsor support):** $319900755.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124987966.25
- **C.18.a - Value (excl. sponsor support):** $124987966.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 131: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQP5, C.4 - ISIN: US3133ETQP57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85005112.75
- **C.18.a - Value (excl. sponsor support):** $85005112.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.808200%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199965176.00
- **C.18.a - Value (excl. sponsor support):** $199965176.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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 133: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR41, C.4 - ISIN: US3133ETR411, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99969157.00
- **C.18.a - Value (excl. sponsor support):** $99969157.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.685000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150008053.50
- **C.18.a - Value (excl. sponsor support):** $150008053.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 135: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64997735.40
- **C.18.a - Value (excl. sponsor support):** $64997735.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.787900%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999949.00
- **C.18.a - Value (excl. sponsor support):** $49999949.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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 137: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSB4, C.4 - ISIN: US3133ETSB44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130026683.80
- **C.18.a - Value (excl. sponsor support):** $130026683.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 138: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997385.00
- **C.18.a - Value (excl. sponsor support):** $99997385.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 139: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89990704.80
- **C.18.a - Value (excl. sponsor support):** $89990704.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 140: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUX3, C.4 - ISIN: US3133ETUX36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100022102.00
- **C.18.a - Value (excl. sponsor support):** $100022102.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 141: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW45, C.4 - ISIN: US3133ETW452, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100089755.00
- **C.18.a - Value (excl. sponsor support):** $100089755.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW52, C.4 - ISIN: US3133ETW528, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19006355.12
- **C.18.a - Value (excl. sponsor support):** $19006355.12
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130029715.40
- **C.18.a - Value (excl. sponsor support):** $130029715.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **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 144: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114994166.05
- **C.18.a - Value (excl. sponsor support):** $114994166.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $464997256.50
- **C.18.a - Value (excl. sponsor support):** $464997256.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **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 146: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89999476.20
- **C.18.a - Value (excl. sponsor support):** $89999476.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **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 147: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999200.00
- **C.18.a - Value (excl. sponsor support):** $49999200.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45016482.15
- **C.18.a - Value (excl. sponsor support):** $45016482.15
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEA4, C.4 - ISIN: US3133EWEA46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999191.50
- **C.18.a - Value (excl. sponsor support):** $49999191.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 150: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFC9, C.4 - ISIN: US3133EWFC92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $284439687.15
- **C.18.a - Value (excl. sponsor support):** $284439687.15
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-02-26
- **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 151: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80005312.00
- **C.18.a - Value (excl. sponsor support):** $80005312.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **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 152: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999868.15
- **C.18.a - Value (excl. sponsor support):** $44999868.15
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGE4, C.4 - ISIN: US3133EWGE40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $256999007.98
- **C.18.a - Value (excl. sponsor support):** $256999007.98
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-09
- **C.13 - Final Legal Maturity Date:** 2028-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGG9, C.4 - ISIN: US3133EWGG97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127616659.82
- **C.18.a - Value (excl. sponsor support):** $127616659.82
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2027-03-09
- **C.12 - Maturity Date (WAL):** 2027-03-09
- **C.13 - Final Legal Maturity Date:** 2027-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999653.20
- **C.18.a - Value (excl. sponsor support):** $29999653.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **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 156: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGU8, C.4 - ISIN: US3133EWGU81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155004854.60
- **C.18.a - Value (excl. sponsor support):** $155004854.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-13
- **C.13 - Final Legal Maturity Date:** 2028-03-13
- **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 157: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHA1, C.4 - ISIN: US3133EWHA19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $319992624.00
- **C.18.a - Value (excl. sponsor support):** $319992624.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-17
- **C.13 - Final Legal Maturity Date:** 2028-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95016928.05
- **C.18.a - Value (excl. sponsor support):** $95016928.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **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 159: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHW3, C.4 - ISIN: US3133EWHW39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279995850.40
- **C.18.a - Value (excl. sponsor support):** $279995850.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-20
- **C.13 - Final Legal Maturity Date:** 2028-03-20
- **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 160: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999290.80
- **C.18.a - Value (excl. sponsor support):** $44999290.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **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 161: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJM3, C.4 - ISIN: US3133EWJM39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $224996321.25
- **C.18.a - Value (excl. sponsor support):** $224996321.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **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 162: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.712900%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJS0, C.4 - ISIN: US3133EWJS09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99970212.00
- **C.18.a - Value (excl. sponsor support):** $99970212.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **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 163: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJU5, C.4 - ISIN: US3133EWJU54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $104998248.60
- **C.18.a - Value (excl. sponsor support):** $104998248.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **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 164: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKF6, C.4 - ISIN: US3133EWKF68, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109027880.02
- **C.18.a - Value (excl. sponsor support):** $109027880.02
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-30
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMY3, C.4 - ISIN: US3133EWMY30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29958616.50
- **C.18.a - Value (excl. sponsor support):** $29958616.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-04-29
- **C.12 - Maturity Date (WAL):** 2027-04-29
- **C.13 - Final Legal Maturity Date:** 2027-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMZ0, C.4 - ISIN: US3133EWMZ05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129999156.30
- **C.18.a - Value (excl. sponsor support):** $129999156.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-27
- **C.13 - Final Legal Maturity Date:** 2028-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $141042642.63
- **C.18.a - Value (excl. sponsor support):** $141042642.63
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $300004071.00
- **C.18.a - Value (excl. sponsor support):** $300004071.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $268130119.36
- **C.18.a - Value (excl. sponsor support):** $268130119.36
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $664855395.39
- **C.18.a - Value (excl. sponsor support):** $664855395.39
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $250267160.00
- **C.18.a - Value (excl. sponsor support):** $250267160.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $300298992.00
- **C.18.a - Value (excl. sponsor support):** $300298992.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $250064690.00
- **C.18.a - Value (excl. sponsor support):** $250064690.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.637000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCVY2, C.4 - ISIN: US3134HCVY21, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $499189510.00
- **C.18.a - Value (excl. sponsor support):** $499189510.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-03-19
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $50005737.00
- **C.18.a - Value (excl. sponsor support):** $50005737.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $149024543.28
- **C.18.a - Value (excl. sponsor support):** $149024543.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $329117124.00
- **C.18.a - Value (excl. sponsor support):** $329117124.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $356581114.62
- **C.18.a - Value (excl. sponsor support):** $356581114.62
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **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 179: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $182997050.40
- **C.18.a - Value (excl. sponsor support):** $182997050.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $478193523.08
- **C.18.a - Value (excl. sponsor support):** $478193523.08
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $465662194.17
- **C.18.a - Value (excl. sponsor support):** $465662194.17
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $199062418.34
- **C.18.a - Value (excl. sponsor support):** $199062418.34
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $156019654.44
- **C.18.a - Value (excl. sponsor support):** $156019654.44
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $327029528.10
- **C.18.a - Value (excl. sponsor support):** $327029528.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $164997770.85
- **C.18.a - Value (excl. sponsor support):** $164997770.85
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **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 186: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 3.650000%
- **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: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: 45699W001_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.71             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $62900000.00       | $45859947.96       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | 0.0000% | $2175200.00        | $2174953.87        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $362770800.00      | $361998770.20      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | 0.0000% | $507802000.00      | $509452939.20      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $13199800.00       | $11579494.50       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $993.35            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.25            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $4917100.00        | $4899112.68        | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | 0.0000% | $30103000.00       | $27203319.38       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | 0.0000% | $6895900.00        | $5895271.95        | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $200.00            | $154.66            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | 0.0000% | $19668100.00       | $19560067.30       | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | 0.0000% | $29999900.00       | $31374618.24       | U.S. Treasuries (including strips) |

### Security 187: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46799N008, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: 46799N008_3.70_0618
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible 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 04.500 CLSD8238 | 2052-08-01      | 4.5000%  | 0.0000% | $1510.41           | $1461.46           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $1473.96           | $1492.28           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU9102 | 2052-01-01      | 2.0000%  | 0.0000% | $958579.90         | $779959.19         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB8182 | 2051-01-01      | 1.5000%  | 0.0000% | $1378.66           | $1057.31           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | 0.0000% | $10875256.42       | $11018652.72       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF6839 | 2053-02-01      | 5.0000%  | 0.0000% | $7520958.24        | $7530327.69        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2826 | 2035-01-01      | 4.4350%  | 0.0000% | $38772590.51       | $38328242.63       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9628 | 2053-08-01      | 5.5000%  | 0.0000% | $8795864.27        | $8916522.03        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5310 | 2041-04-01      | 4.5000%  | 0.0000% | $6007976.00        | $5975827.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5278 | 2055-06-01      | 6.0000%  | 0.0000% | $42198281.46       | $43350435.19       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8020 | 2055-07-01      | 5.5000%  | 0.0000% | $1760.27           | $1802.85           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7523 | 2055-07-01      | 6.5000%  | 0.0000% | $3663357.42        | $3878678.99        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9023 | 2055-07-01      | 6.5000%  | 0.0000% | $2180652.22        | $2273707.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4920 | 2055-10-01      | 5.0000%  | 0.0000% | $1944.13           | $1924.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3941 | 2056-03-01      | 5.5000%  | 0.0000% | $997.80            | $1024.71           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ9853 | 2055-12-01      | 6.5000%  | 0.0000% | $996.47            | $1065.50           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  | 0.0000% | $1860.27           | $1856.28           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1829 | 2055-07-01      | 6.0000%  | 0.0000% | $20876214.70       | $21587829.19       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2017 | 2055-08-01      | 5.5000%  | 0.0000% | $30493864.73       | $31073356.60       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2088 | 2055-07-01      | 6.0000%  | 0.0000% | $3442650.11        | $3563670.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2127 | 2055-08-01      | 6.0000%  | 0.0000% | $1889.32           | $1977.49           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2948 | 2055-10-01      | 5.0000%  | 0.0000% | $1027.21           | $1021.65           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2926 | 2055-09-01      | 5.5000%  | 0.0000% | $11418259.70       | $11617822.97       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3303 | 2055-11-01      | 6.0000%  | 0.0000% | $16650194.43       | $17211527.98       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3292 | 2055-11-01      | 5.5000%  | 0.0000% | $988.27            | $1008.86           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3798 | 2056-01-01      | 5.0000%  | 0.0000% | $14982106.93       | $14947749.63       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4154 | 2056-02-01      | 5.5000%  | 0.0000% | $1044.34           | $1064.19           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4518 | 2056-03-01      | 5.5000%  | 0.0000% | $1011.82           | $1033.85           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2448 | 2054-10-01      | 5.5000%  | 0.0000% | $58284720.77       | $59586425.85       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4129 | 2055-05-01      | 5.5000%  | 0.0000% | $1347.75           | $1368.58           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5845 | 2056-01-01      | 5.5000%  | 0.0000% | $1003.48           | $1017.36           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9285 | 2054-12-01      | 5.0000%  | 0.0000% | $2866772.05        | $2835681.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7145 | 2056-03-01      | 5.5000%  | 0.0000% | $1022.10           | $1031.55           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA6503 | 2056-02-01      | 6.5000%  | 0.0000% | $998.44            | $1052.48           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1527 | 2052-08-01      | 4.5000%  | 0.0000% | $72763221.62       | $70748626.30       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2683 | 2053-04-01      | 4.5000%  | 0.0000% | $1396055.12        | $1361142.57        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4756 | 2054-02-01      | 6.0000%  | 0.0000% | $1728.63           | $1821.12           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK6101 | 2048-06-01      | 4.0000%  | 0.0000% | $894617.80         | $858164.11         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL3183 | 2037-08-01      | 3.1800%  | 0.0000% | $15600824.81       | $13749344.93       | Agency Mortgage-Backed Securities |
| FKAR 04.590 WNWN2495 | 2032-11-01      | 4.5900%  | 0.0000% | $9424990.00        | $9469829.39        | Agency Mortgage-Backed Securities |
| FKAR 04.470 WNWN4012 | 2033-12-01      | 4.4700%  | 0.0000% | $20189000.00       | $20028918.05       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4887 | 2055-05-01      | 6.5000%  | 0.0000% | $1068631.74        | $1133883.58        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4252 | 2052-06-01      | 5.0000%  | 0.0000% | $4016281.32        | $4009199.73        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $5558.48           | $4882.11           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1888 | 2055-09-01      | 6.0000%  | 0.0000% | $6514666.12        | $6703026.83        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2946 | 2053-05-01      | 5.5000%  | 0.0000% | $80804462.21       | $82473927.32       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0691 | 2054-01-01      | 5.5000%  | 0.0000% | $11399793.75       | $11616453.17       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH5189 | 2053-11-01      | 6.0000%  | 0.0000% | $8077732.83        | $8342103.56        | Agency Mortgage-Backed Securities |

### Security 188: Karlo Lacey Apartments LLC

- **C.1 - Title:** Karlo Lacey Apartments LLC 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 485913AA5, C.4 - ISIN: US485913AA56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $53120000.00
- **C.18.a - Value (excl. sponsor support):** $53120000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2066-01-01
- **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 189: Ken-Vin Life Co. LLC

- **C.1 - Title:** Ken-Vin Life Co. LLC 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 190: 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 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 191: La Mesa Senior Living LP

- **C.1 - Title:** La Mesa Senior Living LP 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 192: Legado Encino LLC

- **C.1 - Title:** Legado Encino LLC 3.750000%
- **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):** $18680000.00
- **C.18.a - Value (excl. sponsor support):** $18680000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 193: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 194: Magnolia Place Arlington LLC / MP Smokey Point LLC

- **C.1 - Title:** Magnolia Place Arlington LLC / MP Smokey Point LLC 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55967TAA9, C.4 - ISIN: US55967TAA97, C.3 - LEI: 549300YMXOCHKGQZTQ40
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2065-12-01
- **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 195: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 606745008_3.66_0501
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLBR8283 | 2051-04-01      | 2.5000%  | 0.0000% | $11961.15          | $10256.84          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6727 | 2051-09-01      | 2.5000%  | 0.0000% | $14906026.53       | $12614655.57       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4192 | 2053-10-01      | 6.0000%  | 0.0000% | $2961.26           | $3087.77           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU7835 | 2051-12-01      | 2.5000%  | 0.0000% | $1967994.87        | $1681934.79        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | 0.0000% | $928.34            | $846.74            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  | 0.0000% | $243221.21         | $214534.89         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9900 | 2052-05-01      | 4.0000%  | 0.0000% | $134253.19         | $127570.09         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4847 | 2052-11-01      | 6.0000%  | 0.0000% | $64966.86          | $67092.66          | Agency Mortgage-Backed Securities |
| GNII SP 788374 M     | 2051-02-20      | 2.0000%  | 0.0000% | $3158291.86        | $2593687.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1711 | 2048-05-01      | 4.5000%  | 0.0000% | $268138.83         | $262790.80         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA3283 | 2034-03-01      | 4.0000%  | 0.0000% | $37254.02          | $37031.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  | 0.0000% | $37297.58          | $31966.40          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6970 | 2050-09-01      | 2.5000%  | 0.0000% | $111255.89         | $95249.72          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1866 | 2051-10-01      | 2.5000%  | 0.0000% | $54998.66          | $46927.71          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2284 | 2051-12-01      | 2.5000%  | 0.0000% | $326432.17         | $281444.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4862 | 2038-01-01      | 4.0000%  | 0.0000% | $1508939.36        | $1475017.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $2938071.82        | $2918615.26        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  | 0.0000% | $282008.84         | $275669.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $7932150.96        | $7877004.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $730749.67         | $751269.36         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  | 0.0000% | $306937.51         | $315079.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $7689.48           | $7775.51           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | 0.0000% | $3661345.92        | $3756736.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  | 0.0000% | $103297.79         | $106038.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $197094.74         | $202250.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5556 | 2039-12-01      | 4.0000%  | 0.0000% | $319366.72         | $311878.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $3924971.72        | $4025581.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5800 | 2040-08-01      | 5.0000%  | 0.0000% | $1588.10           | $1604.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  | 0.0000% | $16602.55          | $16420.55          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5944 | 2056-01-01      | 5.0000%  | 0.0000% | $1705296.92        | $1686603.07        | Agency Mortgage-Backed Securities |
| GNII SF DP3816 C     | 2056-01-20      | 5.5000%  | 0.0000% | $3751214.63        | $3819507.58        | Agency Mortgage-Backed Securities |
| 3.70 FCOR 27-29 KK   | 2029-03-05      | 3.7000%  | 0.0000% | $17287000.00       | $17219991.75       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $25367227.13       | $24672291.94       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  | 0.0000% | $595368.70         | $593247.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  | 0.0000% | $2158495.32        | $2148147.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4900 | 2052-10-01      | 5.0000%  | 0.0000% | $1428844.53        | $1420082.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $55681.20          | $58695.56          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5546 | 2053-01-01      | 6.5000%  | 0.0000% | $161152.99         | $168325.29         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5732 | 2053-02-01      | 5.5000%  | 0.0000% | $31345.82          | $32004.95          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6326 | 2053-05-01      | 5.5000%  | 0.0000% | $159248.81         | $161237.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6921 | 2053-08-01      | 6.0000%  | 0.0000% | $101894.02         | $106648.33         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7344 | 2053-10-01      | 6.0000%  | 0.0000% | $932126.48         | $960745.87         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD8326 | 2040-07-01      | 5.5000%  | 0.0000% | $43213.68          | $44197.68          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD9160 | 2040-08-01      | 4.5000%  | 0.0000% | $327823.85         | $325888.70         | Agency Mortgage-Backed Securities |
| GNII SF MB0258 M     | 2055-03-20      | 5.0000%  | 0.0000% | $291123.54         | $290199.45         | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $100706.88         | $101987.93         | Agency Mortgage-Backed Securities |
| GNII SF MB0621 M     | 2055-09-20      | 4.5000%  | 0.0000% | $246669.38         | $238769.79         | Agency Mortgage-Backed Securities |
| GNII SF MB0687 M     | 2055-10-20      | 6.0000%  | 0.0000% | $155908018.40      | $159840538.30      | Agency Mortgage-Backed Securities |
| GNAR AF MB1085 M     | 2056-02-20      | 5.0000%  | 0.0000% | $6500000.00        | $6569275.56        | Agency Mortgage-Backed Securities |
| GNAR AT MB1091 M     | 2056-04-20      | 3.5000%  | 0.0000% | $5000000.00        | $4886797.22        | Agency Mortgage-Backed Securities |
| GNII SF DO6783 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2860881.06        | $3033029.17        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2897 | 2043-01-01      | 3.5000%  | 0.0000% | $915.55            | $860.41            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7299 | 2027-08-01      | 4.0000%  | 0.0000% | $15.24             | $15.22             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL9903 | 2044-05-01      | 5.5000%  | 0.0000% | $8031.30           | $8314.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL8113 | 2042-02-01      | 5.5000%  | 0.0000% | $122.07            | $126.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL8214 | 2029-03-01      | 4.0000%  | 0.0000% | $51.99             | $52.01             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR1729 | 2043-02-01      | 4.0000%  | 0.0000% | $18674.09          | $18016.80          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR1183 | 2043-01-01      | 3.0000%  | 0.0000% | $28459.80          | $26058.78          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR1584 | 2043-02-01      | 3.0000%  | 0.0000% | $140881.98         | $128996.71         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR3691 | 2043-02-01      | 3.0000%  | 0.0000% | $29807.51          | $27190.46          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR5360 | 2043-02-01      | 3.0000%  | 0.0000% | $17019.02          | $15485.89          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR6839 | 2043-02-01      | 3.0000%  | 0.0000% | $9894.64           | $9060.00           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $70933.97          | $73361.29          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $52598.70          | $55060.90          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $821025.17         | $830464.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8687 | 2054-06-01      | 5.5000%  | 0.0000% | $298335.74         | $301719.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9850 | 2056-01-01      | 5.5000%  | 0.0000% | $1336456.45        | $1358876.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5866 | 2056-03-01      | 6.0000%  | 0.0000% | $14130182.26       | $14624602.04       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5082 | 2045-06-01      | 4.0000%  | 0.0000% | $104306.93         | $99964.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6230 | 2045-11-01      | 4.5000%  | 0.0000% | $11798.69          | $11634.11          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6234 | 2045-11-01      | 4.5000%  | 0.0000% | $11198.08          | $11055.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7557 | 2046-07-01      | 4.0000%  | 0.0000% | $2629.14           | $2534.89           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $137688.45         | $123575.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | 0.0000% | $4613.50           | $4414.30           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3845 | 2049-07-01      | 4.5000%  | 0.0000% | $3420.27           | $3346.47           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9470 | 2047-04-01      | 4.5000%  | 0.0000% | $96587.50          | $95080.25          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU3736 | 2043-08-01      | 3.0000%  | 0.0000% | $10503.56          | $9595.58           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL682963 | 2033-02-01      | 5.5000%  | 0.0000% | $1.34              | $1.35              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725232 | 2034-03-01      | 5.0000%  | 0.0000% | $203.36            | $204.97            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745096 | 2034-11-01      | 5.5000%  | 0.0000% | $75505.01          | $76999.97          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1818 | 2055-04-01      | 6.0000%  | 0.0000% | $6658401.79        | $6829931.10        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1874 | 2053-04-01      | 5.0000%  | 0.0000% | $22571217.57       | $22427072.77       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2291 | 2055-08-01      | 6.0000%  | 0.0000% | $1983175.12        | $2033665.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2777 | 2055-09-01      | 6.0000%  | 0.0000% | $3535338.97        | $3654385.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL815316 | 2035-05-01      | 5.5000%  | 0.0000% | $2122.39           | $2182.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL824601 | 2034-12-01      | 5.5000%  | 0.0000% | $2908.56           | $2979.26           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL879176 | 2036-01-01      | 5.5000%  | 0.0000% | $1898.92           | $1965.28           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0017 | 2053-09-01      | 6.0000%  | 0.0000% | $11866554.64       | $12247700.46       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2785 | 2054-05-01      | 5.5000%  | 0.0000% | $32288.60          | $32993.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA5161 | 2052-04-01      | 2.5000%  | 0.0000% | $5764062.17        | $4978304.57        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA5181 | 2052-04-01      | 2.5000%  | 0.0000% | $13516110.34       | $11551812.52       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  | 0.0000% | $218632.33         | $213142.69         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  | 0.0000% | $201817.88         | $169971.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  | 0.0000% | $11006.59          | $10308.32          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1458 | 2049-04-01      | 4.5000%  | 0.0000% | $127557.39         | $124989.02         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2574 | 2035-02-01      | 2.5000%  | 0.0000% | $97245.43          | $92694.43          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $4187295.30        | $4242067.45        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2075 | 2049-12-01      | 3.0000%  | 0.0000% | $1844.96           | $1654.15           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $5501395.14        | $5464848.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3002 | 2049-11-01      | 4.5000%  | 0.0000% | $155077.61         | $152346.69         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3249 | 2050-03-01      | 3.0000%  | 0.0000% | $374862.34         | $335404.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM3388 | 2034-03-01      | 4.0000%  | 0.0000% | $23500.72          | $23397.13          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM3463 | 2036-12-01      | 3.5000%  | 0.0000% | $10479.36          | $10201.54          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM3691 | 2039-11-01      | 4.5000%  | 0.0000% | $9742.39           | $9771.12           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  | 0.0000% | $4431.87           | $4369.67           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7201 | 2051-05-01      | 2.0000%  | 0.0000% | $28204354.02       | $23056160.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM7323 | 2047-07-01      | 5.0000%  | 0.0000% | $15323.03          | $15560.20          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5200 | 2038-11-01      | 5.0000%  | 0.0000% | $18066.05          | $18262.75          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8576 | 2050-02-01      | 3.0000%  | 0.0000% | $1732924.04        | $1555860.22        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9079 | 2051-10-01      | 2.0000%  | 0.0000% | $15530215.01       | $12674039.37       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  | 0.0000% | $159827.32         | $156084.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS0227 | 2047-07-01      | 5.0000%  | 0.0000% | $24911.62          | $25297.20          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0314 | 2033-06-01      | 3.0000%  | 0.0000% | $4683.85           | $4539.56           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  | 0.0000% | $137858.32         | $123781.15         | Agency Mortgage-Backed Securities |
| GNII SF MA3525 M     | 2046-03-20      | 5.5000%  | 0.0000% | $4259.64           | $4390.48           | Agency Mortgage-Backed Securities |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $224340.29         | $208652.05         | Agency Mortgage-Backed Securities |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $111803.94         | $107647.31         | Agency Mortgage-Backed Securities |
| GNII SF MA3601 M     | 2046-04-20      | 5.5000%  | 0.0000% | $5697.11           | $5900.24           | Agency Mortgage-Backed Securities |
| GNII SF MA3667 M     | 2046-05-20      | 5.5000%  | 0.0000% | $6068.65           | $6284.94           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  | 0.0000% | $305712.38         | $318759.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $61331.06          | $62952.68          | Agency Mortgage-Backed Securities |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $184.63            | $192.05            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  | 0.0000% | $4722024.56        | $4670392.89        | Agency Mortgage-Backed Securities |
| GNII SF 003214 M     | 2032-03-20      | 6.0000%  | 0.0000% | $164.31            | $170.78            | Agency Mortgage-Backed Securities |
| GNII SF 003285 M     | 2032-09-20      | 6.0000%  | 0.0000% | $512.53            | $529.93            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL254869 | 2033-09-01      | 5.5000%  | 0.0000% | $4451.19           | $4550.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  | 0.0000% | $4454038.99        | $4438840.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5916 | 2053-02-01      | 6.0000%  | 0.0000% | $4528826.00        | $4677024.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9294 | 2055-04-01      | 5.5000%  | 0.0000% | $1379169.47        | $1392061.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7859 | 2055-09-01      | 6.0000%  | 0.0000% | $27652348.91       | $28353676.99       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8191 | 2055-09-01      | 6.0000%  | 0.0000% | $19112736.66       | $19691992.73       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0992 | 2055-10-01      | 6.0000%  | 0.0000% | $5294069.32        | $5431658.65        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1489 | 2046-08-01      | 3.0000%  | 0.0000% | $1970.80           | $1778.98           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1590 | 2052-04-01      | 2.5000%  | 0.0000% | $461193.33         | $393218.45         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1831 | 2052-05-01      | 4.0000%  | 0.0000% | $172589.21         | $164331.20         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  | 0.0000% | $201717.97         | $177492.59         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  | 0.0000% | $18920.51          | $16167.83          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  | 0.0000% | $1862.34           | $1882.47           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6317 | 2053-05-01      | 5.0000%  | 0.0000% | $365549.69         | $364264.70         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3249 | 2052-11-01      | 5.0000%  | 0.0000% | $1664819.32        | $1658888.87        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3819 | 2052-06-01      | 2.5000%  | 0.0000% | $24959666.80       | $21132198.96       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5269 | 2053-07-01      | 5.5000%  | 0.0000% | $20365.28          | $20826.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5304 | 2053-07-01      | 5.5000%  | 0.0000% | $7437.58           | $7608.78           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $31526.23          | $31310.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7970 | 2029-04-01      | 4.0000%  | 0.0000% | $13.46             | $13.45             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4687 | 2053-05-01      | 5.5000%  | 0.0000% | $27531.34          | $27888.32          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL7696 | 2043-12-01      | 3.0000%  | 0.0000% | $1989.63           | $1818.69           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ0546 | 2042-11-01      | 3.5000%  | 0.0000% | $194.89            | $183.47            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5209 | 2053-07-01      | 6.0000%  | 0.0000% | $11771.91          | $12224.17          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAR6322 | 2043-02-01      | 2.5000%  | 0.0000% | $35792.73          | $31538.40          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6597 | 2052-08-01      | 3.5000%  | 0.0000% | $6183.81           | $5640.25           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6602 | 2049-09-01      | 5.0000%  | 0.0000% | $14539.04          | $14720.12          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6941 | 2054-02-01      | 6.0000%  | 0.0000% | $129264.51         | $134649.58         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7940 | 2053-09-01      | 4.5000%  | 0.0000% | $309835.95         | $303464.17         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8968 | 2054-09-01      | 6.0000%  | 0.0000% | $21373.07          | $21949.08          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8995 | 2054-07-01      | 6.0000%  | 0.0000% | $673340.88         | $701623.44         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8623 | 2047-01-01      | 3.0000%  | 0.0000% | $59822.93          | $53920.60          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | 0.0000% | $143669.99         | $128652.98         | Agency Mortgage-Backed Securities |
| GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $8869.56           | $8462.36           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM0036 | 2049-08-01      | 5.0000%  | 0.0000% | $3743.49           | $3772.74           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1239 | 2048-11-01      | 3.5000%  | 0.0000% | $2441.55           | $2259.68           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1896 | 2034-11-01      | 3.0000%  | 0.0000% | $5858.08           | $5641.13           | Agency Mortgage-Backed Securities |
| GNII SF MA0697 M     | 2043-01-20      | 2.5000%  | 0.0000% | $108190.57         | $96538.86          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM2743 | 2034-02-01      | 3.0000%  | 0.0000% | $114918.02         | $111625.12         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $327.46            | $311.31            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6905 | 2054-07-01      | 6.0000%  | 0.0000% | $14236383.50       | $14594618.36       | Agency Mortgage-Backed Securities |
| GNII SF 003132 M     | 2031-09-20      | 6.0000%  | 0.0000% | $159.51            | $163.97            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735897 | 2035-10-01      | 5.5000%  | 0.0000% | $13523.26          | $13929.37          | Agency Mortgage-Backed Securities |
| GNII SF 003160 M     | 2031-11-20      | 6.0000%  | 0.0000% | $266.13            | $276.24            | Agency Mortgage-Backed Securities |
| GNII SF 003376 M     | 2033-04-20      | 6.0000%  | 0.0000% | $1596.98           | $1661.09           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5837 | 2053-03-01      | 5.0000%  | 0.0000% | $963607.72         | $963844.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $76664.70          | $77747.25          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR7399 | 2043-06-01      | 3.0000%  | 0.0000% | $72939.38          | $66410.34          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7331 | 2053-10-01      | 5.5000%  | 0.0000% | $838538.73         | $849655.71         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL5145 | 2033-10-01      | 4.0000%  | 0.0000% | $20465.54          | $20119.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL2629 | 2039-06-01      | 5.0000%  | 0.0000% | $81202.97          | $82460.62          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL0808 | 2040-05-01      | 6.5000%  | 0.0000% | $7017.10           | $7402.14           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL634928 | 2032-03-01      | 6.5000%  | 0.0000% | $3931.78           | $4097.01           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555330 | 2033-04-01      | 5.5000%  | 0.0000% | $15068.14          | $15332.30          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0103 | 2039-05-01      | 6.0000%  | 0.0000% | $113102.83         | $119075.83         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD8536 | 2040-08-01      | 5.0000%  | 0.0000% | $4969.89           | $5047.11           | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $2606289.66        | $2523602.51        | Agency Mortgage-Backed Securities |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $4511.85           | $4499.59           | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $29374586.27       | $29757353.47       | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $239465.52         | $238705.40         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $9476.48           | $9967.77           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8105 | 2052-10-01      | 2.0000%  | 0.0000% | $7059.27           | $5666.95           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  | 0.0000% | $4831881.98        | $4056958.70        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9143 | 2052-01-01      | 2.5000%  | 0.0000% | $138659.16         | $116974.38         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9631 | 2053-11-01      | 6.5000%  | 0.0000% | $918928.28         | $965717.46         | Agency Mortgage-Backed Securities |
| FNMS 03.000 ZLFP0012 | 2051-08-25      | 3.0000%  | 0.0000% | $10526.10          | $9405.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0730 | 2055-07-01      | 6.0000%  | 0.0000% | $663841.95         | $684475.71         | Agency Mortgage-Backed Securities |
| GNII SF MA3808 M     | 2036-04-20      | 6.0000%  | 0.0000% | $9112.61           | $9599.62           | Agency Mortgage-Backed Securities |
| GNII SF MA3942 M     | 2038-11-20      | 6.0000%  | 0.0000% | $2888.41           | $3050.28           | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $209996.18         | $189781.24         | Agency Mortgage-Backed Securities |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | 0.0000% | $28487.01          | $26431.91          | Agency Mortgage-Backed Securities |
| GNII SF MA4197 M     | 2047-01-20      | 4.0000%  | 0.0000% | $51600.50          | $49332.77          | Agency Mortgage-Backed Securities |
| GNII SF MA4325 M     | 2034-06-20      | 5.5000%  | 0.0000% | $14417.34          | $14931.33          | Agency Mortgage-Backed Securities |
| GNII SF MA5333 M     | 2048-07-20      | 5.5000%  | 0.0000% | $4311.21           | $4452.91           | Agency Mortgage-Backed Securities |
| GNII SF MA5399 M     | 2048-08-20      | 4.5000%  | 0.0000% | $176413.32         | $173499.86         | Agency Mortgage-Backed Securities |
| GNII SF MA4510 M     | 2047-03-20      | 3.5000%  | 0.0000% | $21032.62          | $19516.31          | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $20085.42          | $19174.19          | Agency Mortgage-Backed Securities |
| GNII SF MA4588 M     | 2047-07-20      | 4.5000%  | 0.0000% | $122311.12         | $120835.43         | Agency Mortgage-Backed Securities |
| GNII SF MA4651 M     | 2047-08-20      | 3.0000%  | 0.0000% | $22600.80          | $20338.09          | Agency Mortgage-Backed Securities |
| GNII SF MA4724 M     | 2047-09-20      | 6.0000%  | 0.0000% | $9252.28           | $9771.71           | Agency Mortgage-Backed Securities |
| GNII SF MA4838 M     | 2047-11-20      | 4.0000%  | 0.0000% | $69417.49          | $66187.99          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4933 | 2053-06-01      | 6.0000%  | 0.0000% | $64303.66          | $66351.81          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5833 | 2053-10-01      | 6.0000%  | 0.0000% | $12918.94          | $13423.86          | Agency Mortgage-Backed Securities |
| GNII SF MA4966 M     | 2048-01-20      | 5.5000%  | 0.0000% | $6484.79           | $6716.23           | Agency Mortgage-Backed Securities |
| GNII SF MA4967 M     | 2048-01-20      | 6.0000%  | 0.0000% | $5247.30           | $5537.20           | Agency Mortgage-Backed Securities |
| GNII SF MA5023 M     | 2048-02-20      | 5.5000%  | 0.0000% | $35201.10          | $36450.30          | Agency Mortgage-Backed Securities |
| GNII SF MA5077 M     | 2048-03-20      | 3.5000%  | 0.0000% | $58731.39          | $54388.18          | Agency Mortgage-Backed Securities |
| GNII SF MA5081 M     | 2048-03-20      | 5.5000%  | 0.0000% | $2154.55           | $2230.85           | Agency Mortgage-Backed Securities |
| GNII SF MA5119 M     | 2030-11-20      | 7.5000%  | 0.0000% | $4852.06           | $4989.24           | Agency Mortgage-Backed Securities |
| GNII JM MA5127 M     | 2048-04-20      | 4.0000%  | 0.0000% | $17453.88          | $16108.75          | Agency Mortgage-Backed Securities |
| GNII SF 003249 M     | 2032-06-20      | 6.0000%  | 0.0000% | $139.52            | $143.46            | Agency Mortgage-Backed Securities |
| GNII SF MA5401 M     | 2048-08-20      | 5.5000%  | 0.0000% | $9881.56           | $10201.31          | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $100252.61         | $92750.65          | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $60136.08          | $59281.07          | Agency Mortgage-Backed Securities |
| GNII SF MA3036 M     | 2045-08-20      | 4.5000%  | 0.0000% | $124209.30         | $122824.49         | Agency Mortgage-Backed Securities |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $719821.76         | $670265.95         | Agency Mortgage-Backed Securities |
| GNII SF MA1285 M     | 2043-09-20      | 3.5000%  | 0.0000% | $341081.68         | $320220.94         | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M     | 2049-02-20      | 3.5000%  | 0.0000% | $14720.32          | $13623.21          | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $31448.87          | $32388.87          | Agency Mortgage-Backed Securities |
| GNII SF MA5907 M     | 2034-04-20      | 4.5000%  | 0.0000% | $16191.05          | $16233.62          | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M     | 2042-10-20      | 3.5000%  | 0.0000% | $173501.66         | $161480.50         | Agency Mortgage-Backed Securities |
| GNII SF MA6044 M     | 2049-07-20      | 6.0000%  | 0.0000% | $9752.15           | $10309.33          | Agency Mortgage-Backed Securities |
| GNII SF MA6095 M     | 2049-08-20      | 6.0000%  | 0.0000% | $61038.00          | $64410.55          | Agency Mortgage-Backed Securities |
| GNII SF MA6158 M     | 2049-09-20      | 5.5000%  | 0.0000% | $12616.39          | $13022.26          | Agency Mortgage-Backed Securities |
| GNII SF MA7143 M     | 2051-01-20      | 6.0000%  | 0.0000% | $2410.73           | $2543.75           | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $3496.29           | $2871.26           | Agency Mortgage-Backed Securities |
| GNII JM MA6328 M     | 2049-12-20      | 2.5000%  | 0.0000% | $550113.80         | $466663.67         | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $8877.99           | $7931.53           | Agency Mortgage-Backed Securities |
| GNII SF MA6343 M     | 2044-11-20      | 5.5000%  | 0.0000% | $6182.55           | $6387.73           | Agency Mortgage-Backed Securities |
| GNII SF MA6408 M     | 2049-12-20      | 2.5000%  | 0.0000% | $273429.88         | $236077.68         | Agency Mortgage-Backed Securities |
| GNII SF MA6479 M     | 2050-01-20      | 5.5000%  | 0.0000% | $21445.93          | $22198.91          | Agency Mortgage-Backed Securities |
| GNII SF MA6547 M     | 2050-02-20      | 6.0000%  | 0.0000% | $44261.08          | $46706.21          | Agency Mortgage-Backed Securities |
| GNII SF MA6604 M     | 2039-08-20      | 5.5000%  | 0.0000% | $4394.82           | $4550.40           | Agency Mortgage-Backed Securities |
| GNII JM MA0843 M     | 2043-03-20      | 2.5000%  | 0.0000% | $110244.04         | $94231.52          | Agency Mortgage-Backed Securities |
| GNII SF MA6825 M     | 2049-04-20      | 5.5000%  | 0.0000% | $10084.41          | $10426.83          | Agency Mortgage-Backed Securities |
| GNII SF 003200 M     | 2032-02-20      | 6.0000%  | 0.0000% | $494.14            | $513.81            | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $37674078.84       | $30992961.88       | Agency Mortgage-Backed Securities |
| GNII SF MA6997 M     | 2050-11-20      | 3.5000%  | 0.0000% | $43005.34          | $39518.31          | Agency Mortgage-Backed Securities |
| GNII SF 003460 M     | 2033-10-20      | 6.0000%  | 0.0000% | $633.52            | $655.56            | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $532174.36         | $519312.77         | Agency Mortgage-Backed Securities |
| GNII JM MA7247 M     | 2051-03-20      | 2.5000%  | 0.0000% | $292498.73         | $245959.22         | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $3501.19           | $3004.65           | Agency Mortgage-Backed Securities |
| GNII SF MA7374 M     | 2038-06-20      | 6.0000%  | 0.0000% | $4127.06           | $4282.25           | Agency Mortgage-Backed Securities |
| GNII SF MA7425 M     | 2051-06-20      | 6.0000%  | 0.0000% | $17485.16          | $18450.92          | Agency Mortgage-Backed Securities |
| GNII SF MA7470 M     | 2051-07-20      | 1.5000%  | 0.0000% | $32202.91          | $25231.18          | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $23390.28          | $19208.83          | Agency Mortgage-Backed Securities |
| GNII SF 003899 M     | 2036-09-20      | 6.0000%  | 0.0000% | $3067.92           | $3231.11           | Agency Mortgage-Backed Securities |
| GNII SF 003986 M     | 2037-05-20      | 6.0000%  | 0.0000% | $5224.91           | $5570.19           | Agency Mortgage-Backed Securities |
| GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $2637.24           | $2798.00           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $264504.37         | $257392.38         | Agency Mortgage-Backed Securities |
| GNII SF 004049 M     | 2037-11-20      | 6.0000%  | 0.0000% | $94.22             | $99.50             | Agency Mortgage-Backed Securities |
| GNII FS 004211 M     | 2038-08-20      | 6.5000%  | 0.0000% | $3969.28           | $4112.16           | Agency Mortgage-Backed Securities |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $452.04            | $461.72            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4571 | 2053-05-01      | 5.5000%  | 0.0000% | $1133690.75        | $1151455.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL6819 | 2044-12-01      | 4.5000%  | 0.0000% | $822.13            | $810.66            | Agency Mortgage-Backed Securities |
| GNII JM 004310 M     | 2038-12-20      | 6.0000%  | 0.0000% | $60.87             | $61.61             | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $40478.81          | $37497.85          | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $42196.01          | $39075.60          | Agency Mortgage-Backed Securities |
| GNII SF MA5141 M     | 2048-04-20      | 6.0000%  | 0.0000% | $2144.43           | $2262.84           | Agency Mortgage-Backed Securities |
| GNII SF 004749 M     | 2040-07-20      | 6.0000%  | 0.0000% | $14747.39          | $15547.05          | Agency Mortgage-Backed Securities |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $9326.04           | $9620.28           | Agency Mortgage-Backed Securities |
| GNII SF 003172 M     | 2031-12-20      | 6.0000%  | 0.0000% | $89.64             | $93.35             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $239628.62         | $235654.38         | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0619 | 2062-03-01      | 2.5000%  | 0.0000% | $118892.43         | $97524.36          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH9314 | 2047-09-01      | 3.5000%  | 0.0000% | $11652.95          | $10848.75          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ0197 | 2047-09-01      | 4.0000%  | 0.0000% | $7751.99           | $7453.31           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK0983 | 2048-02-01      | 5.0000%  | 0.0000% | $444.66            | $448.49            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4815 | 2048-09-01      | 4.0000%  | 0.0000% | $17058.72          | $16269.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1396 | 2047-03-01      | 4.5000%  | 0.0000% | $23175.06          | $22851.84          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  | 0.0000% | $255820.86         | $246506.65         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM4153 | 2033-06-01      | 3.0000%  | 0.0000% | $29843.20          | $28982.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM5108 | 2033-02-01      | 3.0000%  | 0.0000% | $3209.60           | $3122.13           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  | 0.0000% | $626971.20         | $618328.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1012 | 2049-08-01      | 3.5000%  | 0.0000% | $1989.39           | $1832.52           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888001 | 2036-10-01      | 5.5000%  | 0.0000% | $127540.77         | $131998.39         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888023 | 2036-06-01      | 5.5000%  | 0.0000% | $178128.93         | $181550.89         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888024 | 2035-06-01      | 6.5000%  | 0.0000% | $15275.67          | $15917.65          | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $228.29            | $224.84            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL904017 | 2037-02-01      | 6.0000%  | 0.0000% | $18687.80          | $19434.74          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL929155 | 2038-01-01      | 5.5000%  | 0.0000% | $7165.24           | $7369.74           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL940765 | 2037-06-01      | 5.5000%  | 0.0000% | $12094.92          | $12500.92          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL944706 | 2037-07-01      | 6.0000%  | 0.0000% | $23772.46          | $24963.44          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995570 | 2039-01-01      | 5.5000%  | 0.0000% | $140.48            | $141.76            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAB7143 | 2027-12-01      | 2.5000%  | 0.0000% | $927.72            | $917.92            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  | 0.0000% | $233293.19         | $204662.02         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9441 | 2043-05-01      | 3.0000%  | 0.0000% | $56247.75          | $51385.29          | Agency Mortgage-Backed Securities |
| GNII SF MA5713 M     | 2049-01-20      | 5.5000%  | 0.0000% | $39007.52          | $40102.36          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | 0.0000% | $39760.64          | $39877.74          | Agency Mortgage-Backed Securities |
| GNII SF MA5934 M     | 2049-05-20      | 5.5000%  | 0.0000% | $7439.86           | $7653.39           | Agency Mortgage-Backed Securities |
| GNII SF MA6764 M     | 2050-07-20      | 2.0000%  | 0.0000% | $1171.87           | $964.23            | Agency Mortgage-Backed Securities |
| GNII SF MA6826 M     | 2050-08-20      | 6.0000%  | 0.0000% | $3835.31           | $4047.41           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  | 0.0000% | $6480.06           | $6165.31           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  | 0.0000% | $498775.16         | $449669.08         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2497 | 2036-01-01      | 3.5000%  | 0.0000% | $8314.78           | $8055.03           | Agency Mortgage-Backed Securities |
| GNII SF 003598 M     | 2034-08-20      | 6.0000%  | 0.0000% | $1003.57           | $1050.88           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  | 0.0000% | $61431.16          | $60257.60          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3594 | 2049-02-01      | 5.0000%  | 0.0000% | $1226.76           | $1230.79           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $46378.89          | $41721.79          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725773 | 2034-09-01      | 5.5000%  | 0.0000% | $45018.82          | $45992.51          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU6735 | 2043-10-01      | 3.0000%  | 0.0000% | $134830.63         | $122726.44         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2866 | 2037-01-01      | 3.0000%  | 0.0000% | $11125.91          | $10532.86          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  | 0.0000% | $36222.11          | $32463.22          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3107 | 2027-08-01      | 2.5000%  | 0.0000% | $86022.84          | $85285.01          | Agency Mortgage-Backed Securities |
| GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $4740314.00        | $4474535.13        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3334 | 2048-04-01      | 4.5000%  | 0.0000% | $1182554.46        | $1151672.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | 0.0000% | $155.45            | $152.30            | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $3171388.88        | $2604443.21        | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M     | 2052-02-20      | 4.0000%  | 0.0000% | $51208.83          | $48377.56          | Agency Mortgage-Backed Securities |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $5295760.13        | $4840215.90        | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $178993.76         | $160501.32         | Agency Mortgage-Backed Securities |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $7746766.20        | $7761467.84        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1628 | 2043-07-01      | 3.0000%  | 0.0000% | $2190.71           | $2003.04           | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $2112985.85        | $2060668.32        | Agency Mortgage-Backed Securities |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $13294970.08       | $12965786.62       | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $226826.16         | $214298.37         | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $481050.14         | $468853.11         | Agency Mortgage-Backed Securities |
| GNII SF 003910 M     | 2036-10-20      | 6.0000%  | 0.0000% | $2466.49           | $2598.96           | Agency Mortgage-Backed Securities |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $1154750.12        | $1125816.70        | Agency Mortgage-Backed Securities |
| GNII SF MA8400 M     | 2034-07-20      | 6.0000%  | 0.0000% | $68338.10          | $70043.91          | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $730220.21         | $690971.76         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  | 0.0000% | $133332.98         | $122048.56         | Agency Mortgage-Backed Securities |
| GNII SF MA8462 M     | 2037-12-20      | 6.0000%  | 0.0000% | $190943.01         | $195708.44         | Agency Mortgage-Backed Securities |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $181056.24         | $164991.02         | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $6148621.68        | $5991536.69        | Agency Mortgage-Backed Securities |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $35555233.00       | $35601731.35       | Agency Mortgage-Backed Securities |
| GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $91693.33          | $94688.98          | Agency Mortgage-Backed Securities |
| GNII SF 004017 M     | 2037-08-20      | 6.0000%  | 0.0000% | $4269.76           | $4509.05           | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M     | 2053-03-20      | 4.0000%  | 0.0000% | $85036.44          | $80315.32          | Agency Mortgage-Backed Securities |
| GNII SF MA8800 M     | 2053-04-20      | 5.0000%  | 0.0000% | $117462.17         | $117538.96         | Agency Mortgage-Backed Securities |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $55456.94          | $57009.92          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $4421.35           | $4265.33           | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $192661.40         | $198937.02         | Agency Mortgage-Backed Securities |
| GNII SF MA9102 M     | 2053-04-20      | 3.5000%  | 0.0000% | $75764.32          | $69569.79          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL255661 | 2035-02-01      | 6.5000%  | 0.0000% | $9541.05           | $9942.02           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $22660.44          | $19284.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT7263 | 2051-09-01      | 2.5000%  | 0.0000% | $4530.71           | $3814.10           | Agency Mortgage-Backed Securities |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | 0.0000% | $22952877.70       | $23674982.87       | Agency Mortgage-Backed Securities |
| GNII SF MA9302 M     | 2053-11-20      | 4.0000%  | 0.0000% | $83767.47          | $78852.18          | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $219893.10         | $207452.04         | Agency Mortgage-Backed Securities |
| GNII SF MA9487 M     | 2054-02-20      | 5.0000%  | 0.0000% | $604233.52         | $603362.08         | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $2086249.56        | $2121151.58        | Agency Mortgage-Backed Securities |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $2099827.70        | $2212055.32        | Agency Mortgage-Backed Securities |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $28653401.20       | $29104708.20       | Agency Mortgage-Backed Securities |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $5641628.50        | $5802371.66        | Agency Mortgage-Backed Securities |
| GNII SP 781301 M     | 2031-06-20      | 6.0000%  | 0.0000% | $57.45             | $59.48             | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $259104.48         | $207708.81         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $1036653.44        | $873671.71         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $446979.99         | $359752.34         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4467 | 2051-11-01      | 3.0000%  | 0.0000% | $1337545.38        | $1179135.42        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $842633.60         | $712180.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $249386.20         | $243798.70         | Agency Mortgage-Backed Securities |
| GNII JM 004364 M     | 2039-02-20      | 6.0000%  | 0.0000% | $49.61             | $50.18             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3899 | 2030-01-01      | 2.5000%  | 0.0000% | $157838.04         | $153985.82         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  | 0.0000% | $280105.16         | $237886.00         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3962 | 2050-03-01      | 4.0000%  | 0.0000% | $6531.47           | $6208.96           | Agency Mortgage-Backed Securities |
| GNII JM 004337 M     | 2039-01-20      | 6.0000%  | 0.0000% | $352.57            | $360.29            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4118 | 2050-08-01      | 4.5000%  | 0.0000% | $4711.13           | $4572.31           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $15957244.94       | $13489790.34       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5286 | 2044-01-01      | 6.0000%  | 0.0000% | $324707.25         | $332735.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5330 | 2039-04-01      | 5.5000%  | 0.0000% | $120289.27         | $123481.34         | Agency Mortgage-Backed Securities |
| GNII SF 004837 M     | 2040-10-20      | 6.0000%  | 0.0000% | $941.62            | $991.46            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBC2837 | 2046-09-01      | 4.5000%  | 0.0000% | $31384.81          | $30985.75          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889641 | 2037-08-01      | 5.5000%  | 0.0000% | $4051.53           | $4136.15           | Agency Mortgage-Backed Securities |
| GNMI SF 682229 X     | 2049-07-15      | 4.0000%  | 0.0000% | $110467.37         | $104059.18         | Agency Mortgage-Backed Securities |
| GNII SF 698489 C     | 2036-01-20      | 6.0000%  | 0.0000% | $1373.49           | $1430.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC6680 | 2039-12-01      | 5.5000%  | 0.0000% | $89910.29          | $92673.28          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1058 | 2032-05-01      | 3.0000%  | 0.0000% | $474523.58         | $460585.24         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1366 | 2033-03-01      | 3.0000%  | 0.0000% | $102080.19         | $98259.60          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1401 | 2033-04-01      | 3.0000%  | 0.0000% | $326801.43         | $314027.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA3499 | 2038-09-01      | 5.0000%  | 0.0000% | $9786.38           | $9895.04           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA2845 | 2031-12-01      | 2.0000%  | 0.0000% | $13750.97          | $13096.10          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2863 | 2047-01-01      | 3.0000%  | 0.0000% | $206.22            | $185.02            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3278 | 2048-01-01      | 4.5000%  | 0.0000% | $1041.51           | $1019.92           | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $10123213.95       | $10314345.86       | Agency Mortgage-Backed Securities |
| GNII SF MA8322 M     | 2036-12-20      | 6.0000%  | 0.0000% | $29087.19          | $29813.27          | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $3692884.78        | $3599251.68        | Agency Mortgage-Backed Securities |
| GNII JM 004286 M     | 2038-11-20      | 6.5000%  | 0.0000% | $189.76            | $197.25            | Agency Mortgage-Backed Securities |
| GNII SF 004291 M     | 2038-11-20      | 6.0000%  | 0.0000% | $380.03            | $401.34            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3964 | 2050-03-01      | 2.5000%  | 0.0000% | $239052.14         | $203060.18         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | 0.0000% | $530336.48         | $544533.23         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5373 | 2039-05-01      | 4.5000%  | 0.0000% | $9248.97           | $9222.29           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $45953.56          | $36865.74          | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $17979.64          | $17992.55          | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $478427.78         | $478516.66         | Agency Mortgage-Backed Securities |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $42.24             | $42.87             | Agency Mortgage-Backed Securities |
| GNII SF MA9103 M     | 2053-07-20      | 4.0000%  | 0.0000% | $184599.89         | $174193.67         | Agency Mortgage-Backed Securities |
| GNII SF MA9104 M     | 2053-07-20      | 4.5000%  | 0.0000% | $2333893.83        | $2268043.02        | Agency Mortgage-Backed Securities |
| GNII SF MA9169 M     | 2053-06-20      | 4.5000%  | 0.0000% | $459981.29         | $446731.07         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  | 0.0000% | $14484.40          | $11619.98          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | 0.0000% | $4396.62           | $4149.10           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  | 0.0000% | $1544148.71        | $1373159.98        | Agency Mortgage-Backed Securities |

### Security 196: Morris Family Insurance Trust/The

- **C.1 - Title:** Morris Family Insurance Trust/The 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 197: Natixis

- **C.1 - Title:** Natixis 3.640000%
- **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: 2549003L5ZG5M2ZSE107, C.5 - Other ID: 63899Y008_3.64_0501
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 7/8 TRIB 47   | 2047-02-15      | 0.8750%  | 0.0000% | $284199300.00      | $202460930.90      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49   | 2049-05-15      | 2.8750%  | 0.0000% | $167000800.00      | $119763905.90      | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51   | 2051-02-15      | 0.1250%  | 0.0000% | $56465100.00       | $30007051.87       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51   | 2051-05-15      | 2.3750%  | 0.0000% | $345000000.00      | $217326155.00      | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51   | 2051-11-15      | 1.8750%  | 0.0000% | $42577400.00       | $23490678.22       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52   | 2052-02-15      | 0.1250%  | 0.0000% | $17602950.00       | $9164685.91        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42   | 2042-02-15      | 2.3750%  | 0.0000% | $54413600.00       | $39672573.36       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43   | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $47280968.51       | U.S. Treasuries (including strips) |
| TINT 05/15/34   | 2034-05-15      | 0.0000%  | 0.0000% | $100000000.00      | $70580100.00       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34 | 2034-07-15      | 1.8750%  | 0.0000% | $116604320.00      | $118578027.20      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29 | 2029-02-28      | 1.8750%  | 0.0000% | $19652500.00       | $18643875.06       | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32 | 2032-07-15      | 0.6250%  | 0.0000% | $224874000.00      | $214141403.80      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43   | 2043-11-15      | 4.7500%  | 0.0000% | $304294600.00      | $304919854.80      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55   | 2055-02-15      | 4.6250%  | 0.0000% | $201555500.00      | $192018784.60      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55   | 2055-05-15      | 4.7500%  | 0.0000% | $13865000.00       | $13649811.98       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27 | 2027-07-15      | 0.3750%  | 0.0000% | $14790173.90       | $14824778.58       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41   | 2041-08-15      | 3.7500%  | 0.0000% | $35534100.00       | $31737627.73       | U.S. Treasuries (including strips) |
| 2 BOND 41       | 2041-11-15      | 2.0000%  | 0.0000% | $100000000.00      | $69606527.07       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53   | 2053-02-15      | 1.5000%  | 0.0000% | $336623.70         | $258722.34         | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34 | 2034-01-15      | 1.7500%  | 0.0000% | $55408267.91       | $55815572.25       | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29 | 2029-07-15      | 0.2500%  | 0.0000% | $26759194.04       | $26169237.78       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39   | 2039-05-15      | 4.2500%  | 0.0000% | $13400000.00       | $13175013.33       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41   | 2041-11-15      | 3.1250%  | 0.0000% | $250000000.00      | $206713777.60      | U.S. Treasuries (including strips) |

### Security 198: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 199: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $6399050.00
- **C.18.a - Value (excl. sponsor support):** $6399050.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 200: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $8501207.00
- **C.18.a - Value (excl. sponsor support):** $8501207.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 201: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $1666667.02
- **C.18.a - Value (excl. sponsor support):** $1666667.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 202: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $2875603.99
- **C.18.a - Value (excl. sponsor support):** $2875603.99
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 203: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $5357141.93
- **C.18.a - Value (excl. sponsor support):** $5357141.93
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 204: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $8499999.98
- **C.18.a - Value (excl. sponsor support):** $8499999.98
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 205: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $34767442.32
- **C.18.a - Value (excl. sponsor support):** $34767442.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 206: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $3991600.01
- **C.18.a - Value (excl. sponsor support):** $3991600.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 207: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $7484250.02
- **C.18.a - Value (excl. sponsor support):** $7484250.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 208: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $2345065.01
- **C.18.a - Value (excl. sponsor support):** $2345065.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 209: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $15456740.00
- **C.18.a - Value (excl. sponsor support):** $15456740.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 210: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.830000%
- **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):** $5660377.16
- **C.18.a - Value (excl. sponsor support):** $5660377.16
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 211: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $6401773.00
- **C.18.a - Value (excl. sponsor support):** $6401773.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 212: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $6646398.20
- **C.18.a - Value (excl. sponsor support):** $6646398.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 213: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $9710218.00
- **C.18.a - Value (excl. sponsor support):** $9710218.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 214: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $11206136.50
- **C.18.a - Value (excl. sponsor support):** $11206136.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 215: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $11696000.00
- **C.18.a - Value (excl. sponsor support):** $11696000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 216: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $7313978.00
- **C.18.a - Value (excl. sponsor support):** $7313978.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 217: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $10733333.51
- **C.18.a - Value (excl. sponsor support):** $10733333.51
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 218: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $6336665.02
- **C.18.a - Value (excl. sponsor support):** $6336665.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 219: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $12444446.05
- **C.18.a - Value (excl. sponsor support):** $12444446.05
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 220: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $2494750.01
- **C.18.a - Value (excl. sponsor support):** $2494750.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 221: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $1906100.00
- **C.18.a - Value (excl. sponsor support):** $1906100.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 222: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $3786901.30
- **C.18.a - Value (excl. sponsor support):** $3786901.30
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 223: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $5837715.02
- **C.18.a - Value (excl. sponsor support):** $5837715.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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. 3.820000%
- **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):** $3392860.01
- **C.18.a - Value (excl. sponsor support):** $3392860.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 225: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $3492650.01
- **C.18.a - Value (excl. sponsor support):** $3492650.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 226: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $10128685.03
- **C.18.a - Value (excl. sponsor support):** $10128685.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 227: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $9758202.45
- **C.18.a - Value (excl. sponsor support):** $9758202.45
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 228: Renaissance 88 Co. LP

- **C.1 - Title:** Renaissance 88 Co. LP 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 229: Rock Hill SI LLC

- **C.1 - Title:** Rock Hill SI LLC 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 230: Rohnert Park 668 LP

- **C.1 - Title:** Rohnert Park 668 LP 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 231: Senior Living Riverside LP

- **C.1 - Title:** Senior Living Riverside LP 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 232: 17th Street Rentals LLC

- **C.1 - Title:** 17th Street Rentals LLC 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 233: Southside Brookshore Associates LP

- **C.1 - Title:** Southside Brookshore Associates LP 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 234: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857466007, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 857466007_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $6305529.26        | $6267524.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $17327.24          | $17552.16          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $217380175.00      | $215980850.50      | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $1214478.87        | $1206533.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $26531.23          | $26861.03          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $130053.91         | $135541.68         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $148047.88         | $149409.41         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $15329.46          | $15470.45          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4231 | 2052-08-01      | 4.5000%  | 0.0000% | $19078874.42       | $18575611.87       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q22339 G | 2043-10-01      | 4.5000%  | 0.0000% | $1064398.08        | $1055769.01        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62053 G | 2049-03-01      | 4.0000%  | 0.0000% | $3180920.57        | $3056000.17        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62276 G | 2049-03-01      | 4.5000%  | 0.0000% | $759434.27         | $737595.22         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $3023121.93        | $2807450.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8177 | 2052-06-01      | 4.5000%  | 0.0000% | $4114980.10        | $4007599.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT9757 | 2051-10-01      | 3.0000%  | 0.0000% | $1865238.09        | $1655704.08        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | 0.0000% | $876202.67         | $940240.53         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU8890 | 2052-04-01      | 2.5000%  | 0.0000% | $32407.34          | $27352.83          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | 0.0000% | $35987.75          | $34998.12          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  | 0.0000% | $744.55            | $634.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV4146 | 2052-03-01      | 3.0000%  | 0.0000% | $253574.05         | $225550.23         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7959 | 2052-08-01      | 5.0000%  | 0.0000% | $53181.79          | $52855.67          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790 | 2052-09-01      | 5.0000%  | 0.0000% | $727.94            | $723.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | 0.0000% | $91952.98          | $87507.25          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1316 | 2052-11-01      | 4.5000%  | 0.0000% | $10131845.49       | $9873280.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7860 | 2052-09-01      | 4.5000%  | 0.0000% | $64807.81          | $62762.80          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX3284 | 2053-02-01      | 5.0000%  | 0.0000% | $19511.08          | $19417.56          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $827316.51         | $725810.29         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB3211 | 2050-09-01      | 2.0000%  | 0.0000% | $633164.23         | $511786.09         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $679.64            | $582.10            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8596 | 2052-09-01      | 4.5000%  | 0.0000% | $9800525.27        | $9505372.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | 0.0000% | $13096251.25       | $13362256.49       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG8408 | 2053-08-01      | 5.0000%  | 0.0000% | $30980.69          | $30772.43          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5665 | 2053-11-01      | 6.5000%  | 0.0000% | $806667.44         | $846457.21         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5868 | 2053-11-01      | 6.5000%  | 0.0000% | $314469.16         | $332963.76         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  | 0.0000% | $8340652.73        | $8470521.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  | 0.0000% | $4092297.77        | $3928524.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  | 0.0000% | $139.82            | $137.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  | 0.0000% | $85314.89          | $84858.56          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  | 0.0000% | $159.28            | $158.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | 0.0000% | $50188029.35       | $42956681.57       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  | 0.0000% | $4395556.48        | $3726543.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $87301.46          | $74512.13          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $15520.85          | $13208.46          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  | 0.0000% | $1294943.15        | $1224072.06        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  | 0.0000% | $676.42            | $607.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $11071.30          | $9431.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $75614.64          | $66839.30          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $10286.16          | $8672.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $41499.61          | $42033.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $3967601.86        | $4016524.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $5487559.28        | $5645399.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  | 0.0000% | $7062.90           | $7134.77           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5665 | 2055-03-01      | 3.5000%  | 0.0000% | $14359440.20       | $13101114.47       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3141 | 2054-09-01      | 5.5000%  | 0.0000% | $877455.02         | $885570.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  | 0.0000% | $718.87            | $732.53            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  | 0.0000% | $49062.41          | $44594.97          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $76811.70          | $76252.34          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9473 | 2053-07-01      | 5.5000%  | 0.0000% | $59961487.77       | $60967794.80       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5393 | 2046-04-01      | 4.5000%  | 0.0000% | $1944008.01        | $1898734.01        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  | 0.0000% | $52054.33          | $46641.15          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0019 | 2050-11-01      | 2.0000%  | 0.0000% | $58906.22          | $46362.79          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3PRE6066 | 2050-10-01      | 2.0000%  | 0.0000% | $9806.62           | $7695.33           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $199312.76         | $171676.83         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | 0.0000% | $34501087.14       | $30654445.95       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3312 | 2052-04-01      | 4.0000%  | 0.0000% | $5656298.12        | $5374004.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $916958.27         | $888471.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3869 | 2052-06-01      | 4.5000%  | 0.0000% | $3195.91           | $3101.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $174373.83         | $180397.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $172890.71         | $167608.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $2616720.69        | $2544250.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  | 0.0000% | $37387066.24       | $38329465.42       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  | 0.0000% | $45902.45          | $46399.83          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $382743.55         | $373830.60         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | 0.0000% | $11926361.61       | $11911629.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $811.00            | $785.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $1069307.48        | $1035755.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  | 0.0000% | $408.80            | $414.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  | 0.0000% | $20029687.47       | $19949083.56       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $1581634.89        | $1593939.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $568060.06         | $587608.90         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6616 | 2053-06-01      | 6.0000%  | 0.0000% | $23604743.09       | $24473216.66       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | 0.0000% | $18544144.74       | $17996109.63       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6768 | 2053-07-01      | 6.5000%  | 0.0000% | $36775.16          | $38625.54          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $73241729.72       | $74187321.18       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $6063289.94        | $6061318.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7237 | 2053-10-01      | 5.5000%  | 0.0000% | $54249.72          | $55007.62          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA6054 | 2056-04-01      | 5.5000%  | 0.0000% | $10615300.00       | $10728995.77       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0508 | 2055-04-01      | 6.5000%  | 0.0000% | $229593.43         | $242563.88         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4745 | 2055-06-01      | 6.0000%  | 0.0000% | $3389636.52        | $3476703.85        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ6259 | 2055-10-01      | 5.5000%  | 0.0000% | $4066225.60        | $4104238.93        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $6981545.88        | $6568164.67        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $337.89            | $333.17            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  | 0.0000% | $125.50            | $116.19            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1345 | 2042-11-01      | 3.5000%  | 0.0000% | $37228.10          | $34985.72          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAJ1413 | 2041-09-01      | 4.5000%  | 0.0000% | $35836.78          | $35625.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3160 | 2043-02-01      | 3.0000%  | 0.0000% | $13775685.47       | $12596192.92       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9035 | 2046-08-01      | 3.0000%  | 0.0000% | $13278362.16       | $11968327.80       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $7542208.71        | $6905998.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9476 | 2054-11-01      | 5.0000%  | 0.0000% | $918.18            | $918.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG2584 | 2056-02-01      | 6.0000%  | 0.0000% | $4231198.28        | $4389704.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  | 0.0000% | $3000593.99        | $3039834.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  | 0.0000% | $20539091.15       | $21071306.92       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1882 | 2055-05-01      | 6.5000%  | 0.0000% | $92998116.72       | $97146401.04       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2155 | 2055-07-01      | 6.0000%  | 0.0000% | $1091150.61        | $1139424.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2830 | 2055-10-01      | 5.5000%  | 0.0000% | $839890.95         | $853931.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $1313179.07        | $1331837.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS0037 | 2043-07-01      | 3.5000%  | 0.0000% | $394766.96         | $370048.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS0558 | 2043-09-01      | 4.5000%  | 0.0000% | $5592266.76        | $5554032.43        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4403 | 2045-02-01      | 3.5000%  | 0.0000% | $6408637.99        | $6001756.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $3353002.16        | $3139196.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  | 0.0000% | $1161358.46        | $1080659.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $15141764.96       | $14113872.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $1187307.65        | $1201719.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  | 0.0000% | $170.45            | $153.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | 0.0000% | $212.53            | $197.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | 0.0000% | $256930.83         | $238839.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  | 0.0000% | $31578.45          | $31092.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | 0.0000% | $259.26            | $233.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | 0.0000% | $232.81            | $217.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  | 0.0000% | $1410840.72        | $1392899.05        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  | 0.0000% | $37.19             | $36.69             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW5240 | 2029-05-01      | 3.0000%  | 0.0000% | $27097.76          | $26598.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  | 0.0000% | $152.54            | $139.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY1106 | 2045-04-01      | 3.0000%  | 0.0000% | $14658304.66       | $13315804.29       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0858 | 2045-07-01      | 3.5000%  | 0.0000% | $192.66            | $180.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7825 | 2056-04-01      | 5.0000%  | 0.0000% | $4695668.00        | $4674592.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1148 | 2054-06-01      | 5.5000%  | 0.0000% | $3788945.95        | $3845331.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2421 | 2055-07-01      | 5.5000%  | 0.0000% | $4007955.82        | $4065079.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA4517 | 2055-02-01      | 4.5000%  | 0.0000% | $20320505.54       | $19676609.68       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4812 | 2054-02-01      | 5.5000%  | 0.0000% | $2944527.00        | $2990101.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4940 | 2056-04-01      | 5.0000%  | 0.0000% | $2577281.51        | $2553796.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1333 | 2054-04-01      | 5.5000%  | 0.0000% | $55645756.74       | $56891863.11       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  | 0.0000% | $21978455.33       | $23064676.99       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2201 | 2054-08-01      | 5.5000%  | 0.0000% | $1508464.38        | $1537136.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3508 | 2055-02-01      | 6.0000%  | 0.0000% | $760.81            | $790.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | 0.0000% | $216638337.20      | $220621786.80      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | 0.0000% | $4827247.90        | $4901348.84        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4403 | 2055-06-01      | 6.5000%  | 0.0000% | $11604555.83       | $12122073.89       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  | 0.0000% | $104143448.80      | $108435755.70      | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  | 0.0000% | $721.46            | $751.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  | 0.0000% | $2759975.90        | $2729720.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0078 | 2055-12-01      | 6.5000%  | 0.0000% | $6829266.03        | $7117502.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $1528658.41        | $1543144.83        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0037 | 2040-11-01      | 4.5000%  | 0.0000% | $33159.04          | $32981.80          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0849 | 2055-12-01      | 5.0000%  | 0.0000% | $5037491.62        | $5010822.02        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8368 | 2053-10-01      | 6.0000%  | 0.0000% | $288718.33         | $296416.52         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G | 2048-07-01      | 3.5000%  | 0.0000% | $3705120.44        | $3439261.17        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $133215.18         | $112640.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | 0.0000% | $775.57            | $781.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  | 0.0000% | $360845.51         | $359874.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | 0.0000% | $1353265.54        | $1346848.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | 0.0000% | $17757657.71       | $18224995.86       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $17571069.21       | $18283335.92       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  | 0.0000% | $5793565.47        | $5879516.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $20969204.79       | $21229528.16       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $75891425.53       | $71540300.23       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | 0.0000% | $234.15            | $218.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $4804.64           | $4533.32           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  | 0.0000% | $40641.26          | $38781.20          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | 0.0000% | $84848.62          | $77940.34          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | 0.0000% | $48774.11          | $47228.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | 0.0000% | $264.67            | $246.52            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4651 | 2046-03-01      | 3.5000%  | 0.0000% | $80974.96          | $75499.39          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  | 0.0000% | $68036.06          | $71442.31          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1674 | 2053-10-01      | 6.0000%  | 0.0000% | $12301630.31       | $12723223.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | 0.0000% | $849.97            | $877.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  | 0.0000% | $40319.76          | $42725.48          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $9399.85           | $9886.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB2142 | 2054-06-01      | 6.5000%  | 0.0000% | $1448305.49        | $1523154.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  | 0.0000% | $481799.64         | $486452.17         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7023 | 2054-06-01      | 7.0000%  | 0.0000% | $2848586.93        | $3053405.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | 0.0000% | $3916266.98        | $4094273.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9816 | 2054-09-01      | 6.5000%  | 0.0000% | $1489714.24        | $1562799.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0900 | 2054-08-01      | 5.5000%  | 0.0000% | $270364.23         | $273016.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  | 0.0000% | $1187037.24        | $1255610.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2031 | 2054-09-01      | 6.0000%  | 0.0000% | $1261625.32        | $1313889.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3871 | 2054-10-01      | 5.5000%  | 0.0000% | $1545692.43        | $1566210.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6019 | 2054-12-01      | 5.0000%  | 0.0000% | $1049863.44        | $1046381.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  | 0.0000% | $1319523.99        | $1357774.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1790 | 2049-11-01      | 3.0000%  | 0.0000% | $510.60            | $448.16            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | 0.0000% | $231.97            | $228.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $56427.29          | $53920.35          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $47945.88          | $46143.08          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0856 | 2052-01-01      | 2.0000%  | 0.0000% | $786.48            | $631.97            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $675.05            | $623.58            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $77858.58          | $71292.57          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $147170.07         | $134801.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5981 | 2055-04-01      | 5.5000%  | 0.0000% | $1171254.75        | $1194948.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  | 0.0000% | $995.40            | $1031.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9756 | 2055-08-01      | 6.0000%  | 0.0000% | $991.35            | $1027.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2737 | 2055-08-01      | 6.0000%  | 0.0000% | $982.24            | $1027.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3613 | 2055-07-01      | 5.5000%  | 0.0000% | $31321083.31       | $31633152.68       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  | 0.0000% | $4885221.98        | $4839353.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8509 | 2055-08-01      | 6.0000%  | 0.0000% | $991.34            | $1027.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8719 | 2055-09-01      | 5.5000%  | 0.0000% | $941.53            | $954.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9773 | 2055-10-01      | 5.5000%  | 0.0000% | $2501045.74        | $2545718.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0642 | 2055-09-01      | 6.0000%  | 0.0000% | $976.75            | $1017.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1068 | 2055-10-01      | 5.5000%  | 0.0000% | $1822203.79        | $1853482.94        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF1074 | 2055-09-01      | 7.0000%  | 0.0000% | $994.96            | $1064.77           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  | 0.0000% | $995.34            | $1051.36           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  | 0.0000% | $1890330.41        | $1869986.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5927 | 2055-12-01      | 5.0000%  | 0.0000% | $996.71            | $989.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0793 | 2046-04-01      | 3.5000%  | 0.0000% | $105517.39         | $98480.38          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3045 | 2052-10-01      | 5.0000%  | 0.0000% | $750.06            | $750.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS4147 | 2047-10-01      | 4.0000%  | 0.0000% | $7282452.78        | $6989787.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  | 0.0000% | $41779726.49       | $43559055.39       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS8421 | 2053-12-01      | 4.0000%  | 0.0000% | $17153230.53       | $16245776.99       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0728 | 2055-07-01      | 6.0000%  | 0.0000% | $4604670.11        | $4726492.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  | 0.0000% | $17342908.05       | $17768304.55       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | 0.0000% | $791.81            | $830.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  | 0.0000% | $5355512.95        | $5319512.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  | 0.0000% | $23407.51          | $23494.97          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $10578.19          | $9755.10           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $5936.23           | $5263.70           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $46625.38          | $39548.53          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | 0.0000% | $4007445.49        | $4076227.50        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $882.27            | $754.85            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $136594.61         | $121501.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  | 0.0000% | $26931207.95       | $27644495.96       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $69492335.56       | $72451272.85       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $68828.27          | $55450.89          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $1269645.53        | $1073485.16        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $17787049.44       | $16016591.76       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | 0.0000% | $43015.00          | $41047.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $204987.76         | $202891.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0503 | 2060-09-01      | 3.0000%  | 0.0000% | $327833.67         | $282647.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  | 0.0000% | $3020754.06        | $2788274.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  | 0.0000% | $97814.92          | $93339.03          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  | 0.0000% | $229336.49         | $222608.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $936159.83         | $870047.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4517 | 2048-09-01      | 4.0000%  | 0.0000% | $1213821.12        | $1158013.54        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | 0.0000% | $71538.66          | $68264.13          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1946 | 2048-10-01      | 4.5000%  | 0.0000% | $1734744.49        | $1710749.50        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5411 | 2049-04-01      | 4.5000%  | 0.0000% | $4093666.06        | $4032261.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0719 | 2055-07-01      | 6.0000%  | 0.0000% | $933.43            | $977.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2361 | 2056-04-01      | 5.0000%  | 0.0000% | $1435969.44        | $1438404.53        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  | 0.0000% | $8022.49           | $6770.45           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | 0.0000% | $134.29            | $141.67            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | 0.0000% | $319.23            | $301.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $291796.48         | $291600.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY8994 | 2053-08-01      | 5.0000%  | 0.0000% | $4140937.61        | $4122091.28        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $458.11            | $388.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $202935179.20      | $204925883.20      | Agency Mortgage-Backed Securities  |
| 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $9361100.00        | $6713272.63        | U.S. Treasuries (including strips) |
| 4 NOTE F 35          | 2035-11-15      | 4.0000%  | 0.0000% | $655600.00         | $648174.37         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $1024100.00        | $1043123.63        | U.S. Treasuries (including strips) |
| 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | 0.0000% | $210776.08         | $223723.82         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $41820.01          | $38152.20          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $8778.80           | $7410.75           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $334545.15         | $308610.02         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3392 | 2053-07-01      | 5.5000%  | 0.0000% | $9569462.80        | $9716837.85        | Agency Mortgage-Backed Securities  |

### Security 235: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.780000%
- **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_3.78_0507
- **C.18 - Value (incl. sponsor support):** $464950000.00
- **C.18.a - Value (excl. sponsor support):** $464950000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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? 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 MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $86811890.40       | $77967205.66       | Agency Mortgage-Backed Securities  |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $65102421.60       | $60288061.33       | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $21802201.20       | $20189894.50       | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $79350934.00       | $75681923.13       | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $61628720.00       | $58619526.54       | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $185734922.00      | $179920490.30      | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $6100000.00        | $6206219.53        | U.S. Treasuries (including strips) |

### Security 236: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.700000%
- **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_3.70_0507
- **C.18 - Value (incl. sponsor support):** $148149375.00
- **C.18.a - Value (excl. sponsor support):** $148149375.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **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? 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 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6220677.24        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6461872.49        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $6922128.73        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $5874933.44        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $1450000.00        | $1475248.91        | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $24000000.00       | $24200070.10       | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $55000000.00       | $54478753.76       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4657799.62        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $40000000.00       | $35541754.92       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5343962.78        | U.S. Treasuries (including strips) |

### Security 237: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.720000%
- **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_3.72_0507
- **C.18 - Value (incl. sponsor support):** $151375000.00
- **C.18.a - Value (excl. sponsor support):** $151375000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51128447.53       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $100000000.00      | $102829276.20      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $500000.00         | $508706.52         | U.S. Treasuries (including strips) |

### Security 238: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 87299D009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 87299D009_3.65_0501
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CS4357 C | 2053-07-20      | 6.0000%  | 0.0000% | $2497810.65        | $2633550.01        | Agency Mortgage-Backed Securities |
| GNII SF CV0871 C | 2053-10-20      | 6.5000%  | 0.0000% | $1636480.07        | $1746684.10        | Agency Mortgage-Backed Securities |
| GNII SF CV1256 C | 2053-07-20      | 6.0000%  | 0.0000% | $1551825.92        | $1643877.65        | Agency Mortgage-Backed Securities |
| GNII SF CV1438 C | 2053-09-20      | 6.5000%  | 0.0000% | $2008856.39        | $2145470.90        | Agency Mortgage-Backed Securities |
| GNII SF CV1464 C | 2053-10-20      | 6.5000%  | 0.0000% | $1724217.79        | $1836797.33        | Agency Mortgage-Backed Securities |
| GNII SF CV5752 C | 2053-12-20      | 8.0000%  | 0.0000% | $1736036.39        | $1826132.24        | Agency Mortgage-Backed Securities |
| GNII SF CV5755 C | 2053-12-20      | 8.0000%  | 0.0000% | $1802038.80        | $1896533.11        | Agency Mortgage-Backed Securities |
| GNII SF CV7041 C | 2053-10-20      | 6.5000%  | 0.0000% | $1551204.56        | $1666048.16        | Agency Mortgage-Backed Securities |
| GNII SF CW6996 C | 2053-09-20      | 6.5000%  | 0.0000% | $5857512.07        | $6263994.77        | Agency Mortgage-Backed Securities |
| GNII SF CY1173 C | 2054-02-20      | 7.5000%  | 0.0000% | $4615951.40        | $4967809.99        | Agency Mortgage-Backed Securities |
| GNII SF CY6040 C | 2053-10-20      | 7.5000%  | 0.0000% | $1767265.00        | $1906206.79        | Agency Mortgage-Backed Securities |
| GNII SF CY6041 C | 2053-10-20      | 8.0000%  | 0.0000% | $1635756.82        | $1718266.76        | Agency Mortgage-Backed Securities |
| GNII SF CZ0151 C | 2053-11-20      | 7.5000%  | 0.0000% | $1657021.84        | $1787294.68        | Agency Mortgage-Backed Securities |
| GNII SF CZ2505 C | 2054-05-20      | 7.0000%  | 0.0000% | $3128366.74        | $3275233.83        | Agency Mortgage-Backed Securities |
| GNII SF DA2694 C | 2054-02-20      | 7.5000%  | 0.0000% | $5792917.98        | $6234492.81        | Agency Mortgage-Backed Securities |
| GNII SF DB0491 C | 2054-05-20      | 7.0000%  | 0.0000% | $2853480.14        | $3034407.58        | Agency Mortgage-Backed Securities |
| GNII SF DF1081 C | 2054-11-20      | 5.0000%  | 0.0000% | $4274855.58        | $4311135.33        | Agency Mortgage-Backed Securities |
| GNII SF DN4806 C | 2055-10-20      | 6.0000%  | 0.0000% | $5051003.84        | $5289892.75        | Agency Mortgage-Backed Securities |
| GNII SF DN6300 C | 2056-01-20      | 5.0000%  | 0.0000% | $2618289.77        | $2630856.98        | Agency Mortgage-Backed Securities |
| GNII SF DN6495 C | 2056-02-20      | 6.0000%  | 0.0000% | $2748065.87        | $2843699.48        | Agency Mortgage-Backed Securities |
| GNII SF DN6497 C | 2056-02-20      | 5.5000%  | 0.0000% | $5433417.77        | $5525691.10        | Agency Mortgage-Backed Securities |
| GNII SF DN6615 C | 2056-03-20      | 5.5000%  | 0.0000% | $6807080.17        | $6922681.79        | Agency Mortgage-Backed Securities |
| GNII SF DN6698 C | 2056-03-20      | 6.0000%  | 0.0000% | $7507828.43        | $7769103.36        | Agency Mortgage-Backed Securities |
| GNII SF DN6700 C | 2056-03-20      | 6.0000%  | 0.0000% | $5391445.04        | $5579063.73        | Agency Mortgage-Backed Securities |
| GNII SF DN6705 C | 2056-03-20      | 6.0000%  | 0.0000% | $2067839.52        | $2139803.09        | Agency Mortgage-Backed Securities |
| GNII SF DN8206 C | 2055-11-20      | 5.0000%  | 0.0000% | $3907732.90        | $3941487.03        | Agency Mortgage-Backed Securities |
| GNII SF DN9258 C | 2055-11-20      | 6.5000%  | 0.0000% | $2256609.01        | $2392396.19        | Agency Mortgage-Backed Securities |
| GNII SF DP0931 C | 2056-01-20      | 5.5000%  | 0.0000% | $1678807.92        | $1707832.08        | Agency Mortgage-Backed Securities |
| GNII SF DP1997 C | 2055-12-20      | 6.5000%  | 0.0000% | $1579634.96        | $1633889.28        | Agency Mortgage-Backed Securities |
| GNII SF DP3061 C | 2056-01-20      | 6.5000%  | 0.0000% | $2656486.19        | $2750616.41        | Agency Mortgage-Backed Securities |
| GNII SF DP4246 C | 2056-01-20      | 5.0000%  | 0.0000% | $1949714.73        | $1966251.78        | Agency Mortgage-Backed Securities |
| GNII SF DP6180 C | 2056-03-20      | 6.0000%  | 0.0000% | $6718867.38        | $7019075.34        | Agency Mortgage-Backed Securities |
| GNII SF DP6181 C | 2056-03-20      | 6.0000%  | 0.0000% | $6280656.13        | $6554055.18        | Agency Mortgage-Backed Securities |
| GNII SF DP6182 C | 2056-03-20      | 5.5000%  | 0.0000% | $6832091.32        | $6982380.64        | Agency Mortgage-Backed Securities |
| GNII SF DP7003 C | 2056-01-20      | 6.5000%  | 0.0000% | $4369954.36        | $4526276.85        | Agency Mortgage-Backed Securities |
| GNII SF DP7381 C | 2056-03-20      | 5.0000%  | 0.0000% | $2051855.25        | $2069260.68        | Agency Mortgage-Backed Securities |
| GNII SF DP7533 C | 2056-02-20      | 5.5000%  | 0.0000% | $7439584.35        | $7575033.56        | Agency Mortgage-Backed Securities |
| GNII SF DP8209 C | 2056-04-20      | 6.0000%  | 0.0000% | $6890900.00        | $7126529.73        | Agency Mortgage-Backed Securities |
| GNII SF DP8211 C | 2056-04-20      | 6.0000%  | 0.0000% | $7458661.00        | $7713704.94        | Agency Mortgage-Backed Securities |
| GNII SF DP9868 C | 2056-01-20      | 6.0000%  | 0.0000% | $4653089.72        | $4822733.62        | Agency Mortgage-Backed Securities |
| GNII SF DP9351 C | 2056-04-20      | 5.0000%  | 0.0000% | $8035388.00        | $8073956.08        | Agency Mortgage-Backed Securities |
| GNII SF DP9757 C | 2056-02-20      | 6.0000%  | 0.0000% | $3406649.37        | $3571464.20        | Agency Mortgage-Backed Securities |
| GNII SF DQ0413 C | 2056-02-20      | 6.5000%  | 0.0000% | $2175500.40        | $2281462.74        | Agency Mortgage-Backed Securities |
| GNII SF DQ2348 C | 2056-02-20      | 5.5000%  | 0.0000% | $5342820.57        | $5440089.59        | Agency Mortgage-Backed Securities |
| GNII SF DQ2365 C | 2056-02-20      | 5.5000%  | 0.0000% | $2163851.05        | $2203242.99        | Agency Mortgage-Backed Securities |
| GNII SF DQ2984 C | 2056-02-20      | 5.5000%  | 0.0000% | $5050234.03        | $5142176.35        | Agency Mortgage-Backed Securities |
| GNII SF DQ3056 C | 2056-02-20      | 5.5000%  | 0.0000% | $1766131.65        | $1798285.06        | Agency Mortgage-Backed Securities |
| GNII SF DQ4093 C | 2056-03-20      | 6.0000%  | 0.0000% | $1946561.22        | $2019024.56        | Agency Mortgage-Backed Securities |
| GNII SF DQ4238 C | 2056-04-20      | 5.0000%  | 0.0000% | $1871728.00        | $1887605.45        | Agency Mortgage-Backed Securities |
| GNII SF DQ5778 C | 2056-03-20      | 6.0000%  | 0.0000% | $1811848.64        | $1879297.12        | Agency Mortgage-Backed Securities |
| GNII SF DQ5789 C | 2056-03-20      | 5.5000%  | 0.0000% | $1663072.74        | $1727931.84        | Agency Mortgage-Backed Securities |
| GNII SF DQ5855 C | 2056-04-20      | 6.0000%  | 0.0000% | $7193865.00        | $7461666.21        | Agency Mortgage-Backed Securities |
| GNII SF DQ6855 C | 2056-03-20      | 6.0000%  | 0.0000% | $1780763.27        | $1847049.21        | Agency Mortgage-Backed Securities |
| GNII SF DQ8061 C | 2056-03-20      | 5.0000%  | 0.0000% | $1664558.86        | $1678677.28        | Agency Mortgage-Backed Securities |
| GNII SF DQ7640 C | 2056-03-20      | 6.0000%  | 0.0000% | $2737574.95        | $2803302.30        | Agency Mortgage-Backed Securities |
| GNII SF DQ7902 C | 2056-02-20      | 6.0000%  | 0.0000% | $2364311.76        | $2452324.05        | Agency Mortgage-Backed Securities |
| GNII SF DQ8127 C | 2056-03-20      | 5.0000%  | 0.0000% | $4996788.03        | $4996232.28        | Agency Mortgage-Backed Securities |
| GNII SF DQ8123 C | 2056-03-20      | 5.0000%  | 0.0000% | $4921965.94        | $4921418.51        | Agency Mortgage-Backed Securities |
| GNII SF DQ8124 C | 2056-03-20      | 5.0000%  | 0.0000% | $4968488.18        | $4967935.57        | Agency Mortgage-Backed Securities |
| GNII SF DQ8183 C | 2056-04-20      | 6.0000%  | 0.0000% | $5008296.00        | $5164371.20        | Agency Mortgage-Backed Securities |
| GNII SF DQ8184 C | 2056-04-20      | 6.0000%  | 0.0000% | $2915270.00        | $3006119.53        | Agency Mortgage-Backed Securities |
| GNII SF DQ8185 C | 2056-04-20      | 6.0000%  | 0.0000% | $2725857.00        | $2810803.79        | Agency Mortgage-Backed Securities |
| GNII SF DQ8224 C | 2056-04-20      | 5.5000%  | 0.0000% | $5210491.00        | $5412900.63        | Agency Mortgage-Backed Securities |
| GNII SF DQ8199 C | 2056-04-20      | 5.5000%  | 0.0000% | $4512524.00        | $4687820.02        | Agency Mortgage-Backed Securities |
| GNII SF DQ8250 C | 2056-04-20      | 6.0000%  | 0.0000% | $2374702.00        | $2448705.63        | Agency Mortgage-Backed Securities |
| GNII SF DQ8251 C | 2056-04-20      | 6.0000%  | 0.0000% | $3462440.00        | $3570341.17        | Agency Mortgage-Backed Securities |
| GNII SF DQ8630 C | 2056-04-20      | 6.0000%  | 0.0000% | $2149685.00        | $2224494.75        | Agency Mortgage-Backed Securities |
| GNII SF DQ9820 C | 2056-03-20      | 5.5000%  | 0.0000% | $1961570.96        | $1997282.45        | Agency Mortgage-Backed Securities |
| GNII SF MB0557 M | 2053-01-20      | 6.0000%  | 0.0000% | $4914564.21        | $5039154.97        | Agency Mortgage-Backed Securities |
| GNII SF DO1160 C | 2056-04-20      | 5.0000%  | 0.0000% | $2286762.00        | $2306160.09        | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M | 2046-08-20      | 3.0000%  | 0.0000% | $9327137.52        | $8362083.47        | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M | 2048-02-20      | 3.5000%  | 0.0000% | $6355123.00        | $5885158.12        | Agency Mortgage-Backed Securities |
| GNII SF MA5077 M | 2048-03-20      | 3.5000%  | 0.0000% | $6079854.50        | $5630245.88        | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M | 2052-02-20      | 2.0000%  | 0.0000% | $2855336.49        | $2344891.16        | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M | 2052-11-20      | 4.5000%  | 0.0000% | $4225917.21        | $4118769.08        | Agency Mortgage-Backed Securities |
| GNII SF CP5190 C | 2052-11-20      | 5.5000%  | 0.0000% | $751156.85         | $761958.90         | Agency Mortgage-Backed Securities |
| GNII SF CJ8958 C | 2052-07-20      | 5.0000%  | 0.0000% | $3319198.15        | $3343308.07        | Agency Mortgage-Backed Securities |
| GNII SF DJ2294 C | 2055-06-20      | 5.0000%  | 0.0000% | $7757453.56        | $7795882.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ2923 C | 2055-07-20      | 5.0000%  | 0.0000% | $5636707.04        | $5664630.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ3093 C | 2055-08-20      | 5.0000%  | 0.0000% | $2892741.51        | $2895526.58        | Agency Mortgage-Backed Securities |

### Security 239: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 240: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 241: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $450000.69
- **C.18.a - Value (excl. sponsor support):** $450000.69
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 242: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $12604875.00
- **C.18.a - Value (excl. sponsor support):** $12604875.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 243: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** $9243575.00
- **C.18.a - Value (excl. sponsor support):** $9243575.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 244: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.65_0501
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $399375.53         | $404559.65         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $441237.83         | $426955.41         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $439189.88         | $444521.01         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3828 | 2053-05-01      | 6.5000%  | 0.0000% | $378320.20         | $394561.91         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3960 | 2053-10-01      | 6.0000%  | 0.0000% | $421607.50         | $433502.45         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4268 | 2053-11-01      | 6.0000%  | 0.0000% | $375078.45         | $387707.47         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD4749 | 2052-01-01      | 2.5000%  | 0.0000% | $536658.91         | $450580.90         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD4803 | 2052-01-01      | 2.5000%  | 0.0000% | $450301.95         | $378075.27         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8030 | 2052-08-01      | 5.0000%  | 0.0000% | $397011.16         | $399341.13         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE7910 | 2052-08-01      | 4.0000%  | 0.0000% | $408662.74         | $385593.41         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9448 | 2052-09-01      | 4.5000%  | 0.0000% | $439794.49         | $425932.16         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3374 | 2052-11-01      | 4.5000%  | 0.0000% | $402673.47         | $390079.86         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4279 | 2053-06-01      | 6.0000%  | 0.0000% | $322798.79         | $333949.34         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0300 | 2053-09-01      | 6.5000%  | 0.0000% | $339916.72         | $358738.29         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0305 | 2053-09-01      | 6.5000%  | 0.0000% | $441904.84         | $471048.96         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ1286 | 2054-08-01      | 5.5000%  | 0.0000% | $405013.36         | $408831.24         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7673 | 2052-07-01      | 4.5000%  | 0.0000% | $476999.11         | $462524.10         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7781 | 2052-08-01      | 4.5000%  | 0.0000% | $465588.95         | $452468.65         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8287 | 2052-12-01      | 4.5000%  | 0.0000% | $398531.53         | $388163.73         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA8781 | 2053-03-01      | 4.0000%  | 0.0000% | $422477.05         | $398944.33         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5365 | 2045-08-01      | 6.0000%  | 0.0000% | $338868.95         | $348956.85         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5148 | 2042-03-01      | 2.0000%  | 0.0000% | $552833.09         | $477658.36         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC2043 | 2036-06-01      | 1.5000%  | 0.0000% | $401785.07         | $360460.80         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRC3541 | 2040-06-01      | 5.5000%  | 0.0000% | $428290.03         | $442302.63         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNRD5291 | 2036-04-01      | 4.5000%  | 0.0000% | $441057.77         | $440935.60         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNRD5264 | 2035-10-01      | 4.5000%  | 0.0000% | $444622.01         | $444433.04         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO5309 | 2041-04-01      | 4.0000%  | 0.0000% | $333888.72         | $326049.43         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4521 | 2040-11-01      | 5.0000%  | 0.0000% | $420766.37         | $425353.05         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2545 | 2055-01-01      | 5.0000%  | 0.0000% | $455597.55         | $454030.65         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3774 | 2055-05-01      | 6.0000%  | 0.0000% | $347430.81         | $356275.82         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6054 | 2055-06-01      | 5.5000%  | 0.0000% | $410717.95         | $414808.93         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6925 | 2055-07-01      | 5.5000%  | 0.0000% | $453397.28         | $457926.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7661 | 2055-07-01      | 5.5000%  | 0.0000% | $431441.37         | $435747.40         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7720 | 2055-07-01      | 6.5000%  | 0.0000% | $316830.99         | $334852.38         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9764 | 2055-08-01      | 6.0000%  | 0.0000% | $372447.84         | $386148.83         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0931 | 2055-08-01      | 6.5000%  | 0.0000% | $331754.28         | $345945.10         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1055 | 2055-08-01      | 5.5000%  | 0.0000% | $456820.51         | $461514.14         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5967 | 2055-10-01      | 5.5000%  | 0.0000% | $368382.78         | $371855.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6630 | 2055-11-01      | 5.5000%  | 0.0000% | $350320.31         | $354214.31         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6967 | 2055-11-01      | 5.5000%  | 0.0000% | $446878.11         | $450987.41         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7255 | 2055-11-01      | 5.0000%  | 0.0000% | $386965.22         | $382928.32         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7818 | 2055-10-01      | 6.0000%  | 0.0000% | $328586.24         | $341953.56         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL5994 | 2043-05-01      | 3.0000%  | 0.0000% | $380788.89         | $348067.58         | Agency Mortgage-Backed Securities |
| 03.000 FGPC T69912 G | 2047-11-01      | 3.0000%  | 0.0000% | $373151.74         | $329360.40         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA1276 | 2042-12-01      | 3.0000%  | 0.0000% | $393577.10         | $360373.23         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8103 | 2055-11-01      | 5.5000%  | 0.0000% | $337135.12         | $340365.06         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0456 | 2055-02-01      | 5.5000%  | 0.0000% | $332880.05         | $338715.63         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0739 | 2052-11-01      | 4.5000%  | 0.0000% | $429001.97         | $418865.51         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1686 | 2055-05-01      | 5.0000%  | 0.0000% | $436319.75         | $434361.88         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1200 | 2055-05-01      | 5.5000%  | 0.0000% | $376863.92         | $382288.34         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1350 | 2055-05-01      | 6.0000%  | 0.0000% | $352290.18         | $366007.07         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1608 | 2053-09-01      | 4.5000%  | 0.0000% | $453108.96         | $438657.51         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1969 | 2052-07-01      | 4.5000%  | 0.0000% | $420013.16         | $409606.07         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1980 | 2052-01-01      | 3.0000%  | 0.0000% | $525649.14         | $467536.35         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2000 | 2055-03-01      | 5.5000%  | 0.0000% | $345361.17         | $350137.37         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3541 | 2055-11-01      | 4.5000%  | 0.0000% | $366916.38         | $354076.14         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2819 | 2055-08-01      | 5.0000%  | 0.0000% | $405657.93         | $401357.05         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2843 | 2053-02-01      | 6.0000%  | 0.0000% | $373580.07         | $391009.95         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3147 | 2053-06-01      | 5.0000%  | 0.0000% | $447252.65         | $447753.92         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3219 | 2050-08-01      | 3.5000%  | 0.0000% | $360725.21         | $335282.34         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3231 | 2052-05-01      | 2.5000%  | 0.0000% | $390024.88         | $331281.63         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3340 | 2051-12-01      | 3.0000%  | 0.0000% | $503917.34         | $446998.20         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3378 | 2055-09-01      | 5.5000%  | 0.0000% | $391329.74         | $394928.24         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4443 | 2054-09-01      | 5.0000%  | 0.0000% | $357671.99         | $356789.18         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3625 | 2055-11-01      | 5.0000%  | 0.0000% | $326268.39         | $324401.41         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3633 | 2055-04-01      | 6.5000%  | 0.0000% | $320941.51         | $342111.16         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL3664 | 2052-06-01      | 2.0000%  | 0.0000% | $481511.56         | $387062.15         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL3697 | 2052-09-01      | 4.0000%  | 0.0000% | $485449.80         | $460595.85         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4091 | 2055-02-01      | 4.5000%  | 0.0000% | $347050.75         | $336652.76         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL5083 | 2052-08-01      | 2.5000%  | 0.0000% | $401058.98         | $338966.18         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0180 | 2053-11-01      | 5.5000%  | 0.0000% | $445909.94         | $456103.69         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0203 | 2053-11-01      | 6.5000%  | 0.0000% | $357413.74         | $374339.46         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3973 | 2055-04-01      | 6.5000%  | 0.0000% | $380591.16         | $403947.70         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ6205 | 2056-03-01      | 5.5000%  | 0.0000% | $458720.51         | $471134.20         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ6206 | 2056-03-01      | 5.5000%  | 0.0000% | $369292.15         | $378887.31         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0003 | 2055-03-01      | 5.5000%  | 0.0000% | $431724.58         | $435738.56         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0092 | 2056-02-01      | 4.0000%  | 0.0000% | $406080.92         | $381932.19         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  | 0.0000% | $25448.51          | $25169.54          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0121 | 2056-04-01      | 6.5000%  | 0.0000% | $366305.15         | $381941.29         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0100 | 2056-03-01      | 4.0000%  | 0.0000% | $399960.29         | $376175.54         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0108 | 2056-04-01      | 4.0000%  | 0.0000% | $374962.69         | $352664.50         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0029 | 2040-10-01      | 3.5000%  | 0.0000% | $405694.74         | $390285.42         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  | 0.0000% | $439489.14         | $450888.85         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0062 | 2041-02-01      | 5.0000%  | 0.0000% | $412481.91         | $416647.06         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0037 | 2040-11-01      | 4.5000%  | 0.0000% | $362220.68         | $360284.61         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0064 | 2041-03-01      | 3.5000%  | 0.0000% | $417487.74         | $401630.48         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0083 | 2041-04-01      | 4.5000%  | 0.0000% | $393289.25         | $391185.15         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0833 | 2055-12-01      | 6.0000%  | 0.0000% | $350181.26         | $359308.85         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA0237 | 2055-12-01      | 5.0000%  | 0.0000% | $430803.59         | $426439.88         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA0353 | 2055-12-01      | 5.0000%  | 0.0000% | $453348.44         | $450559.34         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1164 | 2055-12-01      | 5.5000%  | 0.0000% | $345044.10         | $348832.88         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2614 | 2056-01-01      | 5.0000%  | 0.0000% | $361670.50         | $357705.79         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2082 | 2056-01-01      | 5.5000%  | 0.0000% | $431188.19         | $435198.48         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2226 | 2056-01-01      | 6.0000%  | 0.0000% | $324049.03         | $338642.36         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2846 | 2056-01-01      | 5.0000%  | 0.0000% | $370378.63         | $367595.15         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3158 | 2056-01-01      | 5.0000%  | 0.0000% | $373871.44         | $371438.58         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7764 | 2056-03-01      | 5.5000%  | 0.0000% | $454124.84         | $461123.15         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7781 | 2056-03-01      | 5.0000%  | 0.0000% | $365141.09         | $363164.50         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB0039 | 2056-04-01      | 6.5000%  | 0.0000% | $394710.07         | $413994.07         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0161 | 2056-04-01      | 5.0000%  | 0.0000% | $340186.00         | $336483.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0229 | 2056-04-01      | 5.5000%  | 0.0000% | $380758.22         | $386729.87         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0340 | 2056-04-01      | 5.0000%  | 0.0000% | $456635.68         | $451904.37         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1341 | 2056-04-01      | 5.0000%  | 0.0000% | $447929.22         | $443065.06         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1971 | 2056-05-01      | 5.0000%  | 0.0000% | $351064.52         | $347666.14         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2556 | 2056-05-01      | 5.0000%  | 0.0000% | $433947.88         | $429490.27         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS9382 | 2043-09-01      | 3.0000%  | 0.0000% | $428960.12         | $392775.90         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNSA0088 | 2032-01-01      | 1.5000%  | 0.0000% | $432358.72         | $406554.83         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNSA0122 | 2031-11-01      | 1.5000%  | 0.0000% | $487816.92         | $460839.83         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1725 | 2036-12-01      | 1.5000%  | 0.0000% | $528529.48         | $474930.95         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB1877 | 2039-10-01      | 3.5000%  | 0.0000% | $420620.80         | $404702.59         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8359 | 2040-01-01      | 3.5000%  | 0.0000% | $435680.66         | $419132.39         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8371 | 2040-03-01      | 5.0000%  | 0.0000% | $331582.86         | $334956.97         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0853 | 2052-01-01      | 2.5000%  | 0.0000% | $474663.60         | $398534.16         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1460 | 2052-05-01      | 3.0000%  | 0.0000% | $534686.47         | $474649.02         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2255 | 2053-01-01      | 6.0000%  | 0.0000% | $397201.74         | $410019.18         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2339 | 2053-02-01      | 6.5000%  | 0.0000% | $306449.81         | $328503.81         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2359 | 2053-02-01      | 5.5000%  | 0.0000% | $344724.77         | $356057.44         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2909 | 2053-04-01      | 6.5000%  | 0.0000% | $388058.88         | $415988.30         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3419 | 2053-04-01      | 4.5000%  | 0.0000% | $390401.63         | $378471.74         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | 0.0000% | $553215.07         | $464496.46         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5869 | 2054-06-01      | 6.0000%  | 0.0000% | $332664.83         | $347519.42         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5959 | 2054-07-01      | 6.5000%  | 0.0000% | $386677.32         | $410072.12         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5989 | 2054-07-01      | 6.5000%  | 0.0000% | $391594.08         | $419778.72         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6365 | 2052-08-01      | 3.0000%  | 0.0000% | $372704.31         | $331783.49         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $402168.00         | $388853.42         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6953 | 2054-09-01      | 6.5000%  | 0.0000% | $351223.09         | $372644.93         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7501 | 2049-07-01      | 4.0000%  | 0.0000% | $353704.05         | $338347.01         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  | 0.0000% | $507708.93         | $436357.49         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7543 | 2051-08-01      | 2.5000%  | 0.0000% | $391951.12         | $336162.32         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $403544.23         | $354492.08         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1435 | 2052-08-01      | 4.5000%  | 0.0000% | $475642.28         | $460052.15         | Agency Mortgage-Backed Securities |

### Security 245: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.68_0508
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNAR AR 080779 M | 2033-12-20      | 5.1250%  | 0.0000% | $21874.35          | $22374.89          | Agency Mortgage-Backed Securities |
| GNAR AR 080824 M | 2034-02-20      | 5.6250%  | 0.0000% | $4388.50           | $4411.79           | Agency Mortgage-Backed Securities |
| GNAR AR 080024 M | 2026-12-20      | 5.1250%  | 0.0000% | $2325.50           | $2334.95           | Agency Mortgage-Backed Securities |
| GNAR AR 080027 M | 2027-01-20      | 5.6250%  | 0.0000% | $4660.62           | $4672.09           | Agency Mortgage-Backed Securities |
| GNAR AR 080029 M | 2027-01-20      | 5.6250%  | 0.0000% | $2924.04           | $2931.98           | Agency Mortgage-Backed Securities |
| GNAR AR 080030 M | 2027-01-20      | 5.6250%  | 0.0000% | $1006.74           | $1009.07           | Agency Mortgage-Backed Securities |
| GNAR AR 080059 M | 2027-04-20      | 5.6250%  | 0.0000% | $10064.39          | $10092.13          | Agency Mortgage-Backed Securities |
| GNAR AR 080060 M | 2027-04-20      | 5.6250%  | 0.0000% | $1934.10           | $1942.33           | Agency Mortgage-Backed Securities |
| GNAR AR 080045 M | 2027-02-20      | 5.6250%  | 0.0000% | $2140.57           | $2144.60           | Agency Mortgage-Backed Securities |
| GNAR AR 080051 M | 2027-03-20      | 5.6250%  | 0.0000% | $3116.67           | $3131.52           | Agency Mortgage-Backed Securities |
| GNAR AR 080053 M | 2027-03-20      | 5.6250%  | 0.0000% | $1271.64           | $1273.15           | Agency Mortgage-Backed Securities |
| GNAR AR 080095 M | 2027-07-20      | 5.3750%  | 0.0000% | $6052.02           | $6098.05           | Agency Mortgage-Backed Securities |
| GNAR AR 080072 M | 2027-05-20      | 5.6250%  | 0.0000% | $5149.25           | $5176.75           | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M | 2027-05-20      | 5.6250%  | 0.0000% | $3182.15           | $3196.50           | Agency Mortgage-Backed Securities |
| GNAR AR 080084 M | 2027-06-20      | 5.6250%  | 0.0000% | $2828.59           | $2844.21           | Agency Mortgage-Backed Securities |
| GNAR AR 080086 M | 2027-06-20      | 5.6250%  | 0.0000% | $2048.31           | $2062.48           | Agency Mortgage-Backed Securities |
| GNAR AR 080103 M | 2027-08-20      | 5.3750%  | 0.0000% | $2213.12           | $2222.44           | Agency Mortgage-Backed Securities |
| GNAR AR 080112 M | 2027-09-20      | 5.3750%  | 0.0000% | $3626.12           | $3655.60           | Agency Mortgage-Backed Securities |
| GNAR AR 080118 M | 2027-10-20      | 5.1250%  | 0.0000% | $2305.83           | $2320.32           | Agency Mortgage-Backed Securities |
| GNAR AR 080132 M | 2027-11-20      | 5.1250%  | 0.0000% | $7734.97           | $7775.65           | Agency Mortgage-Backed Securities |
| GNAR AR 080351 M | 2029-12-20      | 5.1250%  | 0.0000% | $2406.78           | $2421.04           | Agency Mortgage-Backed Securities |
| GNAR AR 080385 M | 2030-03-20      | 5.6250%  | 0.0000% | $1705.44           | $1717.88           | Agency Mortgage-Backed Securities |
| GNAR AR 080547 M | 2031-10-20      | 5.1250%  | 0.0000% | $18214.13          | $18363.64          | Agency Mortgage-Backed Securities |
| GNAR AR 080602 M | 2032-05-20      | 5.6250%  | 0.0000% | $6660.50           | $6659.56           | Agency Mortgage-Backed Securities |
| GNAR AR 080636 M | 2032-09-20      | 5.3750%  | 0.0000% | $3066.25           | $3079.65           | Agency Mortgage-Backed Securities |
| GNAR AR 080610 M | 2032-06-20      | 5.6250%  | 0.0000% | $4278.25           | $4347.34           | Agency Mortgage-Backed Securities |
| GNAR AR 080701 M | 2033-06-20      | 5.6250%  | 0.0000% | $19777.54          | $19803.79          | Agency Mortgage-Backed Securities |
| GNAR AR 080703 M | 2033-06-20      | 5.6250%  | 0.0000% | $5177.87           | $5258.65           | Agency Mortgage-Backed Securities |
| GNAR AR 080673 M | 2033-02-20      | 5.6250%  | 0.0000% | $26604.99          | $27008.13          | Agency Mortgage-Backed Securities |
| GNAR AR 080902 M | 2034-05-20      | 5.6250%  | 0.0000% | $16882.90          | $17191.30          | Agency Mortgage-Backed Securities |
| GNAR AR 080904 M | 2034-05-20      | 5.6250%  | 0.0000% | $2441.20           | $2485.83           | Agency Mortgage-Backed Securities |
| GNAR AR 080963 M | 2034-07-20      | 5.3750%  | 0.0000% | $3467.89           | $3489.44           | Agency Mortgage-Backed Securities |
| GNAR AR 081023 M | 2034-08-20      | 5.3750%  | 0.0000% | $8365.89           | $8429.72           | Agency Mortgage-Backed Securities |
| GNAR AF MB0494 M | 2055-07-20      | 4.5000%  | 0.0000% | $323567.07         | $323371.32         | Agency Mortgage-Backed Securities |
| GNAR AF MB0695 M | 2055-10-20      | 4.5000%  | 0.0000% | $87437503.34       | $87513836.28       | Agency Mortgage-Backed Securities |
| GNAR AF MB0755 M | 2055-11-20      | 4.5000%  | 0.0000% | $24722.00          | $24736.59          | Agency Mortgage-Backed Securities |
| GNAR AF MB0944 M | 2056-02-20      | 3.0000%  | 0.0000% | $18142975.71       | $17189429.30       | Agency Mortgage-Backed Securities |
| GNAR AF MB0945 M | 2056-02-20      | 3.5000%  | 0.0000% | $12150139.06       | $11723540.92       | Agency Mortgage-Backed Securities |
| GNAR AF MB0947 M | 2056-02-20      | 4.5000%  | 0.0000% | $1586009.35        | $1585268.68        | Agency Mortgage-Backed Securities |
| GNAR AF MB1003 M | 2056-03-20      | 3.0000%  | 0.0000% | $27423748.96       | $25983088.02       | Agency Mortgage-Backed Securities |
| GNAR AF MB1004 M | 2056-03-20      | 3.5000%  | 0.0000% | $326923.20         | $315444.74         | Agency Mortgage-Backed Securities |
| GNAR AF MB1077 M | 2056-04-20      | 3.0000%  | 0.0000% | $44106118.00       | $41733943.97       | Agency Mortgage-Backed Securities |
| GNAR AF MB1078 M | 2056-03-20      | 3.5000%  | 0.0000% | $44612770.00       | $43034657.68       | Agency Mortgage-Backed Securities |
| GNAR AF MB1082 M | 2056-03-20      | 4.5000%  | 0.0000% | $46577073.00       | $46540742.88       | Agency Mortgage-Backed Securities |
| GNAR AF MA3047 M | 2045-08-20      | 5.3750%  | 0.0000% | $1100116.27        | $1124131.65        | Agency Mortgage-Backed Securities |
| GNAR AF MA6052 M | 2049-07-20      | 5.3750%  | 0.0000% | $196565.73         | $200375.15         | Agency Mortgage-Backed Securities |
| GNAR AF MA7602 M | 2051-09-20      | 2.5000%  | 0.0000% | $283411.22         | $281584.60         | Agency Mortgage-Backed Securities |
| GNAR AF MA7661 M | 2051-09-20      | 2.0000%  | 0.0000% | $605336.19         | $591365.10         | Agency Mortgage-Backed Securities |
| GNAR AF MA7663 M | 2051-10-20      | 2.5000%  | 0.0000% | $968751.52         | $951036.82         | Agency Mortgage-Backed Securities |
| GNAR AR 008959 M | 2026-08-20      | 5.3750%  | 0.0000% | $1029.87           | $1033.24           | Agency Mortgage-Backed Securities |
| GNAR AF MA7841 M | 2051-12-20      | 2.5000%  | 0.0000% | $565265.45         | $555849.76         | Agency Mortgage-Backed Securities |
| GNAR AF MA7891 M | 2052-02-20      | 1.5000%  | 0.0000% | $1287571.66        | $1232888.92        | Agency Mortgage-Backed Securities |
| GNAR AF BD4156 C | 2047-11-20      | 5.1250%  | 0.0000% | $37859.78          | $38200.46          | Agency Mortgage-Backed Securities |
| GNAR FT 082724 M | 2041-01-20      | 5.7500%  | 0.0000% | $26704.98          | $26953.62          | Agency Mortgage-Backed Securities |
| GNAR FT 082744 M | 2041-02-20      | 5.7500%  | 0.0000% | $79077.00          | $79771.67          | Agency Mortgage-Backed Securities |
| GNAR AR 081056 M | 2034-09-20      | 5.3750%  | 0.0000% | $4998.57           | $5087.78           | Agency Mortgage-Backed Securities |
| GNAR AR 081058 M | 2034-09-20      | 5.3750%  | 0.0000% | $1762.25           | $1773.45           | Agency Mortgage-Backed Securities |
| GNAR AR 081166 M | 2034-12-20      | 5.1250%  | 0.0000% | $4195.96           | $4296.50           | Agency Mortgage-Backed Securities |
| GNAR AR 081197 M | 2035-01-20      | 5.6250%  | 0.0000% | $4219.68           | $4291.12           | Agency Mortgage-Backed Securities |
| GNAR AR 081268 M | 2035-03-20      | 5.6250%  | 0.0000% | $20541.29          | $20634.85          | Agency Mortgage-Backed Securities |
| GNAR AR 081368 M | 2035-06-20      | 5.6250%  | 0.0000% | $5408.19           | $5423.69           | Agency Mortgage-Backed Securities |
| GNAR AR 081435 M | 2035-08-20      | 5.3750%  | 0.0000% | $42782.02          | $43075.93          | Agency Mortgage-Backed Securities |
| GNAR AR 081463 M | 2035-09-20      | 5.3750%  | 0.0000% | $29439.01          | $29670.48          | Agency Mortgage-Backed Securities |
| GNAR AR 081465 M | 2035-09-20      | 5.3750%  | 0.0000% | $79430.82          | $79816.76          | Agency Mortgage-Backed Securities |
| GNAR AR 081635 M | 2036-03-20      | 5.6250%  | 0.0000% | $74213.88          | $74884.31          | Agency Mortgage-Backed Securities |
| GNAR FT 082428 M | 2039-11-20      | 5.1250%  | 0.0000% | $23379.66          | $23819.86          | Agency Mortgage-Backed Securities |
| GNAR FT 082483 M | 2040-02-20      | 5.7500%  | 0.0000% | $2787.63           | $2842.06           | Agency Mortgage-Backed Securities |
| GNAR FT 082468 M | 2040-01-20      | 5.7500%  | 0.0000% | $7645.97           | $7794.88           | Agency Mortgage-Backed Securities |
| GNAR FT 082745 M | 2041-02-20      | 5.7500%  | 0.0000% | $18590.84          | $18852.69          | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M | 2051-07-20      | 2.5000%  | 0.0000% | $872309643.80      | $748152843.10      | Agency Mortgage-Backed Securities |
| GNAR AR 080934 M | 2034-06-20      | 5.6250%  | 0.0000% | $5299.63           | $5396.93           | Agency Mortgage-Backed Securities |
| GNAR AR 080736 M | 2033-09-20      | 5.3750%  | 0.0000% | $20655.73          | $21005.01          | Agency Mortgage-Backed Securities |
| GNAR AR 080725 M | 2033-08-20      | 5.3750%  | 0.0000% | $20338.17          | $20680.36          | Agency Mortgage-Backed Securities |
| GNAR AR 080681 M | 2033-03-20      | 5.6250%  | 0.0000% | $51645.25          | $52180.49          | Agency Mortgage-Backed Securities |
| GNAR AR 080680 M | 2033-03-20      | 5.6250%  | 0.0000% | $3379.06           | $3430.56           | Agency Mortgage-Backed Securities |
| GNAR AR 080702 M | 2033-06-20      | 5.6250%  | 0.0000% | $9069.00           | $9079.39           | Agency Mortgage-Backed Securities |
| GNAR AR 080659 M | 2032-12-20      | 5.1250%  | 0.0000% | $2551.31           | $2575.81           | Agency Mortgage-Backed Securities |
| GNAR AR 080664 M | 2033-01-20      | 5.6250%  | 0.0000% | $59630.52          | $60108.44          | Agency Mortgage-Backed Securities |
| GNAR AR 080593 M | 2032-04-20      | 5.6250%  | 0.0000% | $11145.65          | $11324.33          | Agency Mortgage-Backed Securities |
| GNAR AR 080583 M | 2032-03-20      | 5.6250%  | 0.0000% | $1846.93           | $1869.68           | Agency Mortgage-Backed Securities |
| GNAR AR 080562 M | 2031-12-20      | 5.1250%  | 0.0000% | $25437.20          | $25606.45          | Agency Mortgage-Backed Securities |
| GNAR AR 080283 M | 2029-05-20      | 5.6250%  | 0.0000% | $4684.14           | $4697.64           | Agency Mortgage-Backed Securities |
| GNAR AR 080074 M | 2027-05-20      | 5.6250%  | 0.0000% | $3710.49           | $3727.29           | Agency Mortgage-Backed Securities |
| GNAR AR 080042 M | 2027-02-20      | 5.6250%  | 0.0000% | $1102.20           | $1104.28           | Agency Mortgage-Backed Securities |
| GNAR AR 080022 M | 2026-12-20      | 5.1250%  | 0.0000% | $4397.72           | $4414.12           | Agency Mortgage-Backed Securities |
| GNAR AR 080000 M | 2026-10-20      | 5.1250%  | 0.0000% | $3237.30           | $3248.23           | Agency Mortgage-Backed Securities |
| GNAR AR 080869 M | 2034-04-20      | 5.6250%  | 0.0000% | $6794.17           | $6918.35           | Agency Mortgage-Backed Securities |
| GNAR AR 080848 M | 2034-03-20      | 5.6250%  | 0.0000% | $3588.95           | $3647.14           | Agency Mortgage-Backed Securities |
| GNAR AR 080846 M | 2034-03-20      | 5.6250%  | 0.0000% | $9093.95           | $9241.32           | Agency Mortgage-Backed Securities |
| GNAR AR 080801 M | 2034-01-20      | 5.6250%  | 0.0000% | $1208.92           | $1228.32           | Agency Mortgage-Backed Securities |
| GNAR AR 080799 M | 2034-01-20      | 5.6250%  | 0.0000% | $2738.49           | $2782.45           | Agency Mortgage-Backed Securities |
| GNAR AR 080781 M | 2033-12-20      | 5.1250%  | 0.0000% | $7281.98           | $7448.52           | Agency Mortgage-Backed Securities |

### Security 246: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.68_0529
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0024 M | 2054-11-20      | 4.5000%  | 0.0000% | $180285989.90      | $174566236.60      | Agency Mortgage-Backed Securities |
| GNII SF MB0747 M | 2055-11-20      | 6.0000%  | 0.0000% | $331176926.90      | $340433763.50      | Agency Mortgage-Backed Securities |

### Security 247: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.70_0730
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHDN 08/03/26                         | 2026-08-03      | 0.0000%  | 0.0000% | $1629000.00        | $1613581.51        | Agency Mortgage-Backed Securities |
| FHDN 08/14/26                         | 2026-08-14      | 0.0000%  | 0.0000% | $41852000.00       | $41409624.36       | Agency Mortgage-Backed Securities |
| FHDN 09/09/26                         | 2026-09-09      | 0.0000%  | 0.0000% | $445000.00         | $439130.45         | Agency Mortgage-Backed Securities |
| FHDN 10/09/26                         | 2026-10-09      | 0.0000%  | 0.0000% | $59700000.00       | $58732680.90       | Agency Mortgage-Backed Securities |
| FHDN 10/23/26                         | 2026-10-23      | 0.0000%  | 0.0000% | $2620000.00        | $2573867.04        | Agency Mortgage-Backed Securities |
| FHDN 10/28/26                         | 2026-10-28      | 0.0000%  | 0.0000% | $34000000.00       | $33384600.00       | Agency Mortgage-Backed Securities |
| FHDN 05/06/26                         | 2026-05-06      | 0.0000%  | 0.0000% | $5500000.00        | $5497255.50        | Agency Mortgage-Backed Securities |
| FHDN 05/08/26                         | 2026-05-08      | 0.0000%  | 0.0000% | $100000.00         | $99930.20          | Agency Mortgage-Backed Securities |
| FHDN 05/13/26                         | 2026-05-13      | 0.0000%  | 0.0000% | $1400000.00        | $1398324.20        | Agency Mortgage-Backed Securities |
| FHDN 05/19/26                         | 2026-05-19      | 0.0000%  | 0.0000% | $100000.00         | $99820.40          | Agency Mortgage-Backed Securities |
| FHDN 05/20/26                         | 2026-05-20      | 0.0000%  | 0.0000% | $16200000.00       | $16169284.80       | Agency Mortgage-Backed Securities |
| FHDN 05/21/26                         | 2026-05-21      | 0.0000%  | 0.0000% | $18600000.00       | $18562855.80       | Agency Mortgage-Backed Securities |
| FHDN 05/26/26                         | 2026-05-26      | 0.0000%  | 0.0000% | $500000.00         | $498743.00         | Agency Mortgage-Backed Securities |
| FHDN 05/27/26                         | 2026-05-27      | 0.0000%  | 0.0000% | $1886000.00        | $1881070.00        | Agency Mortgage-Backed Securities |
| FHDN 05/29/26                         | 2026-05-29      | 0.0000%  | 0.0000% | $222000.00         | $221374.85         | Agency Mortgage-Backed Securities |
| FHDN 06/01/26                         | 2026-06-01      | 0.0000%  | 0.0000% | $1915000.00        | $1909023.28        | Agency Mortgage-Backed Securities |
| FHDN 06/03/26                         | 2026-06-03      | 0.0000%  | 0.0000% | $23800000.00       | $23720912.60       | Agency Mortgage-Backed Securities |
| FHDN 06/05/26                         | 2026-06-05      | 0.0000%  | 0.0000% | $4691000.00        | $4674464.22        | Agency Mortgage-Backed Securities |
| FHDN 06/09/26                         | 2026-06-09      | 0.0000%  | 0.0000% | $10700000.00       | $10657970.40       | Agency Mortgage-Backed Securities |
| FHDN 06/10/26                         | 2026-06-10      | 0.0000%  | 0.0000% | $4100000.00        | $4083477.00        | Agency Mortgage-Backed Securities |
| FHDN 06/12/26                         | 2026-06-12      | 0.0000%  | 0.0000% | $1200000.00        | $1194922.80        | Agency Mortgage-Backed Securities |
| FHDN 06/17/26                         | 2026-06-17      | 0.0000%  | 0.0000% | $78948000.00       | $78574023.32       | Agency Mortgage-Backed Securities |
| FHDN 06/22/26                         | 2026-06-22      | 0.0000%  | 0.0000% | $47700000.00       | $47449956.60       | Agency Mortgage-Backed Securities |
| FHDN 06/24/26                         | 2026-06-24      | 0.0000%  | 0.0000% | $2300000.00        | $2287481.10        | Agency Mortgage-Backed Securities |
| FHDN 07/10/26                         | 2026-07-10      | 0.0000%  | 0.0000% | $37000000.00       | $36739002.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank Discount Notes | 2026-07-17      | 0.0000%  | 0.0000% | $822000.00         | $815622.92         | Agency Mortgage-Backed Securities |
| FNDN 05/08/26                         | 2026-05-08      | 0.0000%  | 0.0000% | $80000.00          | $79944.80          | Agency Mortgage-Backed Securities |
| FNDN 05/20/26                         | 2026-05-20      | 0.0000%  | 0.0000% | $1900000.00        | $1896437.50        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Discount Notes    | 2026-06-29      | 0.0000%  | 0.0000% | $588000.00         | $584501.99         | Agency Mortgage-Backed Securities |
| TVDN 05/27/26                         | 2026-05-27      | 0.0000%  | 0.0000% | $64414000.00       | $64243753.80       | Agency Mortgage-Backed Securities |
| FNDN 05/15/26                         | 2026-05-15      | 0.0000%  | 0.0000% | $36000000.00       | $35950284.00       | Agency Mortgage-Backed Securities |
| FHDN 06/23/26                         | 2026-06-23      | 0.0000%  | 0.0000% | $700000.00         | $696259.90         | Agency Mortgage-Backed Securities |
| FHDN 06/04/26                         | 2026-06-04      | 0.0000%  | 0.0000% | $9000000.00        | $8969184.00        | Agency Mortgage-Backed Securities |
| FHDN 04/27/27                         | 2027-04-27      | 0.0000%  | 0.0000% | $3000000.00        | $2891097.00        | Agency Mortgage-Backed Securities |

### Security 248: 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):** $349547212.00
- **C.18.a - Value (excl. sponsor support):** $349547212.00
- **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 249: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1175162000.00
- **C.18.a - Value (excl. sponsor support):** $1175162000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: 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):** $148963849.50
- **C.18.a - Value (excl. sponsor support):** $148963849.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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 251: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $594192528.00
- **C.18.a - Value (excl. sponsor support):** $594192528.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $698608750.00
- **C.18.a - Value (excl. sponsor support):** $698608750.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **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 253: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $698125750.00
- **C.18.a - Value (excl. sponsor support):** $698125750.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1146094071.00
- **C.18.a - Value (excl. sponsor support):** $1146094071.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: 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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199402344.00
- **C.18.a - Value (excl. sponsor support):** $199402344.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 256: 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: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $262477440.90
- **C.18.a - Value (excl. sponsor support):** $262477440.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: 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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1552590000.00
- **C.18.a - Value (excl. sponsor support):** $1552590000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 258: 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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $798894574.10
- **C.18.a - Value (excl. sponsor support):** $798894574.10
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 259: 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: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148532812.50
- **C.18.a - Value (excl. sponsor support):** $148532812.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: 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: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $232275468.75
- **C.18.a - Value (excl. sponsor support):** $232275468.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $537319969.00
- **C.18.a - Value (excl. sponsor support):** $537319969.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $713292381.00
- **C.18.a - Value (excl. sponsor support):** $713292381.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395943748.00
- **C.18.a - Value (excl. sponsor support):** $395943748.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: 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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $409978700.50
- **C.18.a - Value (excl. sponsor support):** $409978700.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 265: 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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $490253614.20
- **C.18.a - Value (excl. sponsor support):** $490253614.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 266: 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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $891439299.10
- **C.18.a - Value (excl. sponsor support):** $891439299.10
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 267: 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: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180771679.80
- **C.18.a - Value (excl. sponsor support):** $180771679.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: 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: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $502053225.00
- **C.18.a - Value (excl. sponsor support):** $502053225.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **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 269: 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: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1466243500.20
- **C.18.a - Value (excl. sponsor support):** $1466243500.20
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: 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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $685976659.30
- **C.18.a - Value (excl. sponsor support):** $685976659.30
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 271: 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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $631022275.80
- **C.18.a - Value (excl. sponsor support):** $631022275.80
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 272: 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: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $331994814.16
- **C.18.a - Value (excl. sponsor support):** $331994814.16
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $359625585.60
- **C.18.a - Value (excl. sponsor support):** $359625585.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: 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: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $656970115.55
- **C.18.a - Value (excl. sponsor support):** $656970115.55
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: 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: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1148734669.40
- **C.18.a - Value (excl. sponsor support):** $1148734669.40
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 276: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.741200%
- **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):** $520155958.40
- **C.18.a - Value (excl. sponsor support):** $520155958.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: 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: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $875875000.00
- **C.18.a - Value (excl. sponsor support):** $875875000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 278: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.803200%
- **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):** $100108585.00
- **C.18.a - Value (excl. sponsor support):** $100108585.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 279: 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: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $809708902.20
- **C.18.a - Value (excl. sponsor support):** $809708902.20
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.742200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $500036035.00
- **C.18.a - Value (excl. sponsor support):** $500036035.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.746200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $519922722.80
- **C.18.a - Value (excl. sponsor support):** $519922722.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **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 282: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 283: VPM Linden Manor LP

- **C.1 - Title:** VPM Linden Manor LP 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 284: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 285: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 3.650000%
- **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_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2000000000.14
- **C.18.a - Value (excl. sponsor support):** $2000000000.14
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3 02/15/47                     | 2047-02-15      | 3.0000%  | 0.0000% | $38947000.00       | $28983566.29       | U.S. Treasuries (including strips) |
| T 1 1/8 05/15/40                 | 2040-05-15      | 1.1250%  | 0.0000% | $19500000.00       | $12308613.38       | U.S. Treasuries (including strips) |
| T 4 1/4 05/15/35                 | 2035-05-15      | 4.2500%  | 0.0000% | $3800000.00        | $3846164.05        | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/35                 | 2035-08-15      | 4.2500%  | 0.0000% | $4200000.00        | $4200246.09        | U.S. Treasuries (including strips) |
| T 4 11/15/35                     | 2035-11-15      | 4.0000%  | 0.0000% | $155000000.00      | $153283496.09      | U.S. Treasuries (including strips) |
| T 3 1/2 11/30/30                 | 2030-11-30      | 3.5000%  | 0.0000% | $23100000.00       | $22950210.94       | U.S. Treasuries (including strips) |
| T 3 3/4 08/31/31                 | 2031-08-31      | 3.7500%  | 0.0000% | $22000000.00       | $21804492.24       | U.S. Treasuries (including strips) |
| T 4 1/8 10/31/29                 | 2029-10-31      | 4.1250%  | 0.0000% | $250000000.00      | $251406249.38      | U.S. Treasuries (including strips) |
| T 4 1/8 11/30/31                 | 2031-11-30      | 4.1250%  | 0.0000% | $21000000.00       | $21397031.30       | U.S. Treasuries (including strips) |
| T 3 1/2 04/30/30                 | 2030-04-30      | 3.5000%  | 0.0000% | $204293000.00      | $200697922.52      | U.S. Treasuries (including strips) |
| T 3 1/2 04/30/28                 | 2028-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49627929.81       | U.S. Treasuries (including strips) |
| T 4 7/8 10/31/30                 | 2030-10-31      | 4.8750%  | 0.0000% | $120000000.00      | $124249219.05      | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33                 | 2033-11-15      | 4.5000%  | 0.0000% | $93823000.00       | $97284555.37       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-03-15      | 4.2500%  | 0.0000% | $6000000.00        | $6058236.34        | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31                 | 2031-03-31      | 4.1250%  | 0.0000% | $100000000.00      | $100755859.38      | U.S. Treasuries (including strips) |
| T 2 7/8 04/30/29                 | 2029-04-30      | 2.8750%  | 0.0000% | $129183000.00      | $125398341.80      | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54                 | 2054-05-15      | 4.6250%  | 0.0000% | $200000000.00      | $192562501.00      | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54                 | 2054-08-15      | 4.2500%  | 0.0000% | $240000000.00      | $214401562.50      | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55                 | 2055-02-15      | 4.6250%  | 0.0000% | $295000000.00      | $280647557.86      | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/29                 | 2029-05-15      | 2.3750%  | 0.0000% | $20000000.00       | $19341796.82       | U.S. Treasuries (including strips) |
| T 1 5/8 08/15/29                 | 2029-08-15      | 1.6250%  | 0.0000% | $21930000.00       | $20463431.36       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-03-31      | 0.6250%  | 0.0000% | $6680000.00        | $6497408.97        | U.S. Treasuries (including strips) |
| T 0 5/8 05/15/30                 | 2030-05-15      | 0.6250%  | 0.0000% | $9987000.00        | $8774125.64        | U.S. Treasuries (including strips) |
| T 6 1/4 05/15/30                 | 2030-05-15      | 6.2500%  | 0.0000% | $6622000.00        | $7369044.41        | U.S. Treasuries (including strips) |
| T 5 3/8 02/15/31                 | 2031-02-15      | 5.3750%  | 0.0000% | $22416000.00       | $23992125.06       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/40                 | 2040-02-15      | 4.6250%  | 0.0000% | $18347000.00       | $18378175.66       | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/43                 | 2043-05-15      | 2.8750%  | 0.0000% | $20401000.00       | $15809579.68       | U.S. Treasuries (including strips) |
| T 2 7/8 08/15/45                 | 2045-08-15      | 2.8750%  | 0.0000% | $9330000.00        | $6917866.97        | U.S. Treasuries (including strips) |

### Security 286: Village Gate Apartments LLC / Village Gate at Knightdale LLC

- **C.1 - Title:** Village Gate Apartments LLC / Village Gate at Knightdale LLC 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 927076AA7, C.4 - ISIN: US927076AA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $42100000.00
- **C.18.a - Value (excl. sponsor support):** $42100000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2066-03-01
- **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 287: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 933USN006_3.65_0501
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLSD8362             | 2053-09-01      | 5.5000%  | 0.0000% | $167787.59         | $169824.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605             | 2053-08-01      | 5.5000%  | 0.0000% | $227910.47         | $233349.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653             | 2053-08-01      | 5.0000%  | 0.0000% | $13.63             | $13.71             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222             | 2053-10-01      | 6.0000%  | 0.0000% | $241191.61         | $250434.88         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G             | 2043-11-01      | 4.0000%  | 0.0000% | $95101.00          | $92156.88          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G             | 2048-02-01      | 4.0000%  | 0.0000% | $192768.46         | $184171.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994             | 2051-05-01      | 2.5000%  | 0.0000% | $295675.80         | $252844.47         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2660             | 2051-02-01      | 2.0000%  | 0.0000% | $103251.34         | $82559.68          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795             | 2051-05-01      | 2.5000%  | 0.0000% | $12.18             | $10.36             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9814             | 2051-05-01      | 2.5000%  | 0.0000% | $100637.56         | $85682.10          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341             | 2051-05-01      | 2.5000%  | 0.0000% | $10106.37          | $8696.35           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339             | 2051-07-01      | 2.5000%  | 0.0000% | $192541.41         | $161660.44         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222             | 2051-07-01      | 2.5000%  | 0.0000% | $13.25             | $11.21             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247             | 2051-09-01      | 2.0000%  | 0.0000% | $181371.75         | $146033.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954             | 2052-10-01      | 4.5000%  | 0.0000% | $59860.78          | $58001.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281             | 2052-08-01      | 5.0000%  | 0.0000% | $100406.95         | $101169.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301             | 2052-08-01      | 4.5000%  | 0.0000% | $82563.42          | $79938.65          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450             | 2052-01-01      | 2.0000%  | 0.0000% | $462691.81         | $371558.70         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794             | 2051-11-01      | 2.5000%  | 0.0000% | $159643.89         | $136794.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766             | 2052-04-01      | 3.0000%  | 0.0000% | $138220.61         | $122827.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583             | 2052-04-01      | 3.5000%  | 0.0000% | $28.48             | $26.05             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835             | 2052-10-01      | 5.0000%  | 0.0000% | $14.57             | $14.64             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453             | 2052-07-01      | 5.0000%  | 0.0000% | $194112.43         | $193789.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647             | 2053-07-01      | 4.5000%  | 0.0000% | $56984.24          | $55152.14          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816             | 2052-11-01      | 5.0000%  | 0.0000% | $7638.67           | $7690.08           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4606             | 2042-05-01      | 2.0000%  | 0.0000% | $94665.56          | $81789.16          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607             | 2042-05-01      | 2.5000%  | 0.0000% | $155852.29         | $139676.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632             | 2042-06-01      | 3.0000%  | 0.0000% | $85796.00          | $78823.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701             | 2052-08-01      | 4.5000%  | 0.0000% | $73486.09          | $71233.01          | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C                 | 2053-08-20      | 6.0000%  | 0.0000% | $449134.04         | $472319.84         | Agency Mortgage-Backed Securities  |
| GNMI SF CX5729 X                 | 2053-12-15      | 7.5000%  | 0.0000% | $174276.27         | $185454.64         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G             | 2037-07-01      | 5.5000%  | 0.0000% | $2.01              | $2.02              | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G                    | 2041-10-01      | 6.4730%  | 0.0000% | $30.92             | $32.47             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G             | 2037-12-01      | 5.5000%  | 0.0000% | $1.71              | $1.70              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023             | 2050-09-01      | 2.5000%  | 0.0000% | $3386.61           | $2881.28           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553             | 2050-08-01      | 2.5000%  | 0.0000% | $64070.49          | $54332.02          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344             | 2051-04-01      | 2.5000%  | 0.0000% | $166750.58         | $141247.89         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361             | 2052-06-01      | 4.0000%  | 0.0000% | $14.47             | $13.66             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717             | 2052-11-01      | 5.5000%  | 0.0000% | $12.93             | $13.12             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4910             | 2052-12-01      | 5.0000%  | 0.0000% | $45411.73          | $45286.57          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750             | 2053-03-01      | 6.0000%  | 0.0000% | $71.61             | $74.17             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0327             | 2053-04-01      | 4.5000%  | 0.0000% | $15.82             | $15.31             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9227             | 2053-08-01      | 6.0000%  | 0.0000% | $46175.79          | $48308.07          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5959             | 2053-12-01      | 6.0000%  | 0.0000% | $270562.13         | $278393.10         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894             | 2054-08-01      | 6.0000%  | 0.0000% | $301525.64         | $313403.74         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101             | 2054-08-01      | 5.5000%  | 0.0000% | $114267.70         | $116282.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA0558             | 2047-10-01      | 4.5000%  | 0.0000% | $18131.66          | $17897.67          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051             | 2048-07-01      | 4.5000%  | 0.0000% | $39248.76          | $38724.08          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183             | 2048-08-01      | 4.0000%  | 0.0000% | $4.76              | $4.56              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787             | 2048-12-01      | 4.0000%  | 0.0000% | $2023.06           | $1935.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4007             | 2049-08-01      | 4.0000%  | 0.0000% | $366838.10         | $348904.20         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316             | 2050-07-01      | 3.0000%  | 0.0000% | $64123.32          | $56346.23          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958             | 2051-02-01      | 2.5000%  | 0.0000% | $9.30              | $7.87              | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573             | 2046-05-01      | 2.5000%  | 0.0000% | $397618.89         | $343007.48         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580             | 2037-01-01      | 1.5000%  | 0.0000% | $100400.88         | $90397.07          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586             | 2037-01-01      | 2.0000%  | 0.0000% | $140183.63         | $129026.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2664             | 2052-01-01      | 3.0000%  | 0.0000% | $283048.40         | $250092.13         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347             | 2051-12-01      | 2.0000%  | 0.0000% | $44745.65          | $36501.63          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072             | 2053-07-01      | 5.5000%  | 0.0000% | $123.82            | $125.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5737             | 2055-06-01      | 6.5000%  | 0.0000% | $31.21             | $32.53             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5864             | 2045-10-01      | 5.0000%  | 0.0000% | $64960.83          | $64774.64          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073             | 2041-01-01      | 4.0000%  | 0.0000% | $0.99              | $0.95              | Agency Mortgage-Backed Securities  |
| 1.23 FCOR 21-30 DY               | 2030-07-29      | 1.2300%  | 0.0000% | $18.18             | $16.14             | Agency Mortgage-Backed Securities  |
| 1.95 FCOR 21-40 Q                | 2040-08-13      | 1.9500%  | 0.0000% | $272727.27         | $188897.68         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942             | 2049-12-01      | 3.0000%  | 0.0000% | $5.50              | $4.88              | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461             | 2050-04-01      | 4.0000%  | 0.0000% | $3.40              | $3.24              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664             | 2051-02-01      | 2.5000%  | 0.0000% | $382033.36         | $323483.65         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921             | 2051-03-01      | 2.5000%  | 0.0000% | $122943.54         | $104063.46         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673             | 2053-05-01      | 5.5000%  | 0.0000% | $115714.98         | $117124.46         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257             | 2053-06-01      | 5.0000%  | 0.0000% | $231743.99         | $231432.94         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158             | 2042-04-01      | 3.0000%  | 0.0000% | $480.79            | $444.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391             | 2054-04-01      | 6.0000%  | 0.0000% | $355146.03         | $368446.01         | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21               | 2027-06-01      | 4.0000%  | 0.0000% | $18.18             | $18.51             | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7               | 2029-08-06      | 4.0000%  | 0.0000% | $324018.18         | $324847.78         | Agency Mortgage-Backed Securities  |
| 4.75 FMNT GB26-2933              | 2029-12-18      | 4.7500%  | 0.0000% | $454545.45         | $462509.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641             | 2052-05-01      | 4.5000%  | 0.0000% | $127895.51         | $124391.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4039             | 2052-07-01      | 5.0000%  | 0.0000% | $615880.88         | $612169.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687             | 2052-09-01      | 5.0000%  | 0.0000% | $1060282.70        | $1061080.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779             | 2052-10-01      | 5.0000%  | 0.0000% | $451485.10         | $454037.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4794             | 2052-10-01      | 4.5000%  | 0.0000% | $11608.11          | $11236.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105             | 2052-11-01      | 5.0000%  | 0.0000% | $27807.92          | $27708.86          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250             | 2053-05-01      | 5.0000%  | 0.0000% | $649773.95         | $648901.81         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5483             | 2053-01-01      | 6.0000%  | 0.0000% | $96284.80          | $101127.18         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5701             | 2053-02-01      | 6.0000%  | 0.0000% | $97158.82          | $101603.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5901             | 2053-03-01      | 5.0000%  | 0.0000% | $64323.58          | $64104.09          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6095             | 2053-04-01      | 6.0000%  | 0.0000% | $183448.67         | $189451.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129             | 2053-04-01      | 5.0000%  | 0.0000% | $51064.36          | $50995.82          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512             | 2053-06-01      | 5.0000%  | 0.0000% | $137207.07         | $138274.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560             | 2053-06-01      | 5.5000%  | 0.0000% | $14.61             | $14.83             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633             | 2053-06-01      | 5.0000%  | 0.0000% | $202853.40         | $202521.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914             | 2053-08-01      | 5.5000%  | 0.0000% | $465021.70         | $475199.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992             | 2054-02-01      | 6.0000%  | 0.0000% | $15.03             | $15.76             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011             | 2054-02-01      | 6.5000%  | 0.0000% | $206074.66         | $219666.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2047             | 2054-12-01      | 5.5000%  | 0.0000% | $16557.71          | $16756.91          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX3595             | 2055-01-01      | 6.0000%  | 0.0000% | $14.80             | $15.37             | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M                 | 2055-01-20      | 5.5000%  | 0.0000% | $573587.27         | $580918.04         | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M                 | 2055-03-20      | 5.5000%  | 0.0000% | $778556.76         | $788460.43         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0595             | 2043-01-01      | 3.5000%  | 0.0000% | $117453.45         | $110368.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232             | 2042-07-01      | 4.0000%  | 0.0000% | $115514.16         | $111804.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166             | 2043-03-01      | 3.0000%  | 0.0000% | $118365.51         | $108231.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699             | 2043-10-01      | 3.5000%  | 0.0000% | $186385.12         | $174768.75         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710             | 2045-10-01      | 4.0000%  | 0.0000% | $110825.81         | $106441.57         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337             | 2044-10-01      | 6.1500%  | 0.0000% | $0.61              | $0.63              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO6786             | 2042-06-01      | 3.5000%  | 0.0000% | $1.88              | $1.76              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4406             | 2042-09-01      | 3.5000%  | 0.0000% | $10664.69          | $10013.57          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439             | 2053-11-01      | 6.0000%  | 0.0000% | $207548.28         | $216010.30         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504             | 2053-11-01      | 6.0000%  | 0.0000% | $1300.37           | $1343.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7638             | 2053-12-01      | 6.0000%  | 0.0000% | $136569.75         | $142490.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987             | 2054-08-01      | 5.5000%  | 0.0000% | $947401.65         | $970600.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8164             | 2054-03-01      | 6.0000%  | 0.0000% | $9195.04           | $9646.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220             | 2054-03-01      | 5.0000%  | 0.0000% | $1611467.64        | $1602705.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296             | 2054-04-01      | 6.0000%  | 0.0000% | $7317.95           | $7672.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8297             | 2054-04-01      | 6.0000%  | 0.0000% | $14.29             | $14.97             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635             | 2054-06-01      | 5.5000%  | 0.0000% | $19946.64          | $20239.13          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214             | 2055-02-01      | 5.5000%  | 0.0000% | $542458.48         | $552765.50         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1329             | 2055-05-01      | 5.0000%  | 0.0000% | $232922.53         | $232904.08         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1389             | 2055-04-01      | 6.0000%  | 0.0000% | $13561.22          | $14061.93          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2480             | 2055-08-01      | 6.0000%  | 0.0000% | $168647.07         | $173013.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3109             | 2055-10-01      | 5.0000%  | 0.0000% | $18.00             | $17.84             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3258             | 2055-11-01      | 5.5000%  | 0.0000% | $66195.70          | $67276.71          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4061             | 2055-01-01      | 6.0000%  | 0.0000% | $1645735.17        | $1702587.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879             | 2054-02-01      | 5.5000%  | 0.0000% | $50911.50          | $51421.35          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570             | 2048-07-01      | 4.0000%  | 0.0000% | $470743.33         | $449198.46         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5921             | 2048-11-01      | 4.5000%  | 0.0000% | $4.26              | $4.20              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625             | 2045-03-01      | 3.0000%  | 0.0000% | $107910.72         | $98027.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645             | 2045-03-01      | 3.0000%  | 0.0000% | $155403.21         | $141170.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353             | 2045-12-01      | 4.0000%  | 0.0000% | $4.48              | $4.32              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864             | 2046-09-01      | 3.5000%  | 0.0000% | $50180.57          | $46832.54          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429             | 2042-02-01      | 4.0000%  | 0.0000% | $68684.55          | $66606.93          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0296             | 2055-01-01      | 6.0000%  | 0.0000% | $18026.39          | $18736.51          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307             | 2055-01-01      | 5.0000%  | 0.0000% | $329320.47         | $326675.30         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1158             | 2055-02-01      | 5.0000%  | 0.0000% | $6914.68           | $6845.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005             | 2055-06-01      | 5.0000%  | 0.0000% | $93851.80          | $93418.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3507             | 2055-11-01      | 5.5000%  | 0.0000% | $309572.75         | $318299.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2841             | 2052-08-01      | 3.0000%  | 0.0000% | $19.23             | $16.88             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4647             | 2056-01-01      | 5.5000%  | 0.0000% | $19871.59          | $20161.19          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273             | 2053-11-01      | 5.5000%  | 0.0000% | $9080.43           | $9280.28           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663             | 2054-01-01      | 6.5000%  | 0.0000% | $4403.97           | $4613.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715             | 2054-06-01      | 6.0000%  | 0.0000% | $541925.46         | $557269.18         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455             | 2054-05-01      | 7.0000%  | 0.0000% | $18877.42          | $20184.79          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251             | 2055-01-01      | 5.5000%  | 0.0000% | $353396.25         | $360265.41         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185             | 2055-05-01      | 6.5000%  | 0.0000% | $9789.74           | $10303.03          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522             | 2043-07-01      | 3.0000%  | 0.0000% | $6962.16           | $6360.32           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606             | 2045-03-01      | 3.0000%  | 0.0000% | $156589.61         | $142337.40         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277             | 2054-06-01      | 5.5000%  | 0.0000% | $128618.22         | $130920.56         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984             | 2045-08-01      | 4.0000%  | 0.0000% | $159886.90         | $153863.99         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517             | 2035-10-01      | 2.0000%  | 0.0000% | $163129.69         | $150069.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430             | 2048-06-01      | 4.5000%  | 0.0000% | $108478.58         | $106741.83         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636             | 2051-06-01      | 3.0000%  | 0.0000% | $317715.15         | $279858.33         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685             | 2051-06-01      | 3.0000%  | 0.0000% | $104275.74         | $91665.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227             | 2051-10-01      | 2.5000%  | 0.0000% | $366838.17         | $314099.27         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704             | 2051-12-01      | 2.0000%  | 0.0000% | $94935.80          | $77051.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1373             | 2051-11-01      | 3.0000%  | 0.0000% | $220228.06         | $193169.00         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390             | 2051-12-01      | 2.5000%  | 0.0000% | $71983.51          | $60884.44          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361             | 2035-07-01      | 3.0000%  | 0.0000% | $118620.45         | $113856.26         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141             | 2037-02-01      | 2.0000%  | 0.0000% | $33.51             | $30.74             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114             | 2041-01-01      | 2.5000%  | 0.0000% | $246897.72         | $223043.42         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630             | 2042-08-01      | 2.0000%  | 0.0000% | $324755.92         | $282664.67         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780             | 2051-12-01      | 2.5000%  | 0.0000% | $5944.32           | $5088.06           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696             | 2047-04-01      | 2.0000%  | 0.0000% | $30.64             | $25.05             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790             | 2052-09-01      | 5.0000%  | 0.0000% | $96557.65          | $95950.96          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1489             | 2052-08-01      | 4.5000%  | 0.0000% | $88468.16          | $86850.34          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846             | 2052-10-01      | 4.5000%  | 0.0000% | $318647.85         | $309076.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181             | 2053-01-01      | 5.5000%  | 0.0000% | $25.06             | $25.50             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184             | 2053-01-01      | 6.0000%  | 0.0000% | $194198.94         | $200289.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595             | 2055-05-01      | 5.5000%  | 0.0000% | $53373.62          | $54521.66          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009             | 2055-09-01      | 5.0000%  | 0.0000% | $18.16             | $17.99             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7859             | 2055-09-01      | 6.0000%  | 0.0000% | $16.56             | $16.98             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592             | 2052-08-01      | 5.0000%  | 0.0000% | $670981.15         | $666765.23         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448             | 2052-05-01      | 2.0000%  | 0.0000% | $60138.43          | $48329.36          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3118             | 2052-10-01      | 5.5000%  | 0.0000% | $151140.72         | $154948.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709             | 2052-11-01      | 5.0000%  | 0.0000% | $90819.62          | $90328.26          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786             | 2054-02-01      | 5.5000%  | 0.0000% | $154414.83         | $156153.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943             | 2052-06-01      | 3.0000%  | 0.0000% | $572466.11         | $502119.56         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798             | 2054-06-01      | 6.0000%  | 0.0000% | $179038.26         | $185847.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956             | 2054-05-01      | 5.5000%  | 0.0000% | $53234.93          | $54462.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7958             | 2054-05-01      | 5.5000%  | 0.0000% | $15.43             | $15.79             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895             | 2052-04-01      | 3.0000%  | 0.0000% | $1025.34           | $899.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598             | 2054-06-01      | 6.0000%  | 0.0000% | $495756.72         | $509352.02         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9670             | 2054-11-01      | 5.5000%  | 0.0000% | $15.47             | $15.76             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690             | 2054-11-01      | 5.0000%  | 0.0000% | $35.04             | $34.86             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0289             | 2055-04-01      | 6.5000%  | 0.0000% | $45528.73          | $47742.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634             | 2052-03-01      | 3.0000%  | 0.0000% | $92505.34          | $81273.59          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585             | 2055-06-01      | 6.0000%  | 0.0000% | $806350.27         | $830545.08         | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M                 | 2050-05-20      | 3.0000%  | 0.0000% | $1640511.94        | $1464308.93        | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M                 | 2050-10-20      | 2.0000%  | 0.0000% | $489897.24         | $403018.91         | Agency Mortgage-Backed Securities  |
| GNII SF MA8044 M                 | 2052-05-20      | 3.5000%  | 0.0000% | $453503.13         | $414351.96         | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                 | 2052-01-20      | 3.0000%  | 0.0000% | $245278.87         | $218846.80         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364             | 2053-02-01      | 6.5000%  | 0.0000% | $59586.75          | $62459.49          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2399             | 2053-02-01      | 6.0000%  | 0.0000% | $171553.48         | $179557.71         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5078             | 2054-02-01      | 6.5000%  | 0.0000% | $180643.57         | $190717.36         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684             | 2052-09-01      | 4.5000%  | 0.0000% | $36025.54          | $35003.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713             | 2050-03-01      | 4.5000%  | 0.0000% | $862.90            | $848.20            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475             | 2038-03-01      | 4.3700%  | 0.0000% | $7956.36           | $7906.83           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435             | 2054-11-01      | 5.0000%  | 0.0000% | $16.84             | $16.80             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6181             | 2054-08-01      | 5.5000%  | 0.0000% | $520941.91         | $532056.50         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202             | 2052-05-01      | 3.0000%  | 0.0000% | $904521.25         | $793785.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299             | 2054-09-01      | 5.5000%  | 0.0000% | $251911.08         | $254419.25         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453             | 2054-05-01      | 5.5000%  | 0.0000% | $15.45             | $15.82             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753             | 2052-07-01      | 3.5000%  | 0.0000% | $171630.07         | $156832.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877             | 2054-07-01      | 5.5000%  | 0.0000% | $27767.84          | $28581.37          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956             | 2054-07-01      | 5.5000%  | 0.0000% | $16100.57          | $16439.74          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104             | 2050-11-01      | 1.5000%  | 0.0000% | $249976.61         | $191106.20         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8211             | 2052-05-01      | 2.0000%  | 0.0000% | $1079944.44        | $866656.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226             | 2058-01-01      | 3.5000%  | 0.0000% | $7.82              | $7.12              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0736             | 2063-06-01      | 4.0000%  | 0.0000% | $189365.52         | $175814.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246             | 2048-06-01      | 4.0000%  | 0.0000% | $32224.59          | $30927.53          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166             | 2035-10-01      | 2.0000%  | 0.0000% | $7.03              | $6.47              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289             | 2048-01-01      | 3.5000%  | 0.0000% | $196667.08         | $183474.15         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359             | 2048-07-01      | 4.0000%  | 0.0000% | $32436.29          | $31015.98          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856             | 2048-10-01      | 4.5000%  | 0.0000% | $46468.57          | $45409.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988             | 2050-02-01      | 3.0000%  | 0.0000% | $4761.44           | $4260.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334             | 2050-03-01      | 3.0000%  | 0.0000% | $149641.98         | $133668.99         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378             | 2051-05-01      | 2.5000%  | 0.0000% | $320331.75         | $264207.67         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667             | 2050-12-01      | 2.5000%  | 0.0000% | $113327.34         | $96849.53          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ889810             | 2037-11-01      | 6.0000%  | 0.0000% | $6044.18           | $6153.11           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916             | 2038-09-01      | 4.3430%  | 0.0000% | $0.46              | $0.45              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479             | 2040-12-01      | 4.5000%  | 0.0000% | $123551.89         | $122822.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366             | 2042-06-01      | 3.5000%  | 0.0000% | $87239.76          | $82238.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB7809             | 2043-02-01      | 3.0000%  | 0.0000% | $53981.92          | $49571.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996             | 2037-05-01      | 3.5000%  | 0.0000% | $117182.34         | $112908.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3057             | 2047-07-01      | 3.5000%  | 0.0000% | $478743.07         | $443562.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211             | 2047-12-01      | 4.0000%  | 0.0000% | $104311.00         | $99795.19          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283             | 2033-02-01      | 3.0000%  | 0.0000% | $72286.68          | $69858.91          | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M                 | 2053-05-20      | 5.5000%  | 0.0000% | $114369.00         | $116528.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M                 | 2052-07-20      | 4.0000%  | 0.0000% | $268907.71         | $254161.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                 | 2053-04-20      | 5.5000%  | 0.0000% | $196633.45         | $200403.02         | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M                 | 2053-10-20      | 6.5000%  | 0.0000% | $304207.76         | $320612.50         | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M                 | 2054-01-20      | 4.5000%  | 0.0000% | $1804002.84        | $1749007.81        | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M                 | 2054-04-20      | 6.5000%  | 0.0000% | $480558.73         | $505303.23         | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C                 | 2051-08-20      | 3.0000%  | 0.0000% | $333258.70         | $297352.29         | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C                 | 2051-10-20      | 2.0000%  | 0.0000% | $264359.46         | $211809.59         | Agency Mortgage-Backed Securities  |
| GNII SF CH7852 C                 | 2052-02-20      | 3.5000%  | 0.0000% | $181869.10         | $164877.88         | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $330085.18         | $295191.69         | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C                 | 2051-11-20      | 3.5000%  | 0.0000% | $348858.41         | $311979.70         | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $315844.44         | $283214.38         | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C                 | 2051-12-20      | 3.0000%  | 0.0000% | $280926.17         | $252216.26         | Agency Mortgage-Backed Securities  |
| GNII SF CJ2164 C                 | 2052-04-20      | 3.5000%  | 0.0000% | $62542.00          | $57935.12          | Agency Mortgage-Backed Securities  |
| GNII SF CK1568 C                 | 2052-01-20      | 4.5000%  | 0.0000% | $174217.04         | $164342.77         | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $32449.38          | $29417.84          | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $503008.80         | $470463.74         | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $333534.33         | $311954.07         | Agency Mortgage-Backed Securities  |
| GNII SF CL5067 C                 | 2052-03-20      | 4.0000%  | 0.0000% | $144213.21         | $135660.24         | Agency Mortgage-Backed Securities  |
| GNII SF CM7789 C                 | 2052-04-20      | 4.0000%  | 0.0000% | $171548.19         | $161109.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M                 | 2054-09-20      | 5.0000%  | 0.0000% | $469519.38         | $468029.02         | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M                 | 2054-10-20      | 6.0000%  | 0.0000% | $102551.70         | $105473.63         | Agency Mortgage-Backed Securities  |
| GNII SP 785317 C                 | 2051-02-20      | 2.0000%  | 0.0000% | $221623.17         | $182914.72         | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $38459.00          | $35127.12          | Agency Mortgage-Backed Securities  |
| 2.875 FHLB 29 EC                 | 2029-03-09      | 2.8750%  | 0.0000% | $4636.36           | $4513.43           | Agency Mortgage-Backed Securities  |
| 4.05 FHOR 28-30 7C               | 2030-07-17      | 4.0500%  | 0.0000% | $181818.18         | $183100.09         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150             | 2038-02-01      | 5.7800%  | 0.0000% | $0.60              | $0.62              | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244             | 2046-07-01      | 3.0000%  | 0.0000% | $158200.00         | $142407.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024             | 2053-06-01      | 5.0000%  | 0.0000% | $16.83             | $16.67             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178             | 2053-09-01      | 6.0000%  | 0.0000% | $252864.98         | $262120.68         | Agency Mortgage-Backed Securities  |
| GNMI SP 786677 X                 | 2053-04-15      | 6.0000%  | 0.0000% | $163029.73         | $167474.46         | Agency Mortgage-Backed Securities  |
| GNII SP 788131 C                 | 2055-07-20      | 7.5000%  | 0.0000% | $424174.68         | $454414.38         | Agency Mortgage-Backed Securities  |
| GNII SP 787333 C                 | 2054-03-20      | 7.5000%  | 0.0000% | $46779.48          | $49672.87          | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C                 | 2054-04-20      | 6.0000%  | 0.0000% | $275551.08         | $285305.95         | Agency Mortgage-Backed Securities  |
| GNII SP 787530 C                 | 2054-04-20      | 7.0000%  | 0.0000% | $2.11              | $2.19              | Agency Mortgage-Backed Securities  |
| GNII SP 787570 C                 | 2051-07-20      | 3.0000%  | 0.0000% | $228447.23         | $203129.94         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387             | 2041-07-01      | 2.0000%  | 0.0000% | $23.42             | $20.38             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046             | 2040-06-01      | 3.0000%  | 0.0000% | $116379.24         | $108107.78         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4209             | 2050-12-01      | 1.5000%  | 0.0000% | $12.72             | $9.77              | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334             | 2041-05-01      | 2.5000%  | 0.0000% | $20986.62          | $18919.94          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361             | 2036-06-01      | 2.5000%  | 0.0000% | $329.67            | $310.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366             | 2041-06-01      | 2.5000%  | 0.0000% | $58455.07          | $52652.93          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356             | 2051-06-01      | 2.5000%  | 0.0000% | $11.98             | $10.13             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4540             | 2042-02-01      | 2.0000%  | 0.0000% | $165149.80         | $142778.79         | Agency Mortgage-Backed Securities  |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $1.82              | $1.17              | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $54563.64          | $35258.33          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                    | 2041-02-15      | 1.8750%  | 0.0000% | $1.82              | $1.26              | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $193834.55         | $129480.57         | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $5.45              | $3.80              | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $5.45              | $3.98              | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $1.82              | $1.27              | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $594.55            | $496.00            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $133252.73         | $111528.29         | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $1.82              | $1.67              | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53                    | 2053-02-15      | 1.5000%  | 0.0000% | $225750.59         | $173507.45         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $18180.00          | $16178.95          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $1.82              | $1.63              | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $9.09              | $7.96              | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $8998.18           | $8508.86           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $12.73             | $12.52             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29                 | 2029-03-15      | 3.5000%  | 0.0000% | $64367.27          | $63929.70          | U.S. Treasuries (including strips) |
| TINT 11/15/33                    | 2033-11-15      | 0.0000%  | 0.0000% | $187443.86         | $135659.30         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                 | 2028-06-15      | 3.8750%  | 0.0000% | $29374.55          | $29790.23          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                 | 2030-06-30      | 3.8750%  | 0.0000% | $90252.73          | $90997.07          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $30281.82          | $30424.78          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $18178.18          | $18233.89          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $3.64              | $3.59              | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $5167.27           | $5227.99           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $54721.82          | $53520.14          | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                 | 2026-10-31      | 3.8482%  | 0.0000% | $1.82              | $1.82              | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $9020.00           | $9035.02           | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-11-30      | 4.2500%  | 0.0000% | $1970.91           | $2011.63           | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-12-31      | 4.2500%  | 0.0000% | $6747.27           | $6864.62           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $16363.64          | $16689.97          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $56600.00          | $57955.47          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $318840.00         | $328563.16         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $311534.55         | $309161.90         | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $170.91            | $173.54            | U.S. Treasuries (including strips) |
| 4  NOTE N 30                     | 2030-07-31      | 4.0000%  | 0.0000% | $1.82              | $1.84              | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $700.00            | $707.83            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $18178.18          | $18694.46          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $473054.55         | $490431.90         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $250585.45         | $250742.81         | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $195258.18         | $193407.68         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $127025.45         | $130369.80         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $27914.55          | $28568.40          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                  | 2027-10-31      | 0.5000%  | 0.0000% | $18183.64          | $17298.37          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $36363.64          | $34649.66          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $566885.45         | $497298.97         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $188290.91         | $179349.84         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31                  | 2031-07-15      | 0.1250%  | 0.0000% | $2.22              | $2.09              | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $46805.45          | $40672.55          | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $2727.27           | $2585.69           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $44454.55          | $39499.81          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $16983.64          | $16296.71          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $433436.36         | $409856.43         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $1.82              | $1.78              | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $76858.18          | $77180.49          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $10.91             | $10.12             | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $60000.00          | $59736.96          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $69558.18          | $70467.37          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $18181.82          | $18119.53          | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $3621.82           | $3565.54           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $14687.27          | $14479.25          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $85074.55          | $82250.32          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $148047.27         | $143132.53         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $52045.45          | $48551.27          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $18180.00          | $16674.16          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $109090.91         | $105596.84         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $5.45              | $4.74              | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                    | 2027-11-15      | 6.1250%  | 0.0000% | $90909.09          | $96510.00          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $20.00             | $15.51             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $17203.64          | $15089.52          | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44                    | 2044-08-15      | 3.1250%  | 0.0000% | $15412.73          | $12082.59          | U.S. Treasuries (including strips) |
| TRFR BK 10/31/27                 | 2027-10-31      | 3.8332%  | 0.0000% | $229420.00         | $229769.87         | U.S. Treasuries (including strips) |

### Security 288: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 3.690000%
- **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: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 933USN006_3.69_0618
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible 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 04.500 CLSD8266        | 2052-11-01      | 4.5000%  | 0.0000% | $35119919.48       | $34017996.88       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331        | 2053-06-01      | 5.5000%  | 0.0000% | $14674835.07       | $14855886.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332        | 2053-06-01      | 6.0000%  | 0.0000% | $816036.65         | $841050.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653        | 2053-08-01      | 5.0000%  | 0.0000% | $1475.66           | $1484.03           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4213        | 2053-11-01      | 6.5000%  | 0.0000% | $669.87            | $714.05            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Z40290 G        | 2044-06-15      | 3.0000%  | 0.0000% | $20190382.44       | $18510010.95       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81286 G        | 2044-07-01      | 4.0000%  | 0.0000% | $4826380.82        | $4637380.82        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63763 G        | 2049-05-01      | 4.5000%  | 0.0000% | $2145194.16        | $2110553.57        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44275 G        | 2046-11-01      | 3.5000%  | 0.0000% | $3401342.81        | $3166073.44        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46684 G        | 2047-03-01      | 4.0000%  | 0.0000% | $2771716.20        | $2667040.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2807        | 2050-12-01      | 2.5000%  | 0.0000% | $12530581.93       | $10633876.48       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7215        | 2051-04-01      | 2.5000%  | 0.0000% | $24181747.45       | $20468371.44       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7223        | 2051-04-01      | 2.5000%  | 0.0000% | $1440.00           | $1219.32           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795        | 2051-05-01      | 2.5000%  | 0.0000% | $3366.99           | $2865.04           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9345        | 2051-05-01      | 2.5000%  | 0.0000% | $11638225.82       | $9994720.83        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341        | 2051-05-01      | 2.5000%  | 0.0000% | $1333.67           | $1147.59           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9357        | 2051-05-01      | 2.5000%  | 0.0000% | $12740791.20       | $10930756.54       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9718        | 2051-04-01      | 2.5000%  | 0.0000% | $8959890.32        | $7651960.38        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0837        | 2051-06-01      | 2.5000%  | 0.0000% | $688.11            | $582.94            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339        | 2051-07-01      | 2.5000%  | 0.0000% | $5037.10           | $4229.22           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222        | 2051-07-01      | 2.5000%  | 0.0000% | $5830.99           | $4934.59           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247        | 2051-09-01      | 2.0000%  | 0.0000% | $1868.12           | $1504.14           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954        | 2052-10-01      | 4.5000%  | 0.0000% | $1976.16           | $1914.77           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301        | 2052-08-01      | 4.5000%  | 0.0000% | $707.12            | $684.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9375        | 2051-11-01      | 2.0000%  | 0.0000% | $29280868.53       | $23797355.69       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794        | 2051-11-01      | 2.5000%  | 0.0000% | $8263.49           | $7080.77           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766        | 2052-04-01      | 3.0000%  | 0.0000% | $3709469.52        | $3296370.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583        | 2052-04-01      | 3.5000%  | 0.0000% | $292273.99         | $267304.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7861        | 2052-07-01      | 5.0000%  | 0.0000% | $774.85            | $781.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3665        | 2052-07-01      | 4.0000%  | 0.0000% | $801.87            | $756.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835        | 2052-10-01      | 5.0000%  | 0.0000% | $5076061.98        | $5098486.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4886        | 2053-04-01      | 5.5000%  | 0.0000% | $622.65            | $644.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6373        | 2052-08-01      | 5.0000%  | 0.0000% | $1093.12           | $1085.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816        | 2052-11-01      | 5.0000%  | 0.0000% | $108627.68         | $109358.83         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599        | 2052-05-01      | 3.0000%  | 0.0000% | $2081727.64        | $1826313.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653        | 2052-07-01      | 3.0000%  | 0.0000% | $32313460.14       | $28381773.75       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632        | 2042-06-01      | 3.0000%  | 0.0000% | $17555563.38       | $16128764.23       | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C            | 2053-08-20      | 6.0000%  | 0.0000% | $2637.01           | $2773.14           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3456        | 2050-09-01      | 2.5000%  | 0.0000% | $557.75            | $473.68            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023        | 2050-09-01      | 2.5000%  | 0.0000% | $3419.13           | $2908.94           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC2508        | 2051-06-01      | 2.5000%  | 0.0000% | $11209421.47       | $9615821.61        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD6642        | 2047-02-01      | 2.0000%  | 0.0000% | $750.32            | $614.08            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7878        | 2052-03-01      | 3.0000%  | 0.0000% | $3178398.18        | $2833976.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0466        | 2052-09-01      | 5.0000%  | 0.0000% | $603.82            | $601.63            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717        | 2052-11-01      | 5.5000%  | 0.0000% | $711.33            | $721.80            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5589        | 2053-01-01      | 6.0000%  | 0.0000% | $667.92            | $699.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0747        | 2053-04-01      | 5.0000%  | 0.0000% | $56280.79          | $56444.55          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101        | 2054-08-01      | 5.5000%  | 0.0000% | $5878081.59        | $5981715.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2583        | 2048-11-01      | 4.5000%  | 0.0000% | $149.78            | $147.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051        | 2048-07-01      | 4.5000%  | 0.0000% | $267324.77         | $263751.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183        | 2048-08-01      | 4.0000%  | 0.0000% | $778.52            | $747.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2465        | 2048-10-01      | 4.0000%  | 0.0000% | $1981.01           | $1898.93           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2486        | 2048-10-01      | 4.5000%  | 0.0000% | $7537146.60        | $7434988.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787        | 2048-12-01      | 4.0000%  | 0.0000% | $9765911.08        | $9343459.46        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2951        | 2049-01-01      | 4.5000%  | 0.0000% | $177.23            | $174.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316        | 2050-07-01      | 3.0000%  | 0.0000% | $5336.16           | $4688.97           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958        | 2051-02-01      | 2.5000%  | 0.0000% | $1001.62           | $847.96            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8527        | 2050-12-01      | 2.5000%  | 0.0000% | $12930968.80       | $10957352.39       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573        | 2046-05-01      | 2.5000%  | 0.0000% | $6563.40           | $5661.94           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580        | 2037-01-01      | 1.5000%  | 0.0000% | $3652.48           | $3288.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586        | 2037-01-01      | 2.0000%  | 0.0000% | $12544057.65       | $11545652.40       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347        | 2051-12-01      | 2.0000%  | 0.0000% | $1758872.29        | $1434814.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072        | 2053-07-01      | 5.5000%  | 0.0000% | $2311.31           | $2339.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107        | 2053-08-01      | 5.5000%  | 0.0000% | $722.42            | $731.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444        | 2054-08-01      | 5.5000%  | 0.0000% | $23768504.26       | $23987092.64       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073        | 2041-01-01      | 4.0000%  | 0.0000% | $2140812.29        | $2057792.06        | Agency Mortgage-Backed Securities  |
| 1.73 FCOR 21-35 BB          | 2035-10-26      | 1.7300%  | 0.0000% | $10000000.00       | $7846892.22        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461        | 2050-04-01      | 4.0000%  | 0.0000% | $1405.13           | $1336.44           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921        | 2051-03-01      | 2.5000%  | 0.0000% | $3749881.33        | $3174022.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673        | 2053-05-01      | 5.5000%  | 0.0000% | $1561.43           | $1580.45           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q28392 G        | 2044-09-01      | 4.0000%  | 0.0000% | $4106350.02        | $3945102.78        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G        | 2037-12-01      | 5.5000%  | 0.0000% | $33.22             | $33.06             | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G               | 2041-10-01      | 6.4730%  | 0.0000% | $816.47            | $857.40            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G        | 2037-07-01      | 5.5000%  | 0.0000% | $96.76             | $97.70             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257        | 2053-06-01      | 5.0000%  | 0.0000% | $591392.03         | $590598.25         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3JRE0017        | 2050-12-01      | 2.5000%  | 0.0000% | $1093.98           | $917.13            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21          | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25453170.72       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7          | 2029-08-06      | 4.0000%  | 0.0000% | $1561000.00        | $1564996.68        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641        | 2052-05-01      | 4.5000%  | 0.0000% | $14400501.20       | $14005999.46       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779        | 2052-10-01      | 5.0000%  | 0.0000% | $2445382.25        | $2459205.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105        | 2052-11-01      | 5.0000%  | 0.0000% | $38468564.83       | $38331531.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6254        | 2053-05-01      | 5.5000%  | 0.0000% | $741.99            | $763.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6270        | 2053-05-01      | 6.5000%  | 0.0000% | $4963423.21        | $5303835.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085        | 2053-04-01      | 6.0000%  | 0.0000% | $6924082.22        | $7259729.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512        | 2053-06-01      | 5.0000%  | 0.0000% | $4062496.93        | $4094102.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560        | 2053-06-01      | 5.5000%  | 0.0000% | $1607.50           | $1631.14           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633        | 2053-06-01      | 5.0000%  | 0.0000% | $1746.55           | $1743.70           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6690        | 2053-07-01      | 4.5000%  | 0.0000% | $1413853.44        | $1386682.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914        | 2053-08-01      | 5.5000%  | 0.0000% | $912.39            | $932.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7968        | 2054-02-01      | 5.0000%  | 0.0000% | $4300240.66        | $4256321.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7979        | 2054-02-01      | 5.5000%  | 0.0000% | $18527433.70       | $18945237.63       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992        | 2054-02-01      | 6.0000%  | 0.0000% | $1604.62           | $1682.41           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011        | 2054-02-01      | 6.5000%  | 0.0000% | $6350275.53        | $6769127.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2100        | 2055-09-01      | 5.5000%  | 0.0000% | $14650834.60       | $14876553.51       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ5576        | 2055-10-01      | 5.5000%  | 0.0000% | $8446957.84        | $8597842.09        | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M            | 2055-01-20      | 5.5000%  | 0.0000% | $17183057.02       | $17402666.05       | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M            | 2055-04-20      | 5.0000%  | 0.0000% | $2215.94           | $2208.91           | Agency Mortgage-Backed Securities  |
| GNAR AF MB0494 M            | 2055-07-20      | 4.5000%  | 0.0000% | $42963801.75       | $42937808.65       | Agency Mortgage-Backed Securities  |
| GNII SF MB0995 M            | 2056-03-20      | 4.5000%  | 0.0000% | $1068.05           | $1033.87           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3756        | 2047-07-01      | 4.5000%  | 0.0000% | $215.61            | $212.60            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN4495        | 2048-12-01      | 4.0000%  | 0.0000% | $88.86             | $84.78             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CZAL0315        | 2051-04-01      | 4.5000%  | 0.0000% | $148.58            | $144.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2154        | 2042-06-01      | 3.5000%  | 0.0000% | $143.23            | $135.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL5161        | 2044-03-01      | 4.0000%  | 0.0000% | $652.24            | $628.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8000        | 2045-12-01      | 4.0000%  | 0.0000% | $5048.59           | $4873.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO3000        | 2042-05-01      | 4.0000%  | 0.0000% | $266.75            | $257.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439        | 2053-11-01      | 6.0000%  | 0.0000% | $24507836.00       | $25507053.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504        | 2053-11-01      | 6.0000%  | 0.0000% | $102869.05         | $106297.20         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7951        | 2054-02-01      | 4.5000%  | 0.0000% | $6529813.12        | $6344457.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987        | 2054-08-01      | 5.5000%  | 0.0000% | $5261340.01        | $5390172.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220        | 2054-03-01      | 5.0000%  | 0.0000% | $2776.86           | $2761.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8219        | 2054-03-01      | 5.0000%  | 0.0000% | $4739548.10        | $4716820.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296        | 2054-04-01      | 6.0000%  | 0.0000% | $1497.86           | $1570.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9819        | 2055-01-01      | 6.0000%  | 0.0000% | $3009.27           | $3153.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9342        | 2054-10-01      | 6.0000%  | 0.0000% | $18230210.11       | $18811541.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435        | 2054-11-01      | 5.0000%  | 0.0000% | $23565834.71       | $23511062.48       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9673        | 2054-12-01      | 5.5000%  | 0.0000% | $19518794.64       | $19701657.56       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2656        | 2056-02-01      | 5.0000%  | 0.0000% | $3348066.51        | $3342330.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214        | 2055-02-01      | 5.5000%  | 0.0000% | $631846.71         | $643852.15         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0215        | 2055-01-01      | 5.5000%  | 0.0000% | $4906313.02        | $5039374.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1129        | 2055-05-01      | 5.0000%  | 0.0000% | $11354496.43       | $11250123.38       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1389        | 2055-04-01      | 6.0000%  | 0.0000% | $685524.19         | $710835.34         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3109        | 2055-10-01      | 5.0000%  | 0.0000% | $1485.23           | $1471.89           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3258        | 2055-11-01      | 5.5000%  | 0.0000% | $16950336.77       | $17227145.20       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL3261        | 2054-01-01      | 2.5000%  | 0.0000% | $961.43            | $810.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879        | 2054-02-01      | 5.5000%  | 0.0000% | $1760.55           | $1778.18           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570        | 2048-07-01      | 4.0000%  | 0.0000% | $124095.64         | $118416.06         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5921        | 2048-11-01      | 4.5000%  | 0.0000% | $1762733.52        | $1736278.41        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS2283        | 2044-04-01      | 4.5000%  | 0.0000% | $2521994.94        | $2490343.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3641        | 2044-10-01      | 4.0000%  | 0.0000% | $2753.13           | $2646.06           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5652        | 2045-08-01      | 4.0000%  | 0.0000% | $1729.84           | $1666.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353        | 2045-12-01      | 4.0000%  | 0.0000% | $984.73            | $950.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864        | 2046-09-01      | 3.5000%  | 0.0000% | $12229306.19       | $11413372.31       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8373        | 2046-11-01      | 4.0000%  | 0.0000% | $7073466.59        | $6800007.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8522        | 2046-12-01      | 3.0000%  | 0.0000% | $395.21            | $353.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS9193        | 2044-10-01      | 4.0000%  | 0.0000% | $125.91            | $121.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429        | 2042-02-01      | 4.0000%  | 0.0000% | $96323.58          | $93409.91          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475        | 2038-03-01      | 4.3700%  | 0.0000% | $28.36             | $28.18             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307        | 2055-01-01      | 5.0000%  | 0.0000% | $858822.81         | $851924.55         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109        | 2055-02-01      | 4.5000%  | 0.0000% | $947.29            | $918.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1158        | 2055-02-01      | 5.0000%  | 0.0000% | $4408.00           | $4363.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005        | 2055-06-01      | 5.0000%  | 0.0000% | $1900.15           | $1891.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3507        | 2055-11-01      | 5.5000%  | 0.0000% | $2093.55           | $2152.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5292        | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.10           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273        | 2053-11-01      | 5.5000%  | 0.0000% | $665031.54         | $679667.92         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ1243        | 2054-03-01      | 7.5000%  | 0.0000% | $1051758.38        | $1132331.14        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455        | 2054-05-01      | 7.0000%  | 0.0000% | $1504823.53        | $1609041.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2303        | 2054-09-01      | 5.5000%  | 0.0000% | $935.65            | $950.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185        | 2055-05-01      | 6.5000%  | 0.0000% | $10908743.92       | $11480712.39       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522        | 2043-07-01      | 3.0000%  | 0.0000% | $448095.79         | $409360.45         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606        | 2045-03-01      | 3.0000%  | 0.0000% | $317.44            | $288.55            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB837922        | 2035-08-01      | 6.2900%  | 0.0000% | $28.14             | $29.07             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0458        | 2053-09-01      | 6.0000%  | 0.0000% | $255075.26         | $264567.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277        | 2054-06-01      | 5.5000%  | 0.0000% | $2395.58           | $2438.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4868        | 2055-01-01      | 5.5000%  | 0.0000% | $983.68            | $1002.43           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2398        | 2033-06-01      | 3.0000%  | 0.0000% | $6165807.75        | $6030367.56        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4070        | 2050-08-01      | 2.5000%  | 0.0000% | $2171.36           | $1856.83           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517        | 2035-10-01      | 2.0000%  | 0.0000% | $2531.93           | $2329.22           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443        | 2051-10-01      | 2.5000%  | 0.0000% | $17368926.75       | $14679937.06       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0316        | 2041-11-01      | 1.5000%  | 0.0000% | $2863.01           | $2401.99           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634        | 2052-03-01      | 3.0000%  | 0.0000% | $1507.97           | $1324.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713        | 2050-03-01      | 4.5000%  | 0.0000% | $20738864.83       | $20385474.58       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1734        | 2052-05-01      | 3.5000%  | 0.0000% | $704.57            | $646.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1384        | 2052-04-01      | 4.0000%  | 0.0000% | $23770548.18       | $22450860.17       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1428        | 2052-04-01      | 4.0000%  | 0.0000% | $31323357.60       | $29570572.11       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361        | 2035-07-01      | 3.0000%  | 0.0000% | $1957.93           | $1879.30           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114        | 2041-01-01      | 2.5000%  | 0.0000% | $4933.22           | $4456.60           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630        | 2042-08-01      | 2.0000%  | 0.0000% | $889.51            | $774.22            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684        | 2052-09-01      | 4.5000%  | 0.0000% | $3591304.24        | $3489400.98        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696        | 2047-04-01      | 2.0000%  | 0.0000% | $5224.73           | $4270.62           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790        | 2052-09-01      | 5.0000%  | 0.0000% | $123604.07         | $122827.44         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181        | 2053-01-01      | 5.5000%  | 0.0000% | $2067.12           | $2103.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009        | 2055-09-01      | 5.0000%  | 0.0000% | $519183.60         | $514308.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0332        | 2045-12-01      | 4.0000%  | 0.0000% | $3584.65           | $3452.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709        | 2052-11-01      | 5.0000%  | 0.0000% | $4093.32           | $4071.17           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936        | 2052-01-01      | 2.5000%  | 0.0000% | $2679535.10        | $2325077.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6791        | 2054-01-01      | 6.0000%  | 0.0000% | $671.56            | $698.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943        | 2052-06-01      | 3.0000%  | 0.0000% | $37070158.73       | $32514854.07       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7395        | 2054-03-01      | 5.5000%  | 0.0000% | $2284.12           | $2309.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798        | 2054-06-01      | 6.0000%  | 0.0000% | $1886460.88        | $1958209.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956        | 2054-05-01      | 5.5000%  | 0.0000% | $2577.45           | $2636.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7958        | 2054-05-01      | 5.5000%  | 0.0000% | $848.55            | $868.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895        | 2052-04-01      | 3.0000%  | 0.0000% | $9121369.49        | $8005403.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9773        | 2051-12-01      | 4.0000%  | 0.0000% | $24010062.16       | $22847068.10       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9558        | 2054-08-01      | 6.0000%  | 0.0000% | $11835890.54       | $12223188.49       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9670        | 2054-11-01      | 5.5000%  | 0.0000% | $23296080.04       | $23738881.59       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690        | 2054-11-01      | 5.0000%  | 0.0000% | $5539.91           | $5511.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585        | 2055-06-01      | 6.0000%  | 0.0000% | $42021837.27       | $43282716.49       | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M            | 2050-05-20      | 3.0000%  | 0.0000% | $260.67            | $232.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M            | 2052-04-20      | 4.0000%  | 0.0000% | $338296.35         | $319328.82         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364        | 2053-02-01      | 6.5000%  | 0.0000% | $4558636.51        | $4778413.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3551        | 2053-06-01      | 5.0000%  | 0.0000% | $859.77            | $855.61            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2907        | 2053-05-01      | 6.5000%  | 0.0000% | $961783.71         | $1027119.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990        | 2053-03-01      | 6.0000%  | 0.0000% | $830.77            | $876.33            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD3397        | 2050-09-01      | 3.5000%  | 0.0000% | $995.68            | $926.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299        | 2054-09-01      | 5.5000%  | 0.0000% | $2704.94           | $2731.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877        | 2054-07-01      | 5.5000%  | 0.0000% | $10552562.16       | $10861726.44       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5900        | 2054-06-01      | 6.5000%  | 0.0000% | $1466.88           | $1567.59           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6648        | 2052-06-01      | 3.0000%  | 0.0000% | $1453.44           | $1275.77           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7537        | 2051-03-01      | 2.0000%  | 0.0000% | $18056274.40       | $14655395.18       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104        | 2050-11-01      | 1.5000%  | 0.0000% | $687.40            | $525.52            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8212        | 2052-05-01      | 2.5000%  | 0.0000% | $2563.66           | $2162.09           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5042        | 2046-08-01      | 4.0000%  | 0.0000% | $1898.78           | $1820.93           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0103        | 2056-06-01      | 3.5000%  | 0.0000% | $703.88            | $646.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226        | 2058-01-01      | 3.5000%  | 0.0000% | $860.51            | $782.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0443        | 2049-09-01      | 2.5000%  | 0.0000% | $813.55            | $694.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0508        | 2050-06-01      | 2.5000%  | 0.0000% | $2088.10           | $1750.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246        | 2048-06-01      | 4.0000%  | 0.0000% | $900.08            | $863.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166        | 2035-10-01      | 2.0000%  | 0.0000% | $386.17            | $355.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK8508        | 2050-12-01      | 2.5000%  | 0.0000% | $874898.24         | $741278.44         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBK8506        | 2050-12-01      | 2.0000%  | 0.0000% | $33756364.43       | $27271095.45       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4895        | 2035-12-01      | 2.3500%  | 0.0000% | $1784.41           | $1502.53           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8042        | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $24573004.07       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1193        | 2047-05-01      | 4.0000%  | 0.0000% | $2086.18           | $1996.92           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1579        | 2047-07-01      | 4.0000%  | 0.0000% | $5162.45           | $4972.78           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3307        | 2048-01-01      | 4.0000%  | 0.0000% | $752.42            | $720.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289        | 2048-01-01      | 3.5000%  | 0.0000% | $14793424.89       | $13801044.14       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3668        | 2048-03-01      | 3.5000%  | 0.0000% | $9955370.00        | $9242619.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359        | 2048-07-01      | 4.0000%  | 0.0000% | $3325153.97        | $3179552.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4560        | 2048-10-01      | 4.5000%  | 0.0000% | $269.79            | $265.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5746        | 2049-03-01      | 4.0000%  | 0.0000% | $821.36            | $785.93            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6491        | 2032-11-01      | 1.4557%  | 0.0000% | $5933.59           | $4998.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO5991        | 2050-01-01      | 4.0000%  | 0.0000% | $2979757.05        | $2840585.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988        | 2050-02-01      | 3.0000%  | 0.0000% | $599.68            | $536.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378        | 2051-05-01      | 2.5000%  | 0.0000% | $20238.03          | $16692.20          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667        | 2050-12-01      | 2.5000%  | 0.0000% | $1876.36           | $1603.54           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1441        | 2055-11-01      | 5.5000%  | 0.0000% | $36424975.34       | $37117070.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1641        | 2055-12-01      | 5.5000%  | 0.0000% | $1890.03           | $1907.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ889810        | 2037-11-01      | 6.0000%  | 0.0000% | $6.63              | $6.75              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CL890834        | 2048-01-01      | 4.0000%  | 0.0000% | $1080.14           | $1033.93           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366        | 2042-06-01      | 3.5000%  | 0.0000% | $9539057.89        | $8992149.78        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAC1668        | 2039-09-01      | 6.5300%  | 0.0000% | $17.96             | $18.78             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996        | 2037-05-01      | 3.5000%  | 0.0000% | $941.13            | $906.81            | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M            | 2053-05-20      | 5.5000%  | 0.0000% | $3104.45           | $3163.07           | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M            | 2053-04-20      | 5.5000%  | 0.0000% | $1302.73           | $1327.71           | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M            | 2054-01-20      | 4.5000%  | 0.0000% | $26766657.20       | $25950675.66       | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M            | 2054-04-20      | 6.5000%  | 0.0000% | $380.61            | $400.21            | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C            | 2051-12-20      | 3.5000%  | 0.0000% | $55586.14          | $49843.50          | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C            | 2051-12-20      | 3.0000%  | 0.0000% | $811.80            | $728.83            | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C            | 2051-12-20      | 3.5000%  | 0.0000% | $1945942.57        | $1764145.70        | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C            | 2052-01-20      | 4.0000%  | 0.0000% | $2370.74           | $2217.35           | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C            | 2052-01-20      | 4.0000%  | 0.0000% | $4092319.11        | $3827538.79        | Agency Mortgage-Backed Securities  |
| GNII SP 785550 C            | 2051-07-20      | 4.0000%  | 0.0000% | $7301239.40        | $6783568.54        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C            | 2051-10-20      | 3.5000%  | 0.0000% | $14375235.58       | $13129843.43       | Agency Mortgage-Backed Securities  |
| GNMI SP 786677 X            | 2053-04-15      | 6.0000%  | 0.0000% | $5896.43           | $6057.18           | Agency Mortgage-Backed Securities  |
| 2.875 FHLB 29 EC            | 2029-03-09      | 2.8750%  | 0.0000% | $825000.00         | $803125.06         | Agency Mortgage-Backed Securities  |
| 4.50 FHOR 26-30 9H          | 2030-08-14      | 4.5000%  | 0.0000% | $10000000.00       | $10069850.00       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994        | 2051-05-01      | 2.5000%  | 0.0000% | $37508345.76       | $32074920.14       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024        | 2053-06-01      | 5.0000%  | 0.0000% | $25703742.53       | $25460013.94       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9764        | 2053-09-01      | 6.5000%  | 0.0000% | $817.05            | $873.42            | Agency Mortgage-Backed Securities  |
| GNII SP 787333 C            | 2054-03-20      | 7.5000%  | 0.0000% | $979.38            | $1039.95           | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C            | 2054-04-20      | 6.0000%  | 0.0000% | $2166797.84        | $2243505.37        | Agency Mortgage-Backed Securities  |
| GNII SP 787530 C            | 2054-04-20      | 7.0000%  | 0.0000% | $116.17            | $120.34            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387        | 2041-07-01      | 2.0000%  | 0.0000% | $3220.14           | $2802.04           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398        | 2051-08-01      | 2.0000%  | 0.0000% | $16833925.86       | $13548803.93       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4209        | 2050-12-01      | 1.5000%  | 0.0000% | $1399.47           | $1074.24           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334        | 2041-05-01      | 2.5000%  | 0.0000% | $1085683.27        | $978769.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366        | 2041-06-01      | 2.5000%  | 0.0000% | $1134506.03        | $1021897.10        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356        | 2051-06-01      | 2.5000%  | 0.0000% | $3295.15           | $2785.63           | Agency Mortgage-Backed Securities  |
| 2 1/2 BOND 46               | 2046-05-15      | 2.5000%  | 0.0000% | $400.00            | $276.99            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46               | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $73.79             | U.S. Treasuries (including strips) |
| 3 BOND 47                   | 2047-02-15      | 3.0000%  | 0.0000% | $1300.00           | $968.36            | U.S. Treasuries (including strips) |
| 3 BOND 47                   | 2047-05-15      | 3.0000%  | 0.0000% | $300.00            | $225.08            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47               | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $70.70             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47               | 2047-11-15      | 2.7500%  | 0.0000% | $2547000.00        | $1812431.18        | U.S. Treasuries (including strips) |
| 3 BOND 48                   | 2048-02-15      | 3.0000%  | 0.0000% | $7314200.00        | $5386788.32        | U.S. Treasuries (including strips) |
| 3 BOND 48                   | 2048-08-15      | 3.0000%  | 0.0000% | $5685700.00        | $4164545.53        | U.S. Treasuries (including strips) |
| 3 BOND 49                   | 2049-02-15      | 3.0000%  | 0.0000% | $2000.00           | $1458.43           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49               | 2049-05-15      | 2.8750%  | 0.0000% | $200.00            | $143.43            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49               | 2049-08-15      | 2.2500%  | 0.0000% | $300.00            | $186.10            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49               | 2049-11-15      | 2.3750%  | 0.0000% | $1000.00           | $641.54            | U.S. Treasuries (including strips) |
| 2 BOND 50                   | 2050-02-15      | 2.0000%  | 0.0000% | $10200.00          | $5920.39           | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50               | 2050-08-15      | 1.3750%  | 0.0000% | $4100.00           | $1995.10           | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50               | 2050-11-15      | 1.6250%  | 0.0000% | $1400.00           | $733.10            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40               | 2040-11-15      | 1.3750%  | 0.0000% | $1400.00           | $904.66            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51               | 2051-02-15      | 0.1250%  | 0.0000% | $627.39            | $333.41            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41               | 2041-02-15      | 1.8750%  | 0.0000% | $1359400.00        | $940994.18         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51               | 2051-05-15      | 2.3750%  | 0.0000% | $5600.00           | $3527.61           | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41               | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.80             | U.S. Treasuries (including strips) |
| 2 BOND 41                   | 2041-11-15      | 2.0000%  | 0.0000% | $400.00            | $278.43            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42               | 2042-02-15      | 2.3750%  | 0.0000% | $400.00            | $291.64            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52               | 2052-05-15      | 2.8750%  | 0.0000% | $1400.00           | $978.37            | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42               | 2042-05-15      | 3.2500%  | 0.0000% | $2100.00           | $1751.91           | U.S. Treasuries (including strips) |
| 3 BOND 52                   | 2052-08-15      | 3.0000%  | 0.0000% | $4700.00           | $3332.44           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42               | 2042-08-15      | 3.3750%  | 0.0000% | $1200.00           | $1004.36           | U.S. Treasuries (including strips) |
| 4 BOND 52                   | 2052-11-15      | 4.0000%  | 0.0000% | $4300.00           | $3734.52           | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53               | 2053-02-15      | 1.5000%  | 0.0000% | $6772697.40        | $5205361.79        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53               | 2053-05-15      | 3.6250%  | 0.0000% | $55600.00          | $44998.86          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-05-15      | 3.8750%  | 0.0000% | $700.00            | $628.19            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43               | 2043-08-15      | 4.3750%  | 0.0000% | $8200.00           | $7754.08           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53               | 2053-11-15      | 4.7500%  | 0.0000% | $800.00            | $786.93            | U.S. Treasuries (including strips) |
| TINT 11/15/33               | 2033-11-15      | 0.0000%  | 0.0000% | $439.76            | $318.27            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30            | 2030-06-30      | 3.8750%  | 0.0000% | $3796100.00        | $3827407.59        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35             | 2035-07-15      | 1.8750%  | 0.0000% | $5420145.22        | $5461493.00        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28            | 2028-08-15      | 3.6250%  | 0.0000% | $44472400.00       | $44535160.38       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30            | 2030-08-31      | 3.6250%  | 0.0000% | $4999900.00        | $4953520.09        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28            | 2028-09-15      | 3.3750%  | 0.0000% | $30000000.00       | $29766292.50       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28            | 2028-11-15      | 3.5000%  | 0.0000% | $28823000.00       | $28997717.06       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27            | 2027-10-15      | 3.8750%  | 0.0000% | $4991700.00        | $4999657.34        | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26            | 2026-10-31      | 3.8482%  | 0.0000% | $7282600.00        | $7288142.06        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34             | 2034-11-15      | 4.2500%  | 0.0000% | $400.00            | $405.78            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32             | 2032-01-31      | 4.3750%  | 0.0000% | $18516200.00       | $18959629.95       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28               | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33             | 2033-07-15      | 1.3750%  | 0.0000% | $4512351.75        | $4460812.84        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34             | 2034-05-15      | 4.3750%  | 0.0000% | $3049100.00        | $3129377.18        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31             | 2031-07-15      | 0.1250%  | 0.0000% | $121.89            | $114.74            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28             | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $188.19            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32             | 2032-02-15      | 1.8750%  | 0.0000% | $1915900.00        | $1702361.21        | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27             | 2027-03-31      | 2.5000%  | 0.0000% | $600.00            | $594.43            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32             | 2032-05-15      | 2.8750%  | 0.0000% | $1976400.00        | $1868879.30        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29             | 2029-05-31      | 2.7500%  | 0.0000% | $3447300.00        | $3369177.17        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32             | 2032-08-15      | 2.7500%  | 0.0000% | $300.00            | $278.32            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43               | 2043-11-15      | 4.7500%  | 0.0000% | $5000.00           | $5010.27           | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-02-15      | 4.2500%  | 0.0000% | $39083900.00       | $34963551.96       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44               | 2044-02-15      | 4.5000%  | 0.0000% | $7842300.00        | $7511534.49        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-08-15      | 4.2500%  | 0.0000% | $32838200.00       | $29378493.52       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44               | 2044-08-15      | 4.1250%  | 0.0000% | $2700.00           | $2452.32           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54               | 2054-11-15      | 4.5000%  | 0.0000% | $1700.00           | $1605.69           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $196.23            | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55               | 2055-02-15      | 2.3750%  | 0.0000% | $155292.00         | $144941.16         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55               | 2055-05-15      | 4.7500%  | 0.0000% | $3100.00           | $3051.89           | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45               | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27             | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.72             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30             | 2030-08-15      | 0.6250%  | 0.0000% | $33798700.00       | $29373829.10       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27             | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.76             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29            | 2029-03-15      | 3.5000%  | 0.0000% | $2488800.00        | $2471881.14        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-07-09      | 0.0000%  | 0.0000% | $7600.00           | $7547.64           | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-05-28      | 0.0000%  | 0.0000% | $5700.00           | $5684.75           | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-08-11      | 0.0000%  | 0.0000% | $3200.00           | $3167.32           | U.S. Treasuries (including strips) |
| BILL 08/25/26               | 2026-08-25      | 0.0000%  | 0.0000% | $1000.00           | $988.35            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41               | 2041-11-15      | 3.1250%  | 0.0000% | $400.00            | $330.74            | U.S. Treasuries (including strips) |
| 3 BOND 42                   | 2042-05-15      | 3.0000%  | 0.0000% | $300.00            | $241.52            | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43               | 2043-02-15      | 0.6250%  | 0.0000% | $1420.91           | $1052.38           | U.S. Treasuries (including strips) |
| 4 NOTE F 35                 | 2035-11-15      | 4.0000%  | 0.0000% | $200.00            | $197.73            | U.S. Treasuries (including strips) |
| 4 NOTE F 35                 | 2035-11-15      | 4.0000%  | 0.0000% | $200.00            | $197.73            | U.S. Treasuries (including strips) |

### Security 289: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 3.650000%
- **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_3.65_0501
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 4.4700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $11950900.00       | $8275557.12        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.16             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $17805100.00       | $12768850.93       | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.04             | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $9725000.00        | $4623489.10        | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.54             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                    | 2052-02-15      | 2.2500%  | 0.0000% | $1454800.00        | $873704.07         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29                 | 2029-03-15      | 3.5000%  | 0.0000% | $91961100.00       | $91335948.44       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28                 | 2028-03-31      | 3.8750%  | 0.0000% | $47218000.00       | $47353148.75       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28                 | 2028-03-31      | 3.8750%  | 0.0000% | $320000.00         | $320915.91         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29                 | 2029-04-15      | 3.8750%  | 0.0000% | $63965800.00       | $63991905.39       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 28                 | 2028-04-30      | 3.7500%  | 0.0000% | $4700000.00        | $4687310.00        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE K 33                  | 2033-04-30      | 4.1250%  | 0.0000% | $1800000.00        | $1790541.00        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $10800.00          | $10756.70          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $3947500.00        | $3931674.47        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $61930600.00       | $62666084.73       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                 | 2028-05-15      | 3.7500%  | 0.0000% | $17026300.00       | $17270442.37       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $50466300.00       | $51311805.46       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $875900.00         | $890789.78         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                 | 2030-06-30      | 3.8750%  | 0.0000% | $10300.00          | $10384.95          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                 | 2028-07-15      | 3.8750%  | 0.0000% | $33000000.00       | $33351702.15       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $48917900.00       | $49148838.16       | U.S. Treasuries (including strips) |
| 4 NOTE N 32                      | 2032-07-31      | 4.0000%  | 0.0000% | $8878700.00        | $8889454.36        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                  | 2035-08-15      | 4.2500%  | 0.0000% | $50686600.00       | $50680864.57       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                 | 2030-08-31      | 3.6250%  | 0.0000% | $2930000.00        | $2902820.83        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $49379500.00       | $48709826.55       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                 | 2030-09-30      | 3.6250%  | 0.0000% | $25000000.00       | $24691157.79       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                 | 2027-09-30      | 3.5000%  | 0.0000% | $53689200.00       | $53574941.46       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28                 | 2028-11-15      | 3.5000%  | 0.0000% | $148232000.00      | $149130541.40      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27                 | 2027-11-30      | 3.3750%  | 0.0000% | $28090400.00       | $28265422.48       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                 | 2030-11-30      | 3.5000%  | 0.0000% | $6000.00           | $5958.83           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30                 | 2030-12-31      | 3.6250%  | 0.0000% | $200952000.00      | $200033162.00      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27                 | 2027-12-31      | 3.3750%  | 0.0000% | $76449900.00       | $76676332.78       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $53664400.00       | $54683428.84       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $49475800.00       | $50057153.22       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $573900.00         | $581465.48         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $7996900.00        | $7821290.24        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $5933000.00        | $5802712.93        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $1529900.00        | $1539612.95        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                 | 2026-08-31      | 3.7500%  | 0.0000% | $18012900.00       | $18124022.17       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $46674900.00       | $46247079.39       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $7482000.00        | $7452736.64        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $19000000.00       | $18957815.25       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $425400.00         | $420540.59         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-09-30      | 3.5000%  | 0.0000% | $24588400.00       | $24637573.17       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $5389500.00        | $5398091.48        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $20009500.00       | $20045997.33       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $27028700.00       | $27073702.79       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                 | 2026-11-30      | 4.2500%  | 0.0000% | $58400.00          | $59606.75          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $2146700.00        | $2186576.99        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                 | 2029-11-30      | 4.1250%  | 0.0000% | $38201800.00       | $39063974.54       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $986000.00         | $1002506.68        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $7550500.00        | $7764124.50        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $23999700.00       | $24417112.33       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $20446400.00       | $20818552.04       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $113858700.00      | $116129372.10      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $20000000.00       | $20478964.31       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $10200.00          | $10511.05          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $386000.00         | $391705.41         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $4304700.00        | $4368327.10        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $10519200.00       | $10622968.08       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $71532400.00       | $72035532.85       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $23539400.00       | $23644991.86       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                  | 2032-03-31      | 4.1250%  | 0.0000% | $8457600.00        | $8485096.91        | U.S. Treasuries (including strips) |
| 4 NOTE W 30                      | 2030-03-31      | 4.0000%  | 0.0000% | $304264100.00      | $305458241.80      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $3549900.00        | $3545700.06        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-04-30      | 3.7500%  | 0.0000% | $245000000.00      | $244903225.00      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                  | 2028-03-31      | 3.6250%  | 0.0000% | $629900.00         | $628623.39         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                  | 2028-03-31      | 3.6250%  | 0.0000% | $11488900.00       | $11465615.58       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $12079800.00       | $11987800.24       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $17369800.00       | $16751982.60       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $99975100.00       | $100932339.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                  | 2030-05-31      | 3.7500%  | 0.0000% | $16306600.00       | $16411538.17       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $800.00            | $812.33            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                 | 2028-07-31      | 4.1250%  | 0.0000% | $9998900.00        | $10147669.38       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $10000000.00       | $10111856.36       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                 | 2028-08-31      | 4.3750%  | 0.0000% | $11651400.00       | $11854286.27       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $1768000.00        | $1818212.94        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                 | 2028-09-30      | 4.6250%  | 0.0000% | $44600.00          | $45499.40          | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                 | 2028-10-31      | 4.8750%  | 0.0000% | $105024000.00      | $107400903.20      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                  | 2030-10-31      | 4.8750%  | 0.0000% | $11500000.00       | $11901603.00       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $19600.00          | $20319.99          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $184400.00         | $191173.82         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $58700.00          | $60215.43          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $1900000.00        | $1962409.37        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                 | 2028-12-31      | 3.7500%  | 0.0000% | $49875600.00       | $50284227.76       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                  | 2031-02-28      | 4.2500%  | 0.0000% | $49876400.00       | $50695561.86       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                  | 2029-02-28      | 4.2500%  | 0.0000% | $32050000.00       | $32553372.07       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $99875700.00       | $100763709.60      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $35775800.00       | $36083874.80       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                  | 2031-04-30      | 4.6250%  | 0.0000% | $202906500.00      | $208174155.70      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $12502500.00       | $12747649.02       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $771800.00         | $786933.45         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                 | 2027-05-15      | 4.5000%  | 0.0000% | $190000.00         | $195248.82         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                  | 2029-05-31      | 4.5000%  | 0.0000% | $29999900.00       | $31051893.97       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $27982400.00       | $29245053.37       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                 | 2027-06-15      | 4.6250%  | 0.0000% | $10480800.00       | $10755273.49       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $37737200.00       | $38621133.45       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                  | 2027-09-30      | 0.3750%  | 0.0000% | $50000000.00       | $47631868.85       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                  | 2027-12-31      | 0.6250%  | 0.0000% | $14408500.00       | $13685478.92       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $357400.00         | $339184.01         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $23944900.00       | $22724474.48       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $50000000.00       | $43862386.19       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                  | 2028-04-30      | 1.2500%  | 0.0000% | $18769900.00       | $17822996.08       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $32113900.00       | $28822760.19       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                  | 2028-05-31      | 1.2500%  | 0.0000% | $38142800.00       | $36334008.90       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-31      | 0.6250%  | 0.0000% | $1861300.00        | $1849913.69        | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $7979800.00        | $7504296.19        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $104990200.00      | $91233360.20       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $32028800.00       | $30113567.75       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $19683000.00       | $18502236.51       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $25000000.00       | $21796081.22       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $10361200.00       | $9206380.78        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $26285400.00       | $25963614.56       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $26049500.00       | $24995894.66       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                  | 2029-04-30      | 2.8750%  | 0.0000% | $178743800.00      | $173447621.20      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-04-30      | 2.7500%  | 0.0000% | $18029800.00       | $17844922.43       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $12457000.00       | $12436089.97       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29                  | 2029-06-30      | 3.2500%  | 0.0000% | $18320000.00       | $18149376.33       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $123182900.00      | $122364232.60      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $20010000.00       | $19600996.14       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $14917900.00       | $15019164.91       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                 | 2027-10-31      | 4.1250%  | 0.0000% | $13840000.00       | $13886460.88       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $10689900.00       | $10829626.21       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                 | 2027-11-30      | 3.8750%  | 0.0000% | $11820000.00       | $12006435.24       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                  | 2029-12-31      | 3.8750%  | 0.0000% | $9199200.00        | $9288076.27        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                  | 2028-01-31      | 3.5000%  | 0.0000% | $3600.00           | $3607.22           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $103200.00         | $99686.83          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                  | 2030-03-31      | 3.6250%  | 0.0000% | $21909900.00       | $21694203.86       | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $826400.00         | $825340.94         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-11-15      | 4.6250%  | 0.0000% | $250000.00         | $241398.14         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 56                    | 2056-02-15      | 4.7500%  | 0.0000% | $10000000.00       | $9736189.45        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 46                    | 2046-02-15      | 4.6250%  | 0.0000% | $1650000.00        | $1592616.99        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $12186800.00       | $11997434.77       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                  | 2027-11-15      | 2.2500%  | 0.0000% | $50000200.00       | $49300031.18       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                  | 2027-11-15      | 2.2500%  | 0.0000% | $258900.00         | $255274.54         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $910200.00         | $897308.43         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $8773200.00        | $8712241.19        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $12190900.00       | $11989129.29       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $26432100.00       | $25675508.15       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                  | 2026-05-15      | 1.6250%  | 0.0000% | $1302400.00        | $1310870.36        | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $9999900.00        | $9999442.71        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $400.00            | $398.54            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $57838100.00       | $53955013.25       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                  | 2026-10-31      | 1.6250%  | 0.0000% | $6931900.00        | $6858532.77        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                  | 2029-11-15      | 1.7500%  | 0.0000% | $91734900.00       | $85893575.84       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                  | 2026-11-30      | 1.6250%  | 0.0000% | $7864700.00        | $7823017.65        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                  | 2026-12-31      | 1.7500%  | 0.0000% | $40557300.00       | $40263791.08       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $10200.00          | $10069.10          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $400.00            | $366.87            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                  | 2027-02-28      | 1.1250%  | 0.0000% | $4999600.00        | $4901671.88        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $3553500.00        | $3439684.95        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $98542700.00       | $86540595.49       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                  | 2027-06-30      | 0.5000%  | 0.0000% | $75448800.00       | $72733658.63       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $14529100.00       | $12626973.83       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $745000.00         | $647465.81         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $46089900.00       | $44134296.53       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29                 | 2029-01-15      | 3.5000%  | 0.0000% | $670000.00         | $669695.11         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31                  | 2031-01-31      | 3.7500%  | 0.0000% | $5779800.00        | $5765596.80        | U.S. Treasuries (including strips) |
| 4 NOTE G 33                      | 2033-01-31      | 4.0000%  | 0.0000% | $4029400.00        | $4022821.01        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36                  | 2036-02-15      | 4.1250%  | 0.0000% | $9000.00           | $8884.65           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29                 | 2029-02-15      | 3.5000%  | 0.0000% | $16206800.00       | $16144885.10       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33                  | 2033-02-28      | 3.7500%  | 0.0000% | $24372700.00       | $23878105.59       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-05-14      | 0.0000%  | 0.0000% | $844700.00         | $843608.65         | U.S. Treasuries (including strips) |
| BILL 07/09/26                    | 2026-07-09      | 0.0000%  | 0.0000% | $22110000.00       | $21957662.10       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-18      | 0.0000%  | 0.0000% | $77872000.00       | $77498214.40       | U.S. Treasuries (including strips) |
| BILL 07/02/26                    | 2026-07-02      | 0.0000%  | 0.0000% | $25000000.00       | $24845225.00       | U.S. Treasuries (including strips) |
| BILL 06/16/26                    | 2026-06-16      | 0.0000%  | 0.0000% | $2198900.00        | $2188793.86        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-21      | 0.0000%  | 0.0000% | $1619300.00        | $1606266.25        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                    | 2027-11-15      | 6.1250%  | 0.0000% | $5000000.00        | $5308050.08        | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28                    | 2028-11-15      | 5.2500%  | 0.0000% | $73221800.00       | $77333173.73       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                    | 2036-02-15      | 4.5000%  | 0.0000% | $14993300.00       | $15338129.33       | U.S. Treasuries (including strips) |
| 5 BOND 37                        | 2037-05-15      | 5.0000%  | 0.0000% | $9602300.00        | $10317586.63       | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39                    | 2039-02-15      | 3.5000%  | 0.0000% | $9999300.00        | $9036114.39        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                    | 2039-05-15      | 4.2500%  | 0.0000% | $473400.00         | $465451.59         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                    | 2040-02-15      | 4.6250%  | 0.0000% | $3219900.00        | $3226015.94        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40                    | 2040-11-15      | 4.2500%  | 0.0000% | $2184200.00        | $2109657.51        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $13380000.00       | $11063321.38       | U.S. Treasuries (including strips) |
| 3 BOND 42                        | 2042-05-15      | 3.0000%  | 0.0000% | $695400.00         | $559837.96         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-08-15      | 2.7500%  | 0.0000% | $15476800.00       | $11838352.08       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                    | 2043-02-15      | 3.1250%  | 0.0000% | $699900.00         | $560650.08         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                    | 2043-08-15      | 3.6250%  | 0.0000% | $355400.00         | $303829.76         | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $87.71             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44                    | 2044-05-15      | 3.3750%  | 0.0000% | $549276100.00      | $453683668.50      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44                    | 2044-08-15      | 3.1250%  | 0.0000% | $226042900.00      | $177203194.30      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $1044600.00        | $775247.88         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $3932500.00        | $2708822.00        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.88             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $33194500.00       | $33012461.36       | U.S. Treasuries (including strips) |
| 4 NOTE F 35                      | 2035-11-15      | 4.0000%  | 0.0000% | $149942000.00      | $148243688.20      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $1990100.00        | $1476948.88        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-11-15      | 2.7500%  | 0.0000% | $36500.00          | $28021.36          | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                  | 2027-07-31      | 0.3750%  | 0.0000% | $24794700.00       | $23772388.77       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                    | 2044-02-15      | 3.6250%  | 0.0000% | $353022900.00      | $300036711.90      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                    | 2039-08-15      | 4.5000%  | 0.0000% | $2709300.00        | $2692092.95        | U.S. Treasuries (including strips) |

### Security 290: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935QTY008, C.3 - LEI: U4LOSYZ7YG4W3S5F2G91, C.5 - Other ID: 935QTY008_3.67_0501
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/2 BOND 46               | 2046-05-15      | 2.5000%  | 0.0000% | $3048700.00        | $2111112.22        | U.S. Treasuries (including strips) |
| 3 BOND 47                   | 2047-05-15      | 3.0000%  | 0.0000% | $3033000.00        | $2275553.46        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47               | 2047-08-15      | 2.7500%  | 0.0000% | $21869600.00       | $15460791.29       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47               | 2047-11-15      | 2.7500%  | 0.0000% | $50325300.00       | $35811206.55       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48               | 2048-11-15      | 3.3750%  | 0.0000% | $146000.00         | $115557.32         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49               | 2049-05-15      | 2.8750%  | 0.0000% | $19361000.00       | $13884657.93       | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50               | 2050-05-15      | 1.2500%  | 0.0000% | $6461200.00        | $3071803.37        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50               | 2050-08-15      | 1.3750%  | 0.0000% | $32556100.00       | $15842083.89       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41               | 2041-02-15      | 1.8750%  | 0.0000% | $141300.00         | $97809.68          | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51               | 2051-05-15      | 2.3750%  | 0.0000% | $3335400.00        | $2101071.47        | U.S. Treasuries (including strips) |
| 2 BOND 51                   | 2051-08-15      | 2.0000%  | 0.0000% | $817800.00         | $463809.87         | U.S. Treasuries (including strips) |
| 2 BOND 41                   | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.61             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42               | 2042-02-15      | 2.3750%  | 0.0000% | $2927800.00        | $2134638.40        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52               | 2052-05-15      | 2.8750%  | 0.0000% | $831700.00         | $581220.82         | U.S. Treasuries (including strips) |
| 3 BOND 52                   | 2052-08-15      | 3.0000%  | 0.0000% | $8565100.00        | $6072909.40        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42               | 2042-08-15      | 3.3750%  | 0.0000% | $5199800.00        | $4352067.10        | U.S. Treasuries (including strips) |
| 4 BOND 42                   | 2042-11-15      | 4.0000%  | 0.0000% | $30000100.00       | $27520577.98       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53               | 2053-02-15      | 3.6250%  | 0.0000% | $1808100.00        | $1448308.39        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-05-15      | 3.8750%  | 0.0000% | $22012800.00       | $19754646.34       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53               | 2053-08-15      | 4.1250%  | 0.0000% | $35058000.00       | $30708084.71       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53               | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $49183388.40       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29            | 2029-03-15      | 3.5000%  | 0.0000% | $53992900.00       | $53625856.27       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31             | 2031-03-31      | 3.8750%  | 0.0000% | $1266600.00        | $1262002.53        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29            | 2029-04-15      | 3.8750%  | 0.0000% | $6116400.00        | $6118896.19        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29            | 2029-04-15      | 3.8750%  | 0.0000% | $4241200.00        | $4242930.90        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31             | 2031-04-30      | 3.8750%  | 0.0000% | $204170400.00      | $202747332.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31             | 2031-04-30      | 3.8750%  | 0.0000% | $11200000.00       | $11121936.00       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27            | 2027-04-30      | 3.7500%  | 0.0000% | $28300000.00       | $28288821.50       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30             | 2030-04-30      | 3.8750%  | 0.0000% | $32093300.00       | $31964637.96       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27            | 2027-05-31      | 3.8750%  | 0.0000% | $1722900.00        | $1751765.23        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28            | 2028-06-15      | 3.8750%  | 0.0000% | $50340000.00       | $51052362.45       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30            | 2030-06-30      | 3.8750%  | 0.0000% | $43419500.00       | $43777593.81       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27            | 2027-07-31      | 3.8750%  | 0.0000% | $55104800.00       | $55649617.50       | U.S. Treasuries (including strips) |
| 4 NOTE N 32                 | 2032-07-31      | 4.0000%  | 0.0000% | $20050100.00       | $20074385.77       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27            | 2027-08-31      | 3.6250%  | 0.0000% | $64999800.00       | $65199013.44       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27            | 2027-08-31      | 3.6250%  | 0.0000% | $73404900.00       | $73629873.65       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30            | 2030-09-30      | 3.6250%  | 0.0000% | $19200000.00       | $18962809.18       | U.S. Treasuries (including strips) |
| 4 NOTE F 35                 | 2035-11-15      | 4.0000%  | 0.0000% | $153568600.00      | $151829211.60      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30            | 2030-11-30      | 3.5000%  | 0.0000% | $5025300.00        | $4990817.55        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28            | 2028-12-15      | 3.5000%  | 0.0000% | $61238300.00       | $61413681.78       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32             | 2032-12-31      | 3.8750%  | 0.0000% | $24000000.00       | $23867743.29       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30            | 2030-12-31      | 3.6250%  | 0.0000% | $281314200.00      | $280027911.80      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27            | 2027-12-31      | 3.3750%  | 0.0000% | $4996200.00        | $5010997.97        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27            | 2027-07-15      | 4.3750%  | 0.0000% | $91277300.00       | $93010557.09       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31             | 2031-07-31      | 4.1250%  | 0.0000% | $39804800.00       | $40329529.74       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29            | 2029-08-31      | 3.6250%  | 0.0000% | $32552000.00       | $32424683.64       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31             | 2031-09-30      | 3.6250%  | 0.0000% | $50099400.00       | $49157647.08       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29            | 2029-09-30      | 3.5000%  | 0.0000% | $65835300.00       | $65083253.65       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26            | 2026-09-30      | 3.5000%  | 0.0000% | $25367600.00       | $25418331.46       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27            | 2027-10-15      | 3.8750%  | 0.0000% | $11820200.00       | $11839042.76       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29            | 2029-10-31      | 4.1250%  | 0.0000% | $8275000.00        | $8319585.70        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31             | 2031-10-31      | 4.1250%  | 0.0000% | $31642100.00       | $31694784.10       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34             | 2034-11-15      | 4.2500%  | 0.0000% | $100000000.00      | $101445695.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27            | 2027-11-15      | 4.1250%  | 0.0000% | $17862000.00       | $18263050.95       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26            | 2026-11-30      | 4.2500%  | 0.0000% | $13000100.00       | $13268727.49       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29            | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51414638.12       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30             | 2030-01-31      | 4.2500%  | 0.0000% | $87700500.00       | $89449501.87       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35             | 2035-02-15      | 4.6250%  | 0.0000% | $4930800.00        | $5081166.82        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28            | 2028-02-15      | 4.2500%  | 0.0000% | $3914000.00        | $3971852.23        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27            | 2027-02-28      | 4.1250%  | 0.0000% | $1143100.00        | $1154376.27        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32             | 2032-02-29      | 4.1250%  | 0.0000% | $1983000.00        | $1996947.70        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28             | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| 4  NOTE N 30                | 2030-07-31      | 4.0000%  | 0.0000% | $85685100.00       | $86513439.64       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28            | 2028-10-31      | 4.8750%  | 0.0000% | $180826900.00      | $184919374.40      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33             | 2033-11-15      | 4.5000%  | 0.0000% | $1630000.00        | $1689877.01        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28            | 2028-11-30      | 4.3750%  | 0.0000% | $396500.00         | $408124.60         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29             | 2029-03-31      | 4.1250%  | 0.0000% | $30556200.00       | $30827879.68       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31             | 2031-04-30      | 4.6250%  | 0.0000% | $91291800.00       | $93661826.42       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29             | 2029-04-30      | 4.6250%  | 0.0000% | $3461500.00        | $3529373.09        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29             | 2029-05-31      | 4.5000%  | 0.0000% | $1000000.00        | $1035066.58        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27            | 2027-06-15      | 4.6250%  | 0.0000% | $33157100.00       | $34025425.42       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30             | 2030-11-15      | 0.8750%  | 0.0000% | $123618000.00      | $108123031.40      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32             | 2032-05-15      | 2.8750%  | 0.0000% | $27143100.00       | $25666452.98       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27            | 2027-06-30      | 3.2500%  | 0.0000% | $76021100.00       | $76339893.01       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-02-15      | 4.2500%  | 0.0000% | $2849900.00        | $2549454.55        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54               | 2054-05-15      | 4.6250%  | 0.0000% | $2207600.00        | $2128015.06        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44               | 2044-08-15      | 4.1250%  | 0.0000% | $70449500.00       | $63986908.14       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54               | 2054-11-15      | 4.5000%  | 0.0000% | $495300.00         | $467823.41         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-11-15      | 4.6250%  | 0.0000% | $39999900.00       | $39246324.43       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55               | 2055-05-15      | 4.7500%  | 0.0000% | $100200.00         | $98644.87          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55               | 2055-11-15      | 4.6250%  | 0.0000% | $329900.00         | $318548.99         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 56               | 2056-02-15      | 4.7500%  | 0.0000% | $3297800.00        | $3210800.56        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26             | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28             | 2028-08-15      | 2.8750%  | 0.0000% | $83547900.00       | $82165104.71       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27             | 2027-05-15      | 2.3750%  | 0.0000% | $600.00            | $597.81            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29             | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.29             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30             | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.72             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30             | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.91             | U.S. Treasuries (including strips) |
| 4 NOTE G 33                 | 2033-01-31      | 4.0000%  | 0.0000% | $394488200.00      | $393844101.00      | U.S. Treasuries (including strips) |
| 4 NOTE G 33                 | 2033-01-31      | 4.0000%  | 0.0000% | $128682400.00      | $128472294.30      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36             | 2036-02-15      | 4.1250%  | 0.0000% | $55565300.00       | $54853137.36       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28            | 2028-02-29      | 3.3750%  | 0.0000% | $167000.00         | $166449.47         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-06-11      | 0.0000%  | 0.0000% | $7454000.00        | $7423460.96        | U.S. Treasuries (including strips) |
| BILL 06/18/26               | 2026-06-18      | 0.0000%  | 0.0000% | $117287400.00      | $116724420.50      | U.S. Treasuries (including strips) |
| BILL 07/02/26               | 2026-07-02      | 0.0000%  | 0.0000% | $13005500.00       | $12924982.95       | U.S. Treasuries (including strips) |
| BILL 01/21/27               | 2027-01-21      | 0.0000%  | 0.0000% | $372200.00         | $362532.48         | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28               | 2028-11-15      | 5.2500%  | 0.0000% | $30879900.00       | $32613793.59       | U.S. Treasuries (including strips) |
| 5 BOND 37                   | 2037-05-15      | 5.0000%  | 0.0000% | $388200.00         | $417117.47         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39               | 2039-05-15      | 4.2500%  | 0.0000% | $1876600.00        | $1845091.79        | U.S. Treasuries (including strips) |
| 3 BOND 42                   | 2042-05-15      | 3.0000%  | 0.0000% | $43000.00          | $34617.53          | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42               | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $76.49             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42               | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $153.54            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43               | 2043-08-15      | 3.6250%  | 0.0000% | $112925200.00      | $96539213.81       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43               | 2043-11-15      | 3.7500%  | 0.0000% | $118489400.00      | $103928490.30      | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44               | 2044-02-15      | 3.6250%  | 0.0000% | $2397200.00        | $2037397.59        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44               | 2044-08-15      | 3.1250%  | 0.0000% | $2602400.00        | $2040115.36        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45               | 2045-02-15      | 2.5000%  | 0.0000% | $3982800.00        | $2789355.96        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $13500.00          | $9299.20           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30            | 2030-10-31      | 3.6250%  | 0.0000% | $212483600.00      | $209136558.30      | U.S. Treasuries (including strips) |

### Security 291: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank 3.650000%
- **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: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: 936ZZN004_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $905562000.00      | $916316409.30      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | 0.0000% | $456315700.00      | $467243646.70      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $641415900.00      | $656440039.80      | U.S. Treasuries (including strips) |

### Security 292: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 3.650000%
- **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: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 942URT003_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/4 BOND 47                             | 2047-08-15      | 2.7500%  | 0.0000% | $50199600.00       | $35488785.28       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                             | 2041-02-15      | 1.8750%  | 0.0000% | $74500.00          | $51569.86          | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                             | 2051-05-15      | 2.3750%  | 0.0000% | $600.00            | $377.96            | U.S. Treasuries (including strips) |
| 2 BOND 51                                 | 2051-08-15      | 2.0000%  | 0.0000% | $500.00            | $283.57            | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                             | 2042-05-15      | 3.2500%  | 0.0000% | $140020000.00      | $116810889.00      | U.S. Treasuries (including strips) |
| 4 BOND 42                                 | 2042-11-15      | 4.0000%  | 0.0000% | $5302100.00        | $4863879.00        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                             | 2053-08-15      | 4.1250%  | 0.0000% | $900.00            | $788.33            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                             | 2053-11-15      | 4.7500%  | 0.0000% | $7936400.00        | $7806780.87        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE J 33                           | 2033-03-31      | 4.2500%  | 0.0000% | $176300.00         | $177369.19         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31                           | 2031-03-31      | 3.8750%  | 0.0000% | $700.00            | $697.46            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2028-04-30      | 3.7462%  | 0.0000% | $800.00            | $800.08            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                          | 2030-07-31      | 3.8750%  | 0.0000% | $11200.00          | $11252.87          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32                           | 2032-12-31      | 3.8750%  | 0.0000% | $75230000.00       | $74815430.33       | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26                          | 2026-07-31      | 3.8252%  | 0.0000% | $1018100.00        | $1018500.11        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                              | 2029-07-31      | 4.0000%  | 0.0000% | $200.00            | $202.35            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                           | 2034-08-15      | 3.8750%  | 0.0000% | $1000.00           | $978.04            | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27                          | 2027-04-30      | 3.8032%  | 0.0000% | $100.00            | $100.11            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $90789900.00       | $93368422.46       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                          | 2028-11-30      | 4.3750%  | 0.0000% | $8887600.00        | $9148167.00        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                           | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                           | 2029-04-30      | 2.8750%  | 0.0000% | $37851900.00       | $36730348.20       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                           | 2029-08-31      | 3.1250%  | 0.0000% | $11472700.00       | $11238198.32       | U.S. Treasuries (including strips) |
| 5 BOND 45                                 | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $102.80            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                           | 2028-08-15      | 2.8750%  | 0.0000% | $78486300.00       | $77187278.89       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38                             | 2038-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41                             | 2041-08-15      | 3.7500%  | 0.0000% | $13750000.00       | $12280946.51       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                             | 2043-02-15      | 3.1250%  | 0.0000% | $36199900.00       | $28997680.90       | U.S. Treasuries (including strips) |

### Security 293: Fixed Income Clearing Corp. - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. - Morgan Stanley 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXE002, C.3 - LEI: 549300BI6Y5SI6BYPB26, C.5 - Other ID: 944JXE002_3.65_0501
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Y 31                           | 2031-04-30      | 3.8750%  | 0.0000% | $308629600.00      | $306478451.70      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 28                          | 2028-04-30      | 3.7500%  | 0.0000% | $307081000.00      | $306251881.30      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-07-31      | 3.8022%  | 0.0000% | $50825400.00       | $50879478.23       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                           | 2035-08-15      | 4.2500%  | 0.0000% | $1000.00           | $999.89            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                          | 2027-08-15      | 3.7500%  | 0.0000% | $182100.00         | $183256.11         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                           | 2031-10-31      | 4.1250%  | 0.0000% | $14143200.00       | $14166748.43       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $302246500.00      | $306616062.60      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                           | 2032-03-31      | 4.1250%  | 0.0000% | $441796600.00      | $443232945.90      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                               | 2030-03-31      | 4.0000%  | 0.0000% | $10934000.00       | $10976912.54       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-15      | 4.1250%  | 0.0000% | $19274700.00       | $19579415.43       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-10-15      | 4.6250%  | 0.0000% | $23529200.00       | $23671022.06       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                           | 2027-11-30      | 0.6250%  | 0.0000% | $74177000.00       | $70680720.50       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                           | 2028-01-31      | 0.7500%  | 0.0000% | $101461900.00      | $96290582.03       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28                           | 2028-02-29      | 1.1250%  | 0.0000% | $7010500.00        | $6683753.28        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                           | 2031-05-15      | 1.6250%  | 0.0000% | $998600.00         | $896260.13         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                           | 2028-05-31      | 1.2500%  | 0.0000% | $2763700.00        | $2632641.03        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                           | 2028-06-30      | 1.2500%  | 0.0000% | $8302000.00        | $7883152.86        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                           | 2028-08-31      | 1.1250%  | 0.0000% | $82916900.00       | $77958702.36       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $800.00            | $697.47            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                           | 2027-03-31      | 2.5000%  | 0.0000% | $195300.00         | $193487.65         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                           | 2032-05-15      | 2.8750%  | 0.0000% | $72400.00          | $68461.27          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                          | 2027-07-31      | 2.7500%  | 0.0000% | $500100.00         | $496776.36         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                           | 2032-08-15      | 2.7500%  | 0.0000% | $440658900.00      | $408818450.90      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                           | 2029-08-31      | 3.1250%  | 0.0000% | $1100.00           | $1077.52           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                          | 2027-11-30      | 3.8750%  | 0.0000% | $400.00            | $406.31            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                           | 2028-02-15      | 2.7500%  | 0.0000% | $2274700.00        | $2242482.39        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                           | 2029-02-15      | 2.6250%  | 0.0000% | $1652100.00        | $1604810.33        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                           | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                           | 2029-11-15      | 1.7500%  | 0.0000% | $343600.00         | $321720.88         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31                           | 2031-01-31      | 3.7500%  | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36                           | 2036-02-15      | 4.1250%  | 0.0000% | $10303500.00       | $10171443.34       | U.S. Treasuries (including strips) |
| BILL 06/04/26                             | 2026-06-04      | 0.0000%  | 0.0000% | $195679700.00      | $195015367.40      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-02      | 0.0000%  | 0.0000% | $18708100.00       | $18592278.15       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-30      | 0.0000%  | 0.0000% | $348618200.00      | $345488305.80      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-08-20      | 0.0000%  | 0.0000% | $84705100.00       | $83768515.71       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-16      | 0.0000%  | 0.0000% | $1209200.00        | $1203642.52        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-23      | 0.0000%  | 0.0000% | $104650700.00      | $104093749.00      | U.S. Treasuries (including strips) |
| BILL 04/15/27                             | 2027-04-15      | 0.0000%  | 0.0000% | $100.00            | $96.54             | U.S. Treasuries (including strips) |
| BILL 07/14/26                             | 2026-07-14      | 0.0000%  | 0.0000% | $1998100.00        | $1983387.99        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                           | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.80             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                           | 2029-08-15      | 1.6250%  | 0.0000% | $47868000.00       | $44654277.62       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                           | 2028-05-15      | 2.8750%  | 0.0000% | $96890600.00       | $96217375.20       | U.S. Treasuries (including strips) |

### Security 294: Fixed Income Clearing Corp. - Mizuho Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 945ABD006, C.3 - LEI: 5493004GRDTUI7EMIZ82, C.5 - Other ID: 945ABD006_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 02.000 CLSD8240             | 2052-07-01      | 2.0000%  | 0.0000% | $5189224.71        | $4159890.67        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8328             | 2053-06-01      | 4.5000%  | 0.0000% | $5711.00           | $5528.85           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8446             | 2054-07-01      | 5.5000%  | 0.0000% | $135849.18         | $137165.22         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U95137 G             | 2043-08-01      | 4.0000%  | 0.0000% | $27236.69          | $26393.50          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99114 G             | 2044-02-01      | 3.5000%  | 0.0000% | $627802.41         | $589393.11         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2667             | 2051-02-01      | 2.0000%  | 0.0000% | $127189.39         | $103528.49         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR3257             | 2051-02-01      | 2.0000%  | 0.0000% | $7802548.94        | $6315454.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4156             | 2053-09-01      | 5.5000%  | 0.0000% | $4961407.74        | $5088283.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4707             | 2054-07-01      | 6.0000%  | 0.0000% | $3473437.30        | $3561521.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU5836             | 2051-11-01      | 2.0000%  | 0.0000% | $1009762.13        | $821307.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU6878             | 2052-02-01      | 3.0000%  | 0.0000% | $2950395.66        | $2636805.97        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBV1300             | 2037-01-01      | 1.5000%  | 0.0000% | $170104.88         | $152500.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV7239             | 2052-05-01      | 3.5000%  | 0.0000% | $424222.69         | $387216.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV7803             | 2052-06-01      | 3.0000%  | 0.0000% | $2827724.16        | $2484033.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8459             | 2052-04-01      | 3.0000%  | 0.0000% | $1036504.11        | $910648.33         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW2690             | 2056-03-01      | 5.0000%  | 0.0000% | $1774555.00        | $1766590.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW2733             | 2056-02-01      | 5.5000%  | 0.0000% | $1016840.00        | $1039982.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599             | 2052-05-01      | 3.0000%  | 0.0000% | $328335.88         | $288051.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600             | 2052-05-01      | 3.5000%  | 0.0000% | $747.27            | $681.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4602             | 2037-05-01      | 2.0000%  | 0.0000% | $842070.21         | $772546.46         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653             | 2052-07-01      | 3.0000%  | 0.0000% | $1635909.82        | $1436863.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4666             | 2037-07-01      | 3.0000%  | 0.0000% | $199165.31         | $189965.20         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731             | 2052-09-01      | 3.5000%  | 0.0000% | $868.64            | $792.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785             | 2052-10-01      | 5.0000%  | 0.0000% | $666060.01         | $662045.52         | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G05394 G             | 2035-05-01      | 7.0000%  | 0.0000% | $1118908.00        | $1187641.27        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18681 G             | 2033-03-01      | 3.0000%  | 0.0000% | $2414.11           | $2344.36           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA7231             | 2050-02-01      | 4.0000%  | 0.0000% | $356.27            | $340.31            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9160             | 2051-10-01      | 3.0000%  | 0.0000% | $13825.30          | $12239.63          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951             | 2052-03-01      | 3.0000%  | 0.0000% | $4270260.53        | $3776809.16        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1068             | 2052-04-01      | 3.0000%  | 0.0000% | $738.16            | $652.93            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890             | 2052-06-01      | 4.5000%  | 0.0000% | $1788613.97        | $1748854.87        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122             | 2053-10-01      | 4.5000%  | 0.0000% | $2694874.50        | $2602669.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016             | 2054-07-01      | 6.5000%  | 0.0000% | $3009384.83        | $3187989.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0770             | 2047-11-01      | 3.5000%  | 0.0000% | $1265617.37        | $1171262.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0866             | 2047-12-01      | 4.0000%  | 0.0000% | $242197.91         | $231114.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0868             | 2047-12-01      | 4.0000%  | 0.0000% | $3213748.34        | $3090460.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1368             | 2048-03-01      | 4.0000%  | 0.0000% | $166670.76         | $159043.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2306             | 2048-09-01      | 4.0000%  | 0.0000% | $14596887.42       | $13966611.66       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2455             | 2048-10-01      | 4.0000%  | 0.0000% | $17019667.03       | $16261989.27       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3470             | 2049-05-01      | 3.5000%  | 0.0000% | $7077294.01        | $6539203.41        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 GLCA3795             | 2049-04-01      | 4.5000%  | 0.0000% | $1210650.81        | $1161253.84        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA7114             | 2035-09-01      | 2.5000%  | 0.0000% | $10125459.00       | $9540398.73        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6981             | 2050-09-01      | 2.0000%  | 0.0000% | $3432279.41        | $2803040.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA8645             | 2051-01-01      | 4.0000%  | 0.0000% | $800.01            | $757.62            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB0314             | 2036-04-01      | 1.5000%  | 0.0000% | $3125982.52        | $2803219.62        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2622             | 2052-01-01      | 2.5000%  | 0.0000% | $3924915.16        | $3375795.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2664             | 2052-01-01      | 3.0000%  | 0.0000% | $1104980.67        | $976324.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1917             | 2051-10-01      | 3.0000%  | 0.0000% | $1611620.07        | $1426758.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3575             | 2052-05-01      | 3.0000%  | 0.0000% | $46239275.96       | $41075396.94       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5009             | 2053-05-01      | 5.0000%  | 0.0000% | $1242116.00        | $1233864.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106             | 2053-08-01      | 5.0000%  | 0.0000% | $27991.88          | $27776.23          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5216             | 2053-12-01      | 6.0000%  | 0.0000% | $261482.68         | $268493.64         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498             | 2054-10-01      | 6.0000%  | 0.0000% | $12648204.45       | $12979073.04       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646             | 2055-03-01      | 5.5000%  | 0.0000% | $74754210.41       | $75441616.94       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5761             | 2055-07-01      | 6.0000%  | 0.0000% | $46329367.98       | $47508836.46       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5825             | 2055-09-01      | 7.0000%  | 0.0000% | $564725.12         | $599438.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5853             | 2055-10-01      | 5.5000%  | 0.0000% | $44434505.50       | $44843105.48       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5943             | 2056-01-01      | 4.5000%  | 0.0000% | $532494.22         | $513858.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737             | 2052-08-01      | 5.0000%  | 0.0000% | $86093.93          | $85552.98          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U90316 G             | 2042-10-01      | 4.0000%  | 0.0000% | $178485.94         | $172922.93         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C91385 G             | 2031-08-01      | 4.0000%  | 0.0000% | $226.98            | $225.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5917             | 2040-12-01      | 5.5000%  | 0.0000% | $12210996.21       | $12527731.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5951             | 2041-01-01      | 5.0000%  | 0.0000% | $2300720.86        | $2323953.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5952             | 2041-01-01      | 5.5000%  | 0.0000% | $4621243.64        | $4741112.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA6005             | 2041-03-01      | 5.5000%  | 0.0000% | $12343391.98       | $12663561.75       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5977             | 2041-02-01      | 4.5000%  | 0.0000% | $6392263.56        | $6358064.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI7346             | 2038-04-01      | 5.5000%  | 0.0000% | $183.90            | $189.55            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZI7350             | 2038-04-01      | 4.5000%  | 0.0000% | $102.46            | $101.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9164             | 2039-09-01      | 5.5000%  | 0.0000% | $213097.58         | $220038.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9945             | 2040-04-01      | 5.5000%  | 0.0000% | $82053.12          | $84574.74          | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZJ5090             | 2030-11-01      | 8.0000%  | 0.0000% | $219.41            | $225.46            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ5163             | 2031-07-01      | 7.0000%  | 0.0000% | $1328.28           | $1408.47           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6573             | 2032-06-01      | 6.5000%  | 0.0000% | $2681.33           | $2794.02           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZJ9240             | 2028-03-01      | 5.0000%  | 0.0000% | $4.57              | $4.59              | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ4700             | 2054-09-01      | 6.5000%  | 0.0000% | $17673811.39       | $18521732.13       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6562             | 2052-01-01      | 2.5000%  | 0.0000% | $656.31            | $566.52            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6766             | 2052-02-01      | 2.5000%  | 0.0000% | $152087.97         | $130166.29         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310             | 2052-05-01      | 3.5000%  | 0.0000% | $17753468.55       | $16312746.95       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559             | 2052-06-01      | 4.0000%  | 0.0000% | $4914.72           | $4662.87           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615             | 2052-10-01      | 5.5000%  | 0.0000% | $6005.64           | $6092.82           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8767             | 2053-03-01      | 5.0000%  | 0.0000% | $386677.46         | $385882.37         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB1223             | 2045-12-01      | 5.5000%  | 0.0000% | $925.77            | $946.61            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952             | 2054-05-01      | 6.0000%  | 0.0000% | $2666405.73        | $2771870.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO5184             | 2041-03-01      | 5.5000%  | 0.0000% | $1124747.96        | $1160389.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO5185             | 2041-04-01      | 5.0000%  | 0.0000% | $1365178.54        | $1391040.18        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA4650             | 2049-11-01      | 4.0000%  | 0.0000% | $413.18            | $396.41            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL251569             | 2028-03-01      | 7.0000%  | 0.0000% | $5.61              | $5.94              | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253356             | 2030-07-01      | 8.0000%  | 0.0000% | $372.15            | $386.80            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253947             | 2031-07-01      | 8.0000%  | 0.0000% | $911.29            | $954.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K2253973             | 2031-07-01      | 6.5000%  | 0.0000% | $293.07            | $298.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254477             | 2032-10-01      | 5.5000%  | 0.0000% | $1372.55           | $1417.27           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 K2255062             | 2033-11-01      | 7.0000%  | 0.0000% | $92.38             | $94.07             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4382             | 2052-08-01      | 4.0000%  | 0.0000% | $3370063.66        | $3178078.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609             | 2052-05-01      | 3.5000%  | 0.0000% | $2672180.04        | $2439378.22        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3859             | 2052-06-01      | 4.0000%  | 0.0000% | $2599731.46        | $2455394.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4020             | 2052-07-01      | 4.0000%  | 0.0000% | $20290.75          | $19135.44          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4032             | 2052-07-01      | 4.5000%  | 0.0000% | $4819819.06        | $4674043.63        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4125             | 2052-07-01      | 4.0000%  | 0.0000% | $1412564.92        | $1334396.72        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4129             | 2052-07-01      | 4.5000%  | 0.0000% | $6385487.14        | $6191783.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5278             | 2052-11-01      | 5.0000%  | 0.0000% | $5616685.88        | $5596677.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555             | 2052-09-01      | 4.5000%  | 0.0000% | $1183102.48        | $1146952.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5073             | 2052-11-01      | 4.0000%  | 0.0000% | $748.24            | $714.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5542             | 2053-01-01      | 5.5000%  | 0.0000% | $3069255.50        | $3114338.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096             | 2053-04-01      | 6.0000%  | 0.0000% | $10294570.77       | $10638742.29       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7111             | 2053-09-01      | 5.5000%  | 0.0000% | $9874021.26        | $10041460.53       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB6890             | 2053-08-01      | 3.5000%  | 0.0000% | $629132.84         | $583083.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA6038             | 2041-04-01      | 5.0000%  | 0.0000% | $7134301.75        | $7206342.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA6039             | 2041-04-01      | 5.5000%  | 0.0000% | $693227.12         | $711208.43         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKMA6012             | 2056-02-01      | 6.0000%  | 0.0000% | $3019783.75        | $3075614.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA6040             | 2041-04-01      | 6.0000%  | 0.0000% | $10208839.22       | $10586937.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6053             | 2056-04-01      | 5.0000%  | 0.0000% | $63702376.00       | $63004056.41       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA6054             | 2056-04-01      | 5.5000%  | 0.0000% | $39703695.00       | $40128943.65       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA6056             | 2056-04-01      | 6.5000%  | 0.0000% | $437001.00         | $456365.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA6062             | 2041-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.94           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632             | 2054-12-01      | 6.5000%  | 0.0000% | $1355800.53        | $1416798.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5294             | 2055-06-01      | 6.5000%  | 0.0000% | $20153.81          | $21317.31          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5999             | 2055-06-01      | 6.5000%  | 0.0000% | $1355004.76        | $1446427.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6010             | 2055-06-01      | 6.5000%  | 0.0000% | $1162.71           | $1232.06           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7151             | 2055-06-01      | 6.5000%  | 0.0000% | $3100.50           | $3282.73           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6516             | 2055-06-01      | 6.0000%  | 0.0000% | $406796.09         | $419992.69         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6522             | 2055-06-01      | 6.0000%  | 0.0000% | $909959.01         | $934908.57         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6843             | 2055-06-01      | 6.5000%  | 0.0000% | $1459.46           | $1546.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6971             | 2055-06-01      | 6.0000%  | 0.0000% | $601083.02         | $617563.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6999             | 2055-06-01      | 5.0000%  | 0.0000% | $1064615.57        | $1055177.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256478             | 2026-11-01      | 6.0000%  | 0.0000% | $3477.25           | $3563.22           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254693             | 2033-03-01      | 5.5000%  | 0.0000% | $327.76            | $334.83            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7009             | 2055-06-01      | 6.5000%  | 0.0000% | $1143.63           | $1210.85           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7044             | 2055-06-01      | 6.0000%  | 0.0000% | $2127404.54        | $2182641.19        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8512             | 2055-07-01      | 6.0000%  | 0.0000% | $57871.50          | $59371.15          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9918             | 2055-08-01      | 6.0000%  | 0.0000% | $24660979.01       | $25413147.08       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9960             | 2055-07-01      | 6.0000%  | 0.0000% | $12873613.22       | $13210365.48       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0888             | 2055-08-01      | 6.0000%  | 0.0000% | $2151626.88        | $2207449.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0143             | 2055-08-01      | 6.0000%  | 0.0000% | $7439630.90        | $7644029.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0433             | 2055-08-01      | 6.0000%  | 0.0000% | $3863084.04        | $3962919.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1360             | 2055-08-01      | 6.5000%  | 0.0000% | $5493129.03        | $5745945.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4721             | 2055-10-01      | 5.5000%  | 0.0000% | $165260.40         | $168983.48         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5107             | 2055-10-01      | 6.0000%  | 0.0000% | $14786424.86       | $15194254.17       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8084             | 2055-11-01      | 6.0000%  | 0.0000% | $1119243.52        | $1158725.20        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3241             | 2042-06-01      | 3.5000%  | 0.0000% | $2024.21           | $1906.26           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6516             | 2043-07-01      | 4.0000%  | 0.0000% | $434196.38         | $418069.55         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM0121             | 2045-09-01      | 3.5000%  | 0.0000% | $39653.49          | $37033.92          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM5846             | 2048-03-01      | 4.0000%  | 0.0000% | $1515124.46        | $1443674.56        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684             | 2048-08-01      | 4.0000%  | 0.0000% | $2283552.84        | $2165349.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM8127             | 2048-08-01      | 5.0000%  | 0.0000% | $207104.51         | $208674.52         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZM9304             | 2042-07-01      | 3.5000%  | 0.0000% | $5170.94           | $4794.53           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0638             | 2043-02-01      | 3.5000%  | 0.0000% | $17922.24          | $16806.03          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1334             | 2042-07-01      | 3.5000%  | 0.0000% | $444870.02         | $418671.38         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1337             | 2042-08-01      | 3.5000%  | 0.0000% | $38236.74          | $35973.11          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1383             | 2045-02-01      | 4.0000%  | 0.0000% | $115.34            | $110.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL255900             | 2035-09-01      | 6.0000%  | 0.0000% | $10390.35          | $10938.34          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL256270             | 2036-05-01      | 6.0000%  | 0.0000% | $5156.27           | $5349.21           | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535039             | 2029-12-01      | 8.0000%  | 0.0000% | $205.96            | $213.18            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL535996             | 2031-06-01      | 7.5000%  | 0.0000% | $535.65            | $557.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555330             | 2033-04-01      | 5.5000%  | 0.0000% | $105.04            | $106.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555424             | 2033-05-01      | 5.5000%  | 0.0000% | $47.88             | $48.80             | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL557288             | 2030-09-01      | 8.0000%  | 0.0000% | $73.41             | $74.64             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL608045             | 2031-10-01      | 7.5000%  | 0.0000% | $29.88             | $30.40             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL609661             | 2031-11-01      | 7.5000%  | 0.0000% | $623.99            | $650.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780             | 2041-07-01      | 4.5000%  | 0.0000% | $4117574.48        | $4093256.09        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2062             | 2041-06-01      | 4.5000%  | 0.0000% | $7831227.78        | $7804296.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRAL4741             | 2044-01-01      | 4.5000%  | 0.0000% | $12302.34          | $12206.81          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6155             | 2044-11-01      | 4.0000%  | 0.0000% | $238544.31         | $229072.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL6841             | 2029-02-01      | 4.0000%  | 0.0000% | $6.44              | $6.44              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9063             | 2031-02-01      | 3.5000%  | 0.0000% | $645.67            | $638.83            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAR6432             | 2043-08-01      | 2.5000%  | 0.0000% | $8104.37           | $7186.79           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7491             | 2053-10-01      | 7.0000%  | 0.0000% | $1702392.10        | $1864760.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8102             | 2054-02-01      | 5.5000%  | 0.0000% | $2969069.43        | $3019809.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8505             | 2054-05-01      | 6.5000%  | 0.0000% | $2467053.58        | $2588978.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523             | 2054-05-01      | 5.0000%  | 0.0000% | $7941639.37        | $7954225.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9770             | 2054-12-01      | 4.5000%  | 0.0000% | $20143550.26       | $19486930.95       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8262             | 2056-01-01      | 5.5000%  | 0.0000% | $2016617.21        | $2039190.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8694             | 2055-12-01      | 5.5000%  | 0.0000% | $2599726.24        | $2630804.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9587             | 2056-03-01      | 5.5000%  | 0.0000% | $3802674.80        | $3845008.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF9729             | 2056-01-01      | 6.5000%  | 0.0000% | $2908687.20        | $3077993.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9977             | 2056-01-01      | 5.5000%  | 0.0000% | $2706357.88        | $2749931.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG0293             | 2056-01-01      | 6.5000%  | 0.0000% | $2224699.42        | $2355027.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG0479             | 2056-01-01      | 6.5000%  | 0.0000% | $1611266.67        | $1694301.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG1298             | 2056-02-01      | 6.5000%  | 0.0000% | $998.49            | $1050.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1607             | 2056-02-01      | 5.0000%  | 0.0000% | $3835355.05        | $3794020.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1637             | 2056-02-01      | 5.0000%  | 0.0000% | $1457946.37        | $1457055.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1645             | 2056-02-01      | 5.5000%  | 0.0000% | $1065675.48        | $1093489.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDG1882             | 2041-02-01      | 5.0000%  | 0.0000% | $2718357.91        | $2745815.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDG2234             | 2041-02-01      | 4.5000%  | 0.0000% | $1889772.89        | $1886354.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2324             | 2056-03-01      | 5.0000%  | 0.0000% | $3594637.46        | $3564326.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3474             | 2056-01-01      | 5.5000%  | 0.0000% | $3796234.34        | $3864481.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3511             | 2056-03-01      | 6.0000%  | 0.0000% | $1907255.32        | $1990492.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3527             | 2056-03-01      | 5.5000%  | 0.0000% | $4860447.49        | $4927524.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3536             | 2056-02-01      | 6.0000%  | 0.0000% | $3663982.46        | $3785745.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3587             | 2056-02-01      | 5.5000%  | 0.0000% | $1374510.94        | $1389844.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2761             | 2056-02-01      | 5.5000%  | 0.0000% | $1273384.81        | $1287788.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG2795             | 2056-02-01      | 6.5000%  | 0.0000% | $1646090.78        | $1726932.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3119             | 2056-03-01      | 5.5000%  | 0.0000% | $2879605.33        | $2924116.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3121             | 2056-02-01      | 5.5000%  | 0.0000% | $4692837.18        | $4772866.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3127             | 2056-02-01      | 6.0000%  | 0.0000% | $2835489.61        | $2951490.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3130             | 2056-02-01      | 6.0000%  | 0.0000% | $2642259.92        | $2738111.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3173             | 2056-04-01      | 5.5000%  | 0.0000% | $3610994.33        | $3704456.09        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG3322             | 2056-03-01      | 4.5000%  | 0.0000% | $998.66            | $970.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG3324             | 2056-03-01      | 4.5000%  | 0.0000% | $1004.87           | $973.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3329             | 2056-03-01      | 5.0000%  | 0.0000% | $998.29            | $997.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3340             | 2056-03-01      | 5.5000%  | 0.0000% | $998.99            | $1023.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3348             | 2056-03-01      | 5.5000%  | 0.0000% | $999.08            | $1015.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3651             | 2056-03-01      | 5.0000%  | 0.0000% | $17793325.01       | $17604498.30       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3918             | 2056-02-01      | 5.5000%  | 0.0000% | $1783948.13        | $1829207.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG4668             | 2056-04-01      | 6.0000%  | 0.0000% | $6002057.00        | $6208709.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG5218             | 2056-03-01      | 6.0000%  | 0.0000% | $1067929.00        | $1104556.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDG5417             | 2041-03-01      | 4.5000%  | 0.0000% | $1029565.49        | $1027701.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDG5419             | 2041-03-01      | 5.0000%  | 0.0000% | $1041540.75        | $1062578.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDG5556             | 2041-03-01      | 5.5000%  | 0.0000% | $2096149.47        | $2154490.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDG5561             | 2041-03-01      | 6.0000%  | 0.0000% | $1643960.49        | $1710409.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDG5566             | 2041-04-01      | 6.0000%  | 0.0000% | $4332125.10        | $4507716.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG5632             | 2056-04-01      | 6.0000%  | 0.0000% | $1999.40           | $2081.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5899             | 2056-04-01      | 5.5000%  | 0.0000% | $1072972.42        | $1100976.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG5970             | 2056-04-01      | 6.0000%  | 0.0000% | $1510660.00        | $1580433.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5958             | 2056-04-01      | 5.0000%  | 0.0000% | $1214654.00        | $1216616.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5966             | 2056-04-01      | 5.5000%  | 0.0000% | $2129739.00        | $2172914.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5967             | 2056-04-01      | 5.5000%  | 0.0000% | $3739413.00        | $3806638.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5978             | 2056-04-01      | 5.0000%  | 0.0000% | $1772118.00        | $1769874.11        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG6022             | 2056-04-01      | 6.5000%  | 0.0000% | $1205429.88        | $1266294.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6633             | 2056-05-01      | 5.5000%  | 0.0000% | $2815235.00        | $2871223.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6634             | 2056-04-01      | 5.5000%  | 0.0000% | $1044975.00        | $1064941.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG6643             | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.11           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8122             | 2055-11-01      | 6.5000%  | 0.0000% | $36248.74          | $38504.94          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325             | 2052-07-01      | 3.5000%  | 0.0000% | $33771069.47       | $31146802.20       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1640             | 2052-09-01      | 4.0000%  | 0.0000% | $13332707.03       | $12648555.46       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1926             | 2049-01-01      | 3.5000%  | 0.0000% | $18834903.21       | $17436890.88       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1927             | 2048-11-01      | 3.5000%  | 0.0000% | $275879.55         | $257624.44         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1988             | 2055-08-01      | 6.0000%  | 0.0000% | $64021748.58       | $66148252.28       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3498             | 2055-12-01      | 5.5000%  | 0.0000% | $37387231.11       | $38076261.17       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL2928             | 2055-01-01      | 7.0000%  | 0.0000% | $723.50            | $767.30            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL3057             | 2052-05-01      | 4.0000%  | 0.0000% | $22465616.49       | $21446423.86       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3300             | 2055-11-01      | 5.5000%  | 0.0000% | $10981897.63       | $11263841.99       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3304             | 2055-11-01      | 6.0000%  | 0.0000% | $28028890.87       | $29003380.65       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3318             | 2055-10-01      | 6.5000%  | 0.0000% | $2027717.25        | $2135060.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3321             | 2055-10-01      | 6.0000%  | 0.0000% | $14171563.54       | $14535111.38       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4042             | 2056-01-01      | 6.0000%  | 0.0000% | $38957455.76       | $40353470.20       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4717             | 2056-04-01      | 5.0000%  | 0.0000% | $24228133.82       | $24158545.24       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4718             | 2056-04-01      | 5.0000%  | 0.0000% | $50174533.19       | $49966046.87       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4720             | 2056-04-01      | 5.0000%  | 0.0000% | $1036.54           | $1030.29           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4726             | 2056-03-01      | 5.5000%  | 0.0000% | $33253.58          | $33793.67          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4727             | 2056-03-01      | 5.5000%  | 0.0000% | $25073105.01       | $25493243.90       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL4732             | 2056-04-01      | 6.5000%  | 0.0000% | $1023.11           | $1078.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4734             | 2056-04-01      | 5.5000%  | 0.0000% | $1020.99           | $1036.87           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5036             | 2056-05-01      | 5.0000%  | 0.0000% | $3244608.00        | $3255771.98        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5041             | 2056-03-01      | 5.0000%  | 0.0000% | $26294666.00       | $26076467.02       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL5050             | 2056-03-01      | 6.5000%  | 0.0000% | $707160.00         | $742315.12         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL5051             | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1068.50           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL5052             | 2056-02-01      | 6.5000%  | 0.0000% | $1024.00           | $1073.92           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3208             | 2046-04-01      | 3.5000%  | 0.0000% | $264595.26         | $243694.73         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3211             | 2046-05-01      | 3.5000%  | 0.0000% | $100397.64         | $92833.53          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3213             | 2046-07-01      | 3.5000%  | 0.0000% | $349961.92         | $323591.75         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PZA3222             | 2046-12-01      | 3.0000%  | 0.0000% | $221919.17         | $195629.44         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA5433             | 2048-06-01      | 3.5000%  | 0.0000% | $125997.53         | $116975.66         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA5441             | 2048-05-01      | 5.0000%  | 0.0000% | $291066.16         | $293439.74         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498             | 2048-06-01      | 4.0000%  | 0.0000% | $3685650.61        | $3516966.57        | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712             | 2032-04-01      | 8.0000%  | 0.0000% | $5856.13           | $6148.55           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2140             | 2038-05-01      | 6.5000%  | 0.0000% | $187611.44         | $198681.85         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254             | 2038-08-01      | 5.5000%  | 0.0000% | $21005.36          | $21658.00          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516             | 2039-01-01      | 5.5000%  | 0.0000% | $35912.83          | $37054.27          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549             | 2041-07-01      | 4.5000%  | 0.0000% | $3694475.04        | $3654430.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876             | 2038-11-01      | 5.5000%  | 0.0000% | $31374.85          | $32394.46          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS0453             | 2038-08-01      | 4.0000%  | 0.0000% | $235575.05         | $227437.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907             | 2028-11-01      | 3.5000%  | 0.0000% | $28.07             | $27.93             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS1984             | 2029-03-01      | 3.0000%  | 0.0000% | $263.68            | $259.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3467             | 2044-10-01      | 4.0000%  | 0.0000% | $414657.18         | $398001.32         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 GLAS4152             | 2044-12-01      | 4.0000%  | 0.0000% | $46999.38          | $45707.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5458             | 2040-07-01      | 3.5000%  | 0.0000% | $1675884.21        | $1583786.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9795             | 2047-06-01      | 3.5000%  | 0.0000% | $219.33            | $204.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9360             | 2047-04-01      | 3.5000%  | 0.0000% | $186.97            | $175.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT2411             | 2043-05-01      | 3.0000%  | 0.0000% | $661161.90         | $604158.94         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAT5890             | 2043-06-01      | 2.5000%  | 0.0000% | $21925.94          | $19555.99          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAU4268             | 2043-09-01      | 3.0000%  | 0.0000% | $467395.57         | $425460.68         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKAU7024             | 2043-11-01      | 2.5000%  | 0.0000% | $324791.81         | $284018.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW5329             | 2044-06-01      | 4.0000%  | 0.0000% | $729.06            | $697.01            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370             | 2045-04-01      | 2.5000%  | 0.0000% | $1047843.19        | $912115.94         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY7071             | 2045-04-01      | 2.5000%  | 0.0000% | $44772.91          | $39086.48          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643             | 2045-04-01      | 2.5000%  | 0.0000% | $98251.21          | $86130.24          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG6903             | 2056-04-01      | 4.5000%  | 0.0000% | $414413.00         | $401063.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG6912             | 2056-04-01      | 6.0000%  | 0.0000% | $999.87            | $1047.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG7714             | 2056-04-01      | 6.0000%  | 0.0000% | $2251182.00        | $2368050.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG7864             | 2056-04-01      | 6.5000%  | 0.0000% | $1652281.00        | $1759317.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG7857             | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.41           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG7861             | 2056-04-01      | 6.0000%  | 0.0000% | $1194237.00        | $1250765.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7919             | 2056-05-01      | 5.0000%  | 0.0000% | $5013785.00        | $5007436.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7921             | 2056-05-01      | 5.0000%  | 0.0000% | $5001141.00        | $4986941.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG7941             | 2056-04-01      | 5.5000%  | 0.0000% | $6274408.00        | $6332568.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG7951             | 2056-05-01      | 6.0000%  | 0.0000% | $3256000.00        | $3371758.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG7952             | 2056-05-01      | 6.0000%  | 0.0000% | $1183646.00        | $1245346.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG7953             | 2056-04-01      | 6.0000%  | 0.0000% | $1135599.00        | $1188253.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG8119             | 2056-04-01      | 5.5000%  | 0.0000% | $2560686.00        | $2618958.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9006             | 2056-04-01      | 5.5000%  | 0.0000% | $1405392.00        | $1418419.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9401             | 2056-05-01      | 5.5000%  | 0.0000% | $2162133.00        | $2220485.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9417             | 2056-05-01      | 5.5000%  | 0.0000% | $1373100.00        | $1409106.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9418             | 2056-05-01      | 6.0000%  | 0.0000% | $3981344.00        | $4164745.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9421             | 2056-05-01      | 6.0000%  | 0.0000% | $6118365.00        | $6379823.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9423             | 2056-04-01      | 5.5000%  | 0.0000% | $1197470.00        | $1208565.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9435             | 2056-05-01      | 6.0000%  | 0.0000% | $308872.00         | $316913.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9556             | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9671             | 2056-04-01      | 6.0000%  | 0.0000% | $1008.00           | $1039.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0299             | 2055-01-01      | 5.5000%  | 0.0000% | $8672337.80        | $8810753.13        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1690             | 2052-04-01      | 3.5000%  | 0.0000% | $9129445.00        | $8404571.12        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2577             | 2053-03-01      | 3.0000%  | 0.0000% | $7810741.80        | $6909145.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2594             | 2049-08-01      | 5.0000%  | 0.0000% | $923.08            | $935.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2657             | 2055-07-01      | 6.0000%  | 0.0000% | $5205336.01        | $5375182.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2670             | 2055-08-01      | 6.0000%  | 0.0000% | $11819468.93       | $12358688.86       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA2674             | 2052-04-01      | 3.5000%  | 0.0000% | $3655341.14        | $3377810.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2044             | 2052-07-01      | 4.0000%  | 0.0000% | $20651240.16       | $19701989.83       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2060             | 2055-06-01      | 6.5000%  | 0.0000% | $25757967.21       | $27065676.31       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3555             | 2055-11-01      | 6.5000%  | 0.0000% | $13532257.18       | $14275314.92       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3106             | 2051-03-01      | 2.5000%  | 0.0000% | $954.58            | $808.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3275             | 2055-10-01      | 6.5000%  | 0.0000% | $34174548.91       | $36179368.44       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3276             | 2055-10-01      | 6.5000%  | 0.0000% | $17576306.06       | $18664931.68       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3418             | 2054-10-01      | 6.5000%  | 0.0000% | $17099760.10       | $18050525.76       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4379             | 2056-01-01      | 5.0000%  | 0.0000% | $51495706.17       | $51154741.67       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4380             | 2056-02-01      | 5.0000%  | 0.0000% | $36043741.17       | $35787281.95       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4385             | 2056-01-01      | 5.5000%  | 0.0000% | $29901661.85       | $30687314.74       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4388             | 2056-01-01      | 5.5000%  | 0.0000% | $20482221.41       | $20928192.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4390             | 2056-01-01      | 5.5000%  | 0.0000% | $28093792.56       | $28547326.27       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4391             | 2056-01-01      | 5.5000%  | 0.0000% | $31738636.20       | $32235426.98       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4395             | 2055-12-01      | 5.5000%  | 0.0000% | $964.59            | $978.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4399             | 2056-01-01      | 6.0000%  | 0.0000% | $22538890.39       | $23123511.63       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA4404             | 2056-01-01      | 6.5000%  | 0.0000% | $6691503.74        | $7017561.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4405             | 2053-02-01      | 4.0000%  | 0.0000% | $35424807.16       | $33659561.46       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4407             | 2056-01-01      | 5.0000%  | 0.0000% | $41266648.87       | $41253970.85       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4408             | 2054-09-01      | 6.0000%  | 0.0000% | $27425459.78       | $28360210.86       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3695             | 2055-05-01      | 6.5000%  | 0.0000% | $1105553.04        | $1162051.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5306             | 2056-05-01      | 6.0000%  | 0.0000% | $2622848.00        | $2716744.21        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA4620             | 2052-04-01      | 2.5000%  | 0.0000% | $876330.85         | $751064.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4624             | 2053-01-01      | 4.0000%  | 0.0000% | $21686583.47       | $20835975.42       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4625             | 2048-12-01      | 4.0000%  | 0.0000% | $12461907.37       | $12003623.50       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4626             | 2049-09-01      | 4.0000%  | 0.0000% | $22613754.90       | $21698603.87       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4627             | 2050-04-01      | 4.0000%  | 0.0000% | $17260253.55       | $16470013.93       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA4628             | 2051-09-01      | 4.5000%  | 0.0000% | $989.72            | $973.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4636             | 2056-02-01      | 5.0000%  | 0.0000% | $26283901.88       | $25995771.91       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA4762             | 2055-05-01      | 6.5000%  | 0.0000% | $14850257.78       | $15544167.42       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA4768             | 2055-10-01      | 6.5000%  | 0.0000% | $23572257.15       | $24762116.59       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0201             | 2053-11-01      | 6.5000%  | 0.0000% | $948735.54         | $994194.31         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1229             | 2054-04-01      | 6.0000%  | 0.0000% | $1233357.92        | $1266305.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6378             | 2056-03-01      | 5.0000%  | 0.0000% | $5920417.50        | $5856582.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028             | 2055-07-01      | 6.0000%  | 0.0000% | $758.16            | $777.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0014             | 2055-06-01      | 6.0000%  | 0.0000% | $10269335.12       | $10535447.82       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0118             | 2056-04-01      | 5.0000%  | 0.0000% | $16911.00          | $16725.62          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0119             | 2056-04-01      | 5.5000%  | 0.0000% | $956879.00         | $967146.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0062             | 2041-02-01      | 5.0000%  | 0.0000% | $4050402.98        | $4091303.05        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0050             | 2040-12-01      | 6.0000%  | 0.0000% | $119951.78         | $124409.59         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0083             | 2041-04-01      | 4.5000%  | 0.0000% | $124508355.00      | $123842235.30      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0086             | 2041-04-01      | 6.0000%  | 0.0000% | $553147.86         | $573636.09         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2014             | 2055-12-01      | 5.5000%  | 0.0000% | $2495459.55        | $2518865.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA2239             | 2055-12-01      | 6.0000%  | 0.0000% | $35243910.77       | $36546995.62       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4596             | 2044-12-01      | 3.5000%  | 0.0000% | $39808.67          | $37178.89          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4599             | 2045-01-01      | 3.5000%  | 0.0000% | $86.71             | $80.98             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4634             | 2045-10-01      | 4.0000%  | 0.0000% | $42993.11          | $41203.57          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4651             | 2046-03-01      | 3.5000%  | 0.0000% | $37633.04          | $35088.28          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4722             | 2047-06-01      | 3.5000%  | 0.0000% | $50620.08          | $47034.63          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL802065             | 2034-10-01      | 6.0000%  | 0.0000% | $27.88             | $29.04             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL821644             | 2035-06-01      | 6.0000%  | 0.0000% | $7.97              | $8.25              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL836527             | 2035-10-01      | 6.0000%  | 0.0000% | $9.58              | $9.91              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP844834             | 2036-03-01      | 5.5000%  | 0.0000% | $1959.62           | $1964.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL882117             | 2036-07-01      | 6.0000%  | 0.0000% | $5673.56           | $5944.06           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL882305             | 2036-07-01      | 6.0000%  | 0.0000% | $9795.09           | $10092.93          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4922             | 2053-10-01      | 6.5000%  | 0.0000% | $79279.85          | $82625.55          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDA6781             | 2056-04-01      | 4.5000%  | 0.0000% | $1404860.00        | $1357469.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2495             | 2054-05-01      | 6.0000%  | 0.0000% | $1654120.26        | $1696069.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8250             | 2054-11-01      | 6.5000%  | 0.0000% | $2392753.67        | $2541236.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086             | 2054-10-01      | 5.0000%  | 0.0000% | $8037075.18        | $7965213.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8437             | 2054-12-01      | 5.5000%  | 0.0000% | $3548356.07        | $3580992.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885             | 2055-01-01      | 6.0000%  | 0.0000% | $1045118.74        | $1096420.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9679             | 2055-01-01      | 5.5000%  | 0.0000% | $1997088.83        | $2019571.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381             | 2055-01-01      | 6.5000%  | 0.0000% | $1068306.09        | $1124957.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5133             | 2056-01-01      | 6.0000%  | 0.0000% | $127624.64         | $131133.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5120             | 2056-03-01      | 5.0000%  | 0.0000% | $8086537.11        | $8114361.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5126             | 2056-02-01      | 5.5000%  | 0.0000% | $1032.72           | $1043.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5127             | 2056-04-01      | 5.5000%  | 0.0000% | $16431829.73       | $16726527.30       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA5409             | 2052-09-01      | 3.5000%  | 0.0000% | $23705130.00       | $22032388.03       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA5410             | 2052-07-01      | 4.0000%  | 0.0000% | $27133768.00       | $25762948.93       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5411             | 2056-04-01      | 5.0000%  | 0.0000% | $999100.00         | $988353.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5432             | 2056-04-01      | 5.0000%  | 0.0000% | $42698315.00       | $42744163.51       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5433             | 2056-04-01      | 5.0000%  | 0.0000% | $62886257.00       | $62730410.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5434             | 2056-04-01      | 5.0000%  | 0.0000% | $23081440.00       | $22985531.49       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5437             | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5439             | 2056-04-01      | 5.0000%  | 0.0000% | $1220.00           | $1213.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5440             | 2056-05-01      | 5.5000%  | 0.0000% | $23294499.00       | $23940887.71       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5441             | 2056-05-01      | 5.5000%  | 0.0000% | $22088198.00       | $22573200.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5442             | 2056-05-01      | 5.5000%  | 0.0000% | $62890112.00       | $64079776.33       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5443             | 2056-04-01      | 5.5000%  | 0.0000% | $1152.00           | $1170.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5444             | 2056-05-01      | 5.5000%  | 0.0000% | $5188736.00        | $5329151.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5445             | 2056-04-01      | 6.0000%  | 0.0000% | $1910368.00        | $1996975.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5446             | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4102             | 2050-02-01      | 3.5000%  | 0.0000% | $7595309.29        | $7056729.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5315             | 2049-06-01      | 3.5000%  | 0.0000% | $124285.60         | $115254.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6411             | 2045-11-01      | 3.5000%  | 0.0000% | $4268428.37        | $3983913.90        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7203             | 2051-05-01      | 2.0000%  | 0.0000% | $1480393.21        | $1201559.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599             | 2051-01-01      | 3.5000%  | 0.0000% | $217859.90         | $200334.70         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8313             | 2051-07-01      | 2.5000%  | 0.0000% | $636.10            | $538.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM8503             | 2036-04-01      | 2.5000%  | 0.0000% | $2323503.92        | $2199716.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037             | 2051-08-01      | 3.0000%  | 0.0000% | $111861.58         | $100161.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630             | 2052-02-01      | 3.0000%  | 0.0000% | $438061.61         | $388090.46         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0751             | 2052-03-01      | 3.0000%  | 0.0000% | $723665.46         | $639398.72         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS0945             | 2052-03-01      | 4.0000%  | 0.0000% | $3036231.50        | $2867666.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1074             | 2052-03-01      | 3.0000%  | 0.0000% | $3048860.16        | $2720121.90        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1101             | 2051-07-01      | 2.0000%  | 0.0000% | $631424.35         | $512728.64         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS1153             | 2037-04-01      | 2.5000%  | 0.0000% | $377619.28         | $355718.83         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1408             | 2052-04-01      | 3.5000%  | 0.0000% | $1163597.10        | $1069623.18        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4411             | 2056-01-01      | 6.0000%  | 0.0000% | $1077650.20        | $1112780.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA3988             | 2056-01-01      | 6.0000%  | 0.0000% | $1439222.87        | $1478793.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4643             | 2056-02-01      | 6.0000%  | 0.0000% | $1163456.88        | $1204497.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6501             | 2056-01-01      | 5.5000%  | 0.0000% | $999.11            | $1020.30           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA6992             | 2056-02-01      | 6.0000%  | 0.0000% | $997.87            | $1040.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7360             | 2056-02-01      | 6.5000%  | 0.0000% | $1151430.60        | $1216650.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7370             | 2056-02-01      | 5.5000%  | 0.0000% | $1616.49           | $1653.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7372             | 2056-03-01      | 5.5000%  | 0.0000% | $2899923.28        | $2958709.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7380             | 2056-03-01      | 6.5000%  | 0.0000% | $1082109.76        | $1152832.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7381             | 2056-02-01      | 6.5000%  | 0.0000% | $1188450.63        | $1258991.25        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7409             | 2056-02-01      | 5.5000%  | 0.0000% | $3206713.37        | $3242505.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA9243             | 2056-03-01      | 5.5000%  | 0.0000% | $999.10            | $1025.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB0076             | 2056-03-01      | 5.5000%  | 0.0000% | $1077288.00        | $1101571.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB0164             | 2056-04-01      | 5.5000%  | 0.0000% | $1913553.00        | $1956687.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTB0707             | 2056-04-01      | 6.5000%  | 0.0000% | $550975.00         | $579048.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB1668             | 2056-04-01      | 5.0000%  | 0.0000% | $4984439.00        | $4953155.55        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB1669             | 2056-05-01      | 5.5000%  | 0.0000% | $4983476.00        | $5098293.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB1690             | 2056-04-01      | 5.5000%  | 0.0000% | $1785542.00        | $1832363.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB1693             | 2056-05-01      | 5.5000%  | 0.0000% | $2218325.00        | $2264587.18        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB1793             | 2056-05-01      | 6.0000%  | 0.0000% | $1003975.00        | $1050224.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB1087             | 2056-04-01      | 5.5000%  | 0.0000% | $1187891.00        | $1205089.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB1079             | 2056-04-01      | 5.5000%  | 0.0000% | $2184050.00        | $2221295.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB1654             | 2056-04-01      | 5.0000%  | 0.0000% | $5002457.00        | $4996122.78        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB1802             | 2056-05-01      | 6.0000%  | 0.0000% | $1213900.00        | $1276918.81        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429             | 2047-11-01      | 4.0000%  | 0.0000% | $4846415.84        | $4594679.54        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZT2022             | 2034-05-01      | 2.5000%  | 0.0000% | $74480.34          | $70688.09          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711             | 2037-07-01      | 3.0000%  | 0.0000% | $785107.09         | $750974.30         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979             | 2038-01-01      | 3.5000%  | 0.0000% | $668.81            | $643.64            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132             | 2036-12-01      | 2.0000%  | 0.0000% | $578.78            | $531.23            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122             | 2036-10-01      | 1.5000%  | 0.0000% | $578848.89         | $518945.75         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8329             | 2039-09-01      | 6.0000%  | 0.0000% | $74491.16          | $77280.13          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512             | 2036-05-01      | 2.0000%  | 0.0000% | $4097.99           | $3763.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1357             | 2052-08-01      | 5.0000%  | 0.0000% | $794172.16         | $796695.86         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2088             | 2052-06-01      | 3.5000%  | 0.0000% | $226841.80         | $207283.38         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254             | 2052-07-01      | 3.5000%  | 0.0000% | $10105.14          | $9255.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2120             | 2055-03-01      | 6.0000%  | 0.0000% | $1528558.56        | $1580328.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD2307             | 2055-02-01      | 5.5000%  | 0.0000% | $2844051.82        | $2884126.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8926             | 2055-09-01      | 6.0000%  | 0.0000% | $2004324.46        | $2077036.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9220             | 2055-05-01      | 6.0000%  | 0.0000% | $11757003.18       | $12058139.22       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578             | 2055-05-01      | 6.5000%  | 0.0000% | $990.95            | $1033.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1319             | 2055-06-01      | 6.0000%  | 0.0000% | $16980720.52       | $17618318.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2007             | 2055-07-01      | 6.0000%  | 0.0000% | $1211931.40        | $1268552.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2547             | 2055-07-01      | 6.5000%  | 0.0000% | $1716002.65        | $1789291.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5131             | 2055-07-01      | 6.5000%  | 0.0000% | $4106978.18        | $4294889.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5795             | 2055-07-01      | 5.0000%  | 0.0000% | $2058217.24        | $2040868.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE6737             | 2055-08-01      | 4.5000%  | 0.0000% | $4606622.11        | $4464903.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE6739             | 2055-08-01      | 4.5000%  | 0.0000% | $3706331.41        | $3604140.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7206             | 2055-08-01      | 6.0000%  | 0.0000% | $6955301.08        | $7146351.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7488             | 2055-09-01      | 5.5000%  | 0.0000% | $2096922.09        | $2116734.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7779             | 2055-08-01      | 6.0000%  | 0.0000% | $27146527.41       | $28042941.93       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8109             | 2055-08-01      | 6.0000%  | 0.0000% | $10245735.23       | $10605917.22       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8198             | 2055-10-01      | 6.0000%  | 0.0000% | $13717748.83       | $14232827.43       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0024             | 2055-10-01      | 6.5000%  | 0.0000% | $1549508.34        | $1618441.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0196             | 2055-09-01      | 6.0000%  | 0.0000% | $2010331.44        | $2073934.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDF0563             | 2041-02-01      | 4.5000%  | 0.0000% | $991.90            | $988.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0689             | 2055-09-01      | 6.0000%  | 0.0000% | $8675086.30        | $9020713.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1443             | 2055-10-01      | 6.0000%  | 0.0000% | $351096.18         | $364279.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF2913             | 2055-11-01      | 6.5000%  | 0.0000% | $979572.97         | $1044196.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2949             | 2055-11-01      | 4.5000%  | 0.0000% | $997.62            | $965.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2952             | 2055-11-01      | 4.5000%  | 0.0000% | $1182113.02        | $1144716.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4495             | 2056-02-01      | 5.5000%  | 0.0000% | $2991628.32        | $3038760.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4497             | 2055-12-01      | 6.0000%  | 0.0000% | $1086873.26        | $1137696.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3739             | 2055-10-01      | 6.5000%  | 0.0000% | $997090.31         | $1053120.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDF3960             | 2041-01-01      | 5.5000%  | 0.0000% | $1603248.93        | $1654035.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4258             | 2056-01-01      | 6.0000%  | 0.0000% | $1004288.58        | $1043248.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4297             | 2056-01-01      | 6.5000%  | 0.0000% | $1133792.45        | $1205008.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4333             | 2056-04-01      | 5.5000%  | 0.0000% | $1196648.00        | $1215089.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4342             | 2056-04-01      | 5.0000%  | 0.0000% | $1016.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5019             | 2055-11-01      | 6.5000%  | 0.0000% | $1612347.85        | $1724157.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5076             | 2055-11-01      | 5.0000%  | 0.0000% | $2180808.09        | $2166045.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5092             | 2055-11-01      | 6.5000%  | 0.0000% | $1055210.41        | $1122048.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5138             | 2055-12-01      | 5.5000%  | 0.0000% | $74119.87          | $76509.68          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5142             | 2055-12-01      | 6.5000%  | 0.0000% | $1251353.62        | $1330624.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6018             | 2055-12-01      | 5.0000%  | 0.0000% | $1048214.26        | $1055417.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF6057             | 2055-12-01      | 4.5000%  | 0.0000% | $1154113.23        | $1118076.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6096             | 2056-01-01      | 5.0000%  | 0.0000% | $981.67            | $984.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6095             | 2056-01-01      | 5.0000%  | 0.0000% | $3680283.93        | $3640469.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6108             | 2056-01-01      | 5.0000%  | 0.0000% | $3436163.06        | $3434062.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF6755             | 2056-01-01      | 6.5000%  | 0.0000% | $833400.81         | $878727.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF7658             | 2055-12-01      | 5.5000%  | 0.0000% | $3825747.89        | $3892180.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA2901             | 2045-11-01      | 3.5000%  | 0.0000% | $3071006.84        | $2870925.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1747             | 2046-01-01      | 3.5000%  | 0.0000% | $4194828.76        | $3917716.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2654             | 2052-08-01      | 4.0000%  | 0.0000% | $4991194.68        | $4714983.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1831             | 2052-05-01      | 4.0000%  | 0.0000% | $703741.29         | $670068.84         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1995             | 2052-02-01      | 2.5000%  | 0.0000% | $498158.21         | $418260.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2098             | 2050-12-01      | 3.0000%  | 0.0000% | $13383698.48       | $11864068.75       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2989             | 2037-08-01      | 2.0000%  | 0.0000% | $1958283.94        | $1796602.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3154             | 2052-07-01      | 4.5000%  | 0.0000% | $778007.14         | $758728.13         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4334             | 2052-03-01      | 2.5000%  | 0.0000% | $2761318.60        | $2367369.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5288             | 2053-07-01      | 5.5000%  | 0.0000% | $2019663.15        | $2076453.16        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313             | 2050-01-01      | 3.5000%  | 0.0000% | $42300726.61       | $39000188.90       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4705             | 2053-05-01      | 6.0000%  | 0.0000% | $3906063.76        | $4071732.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134             | 2049-12-01      | 3.5000%  | 0.0000% | $3151968.83        | $2932397.78        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5629             | 2053-08-01      | 4.5000%  | 0.0000% | $1798595.00        | $1743451.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5749             | 2053-09-01      | 6.5000%  | 0.0000% | $20107992.03       | $20986733.62       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5879             | 2051-11-01      | 3.5000%  | 0.0000% | $747.63            | $693.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9121             | 2054-08-01      | 5.5000%  | 0.0000% | $456784.60         | $464480.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9660             | 2054-10-01      | 5.5000%  | 0.0000% | $2594861.84        | $2624289.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0539             | 2055-05-01      | 6.0000%  | 0.0000% | $6565673.53        | $6983462.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC0681             | 2055-07-01      | 4.5000%  | 0.0000% | $21061621.35       | $20334342.50       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2513             | 2052-08-01      | 4.5000%  | 0.0000% | $775.24            | $751.16            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251             | 2053-07-01      | 6.0000%  | 0.0000% | $3906379.65        | $4063116.62        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936             | 2052-11-01      | 4.5000%  | 0.0000% | $2183788.94        | $2142620.15        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD5573             | 2052-08-01      | 3.0000%  | 0.0000% | $112181.34         | $99533.42          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462             | 2055-01-01      | 5.0000%  | 0.0000% | $1615595.73        | $1611015.15        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560             | 2053-02-01      | 4.0000%  | 0.0000% | $9655.59           | $9182.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0169             | 2057-01-01      | 3.5000%  | 0.0000% | $729280.01         | $664326.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0745             | 2063-06-01      | 4.0000%  | 0.0000% | $625619.53         | $577258.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9248             | 2048-02-01      | 4.5000%  | 0.0000% | $2676896.19        | $2627119.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ0650             | 2048-03-01      | 3.5000%  | 0.0000% | $51436.15          | $47623.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ4916             | 2048-03-01      | 3.5000%  | 0.0000% | $171268.65         | $158500.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9975             | 2048-05-01      | 4.0000%  | 0.0000% | $2069485.53        | $1974786.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4600             | 2042-08-01      | 4.5000%  | 0.0000% | $237.51            | $236.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4685             | 2048-10-01      | 4.5000%  | 0.0000% | $20041775.80       | $19705274.39       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBO6208             | 2049-12-01      | 2.5000%  | 0.0000% | $515364.02         | $437767.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ0240             | 2050-08-01      | 2.5000%  | 0.0000% | $121525.52         | $103092.88         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA9075             | 2054-02-01      | 7.5000%  | 0.0000% | $209405.75         | $225869.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL884148             | 2036-06-01      | 6.0000%  | 0.0000% | $12.50             | $12.95             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL889427             | 2038-03-01      | 6.0000%  | 0.0000% | $5.01              | $5.27              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL895096             | 2036-08-01      | 6.0000%  | 0.0000% | $5003.76           | $5254.52           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL899499             | 2037-05-01      | 6.0000%  | 0.0000% | $3.23              | $3.37              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL906869             | 2036-12-01      | 6.0000%  | 0.0000% | $24375.38          | $25103.92          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL918511             | 2037-05-01      | 6.0000%  | 0.0000% | $19.78             | $20.64             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL975312             | 2038-05-01      | 6.0000%  | 0.0000% | $20269.53          | $21285.91          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL984281             | 2038-05-01      | 6.0000%  | 0.0000% | $23.01             | $24.23             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAB9136             | 2043-04-01      | 2.5000%  | 0.0000% | $1165.89           | $1029.61           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1253             | 2042-11-01      | 4.0000%  | 0.0000% | $104.51            | $101.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2683             | 2046-07-01      | 4.0000%  | 0.0000% | $4095266.16        | $3918875.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2896             | 2047-02-01      | 3.5000%  | 0.0000% | $69672.92          | $64752.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210             | 2047-12-01      | 3.5000%  | 0.0000% | $36829.35          | $33981.32          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238             | 2048-01-01      | 3.5000%  | 0.0000% | $22428.39          | $20739.30          | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZI0724             | 2033-09-01      | 7.5000%  | 0.0000% | $198.83            | $202.59            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220             | 2052-06-01      | 3.0000%  | 0.0000% | $790.99            | $694.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKBQ1104             | 2050-04-01      | 4.5000%  | 0.0000% | $1263433.96        | $1198950.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8180             | 2053-04-01      | 5.5000%  | 0.0000% | $5615297.84        | $5704387.67        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598             | 2052-05-01      | 2.5000%  | 0.0000% | $10307.44          | $8690.86           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3836             | 2049-11-01      | 4.0000%  | 0.0000% | $390941.04         | $372477.76         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278             | 2036-03-01      | 1.5000%  | 0.0000% | $583409.08         | $524868.84         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4360             | 2036-06-01      | 2.0000%  | 0.0000% | $3444603.46        | $3162149.80        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4516             | 2037-01-01      | 2.0000%  | 0.0000% | $975052.21         | $894549.08         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4563             | 2052-03-01      | 2.5000%  | 0.0000% | $6428100.73        | $5424416.37        | Agency Mortgage-Backed Securities  |
| 3 3/8 BOND 48                    | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.15             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                    | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.22             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31                  | 2031-04-30      | 3.8750%  | 0.0000% | $62991000.00       | $62551952.73       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE K 33                  | 2033-04-30      | 4.1250%  | 0.0000% | $800.00            | $795.80            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $105000.00         | $104579.05         | U.S. Treasuries (including strips) |
| 4 NOTE M 32                      | 2032-06-30      | 4.0000%  | 0.0000% | $15412800.00       | $15493496.31       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $1000.00           | $1025.82           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $17326600.00       | $17666339.97       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 56                    | 2056-02-15      | 4.7500%  | 0.0000% | $1000.00           | $973.62            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $1000.00           | $984.46            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-06-30      | 1.8750%  | 0.0000% | $662500.00         | $664563.34         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $12398800.00       | $10888676.03       | U.S. Treasuries (including strips) |
| FNMS 05.500 CLBY3521             | 2053-06-01      | 5.5000%  | 0.0000% | $2604752.63        | $2633666.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL922408             | 2037-01-01      | 6.0000%  | 0.0000% | $14425.73          | $15113.31          | Agency Mortgage-Backed Securities  |

### Security 295: Fixed Income Clearing Corp. - Natixis

- **C.1 - Title:** Fixed Income Clearing Corp. - Natixis 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 8EWQ2UQKS07AKK8ANH81, C.5 - Other ID: 954ZEB000_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3 3/4 06/30/27 | 2027-06-30      | 3.7500%  | 0.0000% | $100000000.00      | $101174820.00      | U.S. Treasuries (including strips) |
| T 3 7/8 09/30/32 | 2032-09-30      | 3.8750%  | 0.0000% | $1950000000.00     | $1925013870.00     | U.S. Treasuries (including strips) |
| T 0 5/8 08/15/30 | 2030-08-15      | 0.6250%  | 0.0000% | $15878400.00       | $13811273.67       | U.S. Treasuries (including strips) |

### Security 296: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JAA007, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 959JAA007_3.65_0501
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 02.000 CLCA6976 | 2050-09-01      | 2.0000%  | 0.0000% | $11751701.80       | $9492649.97        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  | 0.0000% | $6374397.75        | $5205741.87        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6402 | 2051-03-01      | 2.0000%  | 0.0000% | $11600034.56       | $9352041.95        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8729 | 2051-01-01      | 2.0000%  | 0.0000% | $11241962.27       | $9066261.59        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8509 | 2051-01-01      | 1.5000%  | 0.0000% | $11700092.58       | $8973015.50        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3661 | 2050-07-01      | 2.5000%  | 0.0000% | $11095548.89       | $9410289.12        | Agency Mortgage-Backed Securities |

### Security 297: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JDA004, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDA004_3.69_0528
- **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:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | 0.0000% | $96000.00          | $96048.02          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $4940400.00        | $4897165.32        | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | 0.0000% | $240787842.60      | $249934496.40      | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $2000.00           | $1878.98           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | 0.0000% | $72200.00          | $70319.19          | U.S. Treasuries (including strips) |

### Security 298: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDB002, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDB002_3.65_0501
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CQ0924 C | 2053-01-20      | 7.5000%  | 0.0000% | $1977997.29        | $2128755.62        | Agency Mortgage-Backed Securities |
| GNII SF CV2645 C | 2056-04-20      | 6.5000%  | 0.0000% | $2082712.00        | $2208045.67        | Agency Mortgage-Backed Securities |
| GNII SF DE7793 C | 2054-11-20      | 6.0000%  | 0.0000% | $1995164.79        | $2076925.31        | Agency Mortgage-Backed Securities |
| GNII SF DG0885 C | 2054-11-20      | 5.0000%  | 0.0000% | $2285079.40        | $2259556.84        | Agency Mortgage-Backed Securities |
| GNII SF DG9413 C | 2055-08-20      | 6.0000%  | 0.0000% | $2172691.07        | $2224853.76        | Agency Mortgage-Backed Securities |
| GNII SF DG9906 C | 2055-02-20      | 7.0000%  | 0.0000% | $1954237.19        | $2045984.50        | Agency Mortgage-Backed Securities |
| GNII SF DJ9775 C | 2055-06-20      | 6.5000%  | 0.0000% | $2061349.86        | $2213366.40        | Agency Mortgage-Backed Securities |
| GNII SF DJ9515 C | 2056-02-20      | 6.0000%  | 0.0000% | $2282608.62        | $2386954.27        | Agency Mortgage-Backed Securities |
| GNII SF DK4524 C | 2055-11-20      | 6.5000%  | 0.0000% | $2240337.14        | $2385959.30        | Agency Mortgage-Backed Securities |
| GNII SF DK5903 C | 2055-06-20      | 6.5000%  | 0.0000% | $2264556.54        | $2400819.69        | Agency Mortgage-Backed Securities |
| GNII SF DK6148 C | 2055-07-20      | 5.5000%  | 0.0000% | $2355792.01        | $2423600.08        | Agency Mortgage-Backed Securities |
| GNII SF DK8370 C | 2046-07-20      | 6.5000%  | 0.0000% | $1993040.59        | $2142379.34        | Agency Mortgage-Backed Securities |
| GNII SF DL5351 C | 2055-11-20      | 6.5000%  | 0.0000% | $2207600.73        | $2401117.05        | Agency Mortgage-Backed Securities |
| GNII SF DL5724 C | 2055-09-20      | 6.5000%  | 0.0000% | $1947916.10        | $2072179.73        | Agency Mortgage-Backed Securities |
| GNII SF DL6666 C | 2055-09-20      | 6.5000%  | 0.0000% | $2036598.58        | $2159138.90        | Agency Mortgage-Backed Securities |
| GNII SF DL7324 C | 2055-11-20      | 8.0000%  | 0.0000% | $2166987.73        | $2321999.83        | Agency Mortgage-Backed Securities |
| GNII SF DL7325 C | 2055-08-20      | 8.0000%  | 0.0000% | $1921055.07        | $2073355.24        | Agency Mortgage-Backed Securities |
| GNII SF DL7641 C | 2055-09-20      | 7.0000%  | 0.0000% | $2243983.58        | $2358740.65        | Agency Mortgage-Backed Securities |
| GNII SF DL7646 C | 2055-09-20      | 7.5000%  | 0.0000% | $2049393.29        | $2225255.14        | Agency Mortgage-Backed Securities |
| GNII SF DL8118 C | 2055-08-20      | 7.0000%  | 0.0000% | $2049217.30        | $2251571.13        | Agency Mortgage-Backed Securities |
| GNII SF DL8246 C | 2055-09-20      | 7.0000%  | 0.0000% | $2174774.02        | $2389526.19        | Agency Mortgage-Backed Securities |
| GNII SF DL8321 C | 2055-09-20      | 6.5000%  | 0.0000% | $1926488.49        | $2103793.07        | Agency Mortgage-Backed Securities |
| GNII SF DL9048 C | 2055-08-20      | 6.5000%  | 0.0000% | $2283503.43        | $2359455.29        | Agency Mortgage-Backed Securities |
| GNII SF DL9392 C | 2055-09-20      | 5.5000%  | 0.0000% | $1993281.73        | $2071012.85        | Agency Mortgage-Backed Securities |
| GNII SF DM0868 C | 2055-09-20      | 6.5000%  | 0.0000% | $2038643.04        | $2162539.76        | Agency Mortgage-Backed Securities |
| GNII SF DM0501 C | 2055-10-20      | 6.5000%  | 0.0000% | $2087976.42        | $2218656.83        | Agency Mortgage-Backed Securities |
| GNII SF DM1802 C | 2055-08-20      | 5.5000%  | 0.0000% | $22145.35          | $22771.97          | Agency Mortgage-Backed Securities |
| GNII SF DM2354 C | 2056-03-20      | 5.5000%  | 0.0000% | $2232734.00        | $2250170.66        | Agency Mortgage-Backed Securities |
| GNII SF DM2721 C | 2055-09-20      | 6.5000%  | 0.0000% | $2177195.39        | $2308188.77        | Agency Mortgage-Backed Securities |
| GNII SF DM2793 C | 2055-10-20      | 6.5000%  | 0.0000% | $1946621.18        | $2063751.54        | Agency Mortgage-Backed Securities |
| GNII SF DM2887 C | 2055-10-20      | 4.5000%  | 0.0000% | $2249842.12        | $2177790.92        | Agency Mortgage-Backed Securities |
| GNII SF DM3333 C | 2055-08-20      | 6.0000%  | 0.0000% | $2288159.88        | $2376977.85        | Agency Mortgage-Backed Securities |
| GNII SF DM6161 C | 2055-10-20      | 6.5000%  | 0.0000% | $2026827.20        | $2212993.53        | Agency Mortgage-Backed Securities |
| GNII SF DM8928 C | 2056-01-20      | 6.5000%  | 0.0000% | $2281117.78        | $2418384.29        | Agency Mortgage-Backed Securities |
| GNII SF DM8495 C | 2055-09-20      | 6.5000%  | 0.0000% | $2057578.28        | $2181378.88        | Agency Mortgage-Backed Securities |
| GNII SF DM8730 C | 2055-10-20      | 6.5000%  | 0.0000% | $2152786.97        | $2282974.85        | Agency Mortgage-Backed Securities |
| GNII SF DM8751 C | 2056-01-20      | 6.0000%  | 0.0000% | $2124397.70        | $2221506.75        | Agency Mortgage-Backed Securities |
| GNII SF DM9231 C | 2055-11-20      | 6.5000%  | 0.0000% | $2294832.79        | $2432913.14        | Agency Mortgage-Backed Securities |
| GNII SF DM9407 C | 2055-11-20      | 6.5000%  | 0.0000% | $2097670.25        | $2223891.50        | Agency Mortgage-Backed Securities |
| GNII SF DM9419 C | 2055-11-20      | 7.5000%  | 0.0000% | $2014455.88        | $2181294.46        | Agency Mortgage-Backed Securities |
| GNII SF DM9561 C | 2055-09-20      | 7.0000%  | 0.0000% | $2022585.95        | $2159941.56        | Agency Mortgage-Backed Securities |
| GNII SF DN0784 C | 2055-10-20      | 6.5000%  | 0.0000% | $1943810.28        | $2060777.33        | Agency Mortgage-Backed Securities |
| GNII SF DN2422 C | 2055-10-20      | 7.0000%  | 0.0000% | $2215981.99        | $2371113.78        | Agency Mortgage-Backed Securities |
| GNII SF DN3474 C | 2055-11-20      | 6.5000%  | 0.0000% | $2089374.16        | $2213054.89        | Agency Mortgage-Backed Securities |
| GNII SF DN3475 C | 2055-11-20      | 6.5000%  | 0.0000% | $1962285.10        | $2084533.72        | Agency Mortgage-Backed Securities |
| GNII SF DN3033 C | 2056-03-20      | 6.5000%  | 0.0000% | $2108678.02        | $2245742.33        | Agency Mortgage-Backed Securities |
| GNII SF DN3415 C | 2055-11-20      | 6.5000%  | 0.0000% | $2139781.04        | $2269351.43        | Agency Mortgage-Backed Securities |
| GNII SF DN5593 C | 2055-10-20      | 6.5000%  | 0.0000% | $2130505.27        | $2321375.35        | Agency Mortgage-Backed Securities |
| GNII SF DN5790 C | 2055-11-20      | 6.5000%  | 0.0000% | $2137272.89        | $2263701.37        | Agency Mortgage-Backed Securities |
| GNII SF DN5963 C | 2055-10-20      | 6.5000%  | 0.0000% | $1990697.92        | $2118889.13        | Agency Mortgage-Backed Securities |
| GNII SF DN5997 C | 2055-10-20      | 6.5000%  | 0.0000% | $2104458.68        | $2233632.69        | Agency Mortgage-Backed Securities |
| GNII SF DN6054 C | 2055-11-20      | 6.5000%  | 0.0000% | $1980191.34        | $2101729.76        | Agency Mortgage-Backed Securities |
| GNII SF DN6101 C | 2055-11-20      | 6.5000%  | 0.0000% | $2032424.04        | $2154715.22        | Agency Mortgage-Backed Securities |
| GNII SF DN7488 C | 2055-12-20      | 5.5000%  | 0.0000% | $2128192.69        | $2183203.40        | Agency Mortgage-Backed Securities |
| GNII SF DN7503 C | 2055-11-20      | 7.5000%  | 0.0000% | $2047825.63        | $2223559.11        | Agency Mortgage-Backed Securities |
| GNII SF DN7539 C | 2055-11-20      | 6.5000%  | 0.0000% | $2229807.35        | $2357245.54        | Agency Mortgage-Backed Securities |
| GNII SF DN8187 C | 2055-11-20      | 5.0000%  | 0.0000% | $2334430.59        | $2348000.12        | Agency Mortgage-Backed Securities |
| GNII SF DN9458 C | 2055-11-20      | 7.5000%  | 0.0000% | $1994926.41        | $2160153.53        | Agency Mortgage-Backed Securities |
| GNII SF DN9767 C | 2055-11-20      | 6.0000%  | 0.0000% | $2027347.27        | $2074544.59        | Agency Mortgage-Backed Securities |
| GNII SF DP0234 C | 2056-04-20      | 5.0000%  | 0.0000% | $2293525.00        | $2293267.62        | Agency Mortgage-Backed Securities |
| GNII SF DP0284 C | 2056-03-20      | 7.0000%  | 0.0000% | $1938994.50        | $2093906.37        | Agency Mortgage-Backed Securities |
| GNII SF DP0581 C | 2055-12-20      | 4.5000%  | 0.0000% | $2188981.74        | $2129655.95        | Agency Mortgage-Backed Securities |
| GNII SF DP1215 C | 2056-01-20      | 7.5000%  | 0.0000% | $2038635.08        | $2194045.67        | Agency Mortgage-Backed Securities |
| GNII SF DP1245 C | 2055-12-20      | 5.0000%  | 0.0000% | $2216704.18        | $2216457.64        | Agency Mortgage-Backed Securities |
| GNII SF DP1232 C | 2056-01-20      | 6.5000%  | 0.0000% | $2104261.01        | $2249924.50        | Agency Mortgage-Backed Securities |
| GNII SF DP1236 C | 2056-01-20      | 7.0000%  | 0.0000% | $2266206.38        | $2414674.37        | Agency Mortgage-Backed Securities |
| GNII SF DP1260 C | 2056-02-20      | 6.5000%  | 0.0000% | $1937354.95        | $2071460.82        | Agency Mortgage-Backed Securities |
| GNII SF DP1314 C | 2056-03-20      | 6.0000%  | 0.0000% | $2115987.31        | $2220405.64        | Agency Mortgage-Backed Securities |
| GNII SF DP3936 C | 2056-01-20      | 7.5000%  | 0.0000% | $2062865.31        | $2233723.51        | Agency Mortgage-Backed Securities |
| GNII SF DP4169 C | 2055-12-20      | 6.5000%  | 0.0000% | $2018440.80        | $2139886.57        | Agency Mortgage-Backed Securities |
| GNII SF DP4165 C | 2055-12-20      | 6.5000%  | 0.0000% | $2084151.67        | $2212079.21        | Agency Mortgage-Backed Securities |
| GNII SF DP4167 C | 2055-12-20      | 6.5000%  | 0.0000% | $2126731.40        | $2255347.84        | Agency Mortgage-Backed Securities |
| GNII SF DP4940 C | 2056-04-20      | 6.0000%  | 0.0000% | $2166704.00        | $2271137.69        | Agency Mortgage-Backed Securities |
| GNII SF DP5865 C | 2055-12-20      | 6.5000%  | 0.0000% | $312213.33         | $331000.80         | Agency Mortgage-Backed Securities |
| GNII SF DP6855 C | 2056-04-20      | 5.5000%  | 0.0000% | $2021408.00        | $2057901.60        | Agency Mortgage-Backed Securities |
| GNII SF DP6856 C | 2056-04-20      | 5.5000%  | 0.0000% | $2007582.00        | $2046279.26        | Agency Mortgage-Backed Securities |
| GNII SF DP8085 C | 2056-03-20      | 6.0000%  | 0.0000% | $2180105.34        | $2258088.43        | Agency Mortgage-Backed Securities |
| GNII SF DP7285 C | 2056-02-20      | 6.5000%  | 0.0000% | $2153340.36        | $2282911.40        | Agency Mortgage-Backed Securities |
| GNII SF DP7359 C | 2056-03-20      | 6.0000%  | 0.0000% | $2076793.29        | $2191121.45        | Agency Mortgage-Backed Securities |
| GNII SF DP7719 C | 2055-12-20      | 6.5000%  | 0.0000% | $1893118.49        | $2052744.56        | Agency Mortgage-Backed Securities |
| GNII SF DP7745 C | 2056-01-20      | 5.0000%  | 0.0000% | $2179002.53        | $2189461.25        | Agency Mortgage-Backed Securities |
| GNII SF DP9572 C | 2056-03-20      | 6.5000%  | 0.0000% | $2115781.30        | $2243100.79        | Agency Mortgage-Backed Securities |
| GNII SF DQ0603 C | 2056-01-20      | 6.5000%  | 0.0000% | $2021254.95        | $2142884.19        | Agency Mortgage-Backed Securities |
| GNII SF DQ0968 C | 2056-03-20      | 5.0000%  | 0.0000% | $2155949.10        | $2155709.31        | Agency Mortgage-Backed Securities |
| GNII SF DQ0977 C | 2056-03-20      | 5.5000%  | 0.0000% | $2020766.53        | $2057555.71        | Agency Mortgage-Backed Securities |
| GNII SF DQ1123 C | 2056-01-20      | 5.5000%  | 0.0000% | $2257726.05        | $2312637.46        | Agency Mortgage-Backed Securities |
| GNII SF DQ1126 C | 2056-01-20      | 6.0000%  | 0.0000% | $2037007.53        | $2120552.00        | Agency Mortgage-Backed Securities |
| GNII SF DQ1133 C | 2056-01-20      | 6.5000%  | 0.0000% | $2133498.68        | $2327538.49        | Agency Mortgage-Backed Securities |
| GNII SF DQ1136 C | 2056-01-20      | 5.5000%  | 0.0000% | $2089010.50        | $2178475.62        | Agency Mortgage-Backed Securities |
| GNII SF DQ2630 C | 2056-04-20      | 6.0000%  | 0.0000% | $2118579.00        | $2212854.35        | Agency Mortgage-Backed Securities |
| GNII SF DQ3336 C | 2056-02-20      | 5.0000%  | 0.0000% | $2188029.51        | $2191949.97        | Agency Mortgage-Backed Securities |
| GNII SF DQ3348 C | 2056-02-20      | 5.0000%  | 0.0000% | $2105735.40        | $2109508.42        | Agency Mortgage-Backed Securities |
| GNII SF DQ4406 C | 2056-04-20      | 5.0000%  | 0.0000% | $2258804.00        | $2268258.85        | Agency Mortgage-Backed Securities |
| GNII SF DQ4415 C | 2056-04-20      | 5.5000%  | 0.0000% | $2102077.00        | $2150310.33        | Agency Mortgage-Backed Securities |
| GNII SF DQ4459 C | 2056-04-20      | 5.5000%  | 0.0000% | $2193284.00        | $2232880.58        | Agency Mortgage-Backed Securities |
| GNII SF DQ4491 C | 2056-02-20      | 4.5000%  | 0.0000% | $2246549.48        | $2185706.18        | Agency Mortgage-Backed Securities |
| GNII SF DQ3675 C | 2056-04-20      | 5.0000%  | 0.0000% | $2343795.00        | $2343534.32        | Agency Mortgage-Backed Securities |
| GNII SF DQ4143 C | 2056-04-20      | 5.0000%  | 0.0000% | $2371790.00        | $2371526.20        | Agency Mortgage-Backed Securities |
| GNII SF DQ4799 C | 2056-03-20      | 6.0000%  | 0.0000% | $2079620.00        | $2179729.44        | Agency Mortgage-Backed Securities |
| GNII SF DQ6501 C | 2056-04-20      | 5.5000%  | 0.0000% | $2391186.00        | $2409494.25        | Agency Mortgage-Backed Securities |
| GNII SF DQ6756 C | 2056-04-20      | 6.0000%  | 0.0000% | $2023848.00        | $2099184.39        | Agency Mortgage-Backed Securities |
| GNII SF DQ6805 C | 2056-04-20      | 6.0000%  | 0.0000% | $2076926.00        | $2171869.21        | Agency Mortgage-Backed Securities |
| GNII SF DQ7020 C | 2056-04-20      | 6.5000%  | 0.0000% | $2213287.00        | $2346474.00        | Agency Mortgage-Backed Securities |
| GNII SF DQ7232 C | 2056-02-20      | 6.5000%  | 0.0000% | $1920584.43        | $2066285.94        | Agency Mortgage-Backed Securities |
| GNII SF DQ7243 C | 2056-03-20      | 6.0000%  | 0.0000% | $2147542.00        | $2248320.42        | Agency Mortgage-Backed Securities |
| GNII SF DQ7764 C | 2056-04-20      | 5.0000%  | 0.0000% | $2130083.00        | $2129846.09        | Agency Mortgage-Backed Securities |
| GNII SF DQ7828 C | 2056-03-20      | 6.0000%  | 0.0000% | $1952349.77        | $2048698.88        | Agency Mortgage-Backed Securities |
| GNII SF DQ8964 C | 2056-03-20      | 6.5000%  | 0.0000% | $1955994.98        | $2073693.28        | Agency Mortgage-Backed Securities |
| GNII SF DQ8975 C | 2056-03-20      | 6.5000%  | 0.0000% | $2253714.97        | $2389330.26        | Agency Mortgage-Backed Securities |
| GNII SF DQ8111 C | 2056-03-20      | 5.5000%  | 0.0000% | $2261721.56        | $2310713.97        | Agency Mortgage-Backed Securities |
| GNII SF DQ8119 C | 2056-03-20      | 6.0000%  | 0.0000% | $2118753.49        | $2202506.40        | Agency Mortgage-Backed Securities |
| GNII SF DQ8461 C | 2056-04-20      | 5.5000%  | 0.0000% | $2061625.00        | $2116494.23        | Agency Mortgage-Backed Securities |
| GNII SF DQ9812 C | 2056-03-20      | 6.5000%  | 0.0000% | $2160024.44        | $2290006.31        | Agency Mortgage-Backed Securities |
| GNII SF DQ9113 C | 2056-04-20      | 6.5000%  | 0.0000% | $2122511.00        | $2250870.09        | Agency Mortgage-Backed Securities |
| GNII SF DQ9114 C | 2056-04-20      | 6.5000%  | 0.0000% | $2076219.00        | $2201147.40        | Agency Mortgage-Backed Securities |
| GNII SF DQ9115 C | 2056-04-20      | 6.5000%  | 0.0000% | $2291627.00        | $2429523.62        | Agency Mortgage-Backed Securities |
| GNII SF DQ9116 C | 2056-04-20      | 6.5000%  | 0.0000% | $2275123.00        | $2412026.50        | Agency Mortgage-Backed Securities |
| GNII SF DQ9120 C | 2056-04-20      | 6.5000%  | 0.0000% | $2280126.00        | $2417330.56        | Agency Mortgage-Backed Securities |
| GNII SF DQ9432 C | 2056-03-20      | 6.5000%  | 0.0000% | $2014995.04        | $2115579.78        | Agency Mortgage-Backed Securities |
| GNII SF DQ9595 C | 2056-03-20      | 7.5000%  | 0.0000% | $2111990.57        | $2286902.81        | Agency Mortgage-Backed Securities |
| GNII SF DQ9662 C | 2056-03-20      | 6.0000%  | 0.0000% | $1954028.43        | $2050456.47        | Agency Mortgage-Backed Securities |
| GNII SF DQ9663 C | 2056-03-20      | 6.0000%  | 0.0000% | $2313359.92        | $2427527.31        | Agency Mortgage-Backed Securities |
| GNII SF DQ9700 C | 2056-03-20      | 7.0000%  | 0.0000% | $2281037.00        | $2430478.89        | Agency Mortgage-Backed Securities |
| GNII SF DQ9718 C | 2056-04-20      | 5.0000%  | 0.0000% | $2428838.00        | $2428567.86        | Agency Mortgage-Backed Securities |
| GNII SF DQ9723 C | 2056-04-20      | 6.0000%  | 0.0000% | $2103268.00        | $2207067.08        | Agency Mortgage-Backed Securities |
| GNII SF DQ9724 C | 2056-04-20      | 6.0000%  | 0.0000% | $2043041.00        | $2143865.75        | Agency Mortgage-Backed Securities |
| GNII SF MB0020 M | 2051-11-20      | 2.5000%  | 0.0000% | $2643772.25        | $2271563.20        | Agency Mortgage-Backed Securities |
| GNII SF DI1940 C | 2055-04-20      | 6.5000%  | 0.0000% | $1984517.04        | $2127878.77        | Agency Mortgage-Backed Securities |
| GNII SF DI2071 C | 2055-04-20      | 7.5000%  | 0.0000% | $2136893.67        | $2279310.51        | Agency Mortgage-Backed Securities |
| GNII SF DI2744 C | 2055-09-20      | 6.5000%  | 0.0000% | $1997810.05        | $2118026.49        | Agency Mortgage-Backed Securities |
| GNII SF DI3023 C | 2055-03-20      | 7.0000%  | 0.0000% | $2006854.95        | $2102276.67        | Agency Mortgage-Backed Securities |
| GNII SF DI3035 C | 2055-06-20      | 7.0000%  | 0.0000% | $2178855.21        | $2292236.05        | Agency Mortgage-Backed Securities |
| GNII SF DI4562 C | 2055-08-20      | 6.5000%  | 0.0000% | $2162720.68        | $2303289.12        | Agency Mortgage-Backed Securities |
| GNII SF DI4589 C | 2055-09-20      | 6.5000%  | 0.0000% | $2112588.26        | $2260102.08        | Agency Mortgage-Backed Securities |
| GNII SF DI5733 C | 2055-03-20      | 6.5000%  | 0.0000% | $2265960.26        | $2422808.01        | Agency Mortgage-Backed Securities |
| GNII SF DO0856 C | 2056-01-20      | 5.5000%  | 0.0000% | $2069802.29        | $2125203.77        | Agency Mortgage-Backed Securities |
| GNII SF DO0023 C | 2055-11-20      | 6.5000%  | 0.0000% | $2026876.96        | $2106036.87        | Agency Mortgage-Backed Securities |
| GNII SF DO0459 C | 2055-12-20      | 6.5000%  | 0.0000% | $2058961.23        | $2182861.51        | Agency Mortgage-Backed Securities |
| GNII SF DO0749 C | 2056-01-20      | 5.0000%  | 0.0000% | $2085509.16        | $2094557.72        | Agency Mortgage-Backed Securities |
| GNII SF DO1537 C | 2056-03-20      | 5.5000%  | 0.0000% | $2242456.06        | $2305223.65        | Agency Mortgage-Backed Securities |
| GNII SF DO3472 C | 2055-10-20      | 6.5000%  | 0.0000% | $2035171.53        | $2157023.58        | Agency Mortgage-Backed Securities |
| GNII SF DO3473 C | 2055-10-20      | 6.5000%  | 0.0000% | $2172605.26        | $2300717.51        | Agency Mortgage-Backed Securities |
| GNII SF DO3776 C | 2055-12-20      | 6.5000%  | 0.0000% | $2104487.80        | $2233659.39        | Agency Mortgage-Backed Securities |
| GNII SF DO3777 C | 2055-12-20      | 6.5000%  | 0.0000% | $2033429.64        | $2157078.66        | Agency Mortgage-Backed Securities |
| GNII SF DO3870 C | 2056-02-20      | 5.5000%  | 0.0000% | $2098859.43        | $2170729.74        | Agency Mortgage-Backed Securities |
| GNII SF DO4083 C | 2055-12-20      | 6.5000%  | 0.0000% | $1976979.47        | $2095936.52        | Agency Mortgage-Backed Securities |
| GNII SF DO4556 C | 2052-11-20      | 6.0000%  | 0.0000% | $2167122.81        | $2205743.83        | Agency Mortgage-Backed Securities |
| GNII SF DO4616 C | 2055-11-20      | 7.5000%  | 0.0000% | $2065257.69        | $2236297.51        | Agency Mortgage-Backed Securities |
| GNII SF DO4656 C | 2056-01-20      | 6.5000%  | 0.0000% | $2082551.64        | $2211634.67        | Agency Mortgage-Backed Securities |
| GNII SF DO4861 C | 2055-12-20      | 5.0000%  | 0.0000% | $2396317.37        | $2407821.55        | Agency Mortgage-Backed Securities |
| GNII SF DO4862 C | 2055-12-20      | 5.5000%  | 0.0000% | $2141267.87        | $2182822.51        | Agency Mortgage-Backed Securities |
| GNII SF DO4911 C | 2055-12-20      | 6.5000%  | 0.0000% | $2280992.62        | $2431321.69        | Agency Mortgage-Backed Securities |
| GNII SF DO4970 C | 2055-12-20      | 6.5000%  | 0.0000% | $2014292.68        | $2196292.30        | Agency Mortgage-Backed Securities |
| GNII SF DO5577 C | 2055-12-20      | 6.0000%  | 0.0000% | $2333746.05        | $2426277.52        | Agency Mortgage-Backed Securities |
| GNII SF DO5704 C | 2055-12-20      | 6.5000%  | 0.0000% | $1968788.65        | $2108639.80        | Agency Mortgage-Backed Securities |
| GNII SF DO7089 C | 2055-12-20      | 6.5000%  | 0.0000% | $1958335.40        | $2076172.57        | Agency Mortgage-Backed Securities |
| GNII SF DO7091 C | 2055-12-20      | 6.5000%  | 0.0000% | $2193384.05        | $2325368.99        | Agency Mortgage-Backed Securities |
| GNII SF DO7174 C | 2055-12-20      | 6.5000%  | 0.0000% | $2197648.46        | $2329890.01        | Agency Mortgage-Backed Securities |
| GNII SF DO7176 C | 2055-12-20      | 6.5000%  | 0.0000% | $2038645.10        | $2161318.75        | Agency Mortgage-Backed Securities |
| GNII SF DO6690 C | 2055-12-20      | 5.5000%  | 0.0000% | $2094967.45        | $2133107.49        | Agency Mortgage-Backed Securities |
| GNII SF DO7848 C | 2055-12-20      | 6.5000%  | 0.0000% | $2254910.47        | $2390590.94        | Agency Mortgage-Backed Securities |
| GNII SF DO9183 C | 2055-12-20      | 5.0000%  | 0.0000% | $2173156.58        | $2183589.42        | Agency Mortgage-Backed Securities |
| GNII SF DR2023 C | 2056-04-20      | 5.5000%  | 0.0000% | $2086265.00        | $2126481.00        | Agency Mortgage-Backed Securities |
| GNII SF DR2426 C | 2056-04-20      | 5.0000%  | 0.0000% | $2129381.00        | $2129142.04        | Agency Mortgage-Backed Securities |
| GNII SF DR2773 C | 2056-04-20      | 5.0000%  | 0.0000% | $2178036.00        | $2177793.75        | Agency Mortgage-Backed Securities |
| GNII SF DR2971 C | 2056-04-20      | 5.5000%  | 0.0000% | $2161866.00        | $2198249.24        | Agency Mortgage-Backed Securities |
| GNII SF DR2976 C | 2056-04-20      | 5.5000%  | 0.0000% | $2292023.00        | $2333399.87        | Agency Mortgage-Backed Securities |
| GNII SF DR2992 C | 2056-03-20      | 5.0000%  | 0.0000% | $2120765.86        | $2120529.99        | Agency Mortgage-Backed Securities |
| GNII SF DR2995 C | 2056-03-20      | 5.0000%  | 0.0000% | $2116033.65        | $2115798.30        | Agency Mortgage-Backed Securities |
| GNII SF DR3028 C | 2056-04-20      | 5.0000%  | 0.0000% | $2343241.00        | $2342980.38        | Agency Mortgage-Backed Securities |
| GNII SF DR3029 C | 2056-04-20      | 5.0000%  | 0.0000% | $2186834.00        | $2186590.78        | Agency Mortgage-Backed Securities |
| GNII SF DR3081 C | 2056-04-20      | 5.0000%  | 0.0000% | $2271179.00        | $2270926.39        | Agency Mortgage-Backed Securities |
| GNII SF DR3056 C | 2056-04-20      | 5.0000%  | 0.0000% | $2200288.00        | $2200043.28        | Agency Mortgage-Backed Securities |
| GNII SF DR3106 C | 2056-04-20      | 5.5000%  | 0.0000% | $2355288.00        | $2397809.32        | Agency Mortgage-Backed Securities |
| GNII SF DR3854 C | 2056-04-20      | 6.0000%  | 0.0000% | $2246001.00        | $2347646.77        | Agency Mortgage-Backed Securities |
| GNII SF DR5188 C | 2056-03-20      | 6.5000%  | 0.0000% | $2256804.00        | $2423927.36        | Agency Mortgage-Backed Securities |
| GNII SF DR5236 C | 2056-04-20      | 6.0000%  | 0.0000% | $2158772.00        | $2249605.21        | Agency Mortgage-Backed Securities |
| GNII SF DR6116 C | 2056-04-20      | 6.0000%  | 0.0000% | $2005127.00        | $2079764.51        | Agency Mortgage-Backed Securities |
| GNII SF DR6309 C | 2056-04-20      | 5.5000%  | 0.0000% | $2122692.00        | $2189963.41        | Agency Mortgage-Backed Securities |
| GNII SF DR7873 C | 2056-04-20      | 5.0000%  | 0.0000% | $2158781.00        | $2153985.87        | Agency Mortgage-Backed Securities |
| GNII SF DR7889 C | 2056-04-20      | 6.5000%  | 0.0000% | $2285842.00        | $2404082.00        | Agency Mortgage-Backed Securities |
| GNII SF DR9521 C | 2056-04-20      | 6.5000%  | 0.0000% | $2130146.00        | $2258325.64        | Agency Mortgage-Backed Securities |
| GNII SF DS2307 C | 2056-04-20      | 4.5000%  | 0.0000% | $2375129.00        | $2287436.86        | Agency Mortgage-Backed Securities |
| GNII SF DS2293 C | 2056-04-20      | 6.0000%  | 0.0000% | $1966070.00        | $2058330.46        | Agency Mortgage-Backed Securities |
| GNII SF DH4281 C | 2055-10-20      | 4.5000%  | 0.0000% | $2490983.10        | $2392053.71        | Agency Mortgage-Backed Securities |
| GNII SF DJ2398 C | 2055-04-20      | 6.0000%  | 0.0000% | $1996706.18        | $2090398.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ6124 C | 2055-06-20      | 6.5000%  | 0.0000% | $1933865.86        | $2091073.90        | Agency Mortgage-Backed Securities |

### Security 299: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JEU009, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 959JEU009_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE Z 28 | 2028-05-31      | 3.6250%  | 0.0000% | $96917200.00       | $97750472.25       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28 | 2028-03-31      | 1.2500%  | 0.0000% | $238479600.00      | $226944959.50      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29 | 2029-08-31      | 3.1250%  | 0.0000% | $189399400.00      | $185304590.10      | U.S. Treasuries (including strips) |

### Security 300: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JFK000, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 959JFK000_3.64_0501
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 11/15/32    | 2032-11-15      | 0.0000%  | 0.0000% | $15912067.33       | $12075636.08       | U.S. Treasuries (including strips) |
| TINT 05/15/29    | 2029-05-15      | 0.0000%  | 0.0000% | $42000000.00       | $37188102.00       | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $90046366.67       | $89251257.25       | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | 0.0000% | $88468893.33       | $88430343.40       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | 0.0000% | $52917293.33       | $53497918.83       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $86306593.33       | $76556785.43       | U.S. Treasuries (including strips) |

### Security 301: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JFP009, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 959JFP009_3.62_0501
- **C.18 - Value (incl. sponsor support):** $252175000.00
- **C.18.a - Value (excl. sponsor support):** $252175000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $119787210.20      | $122007096.90      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $117467301.10      | $110889567.10      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $24859310.63       | $24321853.01       | U.S. Treasuries (including strips) |

### Security 302: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JFY000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFY000_3.65_0501
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4.50 FCSB 29 CT  | 2029-03-09      | 4.5000%  | 0.0000% | $12000000.00       | $12219468.00       | Agency Mortgage-Backed Securities  |
| 3 5/8 FCSB 29 FA | 2029-03-19      | 3.6250%  | 0.0000% | $7209000.00        | $7163687.63        | Agency Mortgage-Backed Securities  |
| BILL 06/04/26    | 2026-06-04      | 0.0000%  | 0.0000% | $75225600.00       | $74962310.40       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | 0.0000% | $194785600.00      | $160654589.20      | U.S. Treasuries (including strips) |

### Security 303: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.650000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 959JHP007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHP007_3.65_0501
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $33815.15          | $32710.48          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $5584083.59        | $5646941.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU0878 | 2051-09-01      | 2.5000%  | 0.0000% | $8437.31           | $7226.05           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBU2421 | 2036-10-01      | 1.5000%  | 0.0000% | $525.89            | $471.79            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBV6012 | 2040-07-01      | 4.5000%  | 0.0000% | $632.38            | $630.27            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBV6138 | 2040-10-01      | 6.0000%  | 0.0000% | $19524.68          | $20342.38          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBV6140 | 2040-09-01      | 4.5000%  | 0.0000% | $19314.66          | $19282.62          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV7947 | 2052-08-01      | 5.0000%  | 0.0000% | $246049.86         | $247094.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9930 | 2052-06-01      | 3.5000%  | 0.0000% | $516679.59         | $471554.05         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9958 | 2052-06-01      | 4.0000%  | 0.0000% | $63394.01          | $60115.41          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX3441 | 2052-11-01      | 5.5000%  | 0.0000% | $38012.41          | $38849.42          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5590 | 2053-01-01      | 5.5000%  | 0.0000% | $11934.68          | $12330.67          | Agency Mortgage-Backed Securities |
| GNII SF CT6718 C     | 2053-05-20      | 6.0000%  | 0.0000% | $16301.25          | $17481.01          | Agency Mortgage-Backed Securities |
| GNII SF DE5572 C     | 2056-03-20      | 4.5000%  | 0.0000% | $21985.40          | $21281.84          | Agency Mortgage-Backed Securities |
| GNII SF DG7449 C     | 2054-12-20      | 7.5000%  | 0.0000% | $83722.60          | $90656.40          | Agency Mortgage-Backed Securities |
| GNII SF DH3841 C     | 2055-01-20      | 6.5000%  | 0.0000% | $10699.30          | $11343.06          | Agency Mortgage-Backed Securities |
| GNII ET DJ7388 C     | 2063-12-20      | 7.5000%  | 0.0000% | $13005.84          | $13522.35          | Agency Mortgage-Backed Securities |
| GNII ET DK1889 C     | 2065-05-20      | 6.5000%  | 0.0000% | $37045.26          | $39029.37          | Agency Mortgage-Backed Securities |
| GNII SF DK5763 C     | 2055-07-20      | 6.5000%  | 0.0000% | $89563.55          | $94519.65          | Agency Mortgage-Backed Securities |
| GNII SF DK7028 C     | 2055-06-20      | 7.0000%  | 0.0000% | $18321.00          | $19098.97          | Agency Mortgage-Backed Securities |
| GNII SF DK7510 C     | 2055-08-20      | 6.5000%  | 0.0000% | $13519.71          | $14458.06          | Agency Mortgage-Backed Securities |
| GNII BD DK7915 C     | 2055-08-20      | 5.0000%  | 0.0000% | $19500.04          | $18853.55          | Agency Mortgage-Backed Securities |
| GNII SF DL0280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $27950.30          | $29800.75          | Agency Mortgage-Backed Securities |
| GNII SF DL5835 C     | 2055-08-20      | 7.0000%  | 0.0000% | $25041.20          | $26104.55          | Agency Mortgage-Backed Securities |
| GNII SF DL8191 C     | 2055-09-20      | 6.5000%  | 0.0000% | $52201.59          | $55090.43          | Agency Mortgage-Backed Securities |
| FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  | 0.0000% | $2172300.00        | $1876471.84        | Agency Mortgage-Backed Securities |
| FHDN 08/12/26        | 2026-08-12      | 0.0000%  | 0.0000% | $70400.00          | $69669.95          | Agency Mortgage-Backed Securities |
| FHDN 05/20/26        | 2026-05-20      | 0.0000%  | 0.0000% | $206100.00         | $205709.23         | Agency Mortgage-Backed Securities |
| FHDN 05/22/26        | 2026-05-22      | 0.0000%  | 0.0000% | $16666.67          | $16631.73          | Agency Mortgage-Backed Securities |
| FHDN 05/26/26        | 2026-05-26      | 0.0000%  | 0.0000% | $63333.33          | $63174.11          | Agency Mortgage-Backed Securities |
| FHDN 06/22/26        | 2026-06-22      | 0.0000%  | 0.0000% | $1300416.67        | $1293599.88        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7428 | 2053-02-01      | 5.0000%  | 0.0000% | $3877.70           | $3851.09           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG7213 | 2053-07-01      | 4.5000%  | 0.0000% | $14276.72          | $13848.99          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5260 | 2053-11-01      | 6.5000%  | 0.0000% | $28822.42          | $30655.07          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0327 | 2054-07-01      | 5.5000%  | 0.0000% | $15671.99          | $16137.38          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA7255 | 2035-10-01      | 2.5000%  | 0.0000% | $435.70            | $413.42            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2681 | 2052-01-01      | 3.5000%  | 0.0000% | $11169.76          | $10422.72          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2850 | 2052-02-01      | 2.0000%  | 0.0000% | $1202.58           | $961.55            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $11984.71          | $11602.45          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5581 | 2039-12-01      | 3.5000%  | 0.0000% | $105673.27         | $101659.53         | Agency Mortgage-Backed Securities |
| GNII SF DN0821 C     | 2055-10-20      | 6.0000%  | 0.0000% | $59786.17          | $62011.67          | Agency Mortgage-Backed Securities |
| GNII ET DN4463 C     | 2065-08-20      | 2.0000%  | 0.0000% | $4015.87           | $3106.85           | Agency Mortgage-Backed Securities |
| GNII ET DN9883 C     | 2065-09-20      | 4.5000%  | 0.0000% | $6329.81           | $6103.60           | Agency Mortgage-Backed Securities |
| GNII ET DP1584 C     | 2057-01-20      | 2.5000%  | 0.0000% | $2246.93           | $1861.21           | Agency Mortgage-Backed Securities |
| GNII BD DP9573 C     | 2056-04-20      | 4.5000%  | 0.0000% | $21093.27          | $20476.79          | Agency Mortgage-Backed Securities |
| GNII SF DQ0720 C     | 2056-04-20      | 5.5000%  | 0.0000% | $51300.60          | $52540.46          | Agency Mortgage-Backed Securities |
| GNPL RX 628954       | 2033-05-15      | 5.7500%  | 0.0000% | $1800.57           | $1807.36           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6792 | 2037-11-01      | 6.0000%  | 0.0000% | $1173.34           | $1219.97           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5165 | 2054-10-01      | 5.5000%  | 0.0000% | $17830.34          | $18295.53          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7071 | 2054-10-01      | 4.5000%  | 0.0000% | $62125.32          | $60470.05          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ9810 | 2054-11-01      | 7.0000%  | 0.0000% | $16939.76          | $18189.20          | Agency Mortgage-Backed Securities |
| FCFR 01LI A 27/01    | 2027-01-26      | 4.3188%  | 0.0000% | $50000.00          | $50181.49          | Agency Mortgage-Backed Securities |
| 2.83 FCSB 36 Q       | 2036-12-19      | 2.8300%  | 0.0000% | $38166.67          | $33245.46          | Agency Mortgage-Backed Securities |
| 2.76 FCSB 50 A       | 2050-02-03      | 2.7600%  | 0.0000% | $34833.33          | $22880.24          | Agency Mortgage-Backed Securities |
| 2.35 FCOR 26-46 D    | 2046-08-24      | 2.3500%  | 0.0000% | $46666.67          | $29936.87          | Agency Mortgage-Backed Securities |
| 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  | 0.0000% | $269400.00         | $219693.46         | Agency Mortgage-Backed Securities |
| FCFR 03SF Q 27/07    | 2027-07-19      | 3.8800%  | 0.0000% | $1583.33           | $1587.37           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3205 | 2050-08-01      | 2.0000%  | 0.0000% | $11515.00          | $9386.09           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5287 | 2051-05-01      | 2.0000%  | 0.0000% | $2822.00           | $2282.74           | Agency Mortgage-Backed Securities |
| FHDN 09/30/26        | 2026-09-30      | 0.0000%  | 0.0000% | $34166.67          | $33643.92          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8217 | 2052-11-01      | 6.0000%  | 0.0000% | $240595.96         | $249159.57         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB1198 | 2045-08-01      | 6.0000%  | 0.0000% | $50427.67          | $52686.75          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5155 | 2033-07-01      | 5.0000%  | 0.0000% | $1092.71           | $1107.42           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQI6537 | 2054-05-01      | 4.5000%  | 0.0000% | $13887.48          | $13514.94          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO2475 | 2039-09-01      | 6.5000%  | 0.0000% | $6970.83           | $7315.44           | Agency Mortgage-Backed Securities |
| 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  | 0.0000% | $122166.67         | $133758.17         | Agency Mortgage-Backed Securities |
| 6.75 FMPR GB 31 A    | 2031-03-15      | 0.0000%  | 0.0000% | $767866.67         | $627893.79         | Agency Mortgage-Backed Securities |
| 1.62 FMNT 20-34 V5   | 2034-07-28      | 1.6200%  | 0.0000% | $250000.00         | $201147.00         | Agency Mortgage-Backed Securities |
| 1.50 FMNT 21-34 A1   | 2034-02-17      | 1.5000%  | 0.0000% | $416666.67         | $336831.11         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB3077 | 2042-03-01      | 2.5000%  | 0.0000% | $7948.41           | $7132.26           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3435 | 2037-05-01      | 2.5000%  | 0.0000% | $5916.51           | $5604.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7333 | 2053-10-01      | 5.5000%  | 0.0000% | $13601.84          | $13860.29          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA6026 | 2056-03-01      | 3.5000%  | 0.0000% | $6784.78           | $6190.08           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAD5542 | 2030-05-01      | 5.0000%  | 0.0000% | $350.79            | $353.49            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0854 | 2054-12-01      | 5.0000%  | 0.0000% | $30431.35          | $30100.16          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1253 | 2054-12-01      | 6.0000%  | 0.0000% | $126.21            | $129.50            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX4053 | 2055-01-01      | 4.5000%  | 0.0000% | $11672.23          | $11279.64          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5516 | 2055-10-01      | 6.0000%  | 0.0000% | $743132.18         | $762483.59         | Agency Mortgage-Backed Securities |
| GNII SF MB0023 M     | 2054-11-20      | 4.0000%  | 0.0000% | $13935.37          | $13037.83          | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $1361608.63        | $1380259.34        | Agency Mortgage-Backed Securities |
| GNII SF MB0179 M     | 2040-12-20      | 5.0000%  | 0.0000% | $8136.31           | $8220.82           | Agency Mortgage-Backed Securities |
| GNII SF MB0913 M     | 2041-02-20      | 5.5000%  | 0.0000% | $1839.35           | $1879.12           | Agency Mortgage-Backed Securities |
| GNII ET DI1828 C     | 2065-02-20      | 7.0000%  | 0.0000% | $67376.95          | $70056.86          | Agency Mortgage-Backed Securities |
| GNII ET DI6474 C     | 2065-05-20      | 5.5000%  | 0.0000% | $122636.57         | $123950.93         | Agency Mortgage-Backed Securities |
| GNII SF DO3106 C     | 2055-11-20      | 6.0000%  | 0.0000% | $125113.68         | $130984.69         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZL4712 | 2043-01-01      | 2.5000%  | 0.0000% | $186.72            | $165.48            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7103 | 2048-07-01      | 4.0000%  | 0.0000% | $1046.46           | $1008.31           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM7510 | 2048-08-01      | 3.5000%  | 0.0000% | $1276.92           | $1191.75           | Agency Mortgage-Backed Securities |
| FNMS 07.000 K0555203 | 2032-09-01      | 7.0000%  | 0.0000% | $154.56            | $158.84            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL0194 | 2041-01-01      | 4.0000%  | 0.0000% | $11014.46          | $10627.00          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7906 | 2053-11-01      | 6.0000%  | 0.0000% | $42256.24          | $43510.04          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9377 | 2054-10-01      | 6.5000%  | 0.0000% | $498268.87         | $521725.43         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9682 | 2054-12-01      | 6.5000%  | 0.0000% | $338649.94         | $353145.55         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9360 | 2056-01-01      | 5.0000%  | 0.0000% | $103068.41         | $101942.15         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTDF9568 | 2046-01-01      | 4.5000%  | 0.0000% | $23153.22          | $22567.10          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0833 | 2056-01-01      | 6.0000%  | 0.0000% | $57052.48          | $59048.76          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3579 | 2056-03-01      | 4.5000%  | 0.0000% | $43800.56          | $42403.06          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5123 | 2056-04-01      | 5.5000%  | 0.0000% | $181685.36         | $183363.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6751 | 2056-04-01      | 4.5000%  | 0.0000% | $199013.33         | $192663.61         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL0762 | 2053-09-01      | 4.0000%  | 0.0000% | $1242.02           | $1172.84           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL2297 | 2055-05-01      | 7.0000%  | 0.0000% | $235986.95         | $254101.28         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2490 | 2055-08-01      | 6.5000%  | 0.0000% | $395906.67         | $413873.75         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3777 | 2054-04-01      | 5.5000%  | 0.0000% | $105365.06         | $107418.68         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4243 | 2055-04-01      | 5.5000%  | 0.0000% | $1505638.71        | $1532875.05        | Agency Mortgage-Backed Securities |
| GNII SF DR3506 C     | 2056-04-20      | 5.5000%  | 0.0000% | $17353.97          | $17799.89          | Agency Mortgage-Backed Securities |
| GNII ET DR6330 C     | 2066-04-20      | 6.0000%  | 0.0000% | $10426.78          | $10739.22          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2505 | 2038-05-01      | 3.5000%  | 0.0000% | $1352.93           | $1297.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9612 | 2047-05-01      | 4.5000%  | 0.0000% | $131324.24         | $129654.45         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAT8360 | 2028-07-01      | 2.0000%  | 0.0000% | $231.34            | $226.53            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6753 | 2056-04-01      | 4.5000%  | 0.0000% | $215387.47         | $208195.68         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6784 | 2056-05-01      | 5.0000%  | 0.0000% | $233923.73         | $232224.69         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0194 | 2052-05-01      | 3.0000%  | 0.0000% | $367765.04         | $330884.33         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA0326 | 2054-09-01      | 7.0000%  | 0.0000% | $370436.76         | $397760.14         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2143 | 2037-05-01      | 2.5000%  | 0.0000% | $267737.28         | $252662.84         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA2158 | 2041-10-01      | 2.0000%  | 0.0000% | $264959.05         | $231484.69         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3587 | 2055-11-01      | 6.0000%  | 0.0000% | $1299991.96        | $1352452.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3046 | 2054-09-01      | 6.0000%  | 0.0000% | $14953.29          | $15501.73          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3197 | 2054-07-01      | 6.5000%  | 0.0000% | $188525.26         | $199315.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3881 | 2055-10-01      | 6.0000%  | 0.0000% | $4334949.02        | $4445305.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  | 0.0000% | $2680299.57        | $2753475.32        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  | 0.0000% | $6925531.39        | $7217824.21        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0114 | 2056-04-01      | 7.0000%  | 0.0000% | $12482.04          | $13251.05          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRQ0115 | 2056-04-01      | 3.5000%  | 0.0000% | $2775.85           | $2532.52           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4774 | 2048-05-01      | 4.5000%  | 0.0000% | $8917.49           | $8766.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDA6820 | 2056-04-01      | 4.5000%  | 0.0000% | $21825.07          | $21142.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0222 | 2054-08-01      | 5.5000%  | 0.0000% | $119364.70         | $120462.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKDC2169 | 2054-11-01      | 6.0000%  | 0.0000% | $60085.88          | $61169.49          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKDC4109 | 2054-10-01      | 6.5000%  | 0.0000% | $32024.69          | $33212.52          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6317 | 2054-12-01      | 6.0000%  | 0.0000% | $31519.87          | $32697.30          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM3360 | 2040-05-01      | 3.0000%  | 0.0000% | $609086.47         | $570986.08         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM4790 | 2040-11-01      | 2.0000%  | 0.0000% | $689270.85         | $607266.30         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM9264 | 2041-10-01      | 2.0000%  | 0.0000% | $11278.91          | $9864.09           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0207 | 2037-01-01      | 2.0000%  | 0.0000% | $96.05             | $88.17             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0434 | 2051-11-01      | 2.5000%  | 0.0000% | $16554.54          | $14262.54          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5272 | 2056-01-01      | 4.5000%  | 0.0000% | $22103.28          | $21465.07          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4665 | 2056-01-01      | 4.5000%  | 0.0000% | $42105.27          | $40638.07          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLTA4839 | 2056-01-01      | 4.0000%  | 0.0000% | $21960.82          | $20658.33          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7224 | 2056-03-01      | 4.5000%  | 0.0000% | $16762.45          | $16196.03          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8902 | 2056-03-01      | 4.5000%  | 0.0000% | $180992.26         | $174713.82         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8369 | 2056-03-01      | 5.5000%  | 0.0000% | $94991.11          | $96389.43          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0019 | 2056-04-01      | 4.5000%  | 0.0000% | $655415.23         | $632477.01         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0325 | 2056-04-01      | 4.5000%  | 0.0000% | $72586.53          | $70106.76          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0444 | 2056-04-01      | 4.5000%  | 0.0000% | $168720.00         | $163336.99         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1447 | 2056-05-01      | 4.5000%  | 0.0000% | $96859.20          | $93514.17          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2200 | 2056-05-01      | 4.5000%  | 0.0000% | $147168.83         | $142195.85         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2358 | 2056-05-01      | 5.0000%  | 0.0000% | $350486.00         | $351181.99         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8510 | 2036-02-01      | 2.0000%  | 0.0000% | $1570.13           | $1442.51           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2762 | 2055-05-01      | 6.5000%  | 0.0000% | $98096.46          | $102236.24         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2153 | 2055-06-01      | 5.5000%  | 0.0000% | $457.69            | $461.91            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CKDE3618 | 2055-07-01      | 7.0000%  | 0.0000% | $58822.27          | $61800.67          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0902 | 2055-11-01      | 5.5000%  | 0.0000% | $21815.09          | $22069.86          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0953 | 2055-10-01      | 5.0000%  | 0.0000% | $445.06            | $443.63            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4674 | 2055-10-01      | 6.0000%  | 0.0000% | $57329.39          | $59515.04          | Agency Mortgage-Backed Securities |
| FNMS 07.000 DLDF4897 | 2055-11-01      | 7.0000%  | 0.0000% | $70165.02          | $74468.58          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5678 | 2055-12-01      | 6.0000%  | 0.0000% | $207358.79         | $212675.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5797 | 2056-01-01      | 4.5000%  | 0.0000% | $36304.89          | $35205.54          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC0884 | 2046-05-01      | 3.0000%  | 0.0000% | $267052.42         | $239104.49         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2040 | 2052-02-01      | 2.0000%  | 0.0000% | $123640.95         | $99620.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5044 | 2053-06-01      | 4.5000%  | 0.0000% | $15908.01          | $15529.15          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5520 | 2053-01-01      | 4.5000%  | 0.0000% | $80037.90          | $77526.71          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8011 | 2054-05-01      | 6.0000%  | 0.0000% | $89099.60          | $91559.05          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7751 | 2053-03-01      | 4.0000%  | 0.0000% | $3018.60           | $2844.00           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0339 | 2045-04-01      | 6.0000%  | 0.0000% | $24432.01          | $25600.39          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0542 | 2055-06-01      | 6.5000%  | 0.0000% | $780877.11         | $820643.37         | Agency Mortgage-Backed Securities |
| GNII JM MA7184 M     | 2051-02-20      | 2.0000%  | 0.0000% | $10921.83          | $8764.44           | Agency Mortgage-Backed Securities |
| GNII JM MA6759 M     | 2050-07-20      | 4.0000%  | 0.0000% | $6890.07           | $6358.71           | Agency Mortgage-Backed Securities |
| GNII SF MA7647 M     | 2051-10-20      | 1.5000%  | 0.0000% | $12128.73          | $9507.77           | Agency Mortgage-Backed Securities |
| GNAR AF MA7779 M     | 2051-12-20      | 2.0000%  | 0.0000% | $7094.20           | $6930.00           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6216 | 2054-08-01      | 5.5000%  | 0.0000% | $1815.57           | $1855.91           | Agency Mortgage-Backed Securities |
| FNMS 04.500 U4BF0289 | 2051-08-01      | 4.5000%  | 0.0000% | $148469.29         | $145847.62         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK2229 | 2050-04-01      | 2.5000%  | 0.0000% | $27552.05          | $23168.35          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN1433 | 2048-10-01      | 3.5000%  | 0.0000% | $402.08            | $371.94            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN8635 | 2049-06-01      | 3.0000%  | 0.0000% | $1861.91           | $1667.03           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1977 | 2056-02-01      | 4.5000%  | 0.0000% | $930431.87         | $899332.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2374 | 2056-04-01      | 5.0000%  | 0.0000% | $2199504.27        | $2186467.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2460 | 2056-04-01      | 5.5000%  | 0.0000% | $2346305.18        | $2411869.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL938012 | 2037-07-01      | 6.0000%  | 0.0000% | $1104.70           | $1160.07           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4513 | 2042-02-01      | 3.5000%  | 0.0000% | $95157.82          | $89672.49          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $662938.17         | $649689.35         | Agency Mortgage-Backed Securities |
| GNII JM MA8481 M     | 2052-12-20      | 5.5000%  | 0.0000% | $5771.25           | $5797.78           | Agency Mortgage-Backed Securities |
| GNII SF MA8490 M     | 2052-12-20      | 5.0000%  | 0.0000% | $803369.10         | $804467.93         | Agency Mortgage-Backed Securities |
| GNII JM MA8558 M     | 2053-01-20      | 4.5000%  | 0.0000% | $9480.64           | $9089.12           | Agency Mortgage-Backed Securities |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $2423.81           | $1993.46           | Agency Mortgage-Backed Securities |
| GNII RG CO9991 C     | 2048-05-20      | 3.5000%  | 0.0000% | $27426.12          | $24933.84          | Agency Mortgage-Backed Securities |
| GNPL PN CC9848       | 2063-10-15      | 2.9100%  | 0.0000% | $16689.04          | $14688.46          | Agency Mortgage-Backed Securities |
| 2.65 FHOR 22-41 AQ   | 2041-11-05      | 2.6500%  | 0.0000% | $33333.33          | $25051.93          | Agency Mortgage-Backed Securities |
| 5.00 FHOR 23-42 Y    | 2042-06-30      | 5.0000%  | 0.0000% | $144166.67         | $139444.58         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8092 | 2053-04-01      | 5.0000%  | 0.0000% | $126593.66         | $126442.35         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4456 | 2053-07-01      | 5.5000%  | 0.0000% | $24166.74          | $24900.00          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBY4098 | 2038-06-01      | 4.5000%  | 0.0000% | $630.34            | $630.69            | Agency Mortgage-Backed Securities |
| GNII ET DJ6634 C     | 2065-03-20      | 6.5000%  | 0.0000% | $3845.22           | $4051.16           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $198.80            | $192.25            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  | 0.0000% | $4807.48           | $4211.34           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  | 0.0000% | $368872.40         | $347479.24         | Agency Mortgage-Backed Securities |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $7500.00           | $6444.37           | Corporate Debt Securities         |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $1174083.33        | $992431.51         | Corporate Debt Securities         |

### Security 304: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.650000%
- **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_3.65_0507
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | 0.0000% | $1136430800.00     | $1153941685.00     | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | 0.0000% | $974433600.00      | $983853697.30      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $901795200.00      | $922204629.00      | U.S. Treasuries (including strips) |

### Security 305: Fixed Income Clearing Corp. -  Bank of New York Capital Markets

- **C.1 - Title:** Fixed Income Clearing Corp. -  Bank of New York Capital Markets 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963HZU004, C.3 - LEI: 4EP6JBYBTPTQ47LZOB67, C.5 - Other ID: 963HZU004_3.65_0501
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $907380300.00      | $585509141.30      | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $586500000.00      | $537212030.60      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE K 33  | 2033-04-30      | 4.1250%  | 0.0000% | $182633400.00      | $181349487.20      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | 0.0000% | $542075000.00      | $543065329.30      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | 0.0000% | $574379300.00      | $575624465.50      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  | 0.0000% | $543250000.00      | $542441608.00      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $557000000.00      | $530044786.80      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $623000400.00      | $540462346.90      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | 0.0000% | $43922100.00       | $44290839.38       | U.S. Treasuries (including strips) |

### Security 306: RBC Dominion

- **C.1 - Title:** RBC Dominion 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 964FUR009_3.65_0501
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLSD3741 | 2053-09-01      | 6.5000%  | 0.0000% | $680.48            | $723.11            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $224.18            | $208.19            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $10.46             | $10.78             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $611.16            | $590.44            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $221.80            | $213.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0496 | 2051-05-01      | 2.0000%  | 0.0000% | $725.91            | $585.84            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZM9957 | 2028-09-01      | 3.0000%  | 0.0000% | $34.01             | $33.68             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZA3821 | 2030-07-01      | 2.5000%  | 0.0000% | $468.93            | $455.21            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5457 | 2048-06-01      | 4.5000%  | 0.0000% | $161.14            | $158.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $1045.34           | $894.83            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZT1107 | 2043-03-01      | 3.5000%  | 0.0000% | $567.33            | $531.99            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | 0.0000% | $4509.90           | $4201.46           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  | 0.0000% | $110.83            | $98.49             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0415 | 2043-01-01      | 3.5000%  | 0.0000% | $385.24            | $364.89            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0514 | 2050-10-01      | 2.0000%  | 0.0000% | $158538.79         | $129228.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3600 | 2053-08-01      | 5.5000%  | 0.0000% | $890.69            | $910.30            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8010 | 2049-09-01      | 3.0000%  | 0.0000% | $173.80            | $154.55            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  | 0.0000% | $22754805.74       | $18468963.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  | 0.0000% | $900.60            | $923.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2002 | 2056-02-01      | 5.0000%  | 0.0000% | $1240.87           | $1230.76           | Agency Mortgage-Backed Securities  |
| 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $400.00            | $303.53            | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  | 0.0000% | $254.13            | $143.98            | U.S. Treasuries (including strips) |
| TINT 02/15/35        | 2035-02-15      | 0.0000%  | 0.0000% | $0.33              | $0.22              | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  | 0.0000% | $104.11            | $105.71            | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  | 0.0000% | $435.72            | $438.46            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $101.93            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $3800.00           | $3827.52           | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  | 0.0000% | $106.28            | $106.93            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $478300.00         | $489990.68         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $2400.00           | $2504.56           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $1200.00           | $1041.02           | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $120784000.00      | $83071671.74       | U.S. Treasuries (including strips) |

### Security 307: Fixed Income Clearing Corp. - Credit Agricole

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 973VFA007, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 973VFA007_3.65_0501
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.09             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.16             | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.65             | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $200.00            | $147.30            | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $9999600.00        | $7291864.28        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $169776200.00      | $109707215.60      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $22999600.00       | $16890139.88       | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $134977000.00      | $76551314.40       | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $150000000.00      | $137602431.20      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | 0.0000% | $289262900.00      | $287296490.80      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  | 0.0000% | $8197600.00        | $8167844.59        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29 | 2029-04-15      | 3.8750%  | 0.0000% | $166821000.00      | $166889082.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $161281000.00      | $160634424.50      | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $117952300.00      | $117107407.70      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $265173700.00      | $267360668.10      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $99999900.00       | $99220875.78       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $119244600.00      | $120001653.70      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $2092000.00        | $2083817.84        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | 0.0000% | $12902400.00       | $12941235.44       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $49882900.00       | $50888837.74       | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $400.00            | $396.21            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $256954800.00      | $263719945.70      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | 0.0000% | $38016300.00       | $36211080.41       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $640416000.00      | $641731906.30      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $175000000.00      | $156550947.90      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $48197478.18       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $49222247.24       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | 0.0000% | $26055000.00       | $25158514.24       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | 0.0000% | $121841100.00      | $119130569.70      | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | 0.0000% | $400.00            | $398.63            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.58             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $1495100.00        | $1371261.31        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | 0.0000% | $700.00            | $614.74            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | 0.0000% | $76232200.00       | $63032984.15       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $15886800.00       | $12151964.99       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.54             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | 0.0000% | $53800.00          | $42175.76          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | 0.0000% | $3828700.00        | $2841462.32        | U.S. Treasuries (including strips) |

### Security 308: Wingo Family Master Trust

- **C.1 - Title:** Wingo Family Master Trust 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 97413AAC8, C.4 - ISIN: US97413AAC80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $23180000.00
- **C.18.a - Value (excl. sponsor support):** $23180000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2050-12-01
- **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 309: Fixed Income Clearing Corp. - Nomura Securities

- **C.1 - Title:** Fixed Income Clearing Corp. - Nomura Securities 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 979QHS001, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: 979QHS001_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 J 33             | 2033-03-31      | 4.2500%  | 0.0000% | $366300.00         | $368521.47         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31             | 2031-04-30      | 3.8750%  | 0.0000% | $48651500.00       | $48312399.05       | U.S. Treasuries (including strips) |
| 4 NOTE M 32                 | 2032-06-30      | 4.0000%  | 0.0000% | $30253800.00       | $30412198.87       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27            | 2027-06-30      | 3.7500%  | 0.0000% | $23250000.00       | $23521581.84       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28            | 2028-09-15      | 3.3750%  | 0.0000% | $9330800.00        | $9258110.74        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32             | 2032-09-30      | 3.8750%  | 0.0000% | $359067800.00      | $354198204.90      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30            | 2030-09-30      | 3.6250%  | 0.0000% | $126271100.00      | $124711186.20      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28            | 2028-12-15      | 3.5000%  | 0.0000% | $82892900.00       | $83130298.89       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                | 2029-07-31      | 4.0000%  | 0.0000% | $43727700.00       | $44241511.59       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34             | 2034-08-15      | 3.8750%  | 0.0000% | $1955100.00        | $1912166.53        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31             | 2031-09-30      | 3.6250%  | 0.0000% | $299850000.00      | $294213513.10      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29            | 2029-11-30      | 4.1250%  | 0.0000% | $94713900.00       | $96851493.33       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30             | 2030-11-30      | 4.3750%  | 0.0000% | $28394100.00       | $29326762.09       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30             | 2030-12-31      | 3.7500%  | 0.0000% | $96846000.00       | $96906813.40       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                 | 2031-01-31      | 4.0000%  | 0.0000% | $6538600.00        | $6593107.43        | U.S. Treasuries (including strips) |
| 4 NOTE B 34                 | 2034-02-15      | 4.0000%  | 0.0000% | $292458300.00      | $289686612.90      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28             | 2028-05-31      | 1.2500%  | 0.0000% | $40416400.00       | $38499791.24       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29             | 2029-01-31      | 1.7500%  | 0.0000% | $299080000.00      | $283553706.30      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27            | 2027-07-31      | 2.7500%  | 0.0000% | $5803200.00        | $5764632.22        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29             | 2029-07-31      | 2.6250%  | 0.0000% | $282900000.00      | $273413437.70      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29            | 2029-02-15      | 3.5000%  | 0.0000% | $78234200.00       | $77935321.58       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-07-16      | 0.0000%  | 0.0000% | $12486900.00       | $12392199.35       | U.S. Treasuries (including strips) |
| BILL 08/25/26               | 2026-08-25      | 0.0000%  | 0.0000% | $32473600.00       | $32095217.61       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32             | 2032-10-31      | 3.7500%  | 0.0000% | $300000000.00      | $292701300.00      | U.S. Treasuries (including strips) |

### Security 310: Citibank NA

- **C.1 - Title:** Citibank NA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 981ZCG008, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 981ZCG008_3.65_0501
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $823.35            | $722.57            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | 0.0000% | $809.13            | $738.00            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $22233.92          | $19528.42          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $795.42            | $725.49            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $3155.64           | $2973.69           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $6340.47           | $5978.63           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $805.44            | $734.77            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $763.36            | $760.21            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | 0.0000% | $3412.28           | $3112.47           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $4098.83           | $3957.96           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $823.68            | $751.31            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $1693.41           | $1638.09           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $1680.53           | $1625.63           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $1696.03           | $1595.20           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8390 | 2053-11-01      | 4.0000%  | 0.0000% | $885.79            | $833.57            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  | 0.0000% | $4409.30           | $4454.58           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $2136.39           | $2157.84           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $1731.93           | $1776.01           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $2778.40           | $2613.20           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $2299.42           | $2320.57           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $1278.87           | $1311.85           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  | 0.0000% | $1876.98           | $1765.38           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8513 | 2055-03-01      | 4.5000%  | 0.0000% | $3762.39           | $3630.73           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $1863.27           | $1752.48           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $928.57            | $896.07            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  | 0.0000% | $914.31            | $882.22            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8503 | 2055-02-01      | 4.0000%  | 0.0000% | $940.04            | $884.15            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $783.66            | $790.87            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD8518 | 2055-03-01      | 7.0000%  | 0.0000% | $833.89            | $884.38            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8529 | 2055-03-01      | 3.5000%  | 0.0000% | $2750.57           | $2509.54           | Agency Mortgage-Backed Securities |
| FKAR 02.480 WNWN0048 | 2036-12-01      | 2.4800%  | 0.0000% | $2286.00           | $1863.49           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $3181.01           | $2554.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4946 | 2054-09-01      | 5.5000%  | 0.0000% | $2128.89           | $2149.34           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7089 | 2051-12-01      | 2.0000%  | 0.0000% | $2267.69           | $1821.27           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $5188.65           | $4552.61           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBV7993 | 2052-08-01      | 4.6020%  | 0.0000% | $698.19            | $697.01            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV7773 | 2052-04-01      | 2.5000%  | 0.0000% | $1587.28           | $1335.97           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8509 | 2052-05-01      | 3.0000%  | 0.0000% | $1552.94           | $1364.38           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  | 0.0000% | $829.84            | $727.85            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  | 0.0000% | $784.24            | $739.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $4016.95           | $3782.56           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $781.75            | $685.84            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $4039.28           | $3547.81           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $767.24            | $722.36            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $5219.14           | $5050.01           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $1498.41           | $1452.47           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $811.16            | $712.36            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $805.05            | $734.27            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $10151.74          | $9575.45           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  | 0.0000% | $823.12            | $722.63            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $5498.16           | $5181.14           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4802 | 2052-11-01      | 3.0000%  | 0.0000% | $2631.19           | $2309.67           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $835.80            | $762.72            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4849 | 2037-11-01      | 4.5000%  | 0.0000% | $7665.93           | $7643.78           | Agency Mortgage-Backed Securities |
| GNII SF AJ2723 C     | 2044-08-20      | 4.0000%  | 0.0000% | $2932.52           | $2787.69           | Agency Mortgage-Backed Securities |
| GNII SF AJ4118 C     | 2044-08-20      | 3.5000%  | 0.0000% | $1896.87           | $1727.89           | Agency Mortgage-Backed Securities |
| GNII SF CU1579 C     | 2053-09-20      | 6.0000%  | 0.0000% | $2852.03           | $3003.99           | Agency Mortgage-Backed Securities |
| GNII SF CV1406 C     | 2053-09-20      | 6.0000%  | 0.0000% | $1605.85           | $1671.85           | Agency Mortgage-Backed Securities |
| GNII SF CY9482 C     | 2054-01-20      | 6.0000%  | 0.0000% | $2375.16           | $2480.84           | Agency Mortgage-Backed Securities |
| GNII SF CZ0884 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1510.38           | $1570.26           | Agency Mortgage-Backed Securities |
| GNII SF CZ6387 C     | 2054-03-20      | 6.0000%  | 0.0000% | $679.52            | $702.10            | Agency Mortgage-Backed Securities |
| GNII SF CZ6822 C     | 2054-02-20      | 6.0000%  | 0.0000% | $4513.96           | $4702.36           | Agency Mortgage-Backed Securities |
| GNII SF DA0499 C     | 2054-03-20      | 6.0000%  | 0.0000% | $948.23            | $990.42            | Agency Mortgage-Backed Securities |
| GNII SF DA5506 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1101.10           | $1148.76           | Agency Mortgage-Backed Securities |
| GNII SF DA5507 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1709.24           | $1779.08           | Agency Mortgage-Backed Securities |
| GNII SF DA6077 C     | 2054-03-20      | 6.0000%  | 0.0000% | $454.77            | $473.22            | Agency Mortgage-Backed Securities |
| GNII SF DA6119 C     | 2054-04-20      | 6.0000%  | 0.0000% | $990.08            | $1030.23           | Agency Mortgage-Backed Securities |
| GNII SF DA8063 C     | 2054-03-20      | 6.0000%  | 0.0000% | $2803.13           | $2922.21           | Agency Mortgage-Backed Securities |
| GNII SF DA8064 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1990.58           | $2078.73           | Agency Mortgage-Backed Securities |
| GNII SF DA7868 C     | 2054-04-20      | 6.0000%  | 0.0000% | $3140.54           | $3259.33           | Agency Mortgage-Backed Securities |
| GNII SF DA9639 C     | 2054-04-20      | 6.0000%  | 0.0000% | $760.27            | $794.10            | Agency Mortgage-Backed Securities |
| GNII SF DB0304 C     | 2054-03-20      | 6.0000%  | 0.0000% | $994.34            | $1040.70           | Agency Mortgage-Backed Securities |
| GNII SF DB0305 C     | 2054-03-20      | 6.0000%  | 0.0000% | $860.76            | $900.13            | Agency Mortgage-Backed Securities |
| GNII SF DB0674 C     | 2054-04-20      | 6.0000%  | 0.0000% | $3106.36           | $3229.14           | Agency Mortgage-Backed Securities |
| GNII SF DB0675 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2015.33           | $2093.28           | Agency Mortgage-Backed Securities |
| GNII SF DB6117 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1046.13           | $1102.13           | Agency Mortgage-Backed Securities |
| GNII SF DC0195 C     | 2054-06-20      | 6.0000%  | 0.0000% | $786.62            | $818.52            | Agency Mortgage-Backed Securities |
| GNII SF DC0526 C     | 2054-09-20      | 7.0000%  | 0.0000% | $236.88            | $248.00            | Agency Mortgage-Backed Securities |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $1716.50           | $1847.34           | Agency Mortgage-Backed Securities |
| GNII SF DC4786 C     | 2054-06-20      | 7.5000%  | 0.0000% | $822.01            | $884.67            | Agency Mortgage-Backed Securities |
| GNII SF DD7462 C     | 2054-07-20      | 7.5000%  | 0.0000% | $848.39            | $913.06            | Agency Mortgage-Backed Securities |
| GNPL PN DL3184       | 2060-09-15      | 4.6300%  | 0.0000% | $26571.91          | $26003.32          | Agency Mortgage-Backed Securities |
| GNAR AR 080024 M     | 2026-12-20      | 5.1250%  | 0.0000% | $127.21            | $127.73            | Agency Mortgage-Backed Securities |
| GNAR AR 080010 M     | 2026-11-20      | 5.1250%  | 0.0000% | $17.13             | $17.19             | Agency Mortgage-Backed Securities |
| GNAR AR 080011 M     | 2026-11-20      | 5.1250%  | 0.0000% | $64.33             | $64.59             | Agency Mortgage-Backed Securities |
| GNAR AR 080012 M     | 2026-11-20      | 5.1250%  | 0.0000% | $190.38            | $191.09            | Agency Mortgage-Backed Securities |
| GNAR AR 080013 M     | 2026-11-20      | 5.1250%  | 0.0000% | $58.96             | $59.21             | Agency Mortgage-Backed Securities |
| GNAR AR 080022 M     | 2026-12-20      | 5.1250%  | 0.0000% | $318.38            | $319.56            | Agency Mortgage-Backed Securities |
| GNMI SF 754252 X     | 2026-10-15      | 3.5000%  | 0.0000% | $27.93             | $27.94             | Agency Mortgage-Backed Securities |
| GNMI SF 757624 X     | 2026-06-15      | 3.5000%  | 0.0000% | $187.58            | $187.80            | Agency Mortgage-Backed Securities |
| GNII SF 759466 C     | 2041-01-20      | 4.0000%  | 0.0000% | $3697.52           | $3534.16           | Agency Mortgage-Backed Securities |
| GNMI SP 782616 X     | 2029-09-15      | 6.5000%  | 0.0000% | $3995.80           | $4087.29           | Agency Mortgage-Backed Securities |
| GNMI SP 782696 X     | 2039-06-15      | 5.0000%  | 0.0000% | $3933.42           | $4018.08           | Agency Mortgage-Backed Securities |
| GNMI SP 781807 X     | 2034-09-15      | 4.5000%  | 0.0000% | $4630.37           | $4592.98           | Agency Mortgage-Backed Securities |
| GNMI SP 781857 X     | 2034-11-15      | 6.0000%  | 0.0000% | $335.86            | $348.52            | Agency Mortgage-Backed Securities |
| GNMI SP 781889 X     | 2035-03-15      | 6.0000%  | 0.0000% | $896.06            | $930.26            | Agency Mortgage-Backed Securities |
| GNMI SP 781963 X     | 2035-06-15      | 6.5000%  | 0.0000% | $96.23             | $99.18             | Agency Mortgage-Backed Securities |
| GNMI SP 781976 X     | 2035-02-15      | 6.5000%  | 0.0000% | $864.78            | $892.86            | Agency Mortgage-Backed Securities |
| GNMI SP 782009 X     | 2035-09-15      | 6.0000%  | 0.0000% | $478.95            | $495.72            | Agency Mortgage-Backed Securities |
| GNMI SP 782119 X     | 2036-08-15      | 6.0000%  | 0.0000% | $3373.02           | $3580.71           | Agency Mortgage-Backed Securities |
| GNMI SP 782131 X     | 2036-12-15      | 5.5000%  | 0.0000% | $1280.05           | $1337.00           | Agency Mortgage-Backed Securities |
| GNII SP 782156 M     | 2037-05-20      | 5.0000%  | 0.0000% | $289.89            | $295.88            | Agency Mortgage-Backed Securities |
| GNMI SP 782165 X     | 2037-06-15      | 6.0000%  | 0.0000% | $4550.02           | $4829.29           | Agency Mortgage-Backed Securities |
| GNII SP 782224 M     | 2035-02-20      | 5.0000%  | 0.0000% | $1014.47           | $1020.87           | Agency Mortgage-Backed Securities |
| GNII SP 783523 M     | 2041-12-20      | 5.5000%  | 0.0000% | $4180.42           | $4370.34           | Agency Mortgage-Backed Securities |
| GNMI SF 615491 X     | 2033-08-15      | 4.5000%  | 0.0000% | $1478.49           | $1469.25           | Agency Mortgage-Backed Securities |
| GNMI SF 615509 X     | 2033-08-15      | 4.5000%  | 0.0000% | $271.54            | $270.16            | Agency Mortgage-Backed Securities |
| GNII SF 616571 C     | 2034-08-20      | 6.5000%  | 0.0000% | $1635.62           | $1691.18           | Agency Mortgage-Backed Securities |
| GNMI SF 615885 X     | 2033-08-15      | 4.5000%  | 0.0000% | $898.39            | $894.12            | Agency Mortgage-Backed Securities |
| GNMI SF 615869 X     | 2033-08-15      | 4.5000%  | 0.0000% | $2435.29           | $2439.37           | Agency Mortgage-Backed Securities |
| GNMI SF 615943 X     | 2033-09-15      | 4.5000%  | 0.0000% | $340.69            | $337.62            | Agency Mortgage-Backed Securities |
| GNMI SF 616352 X     | 2034-04-15      | 6.0000%  | 0.0000% | $1955.45           | $1995.92           | Agency Mortgage-Backed Securities |
| GNII SF 616624 C     | 2034-09-20      | 6.5000%  | 0.0000% | $1535.61           | $1589.51           | Agency Mortgage-Backed Securities |
| 05.000 FGPC G01840 G | 2035-07-01      | 5.0000%  | 0.0000% | $830.62            | $841.29            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G14554 G | 2026-07-01      | 4.5000%  | 0.0000% | $1.73              | $1.73              | Agency Mortgage-Backed Securities |
| 04.500 FGPC G16357 G | 2026-09-01      | 4.5000%  | 0.0000% | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  | 0.0000% | $220.47            | $210.37            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  | 0.0000% | $146.86            | $140.26            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08887 G | 2049-06-01      | 3.0000%  | 0.0000% | $775.80            | $690.27            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $433.56            | $405.41            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  | 0.0000% | $161.02            | $154.57            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $1087.24           | $1015.16           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  | 0.0000% | $201.08            | $192.86            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $2003.70           | $1804.69           | Agency Mortgage-Backed Securities |
| 07.000 FGPC C00512 G | 2027-04-01      | 7.0000%  | 0.0000% | $3.46              | $3.68              | Agency Mortgage-Backed Securities |
| 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  | 0.0000% | $307.80            | $295.63            | Agency Mortgage-Backed Securities |
| 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  | 0.0000% | $88.96             | $86.31             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1780 | 2034-05-01      | 5.5000%  | 0.0000% | $1214.44           | $1225.48           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI1043 | 2033-11-01      | 6.5000%  | 0.0000% | $623.38            | $649.58            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1139 | 2033-12-01      | 5.5000%  | 0.0000% | $680.81            | $686.99            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZI1341 | 2030-01-01      | 7.0000%  | 0.0000% | $1158.35           | $1228.28           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZI2571 | 2034-08-01      | 7.0000%  | 0.0000% | $2907.16           | $3082.68           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1899 | 2034-05-01      | 5.5000%  | 0.0000% | $1050.06           | $1059.61           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI2200 | 2034-07-01      | 5.5000%  | 0.0000% | $720.14            | $726.68            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI2312 | 2034-05-01      | 6.0000%  | 0.0000% | $689.36            | $706.40            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI2406 | 2034-08-01      | 5.0000%  | 0.0000% | $385.37            | $384.90            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI2379 | 2034-09-01      | 5.5000%  | 0.0000% | $852.17            | $859.91            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI2706 | 2034-11-01      | 6.5000%  | 0.0000% | $4556.10           | $4803.93           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI2884 | 2034-11-01      | 6.0000%  | 0.0000% | $860.08            | $891.45            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZI2911 | 2034-12-01      | 7.0000%  | 0.0000% | $2137.99           | $2267.07           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZI3188 | 2035-02-01      | 7.0000%  | 0.0000% | $1815.47           | $1925.08           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI3332 | 2035-07-01      | 5.0000%  | 0.0000% | $4056.03           | $4082.79           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI3393 | 2035-08-01      | 5.0000%  | 0.0000% | $4616.69           | $4676.06           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI3405 | 2035-08-01      | 5.0000%  | 0.0000% | $2660.66           | $2650.76           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI3781 | 2035-10-01      | 5.0000%  | 0.0000% | $270.88            | $273.65            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI4257 | 2036-03-01      | 6.5000%  | 0.0000% | $259.54            | $270.45            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI4322 | 2036-03-01      | 6.5000%  | 0.0000% | $987.37            | $1047.75           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5398 | 2036-11-01      | 6.0000%  | 0.0000% | $753.84            | $783.79            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI4553 | 2035-08-01      | 5.0000%  | 0.0000% | $157.15            | $159.58            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI4554 | 2035-08-01      | 4.5000%  | 0.0000% | $204.39            | $203.19            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI4815 | 2036-03-01      | 5.5000%  | 0.0000% | $311.99            | $322.90            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI4835 | 2036-03-01      | 6.0000%  | 0.0000% | $1502.16           | $1564.53           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5123 | 2036-08-01      | 6.0000%  | 0.0000% | $3236.51           | $3340.96           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5203 | 2036-09-01      | 6.0000%  | 0.0000% | $95.85             | $99.83             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5248 | 2036-09-01      | 6.0000%  | 0.0000% | $151.00            | $155.59            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5258 | 2036-10-01      | 6.0000%  | 0.0000% | $3459.11           | $3588.60           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6193 | 2037-06-01      | 6.0000%  | 0.0000% | $3965.75           | $4164.58           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5402 | 2036-11-01      | 6.0000%  | 0.0000% | $566.37            | $580.38            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI5412 | 2036-12-01      | 5.5000%  | 0.0000% | $79.60             | $81.26             | Agency Mortgage-Backed Securities |
| 08.500 FRPC G80204 G | 2027-10-20      | 8.5000%  | 0.0000% | $709.89            | $717.59            | Agency Mortgage-Backed Securities |
| 08.000 FRPC G80210 G | 2027-08-20      | 8.0000%  | 0.0000% | $2374.06           | $2386.90           | Agency Mortgage-Backed Securities |
| 08.000 FRPC G80227 G | 2030-11-15      | 8.0000%  | 0.0000% | $14.74             | $14.86             | Agency Mortgage-Backed Securities |
| 06.200 FRPC G80294 G | 2027-10-20      | 6.2000%  | 0.0000% | $2567.47           | $2578.00           | Agency Mortgage-Backed Securities |
| 06.875 FRPC G80338 G | 2039-05-01      | 6.8750%  | 0.0000% | $1604.04           | $1643.40           | Agency Mortgage-Backed Securities |
| 09.000 FRPC G80360 G | 2040-09-01      | 9.0000%  | 0.0000% | $134.89            | $135.17            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $584.45            | $514.17            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQC9480 | 2051-10-01      | 4.0000%  | 0.0000% | $1425.92           | $1346.75           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD8677 | 2052-03-01      | 2.5000%  | 0.0000% | $4674.00           | $3941.91           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  | 0.0000% | $1575.49           | $1488.89           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE2110 | 2052-05-01      | 4.0000%  | 0.0000% | $2476.22           | $2339.18           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  | 0.0000% | $4642.25           | $3913.43           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $2406.77           | $2270.56           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8533 | 2052-07-01      | 4.0000%  | 0.0000% | $2672.40           | $2520.77           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1491 | 2052-10-01      | 4.5000%  | 0.0000% | $4690.66           | $4541.54           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $810.76            | $713.42            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $1598.11           | $1545.75           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4258 | 2030-08-01      | 4.2550%  | 0.0000% | $1000.00           | $999.81            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4547 | 2030-08-01      | 4.0700%  | 0.0000% | $1000.00           | $995.48            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6580 | 2033-03-01      | 4.0700%  | 0.0000% | $3673.00           | $3582.92           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6573 | 2031-03-01      | 4.1800%  | 0.0000% | $231745.00         | $230174.98         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ6618 | 2034-09-01      | 4.1000%  | 0.0000% | $2943.00           | $2847.92           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6707 | 2031-04-01      | 3.8500%  | 0.0000% | $911240.00         | $892146.23         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6773 | 2031-04-01      | 4.2600%  | 0.0000% | $16568200.00       | $16540177.66       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6748 | 2031-04-01      | 3.9700%  | 0.0000% | $1000.00           | $984.63            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6769 | 2031-04-01      | 4.0300%  | 0.0000% | $1199036.00        | $1184446.60        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6784 | 2031-04-01      | 4.3450%  | 0.0000% | $162462.00         | $162627.73         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6905 | 2031-04-01      | 4.0200%  | 0.0000% | $9369600.00        | $9243441.46        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6919 | 2031-04-01      | 4.1500%  | 0.0000% | $139450.00         | $138431.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA0599 | 2032-10-01      | 4.0000%  | 0.0000% | $183.64            | $182.72            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2374 | 2048-09-01      | 4.0000%  | 0.0000% | $1282.72           | $1224.33           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  | 0.0000% | $302.23            | $288.41            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3664 | 2049-06-01      | 4.0000%  | 0.0000% | $575.59            | $551.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $2044.56           | $1884.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $568.79            | $542.45            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA5465 | 2035-03-01      | 3.0000%  | 0.0000% | $4596.12           | $4418.81           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  | 0.0000% | $1510.58           | $1396.39           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  | 0.0000% | $2798.45           | $2650.18           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0744 | 2036-06-01      | 2.5000%  | 0.0000% | $1570.21           | $1489.84           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3528 | 2052-05-01      | 4.0000%  | 0.0000% | $9636.72           | $9064.48           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  | 0.0000% | $1663.61           | $1564.72           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $703.84            | $713.84            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | 0.0000% | $3187.01           | $3007.76           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $3958.23           | $3473.84           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $324699.47         | $328878.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $286487.02         | $261303.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $3553.40           | $3241.02           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA5036 | 2053-04-01      | 3.0000%  | 0.0000% | $3441.26           | $3019.86           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $1146.42           | $1181.92           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $4183.86           | $3817.14           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | 0.0000% | $4953.73           | $4784.98           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $5879.70           | $5535.84           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $839.89            | $791.00            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $2119.43           | $2144.12           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5131 | 2053-07-01      | 3.5000%  | 0.0000% | $1693163.29        | $1544307.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $1422.00           | $1438.99           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  | 0.0000% | $851.33            | $800.97            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $3395.94           | $3367.10           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5207 | 2053-11-01      | 4.0000%  | 0.0000% | $1739.54           | $1636.13           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  | 0.0000% | $901.04            | $848.22            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5236 | 2053-12-01      | 4.0000%  | 0.0000% | $5738.93           | $5397.77           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | 0.0000% | $2275.85           | $2335.14           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $6807.00           | $6869.60           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $5638.22           | $5302.99           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5467 | 2054-09-01      | 4.0000%  | 0.0000% | $3658.69           | $3441.15           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $1313.96           | $1348.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $1606.57           | $1621.51           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  | 0.0000% | $5599.40           | $5266.47           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2844.12           | $2872.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $9439.62           | $8878.36           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $3492.64           | $3529.33           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $1880.38           | $1768.57           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $950.60            | $867.02            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $4705.56           | $4425.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $939.14            | $906.27            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $893.72            | $883.95            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $1567.96           | $1582.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $941.85            | $859.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $6619.12           | $6225.56           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $658.40            | $675.16            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5683 | 2040-04-01      | 5.0000%  | 0.0000% | $1093.49           | $1104.62           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5684 | 2040-04-01      | 5.5000%  | 0.0000% | $659.03            | $676.12            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5697 | 2055-05-01      | 4.0000%  | 0.0000% | $949.53            | $893.07            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5725 | 2055-05-01      | 3.5000%  | 0.0000% | $959.01            | $874.97            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  | 0.0000% | $956.82            | $872.97            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $2325.05           | $2384.24           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $6732.60           | $6332.26           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5795 | 2055-08-01      | 7.0000%  | 0.0000% | $748.41            | $793.72            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $2382.66           | $2443.32           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5907 | 2055-12-01      | 4.0000%  | 0.0000% | $4924.73           | $4631.87           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5941 | 2056-01-01      | 3.5000%  | 0.0000% | $1978.57           | $1805.19           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5969 | 2056-02-01      | 4.0000%  | 0.0000% | $1975.75           | $1858.25           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | 0.0000% | $985.39            | $974.59            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6002 | 2041-03-01      | 4.0000%  | 0.0000% | $3954.37           | $3860.30           | Agency Mortgage-Backed Securities |
| GNPL PN DP6825       | 2061-04-15      | 4.6200%  | 0.0000% | $7826880.00        | $7547888.26        | Agency Mortgage-Backed Securities |
| GNII SF DQ4461 C     | 2056-03-20      | 6.5000%  | 0.0000% | $5986667.88        | $6473354.71        | Agency Mortgage-Backed Securities |
| GNMI SF 617053 X     | 2036-04-15      | 6.0000%  | 0.0000% | $919.26            | $964.92            | Agency Mortgage-Backed Securities |
| GNMI SF 617098 X     | 2036-06-15      | 6.0000%  | 0.0000% | $624.76            | $649.59            | Agency Mortgage-Backed Securities |
| GNMI SF 617217 X     | 2036-09-15      | 6.5000%  | 0.0000% | $3770.76           | $4065.72           | Agency Mortgage-Backed Securities |
| GNMI SF 617223 X     | 2036-09-15      | 7.0000%  | 0.0000% | $2247.49           | $2389.91           | Agency Mortgage-Backed Securities |
| GNMI SF 617969 X     | 2040-05-15      | 4.5000%  | 0.0000% | $228.40            | $225.80            | Agency Mortgage-Backed Securities |
| GNMI SF 618509 X     | 2033-08-15      | 4.7500%  | 0.0000% | $3345.47           | $3339.78           | Agency Mortgage-Backed Securities |
| GNMI SF 618687 X     | 2036-10-15      | 7.0000%  | 0.0000% | $1232.79           | $1247.45           | Agency Mortgage-Backed Securities |
| GNMI SF 618688 X     | 2036-10-15      | 7.0000%  | 0.0000% | $2207.53           | $2339.36           | Agency Mortgage-Backed Securities |
| GNMI SF 618748 X     | 2036-12-15      | 6.0000%  | 0.0000% | $72.13             | $73.39             | Agency Mortgage-Backed Securities |
| GNMI SF 619053 X     | 2034-08-15      | 6.5000%  | 0.0000% | $2003.64           | $2048.81           | Agency Mortgage-Backed Securities |
| GNMI SF 619118 X     | 2034-10-15      | 6.0000%  | 0.0000% | $911.26            | $929.01            | Agency Mortgage-Backed Securities |
| GNMI SF 621887 X     | 2033-12-15      | 6.0000%  | 0.0000% | $697.86            | $712.26            | Agency Mortgage-Backed Securities |
| GNMI SF 621362 X     | 2033-09-15      | 4.5000%  | 0.0000% | $1000.31           | $992.39            | Agency Mortgage-Backed Securities |
| GNMI SF 621702 X     | 2033-10-15      | 4.5000%  | 0.0000% | $1296.52           | $1285.19           | Agency Mortgage-Backed Securities |
| GNMI SF 621780 X     | 2033-11-15      | 5.0000%  | 0.0000% | $3395.36           | $3449.71           | Agency Mortgage-Backed Securities |
| GNMI SF 622191 X     | 2038-07-15      | 5.5000%  | 0.0000% | $11.25             | $11.64             | Agency Mortgage-Backed Securities |
| GNMI SF 623897 X     | 2034-08-15      | 6.0000%  | 0.0000% | $34.28             | $35.12             | Agency Mortgage-Backed Securities |
| GNMI SF 623958 X     | 2035-12-15      | 5.0000%  | 0.0000% | $1024.38           | $1041.77           | Agency Mortgage-Backed Securities |
| GNMI SF 624236 X     | 2033-12-15      | 6.0000%  | 0.0000% | $1010.94           | $1024.28           | Agency Mortgage-Backed Securities |
| GNMI SF 625620 X     | 2033-12-15      | 6.0000%  | 0.0000% | $306.80            | $313.46            | Agency Mortgage-Backed Securities |
| GNMI SF 625645 X     | 2034-01-15      | 5.5000%  | 0.0000% | $714.91            | $722.19            | Agency Mortgage-Backed Securities |
| GNMI SF 625655 X     | 2034-01-15      | 6.0000%  | 0.0000% | $4386.41           | $4484.60           | Agency Mortgage-Backed Securities |
| GNMI SF 629123 X     | 2034-09-15      | 6.0000%  | 0.0000% | $1854.24           | $1896.78           | Agency Mortgage-Backed Securities |
| GNMI SF 630170 X     | 2034-07-15      | 6.0000%  | 0.0000% | $1659.44           | $1721.48           | Agency Mortgage-Backed Securities |
| GNMI SF 633389 X     | 2036-01-15      | 6.0000%  | 0.0000% | $2326.69           | $2462.25           | Agency Mortgage-Backed Securities |
| GNMI SF 635877 X     | 2034-10-15      | 6.0000%  | 0.0000% | $316.11            | $329.45            | Agency Mortgage-Backed Securities |
| GNMI SF 636251 X     | 2035-03-15      | 6.0000%  | 0.0000% | $1406.33           | $1429.23           | Agency Mortgage-Backed Securities |
| GNMI SF 637259 X     | 2034-11-15      | 6.0000%  | 0.0000% | $593.72            | $602.64            | Agency Mortgage-Backed Securities |
| GNMI SF 636507 X     | 2035-04-15      | 6.0000%  | 0.0000% | $2090.07           | $2213.26           | Agency Mortgage-Backed Securities |
| GNMI SF 636769 X     | 2034-09-15      | 4.5000%  | 0.0000% | $481.47            | $476.99            | Agency Mortgage-Backed Securities |
| GNMI SF 638221 X     | 2034-12-15      | 6.0000%  | 0.0000% | $1147.93           | $1192.78           | Agency Mortgage-Backed Securities |
| GNMI SF 638685 X     | 2036-09-15      | 6.5000%  | 0.0000% | $1548.20           | $1666.73           | Agency Mortgage-Backed Securities |
| GNMI SF 638873 X     | 2027-08-15      | 6.2300%  | 0.0000% | $1300.73           | $1309.89           | Agency Mortgage-Backed Securities |
| GNMI SF 639402 X     | 2028-09-15      | 5.7000%  | 0.0000% | $4649.68           | $4678.44           | Agency Mortgage-Backed Securities |
| GNMI SF 643211 X     | 2036-07-15      | 8.0000%  | 0.0000% | $2941.04           | $3013.12           | Agency Mortgage-Backed Securities |
| GNMI SF 644019 X     | 2035-07-15      | 6.0000%  | 0.0000% | $4174.48           | $4398.24           | Agency Mortgage-Backed Securities |
| GNMI SF 644563 X     | 2035-07-15      | 6.0000%  | 0.0000% | $441.20            | $459.83            | Agency Mortgage-Backed Securities |
| GNMI SF 645500 X     | 2035-10-15      | 5.5000%  | 0.0000% | $3503.71           | $3532.37           | Agency Mortgage-Backed Securities |
| GNMI SF 645644 X     | 2029-07-15      | 6.0900%  | 0.0000% | $781.87            | $793.23            | Agency Mortgage-Backed Securities |
| GNMI SF 646015 X     | 2037-08-15      | 6.0000%  | 0.0000% | $945.27            | $990.19            | Agency Mortgage-Backed Securities |
| GNMI SF 646500 X     | 2036-05-15      | 6.0000%  | 0.0000% | $1350.69           | $1402.62           | Agency Mortgage-Backed Securities |
| GNMI SF 647594 X     | 2036-08-15      | 6.5000%  | 0.0000% | $1786.57           | $1935.66           | Agency Mortgage-Backed Securities |
| GNMI SF 648643 X     | 2035-12-15      | 6.0000%  | 0.0000% | $432.29            | $447.65            | Agency Mortgage-Backed Securities |
| GNMI SF 649511 X     | 2035-10-15      | 6.0000%  | 0.0000% | $483.18            | $489.59            | Agency Mortgage-Backed Securities |
| GNMI SF 650714 X     | 2036-01-15      | 6.0000%  | 0.0000% | $2167.91           | $2253.35           | Agency Mortgage-Backed Securities |
| GNMI SF 650724 X     | 2036-01-15      | 6.0000%  | 0.0000% | $1055.87           | $1070.55           | Agency Mortgage-Backed Securities |
| GNMI SF 650739 X     | 2036-01-15      | 6.0000%  | 0.0000% | $830.63            | $857.61            | Agency Mortgage-Backed Securities |
| GNMI SF 650472 X     | 2035-12-15      | 6.0000%  | 0.0000% | $857.88            | $891.25            | Agency Mortgage-Backed Securities |
| GNMI SF 651686 X     | 2036-01-15      | 6.0000%  | 0.0000% | $880.46            | $920.89            | Agency Mortgage-Backed Securities |
| GNMI SF 651161 X     | 2035-12-15      | 6.0000%  | 0.0000% | $342.13            | $346.29            | Agency Mortgage-Backed Securities |
| GNMI SF 651278 X     | 2036-01-15      | 6.0000%  | 0.0000% | $225.16            | $228.06            | Agency Mortgage-Backed Securities |
| GNMI SF 651720 X     | 2036-02-15      | 6.0000%  | 0.0000% | $1964.43           | $2075.82           | Agency Mortgage-Backed Securities |
| GNMI SF 651754 X     | 2036-03-15      | 6.0000%  | 0.0000% | $1155.96           | $1209.06           | Agency Mortgage-Backed Securities |
| GNMI SF 651850 X     | 2036-06-15      | 6.0000%  | 0.0000% | $3762.00           | $3942.55           | Agency Mortgage-Backed Securities |
| GNMI SF 629113 X     | 2034-09-15      | 6.0000%  | 0.0000% | $411.41            | $428.71            | Agency Mortgage-Backed Securities |
| GNMI SF 621698 X     | 2033-10-15      | 4.5000%  | 0.0000% | $1460.29           | $1446.30           | Agency Mortgage-Backed Securities |
| GNMI SF 621697 X     | 2033-10-15      | 4.5000%  | 0.0000% | $3019.00           | $2995.36           | Agency Mortgage-Backed Securities |
| GNMI SF 619466 X     | 2035-03-15      | 6.0000%  | 0.0000% | $1518.34           | $1589.39           | Agency Mortgage-Backed Securities |
| GNMI SF 652195 X     | 2036-02-15      | 6.0000%  | 0.0000% | $1997.00           | $2075.75           | Agency Mortgage-Backed Securities |
| GNMI SF 652219 X     | 2036-03-15      | 6.0000%  | 0.0000% | $2156.29           | $2274.59           | Agency Mortgage-Backed Securities |
| GNMI SF 652226 X     | 2036-03-15      | 6.0000%  | 0.0000% | $1104.18           | $1147.74           | Agency Mortgage-Backed Securities |
| GNMI SF 656174 X     | 2036-07-15      | 6.0000%  | 0.0000% | $780.12            | $810.89            | Agency Mortgage-Backed Securities |
| GNMI SF 655648 X     | 2036-04-15      | 6.5000%  | 0.0000% | $1400.03           | $1507.16           | Agency Mortgage-Backed Securities |
| GNMI SF 655652 X     | 2036-05-15      | 6.5000%  | 0.0000% | $1540.42           | $1658.33           | Agency Mortgage-Backed Securities |
| GNMI SF 655661 X     | 2036-07-15      | 6.5000%  | 0.0000% | $1295.93           | $1395.13           | Agency Mortgage-Backed Securities |
| GNMI SF 656454 X     | 2036-06-15      | 6.0000%  | 0.0000% | $256.81            | $265.59            | Agency Mortgage-Backed Securities |
| GNMI SF 657285 X     | 2037-01-15      | 6.5000%  | 0.0000% | $572.51            | $613.72            | Agency Mortgage-Backed Securities |
| GNMI SF 658132 X     | 2036-10-15      | 6.0000%  | 0.0000% | $805.86            | $855.62            | Agency Mortgage-Backed Securities |
| GNMI SF 658182 X     | 2036-11-15      | 6.0000%  | 0.0000% | $3491.32           | $3658.92           | Agency Mortgage-Backed Securities |
| GNMI SF 658564 X     | 2036-08-15      | 7.0000%  | 0.0000% | $1332.21           | $1347.64           | Agency Mortgage-Backed Securities |
| GNMI SF 659146 X     | 2036-08-15      | 7.0000%  | 0.0000% | $567.59            | $581.40            | Agency Mortgage-Backed Securities |
| GNMI SF 659217 X     | 2036-09-15      | 7.0000%  | 0.0000% | $2839.66           | $2973.34           | Agency Mortgage-Backed Securities |
| GNMI SF 660129 X     | 2036-09-15      | 7.5000%  | 0.0000% | $244.12            | $246.50            | Agency Mortgage-Backed Securities |
| GNMI SF 664404 X     | 2037-10-15      | 6.5000%  | 0.0000% | $1234.70           | $1308.39           | Agency Mortgage-Backed Securities |
| GNMI SF 668905 X     | 2037-08-15      | 7.5000%  | 0.0000% | $4638.48           | $4684.01           | Agency Mortgage-Backed Securities |
| GNMI SF 669064 X     | 2037-06-15      | 6.0000%  | 0.0000% | $47.46             | $49.29             | Agency Mortgage-Backed Securities |
| GNMI SF 669068 X     | 2037-06-15      | 6.0000%  | 0.0000% | $1072.43           | $1116.51           | Agency Mortgage-Backed Securities |
| GNMI SF 670109 X     | 2037-07-15      | 6.0000%  | 0.0000% | $597.91            | $622.81            | Agency Mortgage-Backed Securities |
| GNMI SF 671111 X     | 2037-08-15      | 6.0000%  | 0.0000% | $3004.49           | $3175.20           | Agency Mortgage-Backed Securities |
| GNMI SF 671325 X     | 2037-07-15      | 6.0000%  | 0.0000% | $439.62            | $457.70            | Agency Mortgage-Backed Securities |
| GNMI SF 673207 X     | 2038-10-15      | 6.0000%  | 0.0000% | $932.74            | $987.11            | Agency Mortgage-Backed Securities |
| GNMI SF 673213 X     | 2038-10-15      | 6.5000%  | 0.0000% | $85.53             | $91.21             | Agency Mortgage-Backed Securities |
| GNMI SF 672417 X     | 2037-12-15      | 6.5000%  | 0.0000% | $4255.67           | $4572.60           | Agency Mortgage-Backed Securities |
| GNMI SF 672595 X     | 2038-02-15      | 5.0000%  | 0.0000% | $98.23             | $99.27             | Agency Mortgage-Backed Securities |
| GNMI SF 672938 X     | 2038-08-15      | 6.5000%  | 0.0000% | $1823.01           | $1960.90           | Agency Mortgage-Backed Securities |
| GNMI SF 672919 X     | 2038-07-15      | 6.0000%  | 0.0000% | $2789.07           | $2912.01           | Agency Mortgage-Backed Securities |
| GNMI SF 674114 X     | 2038-06-15      | 5.0000%  | 0.0000% | $1975.88           | $2011.79           | Agency Mortgage-Backed Securities |
| GNMI SF 674945 X     | 2037-11-15      | 6.0000%  | 0.0000% | $1083.77           | $1147.03           | Agency Mortgage-Backed Securities |
| GNMI SF 675179 X     | 2038-03-15      | 5.0000%  | 0.0000% | $294.80            | $302.48            | Agency Mortgage-Backed Securities |
| GNMI SF 675211 X     | 2038-03-15      | 6.5000%  | 0.0000% | $131.80            | $141.29            | Agency Mortgage-Backed Securities |
| GNMI SF 675303 X     | 2038-04-15      | 4.5000%  | 0.0000% | $241.48            | $238.73            | Agency Mortgage-Backed Securities |
| GNMI SF 676882 X     | 2038-03-15      | 5.0000%  | 0.0000% | $498.54            | $510.12            | Agency Mortgage-Backed Securities |
| GNMI SF 676452 X     | 2037-11-15      | 6.0000%  | 0.0000% | $4557.96           | $4795.81           | Agency Mortgage-Backed Securities |
| GNMI SF 676678 X     | 2038-01-15      | 6.0000%  | 0.0000% | $1542.66           | $1616.76           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI6128 | 2036-10-01      | 5.5000%  | 0.0000% | $565.75            | $585.53            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6330 | 2037-08-01      | 6.0000%  | 0.0000% | $2201.06           | $2317.14           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6370 | 2037-08-01      | 6.0000%  | 0.0000% | $71.94             | $74.81             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6440 | 2037-08-01      | 6.0000%  | 0.0000% | $1571.79           | $1650.23           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI6480 | 2037-09-01      | 6.5000%  | 0.0000% | $2068.68           | $2155.63           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6512 | 2037-09-01      | 6.0000%  | 0.0000% | $289.82            | $299.85            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6550 | 2037-09-01      | 6.0000%  | 0.0000% | $407.42            | $428.95            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI6551 | 2037-09-01      | 6.5000%  | 0.0000% | $67.38             | $70.64             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6617 | 2037-09-01      | 6.0000%  | 0.0000% | $2659.56           | $2774.66           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6879 | 2037-12-01      | 6.0000%  | 0.0000% | $247.79            | $257.40            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI7408 | 2038-04-01      | 6.0000%  | 0.0000% | $2730.89           | $2862.83           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI7457 | 2038-05-01      | 6.0000%  | 0.0000% | $2131.06           | $2215.15           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7596 | 2038-06-01      | 5.5000%  | 0.0000% | $214.37            | $221.32            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI7835 | 2038-07-01      | 6.0000%  | 0.0000% | $48.93             | $51.31             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7873 | 2038-08-01      | 5.5000%  | 0.0000% | $1816.79           | $1833.30           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI7929 | 2036-12-01      | 6.0000%  | 0.0000% | $56.42             | $59.24             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI8217 | 2038-10-01      | 6.5000%  | 0.0000% | $871.67            | $912.83            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI8703 | 2039-04-01      | 5.0000%  | 0.0000% | $1414.54           | $1436.50           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZI8782 | 2039-05-01      | 4.0000%  | 0.0000% | $3860.98           | $3741.15           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI9836 | 2040-03-01      | 4.5000%  | 0.0000% | $4187.32           | $4138.33           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI9850 | 2040-03-01      | 4.5000%  | 0.0000% | $2271.10           | $2257.69           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI9140 | 2039-09-01      | 4.5000%  | 0.0000% | $3061.59           | $3043.52           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI9251 | 2039-09-01      | 5.5000%  | 0.0000% | $1657.51           | $1699.46           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ0796 | 2040-12-01      | 4.0000%  | 0.0000% | $2434.49           | $2350.37           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZJ0270 | 2040-08-01      | 5.0000%  | 0.0000% | $571.82            | $570.10            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZJ0272 | 2040-08-01      | 5.0000%  | 0.0000% | $443.51            | $450.40            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ0358 | 2040-09-01      | 4.5000%  | 0.0000% | $3630.84           | $3609.40           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ0492 | 2040-09-01      | 4.5000%  | 0.0000% | $40.17             | $39.93             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ0919 | 2040-12-01      | 4.5000%  | 0.0000% | $150.21            | $149.33            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ0961 | 2040-12-01      | 4.0000%  | 0.0000% | $3572.94           | $3447.26           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ1054 | 2041-01-01      | 4.0000%  | 0.0000% | $2050.12           | $1970.58           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ1067 | 2041-01-01      | 4.5000%  | 0.0000% | $2404.75           | $2385.57           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ1082 | 2041-01-01      | 4.0000%  | 0.0000% | $1163.50           | $1122.57           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ1183 | 2041-02-01      | 4.5000%  | 0.0000% | $141.21            | $139.15            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ1244 | 2041-02-01      | 4.5000%  | 0.0000% | $3457.44           | $3437.02           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ1413 | 2041-03-01      | 4.5000%  | 0.0000% | $1104.16           | $1097.64           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ3504 | 2029-04-01      | 6.5000%  | 0.0000% | $21.76             | $22.67             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ3108 | 2028-11-01      | 7.0000%  | 0.0000% | $70.26             | $74.50             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ3118 | 2028-11-01      | 5.5000%  | 0.0000% | $29.66             | $30.20             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ3425 | 2029-04-01      | 7.0000%  | 0.0000% | $6.39              | $6.78              | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ3819 | 2029-07-01      | 7.0000%  | 0.0000% | $412.89            | $437.82            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ3799 | 2029-07-01      | 6.5000%  | 0.0000% | $324.66            | $338.30            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ3810 | 2029-07-01      | 6.0000%  | 0.0000% | $11.04             | $11.31             | Agency Mortgage-Backed Securities |
| FEPC 08.500 CLZJ3917 | 2029-09-01      | 8.5000%  | 0.0000% | $68.53             | $70.55             | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ3964 | 2029-10-01      | 7.5000%  | 0.0000% | $27.65             | $28.15             | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ4012 | 2029-11-01      | 7.5000%  | 0.0000% | $639.77            | $645.45            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ4092 | 2030-01-01      | 7.5000%  | 0.0000% | $58.12             | $59.39             | Agency Mortgage-Backed Securities |
| FEPC 08.500 CLZJ4122 | 2030-02-01      | 8.5000%  | 0.0000% | $45.01             | $46.24             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ4127 | 2030-02-01      | 7.0000%  | 0.0000% | $116.90            | $123.96            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ4133 | 2030-02-01      | 7.0000%  | 0.0000% | $95.56             | $101.33            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ4272 | 2029-06-01      | 6.5000%  | 0.0000% | $3957.53           | $4123.86           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ4501 | 2030-07-01      | 7.5000%  | 0.0000% | $242.31            | $246.66            | Agency Mortgage-Backed Securities |
| FEPC 08.500 CLZJ4571 | 2030-04-01      | 8.5000%  | 0.0000% | $3179.50           | $3333.34           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ4601 | 2030-11-01      | 6.5000%  | 0.0000% | $698.92            | $728.30            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ4608 | 2030-11-01      | 7.5000%  | 0.0000% | $0.32              | $0.32              | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ4726 | 2030-09-01      | 6.5000%  | 0.0000% | $373.65            | $389.36            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ4739 | 2030-10-01      | 7.5000%  | 0.0000% | $19.93             | $20.24             | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ4869 | 2031-02-01      | 7.5000%  | 0.0000% | $2197.79           | $2236.49           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ4987 | 2031-04-01      | 7.5000%  | 0.0000% | $1426.45           | $1451.39           | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLZJ5090 | 2030-11-01      | 8.0000%  | 0.0000% | $3242.17           | $3331.64           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5127 | 2031-06-01      | 6.5000%  | 0.0000% | $836.02            | $871.15            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5185 | 2031-07-01      | 6.5000%  | 0.0000% | $58.51             | $60.97             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ6174 | 2032-06-01      | 6.5000%  | 0.0000% | $464.15            | $483.66            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ6175 | 2032-06-01      | 7.0000%  | 0.0000% | $16.74             | $17.75             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ6192 | 2032-06-01      | 7.0000%  | 0.0000% | $2043.03           | $2166.37           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ6201 | 2032-06-01      | 7.0000%  | 0.0000% | $812.28            | $861.32            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ6206 | 2032-06-01      | 7.0000%  | 0.0000% | $1590.63           | $1686.66           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5473 | 2031-10-01      | 6.5000%  | 0.0000% | $22.80             | $23.75             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5483 | 2031-11-01      | 6.5000%  | 0.0000% | $861.87            | $898.10            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ5502 | 2031-11-01      | 7.0000%  | 0.0000% | $1401.17           | $1485.77           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ5581 | 2032-01-01      | 5.5000%  | 0.0000% | $2151.09           | $2170.64           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5694 | 2032-01-01      | 6.5000%  | 0.0000% | $86.36             | $89.99             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5917 | 2032-04-01      | 6.5000%  | 0.0000% | $38.19             | $39.79             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ5993 | 2032-04-01      | 7.0000%  | 0.0000% | $2870.95           | $3044.28           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ6044 | 2032-04-01      | 7.0000%  | 0.0000% | $4559.23           | $4834.49           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ7077 | 2033-05-01      | 5.5000%  | 0.0000% | $858.55            | $866.35            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ7098 | 2033-05-01      | 6.0000%  | 0.0000% | $30.35             | $31.10             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ7112 | 2033-04-01      | 5.5000%  | 0.0000% | $271.35            | $278.85            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ7120 | 2033-05-01      | 5.5000%  | 0.0000% | $1724.86           | $1750.23           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ7125 | 2033-05-01      | 5.5000%  | 0.0000% | $72.27             | $72.93             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ7135 | 2033-05-01      | 5.5000%  | 0.0000% | $64.75             | $65.33             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ7157 | 2033-05-01      | 5.5000%  | 0.0000% | $3866.83           | $3921.65           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ6327 | 2032-08-01      | 6.0000%  | 0.0000% | $35.17             | $36.04             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ6408 | 2032-09-01      | 6.5000%  | 0.0000% | $82.30             | $85.76             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ6443 | 2032-09-01      | 5.5000%  | 0.0000% | $1161.11           | $1171.66           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ6471 | 2032-09-01      | 6.5000%  | 0.0000% | $22.90             | $23.86             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ6746 | 2032-12-01      | 6.0000%  | 0.0000% | $15.13             | $15.55             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ6770 | 2033-01-01      | 5.5000%  | 0.0000% | $1.93              | $1.95              | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ6782 | 2033-01-01      | 6.0000%  | 0.0000% | $1724.92           | $1767.56           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ6838 | 2033-02-01      | 5.5000%  | 0.0000% | $107.49            | $108.47            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ6908 | 2033-02-01      | 6.0000%  | 0.0000% | $2229.94           | $2285.08           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ6932 | 2033-03-01      | 6.0000%  | 0.0000% | $24.46             | $25.06             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ6958 | 2033-03-01      | 5.5000%  | 0.0000% | $356.13            | $363.95            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ7004 | 2033-04-01      | 5.5000%  | 0.0000% | $112.54            | $115.27            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ6974 | 2033-04-01      | 5.5000%  | 0.0000% | $561.89            | $573.80            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTZJ9156 | 2027-02-01      | 6.5000%  | 0.0000% | $4349.59           | $4387.50           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTZJ9145 | 2026-11-01      | 6.5000%  | 0.0000% | $4468.41           | $4496.97           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZJ9298 | 2028-08-01      | 6.0000%  | 0.0000% | $91.55             | $93.81             | Agency Mortgage-Backed Securities |
| FEPC 05.500 4LZJ9580 | 2037-06-01      | 5.5000%  | 0.0000% | $308.60            | $308.18            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK3510 | 2026-09-01      | 3.5000%  | 0.0000% | $193.67            | $193.56            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK3248 | 2026-05-25      | 3.5000%  | 0.0000% | $111.43            | $111.43            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK3257 | 2026-05-25      | 3.5000%  | 0.0000% | $60.98             | $60.98             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3339 | 2026-06-01      | 4.0000%  | 0.0000% | $15.07             | $15.08             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3340 | 2026-06-01      | 4.0000%  | 0.0000% | $16.36             | $16.37             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK4458 | 2027-09-01      | 3.0000%  | 0.0000% | $660.22            | $656.36            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK3704 | 2026-11-01      | 3.0000%  | 0.0000% | $106.08            | $105.86            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK3747 | 2026-12-01      | 3.0000%  | 0.0000% | $1191.27           | $1187.71           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK3774 | 2026-12-01      | 3.0000%  | 0.0000% | $3479.23           | $3470.38           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3779 | 2026-12-01      | 4.0000%  | 0.0000% | $350.12            | $350.18            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK3841 | 2027-01-01      | 3.5000%  | 0.0000% | $79.19             | $78.98             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK3848 | 2027-01-01      | 3.0000%  | 0.0000% | $616.93            | $615.10            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK3882 | 2027-02-01      | 3.5000%  | 0.0000% | $229.64            | $229.32            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK3865 | 2027-01-01      | 3.0000%  | 0.0000% | $3290.44           | $3279.00           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK4162 | 2027-05-01      | 3.0000%  | 0.0000% | $1455.87           | $1449.11           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK5376 | 2028-05-01      | 2.5000%  | 0.0000% | $935.83            | $922.47            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK4682 | 2027-11-01      | 3.0000%  | 0.0000% | $4761.79           | $4714.25           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK5022 | 2028-02-01      | 3.0000%  | 0.0000% | $144.50            | $143.02            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3044 | 2054-09-01      | 5.5000%  | 0.0000% | $4342.36           | $4382.29           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  | 0.0000% | $728.47            | $694.78            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA3586 | 2050-09-01      | 4.0000%  | 0.0000% | $484.65            | $460.44            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $766.42            | $672.26            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6945 | 2052-03-01      | 3.5000%  | 0.0000% | $2992.23           | $2732.77           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7399 | 2052-05-01      | 4.0000%  | 0.0000% | $1303.60           | $1236.63           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $781.03            | $756.72            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $19213.39          | $18118.79          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $2128.10           | $2058.09           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL254793 | 2033-07-01      | 5.0000%  | 0.0000% | $532.82            | $538.57            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3040 | 2052-03-01      | 2.0000%  | 0.0000% | $1694.47           | $1359.82           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3169 | 2052-03-01      | 3.0000%  | 0.0000% | $766.40            | $673.05            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3851 | 2052-06-01      | 4.0000%  | 0.0000% | $2859.25           | $2715.84           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $735.58            | $694.88            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $781.05            | $712.39            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4130 | 2052-07-01      | 4.5000%  | 0.0000% | $4678.62           | $4536.64           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4316 | 2052-07-01      | 3.5000%  | 0.0000% | $4926.50           | $4496.25           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $3154.94           | $3058.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | 0.0000% | $2877.24           | $2795.33           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $1497.29           | $1412.45           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $11170.94          | $10526.94          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $794.83            | $748.89            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $2702.37           | $2543.77           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $3965.33           | $3921.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5998 | 2056-03-01      | 5.5000%  | 0.0000% | $2957.49           | $2985.23           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA6053 | 2056-04-01      | 5.0000%  | 0.0000% | $3925345.00        | $3882314.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA6054 | 2056-04-01      | 5.5000%  | 0.0000% | $459120.00         | $464037.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA6055 | 2056-04-01      | 6.0000%  | 0.0000% | $2098256.00        | $2156279.77        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAE0251 | 2039-01-01      | 6.3090%  | 0.0000% | $233.87            | $241.31            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE8317 | 2040-11-01      | 4.0000%  | 0.0000% | $824.96            | $795.94            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX0813 | 2054-12-01      | 4.0000%  | 0.0000% | $968.61            | $911.02            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1414 | 2054-12-01      | 5.5000%  | 0.0000% | $790.35            | $797.63            | Agency Mortgage-Backed Securities |
| GNII SF MB0817 M     | 2055-10-20      | 7.0000%  | 0.0000% | $175301.74         | $182587.09         | Agency Mortgage-Backed Securities |
| GNII SF MB0869 M     | 2055-12-20      | 4.0000%  | 0.0000% | $50827080.30       | $47537969.57       | Agency Mortgage-Backed Securities |
| GNII SF MB0029 M     | 2054-08-20      | 7.0000%  | 0.0000% | $391.09            | $408.07            | Agency Mortgage-Backed Securities |
| GNII SF MB0093 M     | 2054-09-20      | 6.0000%  | 0.0000% | $587.57            | $603.86            | Agency Mortgage-Backed Securities |
| GNII SF MB0087 M     | 2054-11-20      | 3.0000%  | 0.0000% | $938.24            | $837.90            | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $880678.22         | $877882.75         | Agency Mortgage-Backed Securities |
| GNII SF MB0483 M     | 2055-07-20      | 4.5000%  | 0.0000% | $47921467.82       | $46386782.82       | Agency Mortgage-Backed Securities |
| GNII SF MB0746 M     | 2055-11-20      | 5.5000%  | 0.0000% | $6492892.86        | $6571363.08        | Agency Mortgage-Backed Securities |
| GNII SF MB0998 M     | 2056-03-20      | 6.0000%  | 0.0000% | $3992.73           | $4104.57           | Agency Mortgage-Backed Securities |
| GNII SF DI1008 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1437.35           | $1488.24           | Agency Mortgage-Backed Securities |
| GNMI SF 701354 X     | 2039-02-15      | 5.0000%  | 0.0000% | $3143.33           | $3187.29           | Agency Mortgage-Backed Securities |
| GNMI SF 701730 X     | 2039-03-15      | 4.5000%  | 0.0000% | $1580.31           | $1562.30           | Agency Mortgage-Backed Securities |
| GNMI SF 701815 X     | 2039-04-15      | 4.5000%  | 0.0000% | $4936.63           | $4920.56           | Agency Mortgage-Backed Securities |
| GNMI SF 701850 X     | 2035-07-15      | 5.0000%  | 0.0000% | $874.31            | $875.39            | Agency Mortgage-Backed Securities |
| GNMI SF 701895 X     | 2039-05-15      | 4.5000%  | 0.0000% | $1881.71           | $1875.58           | Agency Mortgage-Backed Securities |
| GNMI SF 704109 X     | 2038-12-15      | 6.0000%  | 0.0000% | $107.34            | $112.77            | Agency Mortgage-Backed Securities |
| GNMI SF 704803 X     | 2039-12-15      | 4.5000%  | 0.0000% | $538.65            | $534.46            | Agency Mortgage-Backed Securities |
| GNMI SF 705447 X     | 2039-02-15      | 5.5000%  | 0.0000% | $1874.36           | $1936.14           | Agency Mortgage-Backed Securities |
| GNMI SF 706474 X     | 2039-01-15      | 6.0000%  | 0.0000% | $742.26            | $785.62            | Agency Mortgage-Backed Securities |
| GNMI SF 711409 X     | 2039-05-15      | 5.0000%  | 0.0000% | $922.84            | $946.88            | Agency Mortgage-Backed Securities |
| GNMI SF 712415 X     | 2039-05-15      | 5.0000%  | 0.0000% | $2931.06           | $2980.88           | Agency Mortgage-Backed Securities |
| GNMI SF 712462 X     | 2039-06-15      | 4.5000%  | 0.0000% | $266.52            | $263.48            | Agency Mortgage-Backed Securities |
| GNMI SF 713876 X     | 2039-08-15      | 4.0000%  | 0.0000% | $854.69            | $823.01            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK6181 | 2028-11-01      | 3.0000%  | 0.0000% | $710.99            | $702.37            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK7381 | 2030-05-01      | 3.0000%  | 0.0000% | $2660.00           | $2612.32           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK7462 | 2027-03-01      | 3.5000%  | 0.0000% | $49.25             | $49.15             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK7527 | 2030-07-01      | 3.5000%  | 0.0000% | $599.18            | $592.27            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK7625 | 2030-07-01      | 2.5000%  | 0.0000% | $4709.93           | $4562.68           | Agency Mortgage-Backed Securities |
| FEPC 06.000 3BZL0572 | 2034-12-01      | 6.0000%  | 0.0000% | $2671.61           | $2720.41           | Agency Mortgage-Backed Securities |
| FEPC 07.000 3LZL0670 | 2030-08-01      | 7.0000%  | 0.0000% | $1259.40           | $1304.76           | Agency Mortgage-Backed Securities |
| FEPC 05.000 3LZL0688 | 2033-07-01      | 5.0000%  | 0.0000% | $4243.01           | $4258.70           | Agency Mortgage-Backed Securities |
| FEPC 04.500 3LZL0733 | 2036-01-01      | 4.5000%  | 0.0000% | $4976.44           | $4918.41           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1701 | 2041-07-01      | 4.5000%  | 0.0000% | $44.17             | $43.91             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1795 | 2041-08-01      | 4.5000%  | 0.0000% | $212.40            | $210.97            | Agency Mortgage-Backed Securities |
| FEPC 04.500 4PZL0906 | 2034-08-01      | 4.5000%  | 0.0000% | $4087.20           | $4064.88           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL1185 | 2041-04-01      | 4.0000%  | 0.0000% | $1432.58           | $1382.49           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1302 | 2041-05-01      | 4.5000%  | 0.0000% | $1594.64           | $1580.64           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZL1351 | 2041-05-01      | 5.0000%  | 0.0000% | $2992.56           | $3035.39           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1941 | 2041-09-01      | 4.5000%  | 0.0000% | $1841.54           | $1830.66           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2362 | 2041-12-01      | 4.0000%  | 0.0000% | $2916.90           | $2803.75           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2410 | 2041-11-01      | 4.0000%  | 0.0000% | $988.25            | $953.47            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2956 | 2042-04-01      | 3.5000%  | 0.0000% | $4723.57           | $4458.63           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3119 | 2042-05-01      | 3.5000%  | 0.0000% | $2480.48           | $2335.18           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL3152 | 2042-05-01      | 3.0000%  | 0.0000% | $4914.04           | $4499.54           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3238 | 2042-06-01      | 3.5000%  | 0.0000% | $935.33            | $881.71            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL3855 | 2042-10-01      | 3.0000%  | 0.0000% | $5361.90           | $4909.59           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL6483 | 2043-07-01      | 3.5000%  | 0.0000% | $4114.79           | $3874.89           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL6674 | 2043-07-01      | 3.5000%  | 0.0000% | $3419.80           | $3213.82           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL6960 | 2043-08-01      | 3.0000%  | 0.0000% | $4244.42           | $3861.06           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL9104 | 2045-02-01      | 4.0000%  | 0.0000% | $3852.27           | $3695.30           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL9234 | 2045-03-01      | 4.0000%  | 0.0000% | $3519.66           | $3378.28           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  | 0.0000% | $1063.64           | $991.72            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM1327 | 2046-07-01      | 4.5000%  | 0.0000% | $959.07            | $931.11            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM3749 | 2047-07-01      | 3.5000%  | 0.0000% | $120.24            | $111.70            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6217 | 2048-04-01      | 4.0000%  | 0.0000% | $338.91            | $323.20            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7370 | 2048-07-01      | 4.0000%  | 0.0000% | $258.48            | $246.65            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8576 | 2048-10-01      | 4.0000%  | 0.0000% | $1278.93           | $1220.80           | Agency Mortgage-Backed Securities |
| FEPC 03.000 3UZM9886 | 2027-03-01      | 3.0000%  | 0.0000% | $3331.84           | $3315.44           | Agency Mortgage-Backed Securities |
| FEPC 05.410 6GZM9139 | 2037-08-01      | 5.4100%  | 0.0000% | $3797.93           | $3807.52           | Agency Mortgage-Backed Securities |
| FEPC 05.440 6IZM9667 | 2038-02-01      | 5.4400%  | 0.0000% | $279.48            | $287.32            | Agency Mortgage-Backed Securities |
| FEPC 03.000 3XZN0197 | 2027-05-01      | 3.0000%  | 0.0000% | $2359.78           | $2347.02           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $3527.45           | $3365.44           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | 0.0000% | $35.24             | $34.39             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1448 | 2048-11-01      | 4.0000%  | 0.0000% | $967.56            | $923.55            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  | 0.0000% | $74.25             | $72.81             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0773 | 2031-09-01      | 7.0000%  | 0.0000% | $30.12             | $31.93             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0777 | 2031-10-01      | 6.5000%  | 0.0000% | $141.93            | $147.90            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0778 | 2031-09-01      | 6.0000%  | 0.0000% | $351.16            | $364.63            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0784 | 2031-11-01      | 6.0000%  | 0.0000% | $41.76             | $42.89             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0787 | 2031-12-01      | 6.5000%  | 0.0000% | $727.20            | $757.76            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0831 | 2032-05-01      | 7.0000%  | 0.0000% | $351.03            | $372.23            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0851 | 2032-09-01      | 6.0000%  | 0.0000% | $25.02             | $25.75             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA0858 | 2032-10-01      | 5.5000%  | 0.0000% | $198.27            | $204.87            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0889 | 2033-04-01      | 6.0000%  | 0.0000% | $15.76             | $16.26             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA0896 | 2033-06-01      | 5.5000%  | 0.0000% | $2096.02           | $2141.62           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA0900 | 2033-07-01      | 5.5000%  | 0.0000% | $923.89            | $943.99            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0472 | 2027-06-01      | 7.5000%  | 0.0000% | $3.25              | $3.29              | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0512 | 2028-01-01      | 6.5000%  | 0.0000% | $886.32            | $923.57            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0514 | 2027-12-01      | 6.0000%  | 0.0000% | $13.91             | $14.26             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0523 | 2028-01-01      | 6.0000%  | 0.0000% | $12.11             | $12.41             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0528 | 2028-02-01      | 6.0000%  | 0.0000% | $10.09             | $10.34             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0530 | 2028-04-01      | 6.0000%  | 0.0000% | $18.46             | $18.92             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0550 | 2028-09-01      | 6.5000%  | 0.0000% | $467.13            | $486.77            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA0602 | 2029-04-01      | 5.5000%  | 0.0000% | $117.10            | $118.16            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0604 | 2029-04-01      | 6.5000%  | 0.0000% | $316.10            | $329.39            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0607 | 2029-06-01      | 6.5000%  | 0.0000% | $4176.97           | $4352.53           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0583 | 2029-03-01      | 6.5000%  | 0.0000% | $2213.36           | $2306.39           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0598 | 2029-05-01      | 6.5000%  | 0.0000% | $948.84            | $988.72            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0619 | 2029-07-01      | 6.5000%  | 0.0000% | $4165.59           | $4340.67           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0620 | 2029-07-01      | 7.0000%  | 0.0000% | $2423.26           | $2569.56           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0625 | 2029-08-01      | 7.0000%  | 0.0000% | $14.35             | $15.22             | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0626 | 2029-07-01      | 7.5000%  | 0.0000% | $28.81             | $29.62             | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0632 | 2029-09-01      | 7.5000%  | 0.0000% | $21.62             | $22.18             | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLZA0648 | 2029-12-01      | 8.0000%  | 0.0000% | $1702.22           | $1756.62           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0658 | 2030-03-01      | 7.0000%  | 0.0000% | $375.60            | $398.28            | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLZA0674 | 2030-04-01      | 8.0000%  | 0.0000% | $1239.59           | $1293.65           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0682 | 2030-06-01      | 7.5000%  | 0.0000% | $96.01             | $97.90             | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLZA0688 | 2030-07-01      | 8.0000%  | 0.0000% | $772.70            | $813.07            | Agency Mortgage-Backed Securities |
| FEPC 08.500 CLZA0689 | 2030-07-01      | 8.5000%  | 0.0000% | $40.34             | $42.38             | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLZA0692 | 2030-08-01      | 8.0000%  | 0.0000% | $252.12            | $262.96            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0710 | 2030-11-01      | 7.5000%  | 0.0000% | $26.02             | $27.00             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0715 | 2030-11-01      | 7.0000%  | 0.0000% | $3.24              | $3.44              | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0765 | 2031-08-01      | 6.5000%  | 0.0000% | $2.94              | $3.06              | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0766 | 2031-08-01      | 7.0000%  | 0.0000% | $25.68             | $27.23             | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0768 | 2031-07-01      | 7.5000%  | 0.0000% | $43.13             | $44.26             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0738 | 2031-01-01      | 6.0000%  | 0.0000% | $21.06             | $21.58             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0748 | 2031-04-01      | 6.0000%  | 0.0000% | $50.56             | $51.94             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZA0920 | 2033-10-01      | 5.0000%  | 0.0000% | $78.44             | $79.31             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0963 | 2034-05-01      | 6.5000%  | 0.0000% | $1542.83           | $1607.67           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA0936 | 2034-01-01      | 5.5000%  | 0.0000% | $660.71            | $675.78            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA0944 | 2034-03-01      | 5.5000%  | 0.0000% | $998.54            | $1021.82           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA1004 | 2037-07-01      | 6.0000%  | 0.0000% | $71.68             | $75.47             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA1294 | 2041-11-01      | 4.0000%  | 0.0000% | $3606.49           | $3476.95           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA1383 | 2045-02-01      | 4.0000%  | 0.0000% | $439.71            | $421.82            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL490108 | 2029-03-01      | 6.5000%  | 0.0000% | $712.13            | $742.06            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL503549 | 2029-06-01      | 6.5000%  | 0.0000% | $2356.39           | $2455.43           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL535704 | 2030-12-01      | 5.5000%  | 0.0000% | $45.73             | $46.22             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545762 | 2032-07-01      | 6.5000%  | 0.0000% | $3008.25           | $3134.67           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL580530 | 2031-05-01      | 6.5000%  | 0.0000% | $59.27             | $61.76             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL589210 | 2031-07-01      | 6.5000%  | 0.0000% | $1327.42           | $1383.21           | Agency Mortgage-Backed Securities |
| FNMS 06.500 K2596709 | 2032-05-01      | 6.5000%  | 0.0000% | $1711.12           | $1755.31           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL606358 | 2031-10-01      | 6.5000%  | 0.0000% | $275.92            | $287.51            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL622321 | 2032-02-01      | 6.5000%  | 0.0000% | $2132.18           | $2221.78           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL624329 | 2032-02-01      | 6.5000%  | 0.0000% | $1191.76           | $1241.84           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL3803 | 2028-06-01      | 3.0000%  | 0.0000% | $57.63             | $57.37             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  | 0.0000% | $214.36            | $205.74            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6745 | 2044-08-01      | 4.0000%  | 0.0000% | $468.12            | $451.05            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $4.83              | $4.83              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7206 | 2045-08-01      | 4.0000%  | 0.0000% | $183.77            | $176.29            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAP8328 | 2043-11-01      | 3.0000%  | 0.0000% | $1145.93           | $1045.68           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $836.69            | $873.70            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9210 | 2054-09-01      | 5.5000%  | 0.0000% | $3284.91           | $3317.97           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | 0.0000% | $2847.55           | $2831.25           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG0959 | 2056-03-01      | 4.2800%  | 0.0000% | $1000.00           | $992.55            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG0961 | 2056-03-01      | 4.5640%  | 0.0000% | $1955239.00        | $1950412.60        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG0969 | 2056-04-01      | 4.3460%  | 0.0000% | $1031455.00        | $1025576.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2389 | 2056-04-01      | 5.0000%  | 0.0000% | $4041053.00        | $4017775.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG2390 | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.02           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG3363 | 2056-02-01      | 5.1250%  | 0.0000% | $132190.00         | $133640.98         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG6614 | 2056-05-01      | 4.4590%  | 0.0000% | $176963.00         | $176880.88         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL1734 | 2052-04-01      | 2.5000%  | 0.0000% | $1141.16           | $978.29            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL1035 | 2054-07-01      | 4.0000%  | 0.0000% | $955.43            | $898.62            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1625 | 2055-05-01      | 6.0000%  | 0.0000% | $850.77            | $880.85            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2837 | 2055-03-01      | 5.5000%  | 0.0000% | $973.64            | $1000.50           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3119 | 2055-09-01      | 6.0000%  | 0.0000% | $1005.85           | $1031.46           | Agency Mortgage-Backed Securities |
| FMAR 8B0607 G        | 2056-05-01      | 4.3450%  | 0.0000% | $1173694.00        | $1166871.48        | Agency Mortgage-Backed Securities |
| FMAR 8B0599 G        | 2056-04-01      | 4.2970%  | 0.0000% | $1203.00           | $1190.56           | Agency Mortgage-Backed Securities |
| GNHA ML DR0437 H     | 2076-02-20      | 6.1840%  | 0.0000% | $258017.88         | $271229.77         | Agency Mortgage-Backed Securities |
| GNMI SF AT8398 X     | 2046-11-15      | 3.0000%  | 0.0000% | $2808.32           | $2519.30           | Agency Mortgage-Backed Securities |
| GNII SF AX3516 C     | 2046-12-20      | 3.5000%  | 0.0000% | $2515.57           | $2311.68           | Agency Mortgage-Backed Securities |
| GNII SF AI4167 C     | 2044-08-20      | 4.0000%  | 0.0000% | $5142.33           | $4894.99           | Agency Mortgage-Backed Securities |
| GNMI SF 595793 X     | 2035-07-15      | 5.5000%  | 0.0000% | $2933.09           | $3054.98           | Agency Mortgage-Backed Securities |
| GNMI SF 595821 X     | 2035-08-15      | 6.0000%  | 0.0000% | $316.40            | $332.11            | Agency Mortgage-Backed Securities |
| GNMI SF 595037 X     | 2032-10-15      | 6.0000%  | 0.0000% | $185.80            | $188.22            | Agency Mortgage-Backed Securities |
| GNMI SF 604141 X     | 2033-03-15      | 6.0000%  | 0.0000% | $3500.33           | $3586.17           | Agency Mortgage-Backed Securities |
| GNMI SF 604481 X     | 2033-07-15      | 6.0000%  | 0.0000% | $4783.68           | $4882.45           | Agency Mortgage-Backed Securities |
| GNMI SF 605720 X     | 2034-10-15      | 6.0000%  | 0.0000% | $1555.82           | $1591.27           | Agency Mortgage-Backed Securities |
| GNMI SF 605762 X     | 2034-11-15      | 6.0000%  | 0.0000% | $539.96            | $552.23            | Agency Mortgage-Backed Securities |
| GNMI SF 605775 X     | 2034-11-15      | 6.0000%  | 0.0000% | $641.80            | $660.24            | Agency Mortgage-Backed Securities |
| GNMI SF 605010 X     | 2034-03-15      | 5.5000%  | 0.0000% | $3600.65           | $3625.37           | Agency Mortgage-Backed Securities |
| GNMI SF 605524 X     | 2034-10-15      | 6.0000%  | 0.0000% | $4301.80           | $4457.09           | Agency Mortgage-Backed Securities |
| GNMI SF 605619 X     | 2034-07-15      | 6.0000%  | 0.0000% | $388.50            | $404.04            | Agency Mortgage-Backed Securities |
| GNMI SF 569684 X     | 2032-02-15      | 6.0000%  | 0.0000% | $4431.03           | $4651.43           | Agency Mortgage-Backed Securities |
| GNMI SF 569687 X     | 2032-02-15      | 7.5000%  | 0.0000% | $85.04             | $86.68             | Agency Mortgage-Backed Securities |
| GNMI SF 569691 X     | 2032-02-15      | 7.5000%  | 0.0000% | $1046.97           | $1084.89           | Agency Mortgage-Backed Securities |
| GNMI SF 569452 X     | 2031-12-15      | 6.0000%  | 0.0000% | $3445.77           | $3470.45           | Agency Mortgage-Backed Securities |
| GNMI SF 569568 X     | 2032-01-15      | 6.5000%  | 0.0000% | $163.98            | $169.16            | Agency Mortgage-Backed Securities |
| GNMI SF 569830 X     | 2032-06-15      | 6.5000%  | 0.0000% | $118.96            | $122.39            | Agency Mortgage-Backed Securities |
| GNMI SF 569840 X     | 2032-06-15      | 7.0000%  | 0.0000% | $874.52            | $904.41            | Agency Mortgage-Backed Securities |
| GNMI SF 570019 X     | 2032-07-15      | 6.5000%  | 0.0000% | $74.05             | $77.16             | Agency Mortgage-Backed Securities |
| GNMI SF 570264 X     | 2031-12-15      | 6.0000%  | 0.0000% | $709.58            | $733.37            | Agency Mortgage-Backed Securities |
| GNMI SF 570414 X     | 2031-10-15      | 6.0000%  | 0.0000% | $1886.02           | $1908.14           | Agency Mortgage-Backed Securities |
| GNMI SF 570442 X     | 2031-10-15      | 6.0000%  | 0.0000% | $147.85            | $150.23            | Agency Mortgage-Backed Securities |
| GNMI SF 570454 X     | 2031-11-15      | 7.0000%  | 0.0000% | $337.38            | $347.69            | Agency Mortgage-Backed Securities |
| GNMI SF 570456 X     | 2031-11-15      | 6.0000%  | 0.0000% | $1029.26           | $1042.31           | Agency Mortgage-Backed Securities |
| GNMI SF 574321 X     | 2031-12-15      | 6.0000%  | 0.0000% | $1007.50           | $1022.96           | Agency Mortgage-Backed Securities |
| GNMI SF 574385 X     | 2032-01-15      | 6.5000%  | 0.0000% | $129.82            | $133.98            | Agency Mortgage-Backed Securities |
| GNMI SF 574838 X     | 2031-11-15      | 6.0000%  | 0.0000% | $339.93            | $345.89            | Agency Mortgage-Backed Securities |
| GNMI SF 574829 X     | 2031-11-15      | 6.0000%  | 0.0000% | $1633.67           | $1673.06           | Agency Mortgage-Backed Securities |
| GNMI SF 574834 X     | 2031-11-15      | 6.0000%  | 0.0000% | $3952.56           | $4034.32           | Agency Mortgage-Backed Securities |
| GNMI SF 574873 X     | 2031-12-15      | 6.0000%  | 0.0000% | $3495.06           | $3665.55           | Agency Mortgage-Backed Securities |
| GNMI SF 576049 X     | 2031-12-15      | 7.0000%  | 0.0000% | $247.55            | $254.49            | Agency Mortgage-Backed Securities |
| GNMI SF 575423 X     | 2031-11-15      | 6.0000%  | 0.0000% | $2110.15           | $2179.34           | Agency Mortgage-Backed Securities |
| GNMI SF 577434 X     | 2032-02-15      | 6.5000%  | 0.0000% | $128.27            | $132.26            | Agency Mortgage-Backed Securities |
| GNMI SF 582955 X     | 2032-02-15      | 6.5000%  | 0.0000% | $1475.99           | $1522.69           | Agency Mortgage-Backed Securities |
| GNMI SF 583006 X     | 2034-06-15      | 5.5000%  | 0.0000% | $1628.79           | $1650.90           | Agency Mortgage-Backed Securities |
| GNMI SF 583038 X     | 2034-08-15      | 6.0000%  | 0.0000% | $351.82            | $356.76            | Agency Mortgage-Backed Securities |
| GNMI SF 587021 X     | 2032-04-15      | 6.5000%  | 0.0000% | $76.00             | $78.27             | Agency Mortgage-Backed Securities |
| GNMI SF 587077 X     | 2032-05-15      | 7.5000%  | 0.0000% | $277.12            | $283.88            | Agency Mortgage-Backed Securities |
| GNMI SF 587280 X     | 2032-09-15      | 6.5000%  | 0.0000% | $753.82            | $774.04            | Agency Mortgage-Backed Securities |
| GNMI SF 587814 X     | 2033-07-15      | 4.5000%  | 0.0000% | $1150.37           | $1147.58           | Agency Mortgage-Backed Securities |
| GNMI SF 588031 X     | 2032-08-15      | 6.5000%  | 0.0000% | $193.65            | $198.52            | Agency Mortgage-Backed Securities |
| GNMI SF 588179 X     | 2033-01-15      | 6.0000%  | 0.0000% | $467.81            | $477.13            | Agency Mortgage-Backed Securities |
| GNMI SF 589506 X     | 2032-10-15      | 6.0000%  | 0.0000% | $242.42            | $247.41            | Agency Mortgage-Backed Securities |
| GNMI SF 591063 X     | 2035-02-15      | 6.0000%  | 0.0000% | $3455.38           | $3527.84           | Agency Mortgage-Backed Securities |
| GNMI SF 591208 X     | 2035-04-15      | 6.0000%  | 0.0000% | $160.29            | $162.40            | Agency Mortgage-Backed Securities |
| GNMI SF 593189 X     | 2032-07-15      | 7.5000%  | 0.0000% | $645.35            | $658.84            | Agency Mortgage-Backed Securities |
| GNII SF 002577 M     | 2028-04-20      | 6.5000%  | 0.0000% | $2098.77           | $2206.83           | Agency Mortgage-Backed Securities |
| GNII SF 002578 M     | 2028-04-20      | 7.0000%  | 0.0000% | $188.67            | $195.04            | Agency Mortgage-Backed Securities |
| GNII SF 002580 M     | 2028-04-20      | 7.5000%  | 0.0000% | $130.70            | $132.98            | Agency Mortgage-Backed Securities |
| GNII SF 002590 M     | 2028-05-20      | 6.5000%  | 0.0000% | $83.95             | $88.27             | Agency Mortgage-Backed Securities |
| GNII SF 002591 M     | 2028-05-20      | 7.0000%  | 0.0000% | $615.07            | $635.82            | Agency Mortgage-Backed Securities |
| GNII SF 002592 M     | 2028-05-20      | 7.5000%  | 0.0000% | $773.60            | $789.95            | Agency Mortgage-Backed Securities |
| GNII SF 002602 M     | 2028-06-20      | 6.0000%  | 0.0000% | $20.55             | $21.04             | Agency Mortgage-Backed Securities |
| GNII SF 002604 M     | 2028-06-20      | 7.0000%  | 0.0000% | $62.23             | $64.33             | Agency Mortgage-Backed Securities |
| GNII SF 002605 M     | 2028-06-20      | 7.5000%  | 0.0000% | $334.31            | $338.49            | Agency Mortgage-Backed Securities |
| GNII SF 002616 M     | 2028-07-20      | 7.0000%  | 0.0000% | $670.44            | $693.05            | Agency Mortgage-Backed Securities |
| GNII SF 002631 M     | 2028-08-20      | 7.0000%  | 0.0000% | $1014.50           | $1048.72           | Agency Mortgage-Backed Securities |
| GNII SF 002632 M     | 2028-08-20      | 7.5000%  | 0.0000% | $96.98             | $98.92             | Agency Mortgage-Backed Securities |
| GNII SF 002634 M     | 2028-08-20      | 8.5000%  | 0.0000% | $1012.14           | $1026.17           | Agency Mortgage-Backed Securities |
| GNII SF 002645 M     | 2028-09-20      | 7.0000%  | 0.0000% | $580.09            | $599.65            | Agency Mortgage-Backed Securities |
| GNII SF 002646 M     | 2028-09-20      | 7.5000%  | 0.0000% | $152.06            | $155.41            | Agency Mortgage-Backed Securities |
| GNII SF 002657 M     | 2028-10-20      | 6.0000%  | 0.0000% | $107.47            | $110.35            | Agency Mortgage-Backed Securities |
| GNII SF 002660 M     | 2028-10-20      | 7.5000%  | 0.0000% | $142.31            | $144.25            | Agency Mortgage-Backed Securities |
| GNII SF 002671 M     | 2028-11-20      | 6.0000%  | 0.0000% | $43.34             | $44.39             | Agency Mortgage-Backed Securities |
| GNII SF 002673 M     | 2028-11-20      | 6.5000%  | 0.0000% | $1927.39           | $2026.63           | Agency Mortgage-Backed Securities |
| GNII SF 002675 M     | 2028-11-20      | 7.0000%  | 0.0000% | $349.23            | $361.01            | Agency Mortgage-Backed Securities |
| GNII SF 002690 M     | 2028-12-20      | 7.0000%  | 0.0000% | $1981.20           | $2048.02           | Agency Mortgage-Backed Securities |
| GNII SF 002691 M     | 2028-12-20      | 7.5000%  | 0.0000% | $191.79            | $195.10            | Agency Mortgage-Backed Securities |
| GNII SF 002247 M     | 2026-07-20      | 7.0000%  | 0.0000% | $1.06              | $1.07              | Agency Mortgage-Backed Securities |
| GNII SF 002248 M     | 2026-07-20      | 7.5000%  | 0.0000% | $23.36             | $23.48             | Agency Mortgage-Backed Securities |
| GNII SF 002217 M     | 2026-05-20      | 7.0000%  | 0.0000% | $1.70              | $1.70              | Agency Mortgage-Backed Securities |
| GNII SF 002218 M     | 2026-05-20      | 7.5000%  | 0.0000% | $0.55              | $0.55              | Agency Mortgage-Backed Securities |
| GNII SF 002219 M     | 2026-05-20      | 8.0000%  | 0.0000% | $1.86              | $1.87              | Agency Mortgage-Backed Securities |
| GNII SF 002231 M     | 2026-06-20      | 7.0000%  | 0.0000% | $0.46              | $0.46              | Agency Mortgage-Backed Securities |
| GNII SF 002233 M     | 2026-06-20      | 7.5000%  | 0.0000% | $4.00              | $4.01              | Agency Mortgage-Backed Securities |
| GNII SF 002234 M     | 2026-06-20      | 8.0000%  | 0.0000% | $2.68              | $2.70              | Agency Mortgage-Backed Securities |
| GNII SF 002250 M     | 2026-07-20      | 8.5000%  | 0.0000% | $3.74              | $3.76              | Agency Mortgage-Backed Securities |
| GNII SF 002266 M     | 2026-08-20      | 7.0000%  | 0.0000% | $10.75             | $11.11             | Agency Mortgage-Backed Securities |
| GNII SF 002268 M     | 2026-08-20      | 7.5000%  | 0.0000% | $2.28              | $2.29              | Agency Mortgage-Backed Securities |
| GNII SF 002270 M     | 2026-08-20      | 8.0000%  | 0.0000% | $12.72             | $12.80             | Agency Mortgage-Backed Securities |
| GNII SF 002305 M     | 2026-10-20      | 8.0000%  | 0.0000% | $10.03             | $10.11             | Agency Mortgage-Backed Securities |
| GNII SF 002306 M     | 2026-10-20      | 8.5000%  | 0.0000% | $3.46              | $3.50              | Agency Mortgage-Backed Securities |
| GNII SF 002283 M     | 2026-09-20      | 7.0000%  | 0.0000% | $9.13              | $9.15              | Agency Mortgage-Backed Securities |
| GNII SF 002284 M     | 2026-09-20      | 7.5000%  | 0.0000% | $13.11             | $13.19             | Agency Mortgage-Backed Securities |
| GNII SF 002285 M     | 2026-09-20      | 8.0000%  | 0.0000% | $3.67              | $3.70              | Agency Mortgage-Backed Securities |
| GNII SF 002301 M     | 2026-10-20      | 7.0000%  | 0.0000% | $56.25             | $58.15             | Agency Mortgage-Backed Securities |
| GNII SF 002303 M     | 2026-10-20      | 7.5000%  | 0.0000% | $8.23              | $8.28              | Agency Mortgage-Backed Securities |
| GNII SF 002340 M     | 2026-12-20      | 7.0000%  | 0.0000% | $5.07              | $5.24              | Agency Mortgage-Backed Securities |
| GNII SF 002344 M     | 2026-12-20      | 8.0000%  | 0.0000% | $0.26              | $0.26              | Agency Mortgage-Backed Securities |
| GNII SF 002322 M     | 2026-11-20      | 7.5000%  | 0.0000% | $16.40             | $16.52             | Agency Mortgage-Backed Securities |
| GNII SF 002324 M     | 2026-11-20      | 8.0000%  | 0.0000% | $12.85             | $12.95             | Agency Mortgage-Backed Securities |
| GNII SF 002376 M     | 2027-02-20      | 7.0000%  | 0.0000% | $31.22             | $32.27             | Agency Mortgage-Backed Securities |
| GNII SF 002356 M     | 2027-01-20      | 6.5000%  | 0.0000% | $1.36              | $1.36              | Agency Mortgage-Backed Securities |
| GNII SF 002359 M     | 2027-01-20      | 7.0000%  | 0.0000% | $99.00             | $102.34            | Agency Mortgage-Backed Securities |
| GNII SF 002378 M     | 2027-02-20      | 7.5000%  | 0.0000% | $43.59             | $43.97             | Agency Mortgage-Backed Securities |
| GNII SF 002379 M     | 2027-02-20      | 8.0000%  | 0.0000% | $482.17            | $487.62            | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLZA1588 | 2026-07-01      | 8.0000%  | 0.0000% | $1.09              | $1.09              | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLZA1596 | 2026-09-01      | 8.0000%  | 0.0000% | $52.59             | $52.97             | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLZA1610 | 2026-12-01      | 8.0000%  | 0.0000% | $171.51            | $173.29            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZA2667 | 2026-10-01      | 3.0000%  | 0.0000% | $4139.74           | $4129.36           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZA2685 | 2027-02-01      | 3.0000%  | 0.0000% | $296.71            | $295.53            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTZA1946 | 2026-07-01      | 6.5000%  | 0.0000% | $905.91            | $909.94            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA1952 | 2026-06-01      | 5.0000%  | 0.0000% | $48.95             | $49.01             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA1990 | 2027-02-01      | 5.0000%  | 0.0000% | $2792.02           | $2800.10           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTZA1977 | 2027-01-01      | 6.5000%  | 0.0000% | $519.45            | $541.28            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZA2036 | 2027-12-01      | 6.0000%  | 0.0000% | $473.99            | $485.71            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZA2088 | 2028-08-01      | 6.0000%  | 0.0000% | $2502.11           | $2563.97           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2117 | 2029-04-01      | 4.5000%  | 0.0000% | $1607.14           | $1615.63           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2112 | 2029-03-01      | 4.5000%  | 0.0000% | $1512.13           | $1517.26           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2146 | 2029-12-01      | 4.5000%  | 0.0000% | $3672.38           | $3692.94           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2181 | 2030-10-01      | 4.0000%  | 0.0000% | $1950.42           | $1938.25           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2155 | 2030-03-01      | 4.5000%  | 0.0000% | $1228.82           | $1235.70           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA2210 | 2031-06-01      | 5.0000%  | 0.0000% | $1930.42           | $1955.82           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2238 | 2032-01-01      | 4.0000%  | 0.0000% | $2285.62           | $2266.54           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2323 | 2033-11-01      | 4.5000%  | 0.0000% | $2556.42           | $2564.57           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2349 | 2034-08-01      | 3.5000%  | 0.0000% | $4788.33           | $4659.41           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2403 | 2036-01-01      | 3.5000%  | 0.0000% | $4985.74           | $4827.74           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2409 | 2036-04-01      | 3.5000%  | 0.0000% | $2325.50           | $2250.27           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2465 | 2037-06-01      | 4.0000%  | 0.0000% | $4493.25           | $4401.06           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2453 | 2037-03-01      | 4.0000%  | 0.0000% | $3963.04           | $3891.69           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2457 | 2037-05-01      | 3.0000%  | 0.0000% | $533.62            | $504.42            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2498 | 2038-03-01      | 3.5000%  | 0.0000% | $4966.71           | $4766.70           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2505 | 2038-05-01      | 3.5000%  | 0.0000% | $4605.72           | $4417.97           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2515 | 2038-07-01      | 4.0000%  | 0.0000% | $1280.77           | $1251.52           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA2855 | 2027-09-01      | 2.5000%  | 0.0000% | $200.74            | $198.97            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA4419 | 2039-12-01      | 5.5000%  | 0.0000% | $728.20            | $741.85            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA4325 | 2043-10-01      | 4.5000%  | 0.0000% | $2908.44           | $2867.88           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA4555 | 2045-05-01      | 4.0000%  | 0.0000% | $1557.75           | $1493.23           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA4903 | 2047-04-01      | 4.5000%  | 0.0000% | $2068.96           | $2034.97           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $1421.74           | $1356.51           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0802 | 2033-11-01      | 7.0000%  | 0.0000% | $23.35             | $24.76             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0839 | 2032-12-01      | 6.5000%  | 0.0000% | $39.12             | $40.82             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS0846 | 2035-02-01      | 6.0000%  | 0.0000% | $456.97            | $475.18            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0889 | 2035-07-01      | 5.0000%  | 0.0000% | $1318.78           | $1334.13           | Agency Mortgage-Backed Securities |
| FEPC 08.500 CLZS0306 | 2027-05-01      | 8.5000%  | 0.0000% | $32.32             | $32.71             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0326 | 2027-09-01      | 7.0000%  | 0.0000% | $0.77              | $0.82              | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0343 | 2026-11-01      | 7.0000%  | 0.0000% | $32.33             | $34.28             | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLZS0403 | 2028-03-01      | 8.0000%  | 0.0000% | $16.09             | $16.29             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS0419 | 2028-07-01      | 6.0000%  | 0.0000% | $8.78              | $9.00              | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0420 | 2028-07-01      | 6.5000%  | 0.0000% | $22.30             | $23.24             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0433 | 2028-11-01      | 7.0000%  | 0.0000% | $20.82             | $22.08             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0461 | 2029-09-01      | 7.0000%  | 0.0000% | $16.71             | $17.72             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0510 | 2030-11-01      | 6.5000%  | 0.0000% | $5.81              | $6.05              | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0529 | 2031-02-01      | 7.0000%  | 0.0000% | $65.23             | $69.17             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0550 | 2031-03-01      | 7.0000%  | 0.0000% | $1510.04           | $1601.20           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0551 | 2031-04-01      | 7.0000%  | 0.0000% | $31.95             | $33.88             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0555 | 2031-04-01      | 7.0000%  | 0.0000% | $22.46             | $23.82             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0584 | 2031-09-01      | 7.0000%  | 0.0000% | $25.75             | $27.30             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0586 | 2031-09-01      | 7.0000%  | 0.0000% | $30.29             | $32.12             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0588 | 2031-10-01      | 7.0000%  | 0.0000% | $1.65              | $1.74              | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0666 | 2030-12-01      | 6.5000%  | 0.0000% | $126.89            | $132.23            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0656 | 2032-08-01      | 6.5000%  | 0.0000% | $345.88            | $360.91            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0683 | 2032-11-01      | 6.5000%  | 0.0000% | $4071.45           | $4242.57           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0719 | 2033-06-01      | 5.5000%  | 0.0000% | $535.87            | $548.71            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0726 | 2033-06-01      | 5.5000%  | 0.0000% | $715.02            | $721.52            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0763 | 2033-11-01      | 7.0000%  | 0.0000% | $50.25             | $53.29             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0754 | 2033-11-01      | 6.5000%  | 0.0000% | $4598.91           | $4792.21           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS0758 | 2033-10-01      | 6.0000%  | 0.0000% | $30.02             | $30.94             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1687 | 2037-11-01      | 5.5000%  | 0.0000% | $288.72            | $298.82            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1725 | 2037-11-01      | 6.0000%  | 0.0000% | $3084.35           | $3246.65           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS1782 | 2037-11-01      | 6.5000%  | 0.0000% | $751.06            | $801.90            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0944 | 2035-10-01      | 5.5000%  | 0.0000% | $2011.62           | $2081.92           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1002 | 2036-02-01      | 5.5000%  | 0.0000% | $2348.14           | $2430.20           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1055 | 2036-03-01      | 6.0000%  | 0.0000% | $1281.44           | $1348.79           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1149 | 2036-09-01      | 5.5000%  | 0.0000% | $1496.42           | $1548.72           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1192 | 2036-11-01      | 6.0000%  | 0.0000% | $792.30            | $833.95            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1330 | 2037-02-01      | 5.5000%  | 0.0000% | $921.57            | $951.41            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1393 | 2037-05-01      | 6.0000%  | 0.0000% | $759.84            | $799.79            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1597 | 2037-08-01      | 6.0000%  | 0.0000% | $2665.35           | $2780.45           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1666 | 2037-09-01      | 5.5000%  | 0.0000% | $54.06             | $55.74             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2586 | 2038-12-01      | 5.5000%  | 0.0000% | $49.30             | $50.82             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1825 | 2038-01-01      | 6.0000%  | 0.0000% | $1120.42           | $1179.35           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1824 | 2037-12-01      | 6.0000%  | 0.0000% | $4143.51           | $4361.50           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1856 | 2038-01-01      | 6.0000%  | 0.0000% | $1621.39           | $1706.70           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1865 | 2038-01-01      | 6.0000%  | 0.0000% | $151.28            | $158.86            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1874 | 2038-02-01      | 6.0000%  | 0.0000% | $53.78             | $56.61             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS1918 | 2038-02-01      | 6.5000%  | 0.0000% | $3549.14           | $3698.31           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1992 | 2038-03-01      | 6.0000%  | 0.0000% | $235.83            | $248.05            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2120 | 2038-04-01      | 5.5000%  | 0.0000% | $890.21            | $918.83            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2254 | 2038-08-01      | 5.5000%  | 0.0000% | $1449.85           | $1494.90           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2378 | 2036-01-01      | 5.5000%  | 0.0000% | $379.61            | $392.87            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2435 | 2038-11-01      | 6.0000%  | 0.0000% | $2811.36           | $2959.24           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2437 | 2038-11-01      | 6.0000%  | 0.0000% | $3782.80           | $3981.90           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2417 | 2038-10-01      | 6.0000%  | 0.0000% | $1543.94           | $1625.54           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2540 | 2039-01-01      | 5.5000%  | 0.0000% | $1588.09           | $1641.96           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2728 | 2039-07-01      | 4.5000%  | 0.0000% | $2370.72           | $2356.72           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2715 | 2039-02-01      | 5.0000%  | 0.0000% | $3471.49           | $3525.38           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2792 | 2038-04-01      | 6.0000%  | 0.0000% | $4673.16           | $4913.61           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2782 | 2039-10-01      | 4.5000%  | 0.0000% | $1365.90           | $1357.84           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2788 | 2039-10-01      | 4.5000%  | 0.0000% | $1963.67           | $1952.08           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2828 | 2039-08-01      | 5.0000%  | 0.0000% | $960.70            | $975.62            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS3225 | 2037-11-01      | 6.0000%  | 0.0000% | $104.60            | $110.10            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3288 | 2039-09-01      | 6.5000%  | 0.0000% | $380.35            | $398.60            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3345 | 2039-02-01      | 6.5000%  | 0.0000% | $1602.60           | $1679.52           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3379 | 2041-08-01      | 4.5000%  | 0.0000% | $1521.58           | $1512.59           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4381 | 2039-06-01      | 4.5000%  | 0.0000% | $40.12             | $39.88             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4386 | 2039-07-01      | 4.5000%  | 0.0000% | $1482.33           | $1473.57           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4398 | 2039-10-01      | 4.5000%  | 0.0000% | $4953.94           | $4924.68           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4445 | 2041-05-01      | 4.5000%  | 0.0000% | $654.45            | $650.59            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4476 | 2042-03-01      | 4.0000%  | 0.0000% | $2286.47           | $2205.99           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3665 | 2041-10-01      | 4.5000%  | 0.0000% | $211.55            | $210.30            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4010 | 2041-06-01      | 5.0000%  | 0.0000% | $2532.68           | $2572.01           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4101 | 2041-11-01      | 5.0000%  | 0.0000% | $4360.10           | $4433.17           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3907 | 2044-11-01      | 4.0000%  | 0.0000% | $66.35             | $63.67             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $1185.25           | $1137.26           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5942 | 2045-10-01      | 4.0000%  | 0.0000% | $573.34            | $549.36            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAU7552 | 2028-10-01      | 3.5000%  | 0.0000% | $25.85             | $25.61             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  | 0.0000% | $51.63             | $51.30             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW3619 | 2044-06-01      | 4.0000%  | 0.0000% | $66.20             | $63.75             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX3008 | 2044-10-01      | 4.0000%  | 0.0000% | $256.00            | $245.68            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX3195 | 2044-09-01      | 4.0000%  | 0.0000% | $49.06             | $47.08             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAX5294 | 2027-01-01      | 4.0000%  | 0.0000% | $6.04              | $6.04              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY8351 | 2045-05-01      | 4.0000%  | 0.0000% | $27.63             | $26.37             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ6973 | 2045-11-01      | 4.0000%  | 0.0000% | $76.31             | $72.48             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7990 | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7995 | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.50            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7928 | 2056-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1025.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG8897 | 2056-04-01      | 4.5000%  | 0.0000% | $2800838.00        | $2708270.30        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG8465 | 2056-05-01      | 4.3940%  | 0.0000% | $2033510.00        | $2024458.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9780 | 2056-05-01      | 5.5000%  | 0.0000% | $1702751.00        | $1730637.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9285 | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.12           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9373 | 2056-05-01      | 5.0000%  | 0.0000% | $1008.00           | $1000.74           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG9419 | 2056-04-01      | 6.5000%  | 0.0000% | $1240.00           | $1292.64           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG9544 | 2056-05-01      | 4.3000%  | 0.0000% | $8992808.00        | $8953004.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG9917 | 2041-05-01      | 6.0000%  | 0.0000% | $1020.00           | $1060.38           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9932 | 2056-05-01      | 6.0000%  | 0.0000% | $4534112.00        | $4657246.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0442 | 2054-11-01      | 3.5000%  | 0.0000% | $920.04            | $839.47            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  | 0.0000% | $1856.42           | $1631.83           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1864 | 2037-06-01      | 2.5000%  | 0.0000% | $855.29            | $808.79            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA2878 | 2052-04-01      | 2.0000%  | 0.0000% | $1921.42           | $1541.80           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3077 | 2054-03-01      | 4.0000%  | 0.0000% | $5841.82           | $5510.17           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA4646 | 2041-02-01      | 5.0000%  | 0.0000% | $1865.94           | $1901.05           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2408 | 2054-09-01      | 5.5000%  | 0.0000% | $878.56            | $891.22            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2422 | 2054-09-01      | 5.5000%  | 0.0000% | $2549.92           | $2578.58           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2527 | 2054-07-01      | 5.5000%  | 0.0000% | $958.41            | $967.81            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3046 | 2054-12-01      | 6.0000%  | 0.0000% | $868.09            | $909.34            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3985 | 2055-04-01      | 5.5000%  | 0.0000% | $1329.76           | $1350.28           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ4528 | 2055-04-01      | 7.0000%  | 0.0000% | $942.80            | $999.87            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ4666 | 2055-08-01      | 4.5000%  | 0.0000% | $979.43            | $947.20            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ4736 | 2055-07-01      | 7.0000%  | 0.0000% | $981.76            | $1041.23           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0016 | 2055-06-01      | 7.0000%  | 0.0000% | $2530.74           | $2683.97           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRQ0017 | 2055-06-01      | 3.5000%  | 0.0000% | $2918.93           | $2663.14           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0037 | 2055-08-01      | 4.0000%  | 0.0000% | $3888.09           | $3656.90           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLRQ0044 | 2055-08-01      | 7.5000%  | 0.0000% | $1735.31           | $1856.99           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0053 | 2055-10-01      | 4.0000%  | 0.0000% | $981.14            | $922.80            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0055 | 2055-10-01      | 5.0000%  | 0.0000% | $2094.19           | $2071.88           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0095 | 2056-02-01      | 5.5000%  | 0.0000% | $1942.23           | $1960.10           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0067 | 2055-11-01      | 7.0000%  | 0.0000% | $3419.99           | $3629.25           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0082 | 2056-01-01      | 4.0000%  | 0.0000% | $984.61            | $926.05            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $958.18            | $967.26            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0084 | 2041-04-01      | 5.0000%  | 0.0000% | $1002.00           | $1012.12           | Agency Mortgage-Backed Securities |
| GNII SF 002394 M     | 2027-03-20      | 7.0000%  | 0.0000% | $60.92             | $62.98             | Agency Mortgage-Backed Securities |
| GNII SF 002396 M     | 2027-03-20      | 7.5000%  | 0.0000% | $65.83             | $66.49             | Agency Mortgage-Backed Securities |
| GNII SF 002397 M     | 2027-03-20      | 8.0000%  | 0.0000% | $274.70            | $277.80            | Agency Mortgage-Backed Securities |
| GNII SF 002433 M     | 2027-05-20      | 8.0000%  | 0.0000% | $210.39            | $213.06            | Agency Mortgage-Backed Securities |
| GNII SF 002409 M     | 2027-04-20      | 6.5000%  | 0.0000% | $33.31             | $35.02             | Agency Mortgage-Backed Securities |
| GNII SF 002412 M     | 2027-04-20      | 7.0000%  | 0.0000% | $321.99            | $332.85            | Agency Mortgage-Backed Securities |
| GNII SF 002413 M     | 2027-04-20      | 7.5000%  | 0.0000% | $18.18             | $18.38             | Agency Mortgage-Backed Securities |
| GNII SF 002414 M     | 2027-04-20      | 8.0000%  | 0.0000% | $170.44            | $172.49            | Agency Mortgage-Backed Securities |
| GNII SF 002430 M     | 2027-05-20      | 7.0000%  | 0.0000% | $118.69            | $122.70            | Agency Mortgage-Backed Securities |
| GNII SF 002432 M     | 2027-05-20      | 7.5000%  | 0.0000% | $72.07             | $72.86             | Agency Mortgage-Backed Securities |
| GNII SF 002471 M     | 2027-08-20      | 7.0000%  | 0.0000% | $1391.16           | $1438.08           | Agency Mortgage-Backed Securities |
| GNII SF 002443 M     | 2027-06-20      | 7.0000%  | 0.0000% | $105.95            | $109.53            | Agency Mortgage-Backed Securities |
| GNII SF 002444 M     | 2027-06-20      | 7.5000%  | 0.0000% | $229.03            | $231.51            | Agency Mortgage-Backed Securities |
| GNII SF 002445 M     | 2027-06-20      | 8.0000%  | 0.0000% | $167.78            | $170.26            | Agency Mortgage-Backed Securities |
| GNII SF 002446 M     | 2027-06-20      | 8.5000%  | 0.0000% | $15.48             | $15.67             | Agency Mortgage-Backed Securities |
| GNII SF 002457 M     | 2027-07-20      | 7.5000%  | 0.0000% | $107.09            | $108.57            | Agency Mortgage-Backed Securities |
| GNII SF 002459 M     | 2027-07-20      | 8.0000%  | 0.0000% | $1227.16           | $1244.18           | Agency Mortgage-Backed Securities |
| GNII SF 002473 M     | 2027-08-20      | 7.5000%  | 0.0000% | $4.84              | $4.91              | Agency Mortgage-Backed Securities |
| GNII SF 002474 M     | 2027-08-20      | 8.0000%  | 0.0000% | $211.84            | $215.80            | Agency Mortgage-Backed Securities |
| GNII SF 002482 M     | 2027-09-20      | 6.5000%  | 0.0000% | $313.61            | $329.76            | Agency Mortgage-Backed Securities |
| GNII SF 002486 M     | 2027-09-20      | 8.0000%  | 0.0000% | $62.45             | $63.36             | Agency Mortgage-Backed Securities |
| GNII SF 002534 M     | 2028-01-20      | 6.5000%  | 0.0000% | $84.11             | $88.44             | Agency Mortgage-Backed Securities |
| GNII SF 002535 M     | 2028-01-20      | 7.0000%  | 0.0000% | $1672.15           | $1728.55           | Agency Mortgage-Backed Securities |
| GNII SF 002536 M     | 2028-01-20      | 7.5000%  | 0.0000% | $594.36            | $603.97            | Agency Mortgage-Backed Securities |
| GNII SF 002508 M     | 2027-11-20      | 6.5000%  | 0.0000% | $54.64             | $57.45             | Agency Mortgage-Backed Securities |
| GNII SF 002510 M     | 2027-11-20      | 7.0000%  | 0.0000% | $313.98            | $324.57            | Agency Mortgage-Backed Securities |
| GNII SF 002511 M     | 2027-11-20      | 7.5000%  | 0.0000% | $301.40            | $306.32            | Agency Mortgage-Backed Securities |
| GNII SF 002512 M     | 2027-11-20      | 8.0000%  | 0.0000% | $193.14            | $196.21            | Agency Mortgage-Backed Securities |
| GNII SF 002521 M     | 2027-12-20      | 6.5000%  | 0.0000% | $6.78              | $7.13              | Agency Mortgage-Backed Securities |
| GNII SF 002522 M     | 2027-12-20      | 7.0000%  | 0.0000% | $29.71             | $30.72             | Agency Mortgage-Backed Securities |
| GNII SF 002524 M     | 2027-12-20      | 7.5000%  | 0.0000% | $523.66            | $531.97            | Agency Mortgage-Backed Securities |
| GNII SF 002525 M     | 2027-12-20      | 8.0000%  | 0.0000% | $1177.10           | $1195.06           | Agency Mortgage-Backed Securities |
| GNII SF 002564 M     | 2028-03-20      | 7.0000%  | 0.0000% | $163.22            | $168.73            | Agency Mortgage-Backed Securities |
| GNII SF 002565 M     | 2028-03-20      | 7.5000%  | 0.0000% | $14.57             | $14.79             | Agency Mortgage-Backed Securities |
| GNII SF 002566 M     | 2028-03-20      | 8.0000%  | 0.0000% | $7.65              | $7.69              | Agency Mortgage-Backed Securities |
| GNII SF 002538 M     | 2028-01-20      | 8.0000%  | 0.0000% | $131.71            | $134.19            | Agency Mortgage-Backed Securities |
| GNII SF 002547 M     | 2028-02-20      | 6.5000%  | 0.0000% | $546.51            | $574.66            | Agency Mortgage-Backed Securities |
| GNII SF 002548 M     | 2028-02-20      | 7.0000%  | 0.0000% | $145.58            | $150.49            | Agency Mortgage-Backed Securities |
| GNII SF 002549 M     | 2028-02-20      | 7.5000%  | 0.0000% | $121.00            | $122.51            | Agency Mortgage-Backed Securities |
| GNII SF 002550 M     | 2028-02-20      | 8.0000%  | 0.0000% | $1.56              | $1.58              | Agency Mortgage-Backed Securities |
| GNII SF 003470 M     | 2033-11-20      | 4.5000%  | 0.0000% | $1614.37           | $1604.98           | Agency Mortgage-Backed Securities |
| GNII SF 003471 M     | 2033-09-20      | 4.7500%  | 0.0000% | $801.77            | $785.20            | Agency Mortgage-Backed Securities |
| GNII SF 003474 M     | 2033-11-20      | 6.0000%  | 0.0000% | $194.21            | $201.02            | Agency Mortgage-Backed Securities |
| GNII SF 003476 M     | 2033-11-20      | 7.0000%  | 0.0000% | $207.66            | $214.66            | Agency Mortgage-Backed Securities |
| GNII SF 003501 M     | 2034-01-20      | 6.0000%  | 0.0000% | $720.36            | $751.54            | Agency Mortgage-Backed Securities |
| GNII SF 003512 M     | 2034-02-20      | 4.5000%  | 0.0000% | $3579.64           | $3596.38           | Agency Mortgage-Backed Securities |
| GNII SF 003514 M     | 2034-02-20      | 5.2500%  | 0.0000% | $3476.27           | $3485.40           | Agency Mortgage-Backed Securities |
| GNII SF 003520 M     | 2034-01-20      | 7.0000%  | 0.0000% | $410.49            | $424.34            | Agency Mortgage-Backed Securities |
| GNII SF 003528 M     | 2034-03-20      | 4.5000%  | 0.0000% | $521.50            | $517.46            | Agency Mortgage-Backed Securities |
| GNII SF 003544 M     | 2034-04-20      | 5.5000%  | 0.0000% | $1859.82           | $1921.67           | Agency Mortgage-Backed Securities |
| GNII SF 003546 M     | 2034-04-20      | 6.5000%  | 0.0000% | $1761.00           | $1851.67           | Agency Mortgage-Backed Securities |
| GNII SF 003555 M     | 2034-05-20      | 5.0000%  | 0.0000% | $410.67            | $414.19            | Agency Mortgage-Backed Securities |
| GNII SF 003567 M     | 2034-06-20      | 4.5000%  | 0.0000% | $1578.55           | $1568.37           | Agency Mortgage-Backed Securities |
| GNII SF 003572 M     | 2034-06-20      | 7.0000%  | 0.0000% | $778.93            | $805.20            | Agency Mortgage-Backed Securities |
| GNII SF 003583 M     | 2034-07-20      | 5.5000%  | 0.0000% | $3234.74           | $3342.35           | Agency Mortgage-Backed Securities |
| GNII SF 003596 M     | 2034-08-20      | 5.5000%  | 0.0000% | $770.68            | $798.96            | Agency Mortgage-Backed Securities |
| GNII SF 003599 M     | 2034-08-20      | 6.5000%  | 0.0000% | $3227.60           | $3438.96           | Agency Mortgage-Backed Securities |
| GNII SF 002727 M     | 2029-03-20      | 5.5000%  | 0.0000% | $97.77             | $98.96             | Agency Mortgage-Backed Securities |
| GNII SF 002728 M     | 2029-03-20      | 6.0000%  | 0.0000% | $888.64            | $914.44            | Agency Mortgage-Backed Securities |
| GNII SF 002730 M     | 2029-03-20      | 7.0000%  | 0.0000% | $51.90             | $53.65             | Agency Mortgage-Backed Securities |
| GNII SF 002702 M     | 2029-01-20      | 7.0000%  | 0.0000% | $165.83            | $171.43            | Agency Mortgage-Backed Securities |
| GNII SF 002704 M     | 2029-01-20      | 7.5000%  | 0.0000% | $194.74            | $198.60            | Agency Mortgage-Backed Securities |
| GNII SF 002713 M     | 2029-02-20      | 6.0000%  | 0.0000% | $47.50             | $48.71             | Agency Mortgage-Backed Securities |
| GNII SF 002714 M     | 2029-02-20      | 6.5000%  | 0.0000% | $3048.16           | $3205.12           | Agency Mortgage-Backed Securities |
| GNII SF 002716 M     | 2029-02-20      | 7.0000%  | 0.0000% | $145.06            | $149.95            | Agency Mortgage-Backed Securities |
| GNII SF 002741 M     | 2029-04-20      | 6.5000%  | 0.0000% | $3672.66           | $3861.77           | Agency Mortgage-Backed Securities |
| GNII SF 002742 M     | 2029-04-20      | 7.0000%  | 0.0000% | $270.60            | $279.73            | Agency Mortgage-Backed Securities |
| GNII SF 002743 M     | 2029-04-20      | 7.5000%  | 0.0000% | $24.75             | $25.17             | Agency Mortgage-Backed Securities |
| GNII SF 002744 M     | 2029-04-20      | 8.0000%  | 0.0000% | $219.00            | $222.65            | Agency Mortgage-Backed Securities |
| GNII SF 002754 M     | 2029-05-20      | 6.5000%  | 0.0000% | $50.45             | $53.04             | Agency Mortgage-Backed Securities |
| GNII SF 002755 M     | 2029-05-20      | 7.0000%  | 0.0000% | $1701.34           | $1758.72           | Agency Mortgage-Backed Securities |
| GNII SF 002796 M     | 2029-08-20      | 7.0000%  | 0.0000% | $3200.63           | $3308.59           | Agency Mortgage-Backed Securities |
| GNII SF 002767 M     | 2029-06-20      | 6.5000%  | 0.0000% | $546.44            | $574.58            | Agency Mortgage-Backed Securities |
| GNII SF 002769 M     | 2029-06-20      | 7.5000%  | 0.0000% | $19.07             | $19.43             | Agency Mortgage-Backed Securities |
| GNII SF 002781 M     | 2029-07-20      | 6.5000%  | 0.0000% | $2593.17           | $2726.70           | Agency Mortgage-Backed Securities |
| GNII SF 002783 M     | 2029-07-20      | 7.0000%  | 0.0000% | $1108.78           | $1146.18           | Agency Mortgage-Backed Securities |
| GNII SF 002785 M     | 2029-07-20      | 8.0000%  | 0.0000% | $286.83            | $292.31            | Agency Mortgage-Backed Securities |
| GNII SF 002823 M     | 2029-10-20      | 6.5000%  | 0.0000% | $2562.03           | $2693.95           | Agency Mortgage-Backed Securities |
| GNII SF 002824 M     | 2029-10-20      | 7.0000%  | 0.0000% | $1474.45           | $1524.18           | Agency Mortgage-Backed Securities |
| GNII SF 002826 M     | 2029-10-20      | 8.0000%  | 0.0000% | $47.93             | $49.69             | Agency Mortgage-Backed Securities |
| GNII SF 002798 M     | 2029-08-20      | 7.5000%  | 0.0000% | $505.50            | $520.06            | Agency Mortgage-Backed Securities |
| GNII SF 002799 M     | 2029-08-20      | 8.0000%  | 0.0000% | $55.30             | $56.29             | Agency Mortgage-Backed Securities |
| GNII SF 002808 M     | 2029-09-20      | 6.5000%  | 0.0000% | $149.62            | $157.32            | Agency Mortgage-Backed Securities |
| GNII SF 002809 M     | 2029-09-20      | 7.0000%  | 0.0000% | $175.78            | $181.71            | Agency Mortgage-Backed Securities |
| GNII SF 002810 M     | 2029-09-20      | 7.5000%  | 0.0000% | $709.34            | $726.30            | Agency Mortgage-Backed Securities |
| GNII SF 002811 M     | 2029-09-20      | 8.0000%  | 0.0000% | $76.57             | $79.12             | Agency Mortgage-Backed Securities |
| GNII SF 002853 M     | 2029-12-20      | 7.5000%  | 0.0000% | $812.93            | $834.89            | Agency Mortgage-Backed Securities |
| GNII SF 002854 M     | 2029-12-20      | 8.0000%  | 0.0000% | $98.62             | $102.02            | Agency Mortgage-Backed Securities |
| GNII SF 002855 M     | 2029-12-20      | 8.5000%  | 0.0000% | $0.97              | $0.98              | Agency Mortgage-Backed Securities |
| GNII SF 002838 M     | 2029-11-20      | 7.0000%  | 0.0000% | $1714.75           | $1772.59           | Agency Mortgage-Backed Securities |
| GNII SF 002839 M     | 2029-11-20      | 7.5000%  | 0.0000% | $61.04             | $63.83             | Agency Mortgage-Backed Securities |
| GNII SF 002840 M     | 2029-11-20      | 8.0000%  | 0.0000% | $25.18             | $26.11             | Agency Mortgage-Backed Securities |
| GNII SF 002852 M     | 2029-12-20      | 7.0000%  | 0.0000% | $33.52             | $34.66             | Agency Mortgage-Backed Securities |
| GNII SF 002885 M     | 2030-02-20      | 8.5000%  | 0.0000% | $29.90             | $30.77             | Agency Mortgage-Backed Securities |
| GNII SF 002864 M     | 2030-01-20      | 6.0000%  | 0.0000% | $31.46             | $32.22             | Agency Mortgage-Backed Securities |
| GNII SF 002866 M     | 2030-01-20      | 7.0000%  | 0.0000% | $1055.92           | $1091.54           | Agency Mortgage-Backed Securities |
| GNII SF 002867 M     | 2030-01-20      | 7.5000%  | 0.0000% | $147.26            | $152.48            | Agency Mortgage-Backed Securities |
| GNII SF 002868 M     | 2030-01-20      | 8.0000%  | 0.0000% | $468.20            | $492.71            | Agency Mortgage-Backed Securities |
| GNII SF 002882 M     | 2030-02-20      | 7.0000%  | 0.0000% | $622.32            | $643.31            | Agency Mortgage-Backed Securities |
| GNII SF 002883 M     | 2030-02-20      | 7.5000%  | 0.0000% | $101.70            | $104.94            | Agency Mortgage-Backed Securities |
| GNII SF 002884 M     | 2030-02-20      | 8.0000%  | 0.0000% | $29.91             | $31.06             | Agency Mortgage-Backed Securities |
| GNII SF 002921 M     | 2030-05-20      | 7.5000%  | 0.0000% | $1006.02           | $1042.03           | Agency Mortgage-Backed Securities |
| GNII SF 002922 M     | 2030-05-20      | 8.0000%  | 0.0000% | $240.35            | $252.64            | Agency Mortgage-Backed Securities |
| GNII SF 002924 M     | 2030-05-20      | 8.5000%  | 0.0000% | $74.24             | $76.58             | Agency Mortgage-Backed Securities |
| GNII SF 002895 M     | 2030-03-20      | 7.0000%  | 0.0000% | $197.00            | $203.64            | Agency Mortgage-Backed Securities |
| GNII SF 002896 M     | 2030-03-20      | 7.5000%  | 0.0000% | $51.77             | $53.40             | Agency Mortgage-Backed Securities |
| GNII SF 002897 M     | 2030-03-20      | 8.0000%  | 0.0000% | $462.26            | $483.04            | Agency Mortgage-Backed Securities |
| GNII SF 002898 M     | 2030-03-20      | 8.5000%  | 0.0000% | $24.91             | $26.01             | Agency Mortgage-Backed Securities |
| GNII SF 002908 M     | 2030-04-20      | 7.5000%  | 0.0000% | $495.79            | $508.80            | Agency Mortgage-Backed Securities |
| GNII SF 002909 M     | 2030-04-20      | 8.0000%  | 0.0000% | $1088.90           | $1122.60           | Agency Mortgage-Backed Securities |
| GNII SF 002910 M     | 2030-04-20      | 8.5000%  | 0.0000% | $182.17            | $186.28            | Agency Mortgage-Backed Securities |
| GNII SF 002956 M     | 2030-08-20      | 7.0000%  | 0.0000% | $1867.66           | $1930.65           | Agency Mortgage-Backed Securities |
| GNII SF 002935 M     | 2030-06-20      | 8.0000%  | 0.0000% | $846.11            | $891.51            | Agency Mortgage-Backed Securities |
| GNII SF 002936 M     | 2030-06-20      | 8.5000%  | 0.0000% | $399.46            | $412.55            | Agency Mortgage-Backed Securities |
| GNII SF 002944 M     | 2030-07-20      | 7.0000%  | 0.0000% | $27.48             | $28.41             | Agency Mortgage-Backed Securities |
| GNII SF 002945 M     | 2030-07-20      | 7.5000%  | 0.0000% | $169.08            | $173.57            | Agency Mortgage-Backed Securities |
| GNII SF 002946 M     | 2030-07-20      | 8.0000%  | 0.0000% | $73.09             | $76.22             | Agency Mortgage-Backed Securities |
| GNII SF 002947 M     | 2030-07-20      | 8.5000%  | 0.0000% | $351.09            | $366.80            | Agency Mortgage-Backed Securities |
| GNII SF 002986 M     | 2030-10-20      | 7.0000%  | 0.0000% | $1363.78           | $1409.78           | Agency Mortgage-Backed Securities |
| GNII SF 002987 M     | 2030-10-20      | 7.5000%  | 0.0000% | $179.15            | $187.01            | Agency Mortgage-Backed Securities |
| GNII SF 002988 M     | 2030-10-20      | 8.0000%  | 0.0000% | $138.09            | $144.04            | Agency Mortgage-Backed Securities |
| GNII SF 002959 M     | 2030-08-20      | 8.5000%  | 0.0000% | $1297.93           | $1361.81           | Agency Mortgage-Backed Securities |
| GNII SF 002971 M     | 2030-09-20      | 7.0000%  | 0.0000% | $275.44            | $285.60            | Agency Mortgage-Backed Securities |
| GNII SF 002972 M     | 2030-09-20      | 7.5000%  | 0.0000% | $461.16            | $479.45            | Agency Mortgage-Backed Securities |
| GNII SF 002973 M     | 2030-09-20      | 8.0000%  | 0.0000% | $95.49             | $98.75             | Agency Mortgage-Backed Securities |
| GNII SF 002974 M     | 2030-09-20      | 8.5000%  | 0.0000% | $7.11              | $7.46              | Agency Mortgage-Backed Securities |
| GNII SF 002975 M     | 2030-09-20      | 9.0000%  | 0.0000% | $172.93            | $179.33            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4127 | 2044-07-01      | 4.5000%  | 0.0000% | $897.05            | $882.19            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS4168 | 2035-02-01      | 5.5000%  | 0.0000% | $46.53             | $48.11             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS4201 | 2035-09-01      | 6.0000%  | 0.0000% | $864.05            | $909.59            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS4179 | 2035-04-01      | 6.0000%  | 0.0000% | $61.32             | $64.55             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4199 | 2035-09-01      | 5.0000%  | 0.0000% | $195.75            | $198.78            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS4231 | 2036-03-01      | 5.5000%  | 0.0000% | $1700.53           | $1759.98           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4253 | 2036-08-01      | 6.5000%  | 0.0000% | $1033.64           | $1092.86           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS4300 | 2037-06-01      | 6.0000%  | 0.0000% | $9.15              | $9.63              | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS4286 | 2037-03-01      | 6.0000%  | 0.0000% | $45.65             | $48.06             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4365 | 2039-02-01      | 5.0000%  | 0.0000% | $144.95            | $147.20            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS4343 | 2038-06-01      | 6.0000%  | 0.0000% | $1403.47           | $1477.65           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4527 | 2043-08-01      | 4.0000%  | 0.0000% | $3441.12           | $3321.72           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4519 | 2043-06-01      | 3.0000%  | 0.0000% | $4242.22           | $3876.60           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4557 | 2044-03-01      | 4.0000%  | 0.0000% | $2402.66           | $2309.13           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4591 | 2044-11-01      | 3.5000%  | 0.0000% | $76.31             | $71.27             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4595 | 2044-12-01      | 3.0000%  | 0.0000% | $5402.68           | $4917.12           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4596 | 2044-12-01      | 3.5000%  | 0.0000% | $918.02            | $857.37            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4567 | 2044-05-01      | 4.0000%  | 0.0000% | $289.60            | $278.51            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4574 | 2044-07-01      | 4.5000%  | 0.0000% | $2027.06           | $1998.80           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4578 | 2044-08-01      | 4.5000%  | 0.0000% | $3125.75           | $3082.17           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4582 | 2044-09-01      | 4.0000%  | 0.0000% | $386.16            | $370.65            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4586 | 2044-10-01      | 4.0000%  | 0.0000% | $356.58            | $342.22            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  | 0.0000% | $3209.56           | $2997.50           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  | 0.0000% | $494.20            | $460.87            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4600 | 2045-01-01      | 4.0000%  | 0.0000% | $151.31            | $145.19            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4604 | 2045-02-01      | 4.0000%  | 0.0000% | $1575.57           | $1511.70           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $1271.34           | $1217.10           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4657 | 2046-03-01      | 4.5000%  | 0.0000% | $2661.04           | $2623.91           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4660 | 2046-04-01      | 4.0000%  | 0.0000% | $1825.17           | $1746.18           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4630 | 2045-09-01      | 3.5000%  | 0.0000% | $2997.63           | $2799.56           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4631 | 2045-09-01      | 4.0000%  | 0.0000% | $2656.80           | $2547.31           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4638 | 2045-11-01      | 3.5000%  | 0.0000% | $317.62            | $296.20            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4643 | 2045-12-01      | 4.0000%  | 0.0000% | $4725.45           | $4526.80           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4647 | 2046-01-01      | 3.5000%  | 0.0000% | $422.54            | $394.08            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4652 | 2046-02-01      | 4.0000%  | 0.0000% | $2238.13           | $2125.60           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4688 | 2046-11-01      | 3.0000%  | 0.0000% | $875.60            | $787.68            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4661 | 2046-04-01      | 4.5000%  | 0.0000% | $1273.86           | $1256.08           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4665 | 2046-05-01      | 4.5000%  | 0.0000% | $2568.92           | $2533.09           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4670 | 2046-06-01      | 4.5000%  | 0.0000% | $3145.19           | $3101.31           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $2352.81           | $2186.16           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4720 | 2047-05-01      | 4.5000%  | 0.0000% | $181.61            | $178.70            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4700 | 2046-12-01      | 4.5000%  | 0.0000% | $953.28            | $939.00            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4703 | 2047-02-01      | 3.0000%  | 0.0000% | $880.36            | $791.26            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4704 | 2047-02-01      | 3.5000%  | 0.0000% | $1683.80           | $1560.91           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4714 | 2047-04-01      | 4.0000%  | 0.0000% | $4162.70           | $3974.80           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $591.22            | $527.98            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4756 | 2048-02-01      | 4.0000%  | 0.0000% | $334.73            | $319.41            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4728 | 2047-07-01      | 4.5000%  | 0.0000% | $673.58            | $658.57            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4731 | 2047-08-01      | 4.0000%  | 0.0000% | $3417.32           | $3256.71           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4740 | 2047-10-01      | 4.0000%  | 0.0000% | $119.64            | $113.80            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4785 | 2048-08-01      | 4.0000%  | 0.0000% | $4509.22           | $4302.60           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4762 | 2048-04-01      | 3.0000%  | 0.0000% | $3932.44           | $3509.12           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4772 | 2048-06-01      | 4.0000%  | 0.0000% | $399.38            | $381.10            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6250 | 2026-05-25      | 4.5000%  | 0.0000% | $355.47            | $355.78            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7080 | 2027-05-01      | 4.0000%  | 0.0000% | $10.85             | $10.86             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7196 | 2030-06-01      | 3.5000%  | 0.0000% | $902.56            | $893.84            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6317 | 2026-07-01      | 4.5000%  | 0.0000% | $18.64             | $18.67             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS6430 | 2027-03-01      | 3.0000%  | 0.0000% | $4204.82           | $4190.19           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6529 | 2027-07-01      | 4.0000%  | 0.0000% | $598.56            | $597.42            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6590 | 2027-05-01      | 4.0000%  | 0.0000% | $309.34            | $309.40            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6652 | 2026-12-01      | 4.0000%  | 0.0000% | $6.29              | $6.29              | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS6678 | 2028-02-01      | 3.5000%  | 0.0000% | $4017.25           | $3986.99           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS6670 | 2028-01-01      | 3.0000%  | 0.0000% | $3156.14           | $3130.09           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS6761 | 2028-07-01      | 3.0000%  | 0.0000% | $935.51            | $926.00            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS6771 | 2026-12-01      | 3.5000%  | 0.0000% | $1319.53           | $1319.18           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6784 | 2026-11-01      | 4.0000%  | 0.0000% | $222.24            | $222.20            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS6795 | 2028-06-01      | 2.5000%  | 0.0000% | $1295.30           | $1278.40           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6842 | 2028-11-01      | 4.0000%  | 0.0000% | $92.61             | $92.51             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6815 | 2027-05-01      | 4.0000%  | 0.0000% | $48.20             | $48.23             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6833 | 2026-09-01      | 4.5000%  | 0.0000% | $0.67              | $0.67              | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS6861 | 2029-01-01      | 3.5000%  | 0.0000% | $358.88            | $357.03            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS6883 | 2028-12-01      | 3.5000%  | 0.0000% | $1832.39           | $1820.51           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS6884 | 2029-01-01      | 3.5000%  | 0.0000% | $1565.00           | $1555.31           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7056 | 2029-12-01      | 3.5000%  | 0.0000% | $2573.98           | $2557.99           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7974 | 2032-09-01      | 3.5000%  | 0.0000% | $341.74            | $335.90            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8093 | 2033-03-01      | 3.0000%  | 0.0000% | $822.27            | $798.18            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7234 | 2030-07-01      | 3.5000%  | 0.0000% | $1376.32           | $1358.27           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7236 | 2030-08-01      | 4.0000%  | 0.0000% | $2000.79           | $1997.29           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  | 0.0000% | $4942.39           | $4831.86           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7432 | 2031-06-01      | 3.0000%  | 0.0000% | $1831.96           | $1791.59           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7530 | 2031-08-01      | 3.5000%  | 0.0000% | $1758.45           | $1736.10           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7613 | 2030-07-01      | 3.5000%  | 0.0000% | $505.32            | $499.88            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7592 | 2031-12-01      | 3.0000%  | 0.0000% | $550.36            | $536.35            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7602 | 2031-08-01      | 3.0000%  | 0.0000% | $1779.60           | $1746.76           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7821 | 2029-01-01      | 4.0000%  | 0.0000% | $1960.62           | $1937.64           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7854 | 2032-09-01      | 3.5000%  | 0.0000% | $974.91            | $959.33            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7928 | 2033-02-01      | 3.5000%  | 0.0000% | $4385.65           | $4316.07           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZS8889 | 2028-11-01      | 5.0000%  | 0.0000% | $1698.33           | $1708.71           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZS8936 | 2029-08-01      | 5.0000%  | 0.0000% | $2233.87           | $2246.03           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8103 | 2033-08-01      | 3.5000%  | 0.0000% | $2616.66           | $2569.06           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8104 | 2030-11-01      | 2.5000%  | 0.0000% | $746.46            | $732.95            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8447 | 2026-10-01      | 3.0000%  | 0.0000% | $4230.30           | $4221.11           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8458 | 2027-02-01      | 3.5000%  | 0.0000% | $1005.11           | $1002.58           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8463 | 2027-05-01      | 3.0000%  | 0.0000% | $1265.79           | $1259.80           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8514 | 2029-01-01      | 3.5000%  | 0.0000% | $4314.61           | $4284.32           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8497 | 2028-08-01      | 3.5000%  | 0.0000% | $1867.92           | $1854.26           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8507 | 2028-11-01      | 3.0000%  | 0.0000% | $883.75            | $873.54            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8546 | 2029-12-01      | 2.5000%  | 0.0000% | $3040.29           | $2962.65           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8518 | 2029-02-01      | 3.5000%  | 0.0000% | $4677.21           | $4642.96           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8523 | 2029-04-01      | 3.5000%  | 0.0000% | $1446.52           | $1435.48           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8538 | 2029-09-01      | 3.0000%  | 0.0000% | $1913.61           | $1883.52           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8540 | 2029-10-01      | 3.0000%  | 0.0000% | $3778.50           | $3718.03           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8549 | 2030-01-01      | 2.5000%  | 0.0000% | $227.24            | $221.27            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8550 | 2030-01-01      | 3.0000%  | 0.0000% | $508.50            | $499.64            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8566 | 2030-05-01      | 2.5000%  | 0.0000% | $1230.12           | $1195.35           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8605 | 2031-04-01      | 2.5000%  | 0.0000% | $969.19            | $934.95            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8607 | 2031-04-01      | 3.5000%  | 0.0000% | $3349.92           | $3306.61           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8582 | 2030-09-01      | 3.0000%  | 0.0000% | $1072.94           | $1050.36           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8585 | 2030-10-01      | 3.0000%  | 0.0000% | $813.31            | $795.53            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8590 | 2030-12-01      | 2.5000%  | 0.0000% | $2447.02           | $2366.49           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8591 | 2030-12-01      | 3.0000%  | 0.0000% | $2918.52           | $2852.41           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8592 | 2030-12-01      | 3.5000%  | 0.0000% | $2338.58           | $2310.90           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8594 | 2031-01-01      | 3.0000%  | 0.0000% | $4876.99           | $4760.52           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8642 | 2032-02-01      | 3.0000%  | 0.0000% | $2606.54           | $2535.33           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8615 | 2031-06-01      | 3.0000%  | 0.0000% | $1533.31           | $1495.63           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB7829 | 2054-08-01      | 5.5000%  | 0.0000% | $3084.45           | $3114.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0979 | 2054-08-01      | 6.0000%  | 0.0000% | $210451.05         | $215929.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA5460 | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $942.68            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA5461 | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $953.88            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA5462 | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1053.02           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA5464 | 2054-03-01      | 5.5000%  | 0.0000% | $2572916.00        | $2608809.61        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA5465 | 2054-02-01      | 5.5000%  | 0.0000% | $1033.00           | $1045.99           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM1007 | 2034-05-01      | 4.0000%  | 0.0000% | $739.74            | $735.16            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $87.78             | $83.75             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  | 0.0000% | $1454.87           | $1423.70           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3081 | 2033-04-01      | 3.0000%  | 0.0000% | $694.47            | $677.36            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  | 0.0000% | $4.39              | $4.38              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | 0.0000% | $105.79            | $103.48            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $4538.60           | $4298.11           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4947 | 2050-12-01      | 2.0000%  | 0.0000% | $649.88            | $527.47            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  | 0.0000% | $687.33            | $653.34            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $5184.61           | $4918.75           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $481.13            | $457.37            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6031 | 2051-02-01      | 2.0000%  | 0.0000% | $1415.06           | $1133.30           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6468 | 2049-06-01      | 4.0000%  | 0.0000% | $275.82            | $261.86            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  | 0.0000% | $3086.67           | $2836.52           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $1764.06           | $1681.84           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $3602.07           | $3424.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $6224.57           | $5723.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7879 | 2035-05-01      | 3.5000%  | 0.0000% | $259.22            | $254.70            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $4417.47           | $4212.51           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0360 | 2052-01-01      | 2.5000%  | 0.0000% | $89432.11          | $76707.16          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  | 0.0000% | $444.45            | $429.82            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4274 | 2055-10-01      | 6.0000%  | 0.0000% | $2714.63           | $2805.62           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8016 | 2056-03-01      | 5.0000%  | 0.0000% | $1004.46           | $995.43            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA9195 | 2056-04-01      | 4.5000%  | 0.0000% | $1010.07           | $981.25            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1416 | 2056-04-01      | 5.0000%  | 0.0000% | $4124.00           | $4090.39           | Agency Mortgage-Backed Securities |
| GNII SF 778108 C     | 2026-12-20      | 3.5000%  | 0.0000% | $2808.90           | $2805.80           | Agency Mortgage-Backed Securities |
| GNMI SF AA5946 X     | 2042-10-15      | 3.5000%  | 0.0000% | $2931.05           | $2719.27           | Agency Mortgage-Backed Securities |
| GNMI SF AA7668 X     | 2042-08-15      | 3.5000%  | 0.0000% | $1403.62           | $1307.33           | Agency Mortgage-Backed Securities |
| GNMI SF AA8397 X     | 2028-03-15      | 2.5000%  | 0.0000% | $763.69            | $755.30            | Agency Mortgage-Backed Securities |
| GNII SF AB9182 C     | 2042-11-20      | 3.0000%  | 0.0000% | $4544.19           | $4069.43           | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $1499.06           | $1558.95           | Agency Mortgage-Backed Securities |
| GNII SF MA0072 M     | 2027-05-20      | 2.5000%  | 0.0000% | $539.06            | $535.67            | Agency Mortgage-Backed Securities |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $1667.46           | $1726.84           | Agency Mortgage-Backed Securities |
| GNII SF MA0466 M     | 2042-10-20      | 5.5000%  | 0.0000% | $4229.93           | $4380.43           | Agency Mortgage-Backed Securities |
| GNII SF MA0532 M     | 2042-11-20      | 2.5000%  | 0.0000% | $4619.36           | $4104.82           | Agency Mortgage-Backed Securities |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $3686.78           | $3377.93           | Agency Mortgage-Backed Securities |
| GNII SF MA0698 M     | 2043-01-20      | 3.0000%  | 0.0000% | $2146582.04        | $1966755.71        | Agency Mortgage-Backed Securities |
| GNII SF MA0677 M     | 2027-09-20      | 4.0000%  | 0.0000% | $3282.02           | $3282.14           | Agency Mortgage-Backed Securities |
| GNII SF MA1063 M     | 2028-05-20      | 2.0000%  | 0.0000% | $2790.98           | $2741.82           | Agency Mortgage-Backed Securities |
| GNII SF MA1205 M     | 2028-08-20      | 4.0000%  | 0.0000% | $3824.00           | $3819.41           | Agency Mortgage-Backed Securities |
| GNII SF MA1291 M     | 2038-11-20      | 6.5000%  | 0.0000% | $1788.26           | $1908.40           | Agency Mortgage-Backed Securities |
| GNII SF MA1380 M     | 2035-06-20      | 6.0000%  | 0.0000% | $114.65            | $121.08            | Agency Mortgage-Backed Securities |
| GNII SF MA1452 M     | 2043-11-20      | 5.5000%  | 0.0000% | $1772.40           | $1842.77           | Agency Mortgage-Backed Securities |
| GNII SF MA1498 M     | 2028-12-20      | 4.0000%  | 0.0000% | $4181.25           | $4173.53           | Agency Mortgage-Backed Securities |
| GNII SF MA2603 M     | 2045-02-20      | 4.5000%  | 0.0000% | $69.89             | $69.11             | Agency Mortgage-Backed Securities |
| GNII SF MA2076 M     | 2044-07-20      | 5.0000%  | 0.0000% | $1513.44           | $1543.86           | Agency Mortgage-Backed Securities |
| GNII SF MA2310 M     | 2032-06-20      | 7.0000%  | 0.0000% | $3875.15           | $4005.87           | Agency Mortgage-Backed Securities |
| GNII SF MA2370 M     | 2044-11-20      | 3.0000%  | 0.0000% | $2625.32           | $2380.97           | Agency Mortgage-Backed Securities |
| GNII SF MA2450 M     | 2038-02-20      | 6.0000%  | 0.0000% | $3764.00           | $3970.05           | Agency Mortgage-Backed Securities |
| GNII SF MA2499 M     | 2030-01-20      | 8.0000%  | 0.0000% | $2205.45           | $2260.08           | Agency Mortgage-Backed Securities |
| GNII SF MA2501 M     | 2030-10-20      | 9.0000%  | 0.0000% | $2063.75           | $2083.97           | Agency Mortgage-Backed Securities |
| GNII SF MA3504 M     | 2027-03-20      | 7.0000%  | 0.0000% | $2292.77           | $2370.11           | Agency Mortgage-Backed Securities |
| GNII SF MA3582 M     | 2031-07-20      | 8.0000%  | 0.0000% | $337.06            | $342.04            | Agency Mortgage-Backed Securities |
| GNII SF MA2727 M     | 2030-03-20      | 4.5000%  | 0.0000% | $4969.99           | $4976.52           | Agency Mortgage-Backed Securities |
| GNII SF MA2752 M     | 2045-04-20      | 2.5000%  | 0.0000% | $4349.25           | $3826.87           | Agency Mortgage-Backed Securities |
| GNII SF MA2895 M     | 2045-06-20      | 5.0000%  | 0.0000% | $908.59            | $926.39            | Agency Mortgage-Backed Securities |
| GNII SF MA2937 M     | 2030-06-20      | 4.0000%  | 0.0000% | $1293.60           | $1289.91           | Agency Mortgage-Backed Securities |
| GNII SF MA2965 M     | 2045-07-20      | 5.5000%  | 0.0000% | $2294.62           | $2376.41           | Agency Mortgage-Backed Securities |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $3925.70           | $3779.75           | Agency Mortgage-Backed Securities |
| GNII SF MA3351 M     | 2031-01-20      | 4.0000%  | 0.0000% | $2375.93           | $2347.16           | Agency Mortgage-Backed Securities |
| GNII SF MA4494 M     | 2029-11-20      | 8.0000%  | 0.0000% | $1253.21           | $1276.44           | Agency Mortgage-Backed Securities |
| GNII SF MA4495 M     | 2029-12-20      | 8.5000%  | 0.0000% | $3969.14           | $4074.73           | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $1243.79           | $1268.16           | Agency Mortgage-Backed Securities |
| GNII SF MA3713 M     | 2031-06-20      | 4.0000%  | 0.0000% | $4674.64           | $4621.24           | Agency Mortgage-Backed Securities |
| GNII SF MA3739 M     | 2046-04-20      | 5.0000%  | 0.0000% | $783.76            | $799.11            | Agency Mortgage-Backed Securities |
| GNII SF MA3780 M     | 2031-07-20      | 4.0000%  | 0.0000% | $1977.23           | $1968.46           | Agency Mortgage-Backed Securities |
| GNII SF 002989 M     | 2030-10-20      | 8.5000%  | 0.0000% | $15.27             | $15.93             | Agency Mortgage-Backed Securities |
| GNII SF 002990 M     | 2030-10-20      | 9.0000%  | 0.0000% | $167.12            | $171.65            | Agency Mortgage-Backed Securities |
| GNII SF 002998 M     | 2030-11-20      | 7.0000%  | 0.0000% | $35.79             | $36.99             | Agency Mortgage-Backed Securities |
| GNII SF 002999 M     | 2030-11-20      | 7.5000%  | 0.0000% | $2445.36           | $2535.76           | Agency Mortgage-Backed Securities |
| GNII SF 003001 M     | 2030-11-20      | 8.5000%  | 0.0000% | $4223.47           | $4403.84           | Agency Mortgage-Backed Securities |
| GNII SF 003010 M     | 2030-12-20      | 7.0000%  | 0.0000% | $238.26            | $246.29            | Agency Mortgage-Backed Securities |
| GNII SF 003011 M     | 2030-12-20      | 7.5000%  | 0.0000% | $209.72            | $218.27            | Agency Mortgage-Backed Securities |
| GNII SF 003012 M     | 2030-12-20      | 8.0000%  | 0.0000% | $519.59            | $542.76            | Agency Mortgage-Backed Securities |
| GNII SF 003026 M     | 2031-01-20      | 7.0000%  | 0.0000% | $1572.52           | $1637.27           | Agency Mortgage-Backed Securities |
| GNII SF 003027 M     | 2031-01-20      | 7.5000%  | 0.0000% | $74.46             | $77.53             | Agency Mortgage-Backed Securities |
| GNII SF 003028 M     | 2031-01-20      | 8.0000%  | 0.0000% | $15.62             | $16.26             | Agency Mortgage-Backed Securities |
| GNII SF 003029 M     | 2031-01-20      | 8.5000%  | 0.0000% | $3577.83           | $3748.34           | Agency Mortgage-Backed Securities |
| GNII SF 003040 M     | 2031-02-20      | 7.0000%  | 0.0000% | $589.16            | $610.79            | Agency Mortgage-Backed Securities |
| GNII SF 003041 M     | 2031-02-20      | 7.5000%  | 0.0000% | $186.77            | $193.66            | Agency Mortgage-Backed Securities |
| GNII SF 003042 M     | 2031-02-20      | 8.0000%  | 0.0000% | $513.43            | $536.74            | Agency Mortgage-Backed Securities |
| GNII SF 003081 M     | 2031-05-20      | 7.0000%  | 0.0000% | $1179.78           | $1219.57           | Agency Mortgage-Backed Securities |
| GNII SF 003082 M     | 2031-05-20      | 7.5000%  | 0.0000% | $589.52            | $605.05            | Agency Mortgage-Backed Securities |
| GNII SF 003083 M     | 2031-05-20      | 8.0000%  | 0.0000% | $17.28             | $17.74             | Agency Mortgage-Backed Securities |
| GNII SF 003053 M     | 2031-03-20      | 6.5000%  | 0.0000% | $794.08            | $834.97            | Agency Mortgage-Backed Securities |
| GNII SF 003055 M     | 2031-03-20      | 7.5000%  | 0.0000% | $227.41            | $236.53            | Agency Mortgage-Backed Securities |
| GNII SF 003056 M     | 2031-03-20      | 8.0000%  | 0.0000% | $44.95             | $46.81             | Agency Mortgage-Backed Securities |
| GNII SF 003067 M     | 2031-04-20      | 6.0000%  | 0.0000% | $379.20            | $390.41            | Agency Mortgage-Backed Securities |
| GNII SF 003068 M     | 2031-04-20      | 6.5000%  | 0.0000% | $63.91             | $67.20             | Agency Mortgage-Backed Securities |
| GNII SF 003069 M     | 2031-04-20      | 7.0000%  | 0.0000% | $3807.23           | $4001.73           | Agency Mortgage-Backed Securities |
| GNII SF 003070 M     | 2031-04-20      | 7.5000%  | 0.0000% | $515.84            | $535.80            | Agency Mortgage-Backed Securities |
| GNII SF 003072 M     | 2031-04-20      | 8.5000%  | 0.0000% | $368.21            | $374.95            | Agency Mortgage-Backed Securities |
| GNII SF 003109 M     | 2031-07-20      | 7.5000%  | 0.0000% | $110.12            | $112.76            | Agency Mortgage-Backed Securities |
| GNII SF 003110 M     | 2031-07-20      | 8.0000%  | 0.0000% | $37.02             | $38.09             | Agency Mortgage-Backed Securities |
| GNII SF 003095 M     | 2031-06-20      | 6.5000%  | 0.0000% | $1033.18           | $1086.38           | Agency Mortgage-Backed Securities |
| GNII SF 003096 M     | 2031-06-20      | 7.0000%  | 0.0000% | $1426.37           | $1474.48           | Agency Mortgage-Backed Securities |
| GNII SF 003097 M     | 2031-06-20      | 7.5000%  | 0.0000% | $61.65             | $64.06             | Agency Mortgage-Backed Securities |
| GNII SF 003106 M     | 2031-07-20      | 6.0000%  | 0.0000% | $210.73            | $218.65            | Agency Mortgage-Backed Securities |
| GNII SF 003108 M     | 2031-07-20      | 7.0000%  | 0.0000% | $1769.38           | $1861.21           | Agency Mortgage-Backed Securities |
| GNII SF 003121 M     | 2031-08-20      | 7.0000%  | 0.0000% | $1280.37           | $1346.85           | Agency Mortgage-Backed Securities |
| GNII SF 003122 M     | 2031-08-20      | 7.5000%  | 0.0000% | $278.53            | $287.80            | Agency Mortgage-Backed Securities |
| GNII SF 003123 M     | 2031-08-20      | 8.0000%  | 0.0000% | $96.99             | $98.81             | Agency Mortgage-Backed Securities |
| GNII SF 003135 M     | 2031-09-20      | 7.5000%  | 0.0000% | $43.71             | $45.53             | Agency Mortgage-Backed Securities |
| GNII SF 003174 M     | 2031-12-20      | 7.0000%  | 0.0000% | $1009.54           | $1043.59           | Agency Mortgage-Backed Securities |
| GNII SF 003152 M     | 2031-10-20      | 7.5000%  | 0.0000% | $1177.47           | $1221.43           | Agency Mortgage-Backed Securities |
| GNII SF 003153 M     | 2031-10-20      | 8.0000%  | 0.0000% | $17.06             | $17.40             | Agency Mortgage-Backed Securities |
| GNII SF 003161 M     | 2031-11-20      | 6.5000%  | 0.0000% | $791.78            | $832.55            | Agency Mortgage-Backed Securities |
| GNII SF 003162 M     | 2031-11-20      | 7.0000%  | 0.0000% | $1904.94           | $1969.19           | Agency Mortgage-Backed Securities |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $220.83            | $229.70            | Agency Mortgage-Backed Securities |
| GNII SF 003188 M     | 2032-01-20      | 6.5000%  | 0.0000% | $919.75            | $967.11            | Agency Mortgage-Backed Securities |
| GNII SF MA3314 M     | 2045-12-20      | 5.5000%  | 0.0000% | $524.17            | $542.83            | Agency Mortgage-Backed Securities |
| GNII SF MA3293 M     | 2029-12-20      | 8.0000%  | 0.0000% | $460.83            | $465.66            | Agency Mortgage-Backed Securities |
| GNII SF MA2726 M     | 2030-04-20      | 4.0000%  | 0.0000% | $9.17              | $9.14              | Agency Mortgage-Backed Securities |
| GNII SF 003038 M     | 2031-02-20      | 6.0000%  | 0.0000% | $36.22             | $37.08             | Agency Mortgage-Backed Securities |
| GNII SF 003202 M     | 2032-02-20      | 7.0000%  | 0.0000% | $639.00            | $660.55            | Agency Mortgage-Backed Securities |
| GNII SF 003237 M     | 2032-05-20      | 5.5000%  | 0.0000% | $121.45            | $122.92            | Agency Mortgage-Backed Securities |
| GNII SF 003238 M     | 2032-05-20      | 6.0000%  | 0.0000% | $128.20            | $133.25            | Agency Mortgage-Backed Securities |
| GNII SF 003239 M     | 2032-05-20      | 6.5000%  | 0.0000% | $151.89            | $159.74            | Agency Mortgage-Backed Securities |
| GNII SF 003240 M     | 2032-05-20      | 7.0000%  | 0.0000% | $2081.65           | $2196.14           | Agency Mortgage-Backed Securities |
| GNII SF 003216 M     | 2032-03-20      | 7.0000%  | 0.0000% | $4250.44           | $4393.80           | Agency Mortgage-Backed Securities |
| GNII SF 003229 M     | 2032-04-20      | 7.0000%  | 0.0000% | $600.74            | $623.30            | Agency Mortgage-Backed Securities |
| GNII SF 003274 M     | 2032-08-20      | 6.5000%  | 0.0000% | $262.31            | $275.82            | Agency Mortgage-Backed Securities |
| GNII SF 003249 M     | 2032-06-20      | 6.0000%  | 0.0000% | $209.27            | $215.18            | Agency Mortgage-Backed Securities |
| GNII SF 003251 M     | 2032-06-20      | 7.0000%  | 0.0000% | $435.67            | $450.56            | Agency Mortgage-Backed Securities |
| GNII SF 003252 M     | 2032-06-20      | 7.5000%  | 0.0000% | $979.08            | $1013.36           | Agency Mortgage-Backed Securities |
| GNII SF 003261 M     | 2032-07-20      | 6.5000%  | 0.0000% | $225.10            | $236.69            | Agency Mortgage-Backed Securities |
| GNII SF 003262 M     | 2032-07-20      | 7.0000%  | 0.0000% | $435.62            | $459.44            | Agency Mortgage-Backed Securities |
| GNII SF 003263 M     | 2032-07-20      | 7.5000%  | 0.0000% | $68.93             | $71.69             | Agency Mortgage-Backed Securities |
| GNII SF 003306 M     | 2032-11-20      | 5.5000%  | 0.0000% | $104.02            | $107.74            | Agency Mortgage-Backed Securities |
| GNII SF 003284 M     | 2032-09-20      | 5.5000%  | 0.0000% | $230.57            | $233.94            | Agency Mortgage-Backed Securities |
| GNII SF 003287 M     | 2032-09-20      | 7.0000%  | 0.0000% | $1617.52           | $1678.99           | Agency Mortgage-Backed Securities |
| GNII SF 003293 M     | 2032-07-20      | 4.5000%  | 0.0000% | $356.30            | $353.82            | Agency Mortgage-Backed Securities |
| GNII SF 003295 M     | 2032-10-20      | 5.5000%  | 0.0000% | $132.48            | $137.12            | Agency Mortgage-Backed Securities |
| GNII SF 003298 M     | 2032-10-20      | 7.0000%  | 0.0000% | $55.34             | $57.22             | Agency Mortgage-Backed Securities |
| GNII SF 003333 M     | 2033-01-20      | 5.5000%  | 0.0000% | $290.56            | $302.14            | Agency Mortgage-Backed Securities |
| GNII SF 003334 M     | 2033-01-20      | 6.0000%  | 0.0000% | $1388.50           | $1448.12           | Agency Mortgage-Backed Securities |
| GNII SF 003309 M     | 2032-11-20      | 7.0000%  | 0.0000% | $610.88            | $631.48            | Agency Mortgage-Backed Securities |
| GNII SF 003323 M     | 2032-12-20      | 7.0000%  | 0.0000% | $648.31            | $670.18            | Agency Mortgage-Backed Securities |
| GNII SF 003346 M     | 2033-02-20      | 5.5000%  | 0.0000% | $261.37            | $268.64            | Agency Mortgage-Backed Securities |
| GNII SF 003348 M     | 2033-02-20      | 6.5000%  | 0.0000% | $132.56            | $139.39            | Agency Mortgage-Backed Securities |
| GNII SF 003358 M     | 2033-03-20      | 4.5000%  | 0.0000% | $2275.46           | $2254.37           | Agency Mortgage-Backed Securities |
| GNII SF 003364 M     | 2033-03-20      | 7.0000%  | 0.0000% | $983.95            | $1017.14           | Agency Mortgage-Backed Securities |
| GNII SF 003401 M     | 2033-06-20      | 4.5000%  | 0.0000% | $465.27            | $467.64            | Agency Mortgage-Backed Securities |
| GNII SF 003388 M     | 2033-05-20      | 4.5000%  | 0.0000% | $805.52            | $802.86            | Agency Mortgage-Backed Securities |
| GNII SF 003432 M     | 2033-08-20      | 6.5000%  | 0.0000% | $353.18            | $371.37            | Agency Mortgage-Backed Securities |
| GNII SF 003433 M     | 2033-08-20      | 7.0000%  | 0.0000% | $41.48             | $42.88             | Agency Mortgage-Backed Securities |
| GNII SF 003413 M     | 2033-07-20      | 4.5000%  | 0.0000% | $1349.22           | $1339.97           | Agency Mortgage-Backed Securities |
| GNII SF 003415 M     | 2033-07-20      | 5.5000%  | 0.0000% | $827.23            | $847.62            | Agency Mortgage-Backed Securities |
| GNII SF 003428 M     | 2033-08-20      | 5.0000%  | 0.0000% | $326.08            | $332.91            | Agency Mortgage-Backed Securities |
| GNII SF 003457 M     | 2033-10-20      | 4.5000%  | 0.0000% | $300.77            | $298.51            | Agency Mortgage-Backed Securities |
| GNII SF 003458 M     | 2033-10-20      | 5.0000%  | 0.0000% | $444.62            | $448.32            | Agency Mortgage-Backed Securities |
| GNII SF 004369 M     | 2039-02-20      | 5.0000%  | 0.0000% | $2332.03           | $2377.73           | Agency Mortgage-Backed Securities |
| GNII SF 004370 M     | 2039-02-20      | 5.5000%  | 0.0000% | $792.26            | $820.51            | Agency Mortgage-Backed Securities |
| GNII SF 004372 M     | 2039-02-20      | 6.5000%  | 0.0000% | $531.09            | $580.08            | Agency Mortgage-Backed Securities |
| GNII SF 004373 M     | 2039-02-20      | 7.0000%  | 0.0000% | $643.28            | $665.70            | Agency Mortgage-Backed Securities |
| GNII SF 004427 M     | 2039-04-20      | 6.5000%  | 0.0000% | $2788.77           | $2999.62           | Agency Mortgage-Backed Securities |
| GNII SF 004446 M     | 2039-05-20      | 4.5000%  | 0.0000% | $1811.41           | $1798.25           | Agency Mortgage-Backed Securities |
| GNII SF 004473 M     | 2038-11-20      | 7.0000%  | 0.0000% | $2062.92           | $2135.22           | Agency Mortgage-Backed Securities |
| GNII SF 004495 M     | 2039-07-20      | 4.5000%  | 0.0000% | $1002.88           | $995.07            | Agency Mortgage-Backed Securities |
| GNII SF 004499 M     | 2039-07-20      | 6.5000%  | 0.0000% | $2964.31           | $3116.94           | Agency Mortgage-Backed Securities |
| GNII SF 003627 M     | 2034-10-20      | 7.0000%  | 0.0000% | $303.84            | $314.08            | Agency Mortgage-Backed Securities |
| GNII SF 003624 M     | 2034-10-20      | 5.5000%  | 0.0000% | $292.53            | $303.40            | Agency Mortgage-Backed Securities |
| GNII SF 003663 M     | 2035-01-20      | 4.5000%  | 0.0000% | $801.46            | $797.50            | Agency Mortgage-Backed Securities |
| GNII SF 003640 M     | 2034-11-20      | 7.0000%  | 0.0000% | $635.98            | $657.43            | Agency Mortgage-Backed Securities |
| GNII SF 003666 M     | 2035-01-20      | 6.0000%  | 0.0000% | $579.67            | $607.36            | Agency Mortgage-Backed Securities |
| GNII SF 003667 M     | 2035-01-20      | 6.5000%  | 0.0000% | $706.90            | $749.14            | Agency Mortgage-Backed Securities |
| GNII SF 003700 M     | 2035-04-20      | 4.5000%  | 0.0000% | $883.16            | $878.79            | Agency Mortgage-Backed Securities |
| GNII SF 003702 M     | 2035-04-20      | 5.5000%  | 0.0000% | $796.11            | $818.58            | Agency Mortgage-Backed Securities |
| GNII SF 003711 M     | 2035-05-20      | 5.5000%  | 0.0000% | $326.79            | $338.41            | Agency Mortgage-Backed Securities |
| GNII SF 003760 M     | 2035-09-20      | 5.5000%  | 0.0000% | $1902.68           | $1970.36           | Agency Mortgage-Backed Securities |
| GNII SF 003746 M     | 2035-08-20      | 4.5000%  | 0.0000% | $1311.84           | $1305.35           | Agency Mortgage-Backed Securities |
| GNII SF 003747 M     | 2035-08-20      | 5.0000%  | 0.0000% | $1120.18           | $1139.04           | Agency Mortgage-Backed Securities |
| GNII SF 003786 M     | 2035-11-20      | 5.5000%  | 0.0000% | $521.13            | $539.67            | Agency Mortgage-Backed Securities |
| GNII SF 003774 M     | 2035-10-20      | 5.5000%  | 0.0000% | $1608.31           | $1665.52           | Agency Mortgage-Backed Securities |
| GNII SF 003819 M     | 2036-02-20      | 5.5000%  | 0.0000% | $606.78            | $628.38            | Agency Mortgage-Backed Securities |
| GNII SF 003806 M     | 2035-10-20      | 5.2500%  | 0.0000% | $1054.08           | $1078.91           | Agency Mortgage-Backed Securities |
| GNII SF 003851 M     | 2036-05-20      | 5.5000%  | 0.0000% | $530.69            | $546.82            | Agency Mortgage-Backed Securities |
| GNII SF 003852 M     | 2036-05-20      | 6.0000%  | 0.0000% | $328.43            | $345.81            | Agency Mortgage-Backed Securities |
| GNII SF 003830 M     | 2036-03-20      | 5.5000%  | 0.0000% | $4446.29           | $4604.53           | Agency Mortgage-Backed Securities |
| GNII SF 003833 M     | 2036-03-20      | 7.0000%  | 0.0000% | $514.22            | $531.57            | Agency Mortgage-Backed Securities |
| GNII SF 003839 M     | 2036-04-20      | 4.5000%  | 0.0000% | $885.74            | $881.36            | Agency Mortgage-Backed Securities |
| GNII SF 003840 M     | 2036-04-20      | 5.0000%  | 0.0000% | $466.35            | $474.50            | Agency Mortgage-Backed Securities |
| GNII SF 003881 M     | 2036-07-20      | 7.0000%  | 0.0000% | $1851.92           | $1917.47           | Agency Mortgage-Backed Securities |
| GNII SF 003864 M     | 2036-06-20      | 5.5000%  | 0.0000% | $683.50            | $707.84            | Agency Mortgage-Backed Securities |
| GNII SF 003879 M     | 2036-07-20      | 6.0000%  | 0.0000% | $397.64            | $418.47            | Agency Mortgage-Backed Securities |
| GNII SF 003880 M     | 2036-07-20      | 6.5000%  | 0.0000% | $178.11            | $191.96            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8666 | 2032-08-01      | 3.5000%  | 0.0000% | $4129.37           | $4061.60           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  | 0.0000% | $325.37            | $319.53            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8705 | 2033-07-01      | 3.5000%  | 0.0000% | $2432.13           | $2387.87           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS8708 | 2033-06-01      | 4.0000%  | 0.0000% | $2314.67           | $2295.69           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8700 | 2033-06-01      | 3.0000%  | 0.0000% | $3173.14           | $3075.93           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZS8832 | 2027-03-01      | 5.0000%  | 0.0000% | $24.50             | $24.59             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZS8859 | 2027-12-01      | 6.0000%  | 0.0000% | $3100.62           | $3177.28           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9815 | 2045-07-01      | 4.5000%  | 0.0000% | $134.32            | $133.52            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9817 | 2046-09-01      | 3.5000%  | 0.0000% | $1657.23           | $1547.75           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS9818 | 2046-01-01      | 4.0000%  | 0.0000% | $3252.76           | $3121.59           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZS9031 | 2033-12-01      | 4.5000%  | 0.0000% | $4120.19           | $4133.49           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZS9001 | 2032-10-01      | 4.0000%  | 0.0000% | $1448.48           | $1435.64           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9060 | 2033-05-01      | 3.5000%  | 0.0000% | $2529.94           | $2473.42           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZS9055 | 2031-07-01      | 5.0000%  | 0.0000% | $2564.11           | $2582.97           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZS9179 | 2030-04-01      | 5.5000%  | 0.0000% | $3699.76           | $3734.67           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZS9181 | 2035-12-01      | 4.0000%  | 0.0000% | $1346.78           | $1333.36           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZS9232 | 2031-09-01      | 5.0000%  | 0.0000% | $567.26            | $571.52            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZS9240 | 2036-11-01      | 4.0000%  | 0.0000% | $331.92            | $325.67            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZS9297 | 2037-07-01      | 4.0000%  | 0.0000% | $1259.03           | $1236.15           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS9472 | 2044-02-01      | 4.0000%  | 0.0000% | $1368.36           | $1320.20           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9927 | 2045-12-01      | 4.5000%  | 0.0000% | $1401.96           | $1382.41           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZT0799 | 2031-09-01      | 5.0000%  | 0.0000% | $504.47            | $508.06            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0033 | 2046-12-01      | 3.0000%  | 0.0000% | $4663.24           | $4200.72           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0231 | 2046-04-01      | 4.5000%  | 0.0000% | $4633.00           | $4585.59           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0523 | 2048-09-01      | 4.5000%  | 0.0000% | $4564.78           | $4487.43           | Agency Mortgage-Backed Securities |
| FEPC 06.500 4LZT0567 | 2037-09-01      | 6.5000%  | 0.0000% | $440.58            | $459.30            | Agency Mortgage-Backed Securities |
| FEPC 06.500 4LZT0578 | 2037-10-01      | 6.5000%  | 0.0000% | $2843.04           | $2894.28           | Agency Mortgage-Backed Securities |
| FEPC 05.500 4LZT0625 | 2038-05-01      | 5.5000%  | 0.0000% | $2620.86           | $2649.71           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0713 | 2048-10-01      | 4.5000%  | 0.0000% | $883.16            | $867.01            | Agency Mortgage-Backed Securities |
| FEPC 03.000 3XZT0981 | 2028-07-01      | 3.0000%  | 0.0000% | $4074.61           | $4037.60           | Agency Mortgage-Backed Securities |
| FEPC 06.500 ZLZT1206 | 2036-10-01      | 6.5000%  | 0.0000% | $3183.45           | $3391.37           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1522 | 2047-08-01      | 4.5000%  | 0.0000% | $1868.77           | $1857.73           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZT1565 | 2033-12-01      | 3.0000%  | 0.0000% | $403.29            | $390.34            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT1544 | 2048-12-01      | 3.5000%  | 0.0000% | $1707.23           | $1579.61           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1545 | 2048-12-01      | 4.0000%  | 0.0000% | $2426.55           | $2314.98           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1546 | 2048-12-01      | 4.5000%  | 0.0000% | $3998.64           | $3924.29           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  | 0.0000% | $4699.62           | $4482.79           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT1951 | 2049-05-01      | 3.5000%  | 0.0000% | $5237.14           | $4808.58           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $381.46            | $363.78            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  | 0.0000% | $1884.09           | $1674.31           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $814.22            | $781.52            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0661 | 2037-04-01      | 2.5000%  | 0.0000% | $570.54            | $538.08            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $3550.90           | $3344.96           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8173 | 2037-08-01      | 4.0000%  | 0.0000% | $1639.19           | $1616.46           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8505 | 2035-10-01      | 2.5000%  | 0.0000% | $3281.70           | $3109.35           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0748 | 2051-11-01      | 2.5000%  | 0.0000% | $1402.01           | $1203.64           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1015 | 2048-05-01      | 4.5000%  | 0.0000% | $594.00            | $589.88            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1389 | 2052-07-01      | 3.0000%  | 0.0000% | $784.71            | $689.50            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  | 0.0000% | $4624.90           | $4368.12           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2238 | 2053-02-01      | 4.0000%  | 0.0000% | $832.25            | $783.12            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2889 | 2045-11-01      | 4.0000%  | 0.0000% | $111.41            | $105.65            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $2375.95           | $2083.76           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS3208 | 2052-05-01      | 2.0000%  | 0.0000% | $1658.12           | $1328.42           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3809 | 2052-11-01      | 4.5000%  | 0.0000% | $3112.25           | $3025.96           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  | 0.0000% | $815.20            | $744.22            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5331 | 2052-08-01      | 3.5000%  | 0.0000% | $66108.02          | $60300.72          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $785.16            | $717.77            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5507 | 2051-09-01      | 3.5000%  | 0.0000% | $813.53            | $743.56            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $785.07            | $765.62            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS7141 | 2051-07-01      | 2.0000%  | 0.0000% | $857.34            | $692.80            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6596 | 2053-10-01      | 3.5000%  | 0.0000% | $97278.68          | $88797.87          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $2555.18           | $2331.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $870.94            | $794.36            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6883 | 2053-05-01      | 4.0000%  | 0.0000% | $778.33            | $741.54            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $2566.55           | $2251.17           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | 0.0000% | $2517.90           | $2212.51           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $4136.31           | $4106.27           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8105 | 2052-10-01      | 2.0000%  | 0.0000% | $1764.82           | $1416.74           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $11558.99          | $9290.78           | Agency Mortgage-Backed Securities |
| GNII SF MA4132 M     | 2046-12-20      | 6.0000%  | 0.0000% | $4741.01           | $5006.70           | Agency Mortgage-Backed Securities |
| GNII SF MA4237 M     | 2032-02-20      | 4.0000%  | 0.0000% | $747.58            | $737.08            | Agency Mortgage-Backed Securities |
| GNII SF MA4264 M     | 2047-02-20      | 4.5000%  | 0.0000% | $184.14            | $182.09            | Agency Mortgage-Backed Securities |
| GNII SF MA5375 M     | 2028-02-20      | 7.5000%  | 0.0000% | $660.62            | $667.42            | Agency Mortgage-Backed Securities |
| GNII SF MA5397 M     | 2048-08-20      | 3.5000%  | 0.0000% | $233.33            | $215.55            | Agency Mortgage-Backed Securities |
| GNII SF MA4566 M     | 2031-04-20      | 6.5000%  | 0.0000% | $3111.84           | $3272.08           | Agency Mortgage-Backed Securities |
| GNII SF MA4631 M     | 2031-04-20      | 6.5000%  | 0.0000% | $674.01            | $708.71            | Agency Mortgage-Backed Securities |
| GNII SF MA4632 M     | 2031-09-20      | 7.0000%  | 0.0000% | $2537.44           | $2623.04           | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $636.79            | $573.66            | Agency Mortgage-Backed Securities |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $284.45            | $256.44            | Agency Mortgage-Backed Securities |
| GNII SF MA5120 M     | 2027-08-20      | 8.0000%  | 0.0000% | $3109.72           | $3186.09           | Agency Mortgage-Backed Securities |
| GNII SF MA5196 M     | 2048-05-20      | 6.0000%  | 0.0000% | $3058.93           | $3227.73           | Agency Mortgage-Backed Securities |
| GNII SF MA6291 M     | 2037-10-20      | 7.0000%  | 0.0000% | $733.89            | $758.65            | Agency Mortgage-Backed Securities |
| GNII SF MA5441 M     | 2031-07-20      | 6.5000%  | 0.0000% | $4066.77           | $4276.17           | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $894977.34         | $828005.69         | Agency Mortgage-Backed Securities |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $3680.63           | $3796.76           | Agency Mortgage-Backed Securities |
| GNII SF MA5709 M     | 2049-01-20      | 3.5000%  | 0.0000% | $2418.81           | $2245.27           | Agency Mortgage-Backed Securities |
| GNII SF MA5930 M     | 2049-05-20      | 3.5000%  | 0.0000% | $99.72             | $92.22             | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $110.44            | $102.04            | Agency Mortgage-Backed Securities |
| GNII SF MA6152 M     | 2049-09-20      | 2.5000%  | 0.0000% | $4615.90           | $3989.35           | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $1229798.70        | $1009948.96        | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $187.06            | $167.12            | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $179.86            | $160.80            | Agency Mortgage-Backed Securities |
| GNII SF MA6604 M     | 2039-08-20      | 5.5000%  | 0.0000% | $3490.01           | $3613.56           | Agency Mortgage-Backed Securities |
| GNII SF MA6639 M     | 2029-06-20      | 7.5000%  | 0.0000% | $4121.53           | $4169.73           | Agency Mortgage-Backed Securities |
| GNII SF MA6657 M     | 2050-05-20      | 3.5000%  | 0.0000% | $221.55            | $203.98            | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M     | 2050-06-20      | 2.5000%  | 0.0000% | $323.41            | $277.56            | Agency Mortgage-Backed Securities |
| GNII SF MA6746 M     | 2034-07-20      | 5.5000%  | 0.0000% | $468.76            | $474.86            | Agency Mortgage-Backed Securities |
| GNII SF MA6826 M     | 2050-08-20      | 6.0000%  | 0.0000% | $3967.56           | $4186.98           | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $2213.07           | $1817.44           | Agency Mortgage-Backed Securities |
| GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $2367.46           | $2115.38           | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $3555.23           | $2919.67           | Agency Mortgage-Backed Securities |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $2529.65           | $2077.43           | Agency Mortgage-Backed Securities |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $10808047.33       | $8875904.72        | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $26826364.82       | $23944319.04       | Agency Mortgage-Backed Securities |
| GNII SF MA7830 M     | 2052-01-20      | 4.0000%  | 0.0000% | $1900.13           | $1795.17           | Agency Mortgage-Backed Securities |
| GNII SF 003901 M     | 2036-09-20      | 7.0000%  | 0.0000% | $1718.21           | $1792.81           | Agency Mortgage-Backed Securities |
| GNII SF 003902 M     | 2036-09-20      | 7.5000%  | 0.0000% | $1359.00           | $1392.35           | Agency Mortgage-Backed Securities |
| GNII SF 003910 M     | 2036-10-20      | 6.0000%  | 0.0000% | $373.71            | $393.78            | Agency Mortgage-Backed Securities |
| GNII SF 003912 M     | 2036-10-20      | 7.0000%  | 0.0000% | $1379.10           | $1438.31           | Agency Mortgage-Backed Securities |
| GNII SF 003921 M     | 2036-11-20      | 6.5000%  | 0.0000% | $616.78            | $665.11            | Agency Mortgage-Backed Securities |
| GNII SF 003922 M     | 2036-11-20      | 7.0000%  | 0.0000% | $461.88            | $481.77            | Agency Mortgage-Backed Securities |
| GNII SF 003932 M     | 2036-12-20      | 6.5000%  | 0.0000% | $719.35            | $775.01            | Agency Mortgage-Backed Securities |
| GNII SF 003942 M     | 2037-01-20      | 6.5000%  | 0.0000% | $507.77            | $546.49            | Agency Mortgage-Backed Securities |
| GNII SF 003943 M     | 2037-01-20      | 7.0000%  | 0.0000% | $2115.92           | $2187.29           | Agency Mortgage-Backed Securities |
| GNII SF 003956 M     | 2037-02-20      | 7.0000%  | 0.0000% | $2592.02           | $2705.55           | Agency Mortgage-Backed Securities |
| GNII SF 003965 M     | 2037-03-20      | 5.5000%  | 0.0000% | $910.42            | $940.13            | Agency Mortgage-Backed Securities |
| GNII SF 003968 M     | 2037-03-20      | 7.0000%  | 0.0000% | $1018.46           | $1052.81           | Agency Mortgage-Backed Securities |
| GNII SF 003996 M     | 2037-06-20      | 7.0000%  | 0.0000% | $1239.09           | $1283.61           | Agency Mortgage-Backed Securities |
| GNII SF 004005 M     | 2037-07-20      | 5.5000%  | 0.0000% | $1095.21           | $1134.23           | Agency Mortgage-Backed Securities |
| GNII SF 004008 M     | 2037-07-20      | 7.0000%  | 0.0000% | $1552.14           | $1609.03           | Agency Mortgage-Backed Securities |
| GNII SF 004041 M     | 2037-10-20      | 7.0000%  | 0.0000% | $2738.84           | $2930.37           | Agency Mortgage-Backed Securities |
| GNII SF 004019 M     | 2037-08-20      | 7.0000%  | 0.0000% | $2121.46           | $2216.76           | Agency Mortgage-Backed Securities |
| GNII SF 004027 M     | 2037-09-20      | 5.5000%  | 0.0000% | $2243.76           | $2323.70           | Agency Mortgage-Backed Securities |
| GNII SF 004039 M     | 2037-10-20      | 6.0000%  | 0.0000% | $3302.39           | $3487.50           | Agency Mortgage-Backed Securities |
| GNII SF 004075 M     | 2038-01-20      | 7.0000%  | 0.0000% | $254.06            | $262.89            | Agency Mortgage-Backed Securities |
| GNII SF 004058 M     | 2037-12-20      | 5.0000%  | 0.0000% | $1671.52           | $1702.41           | Agency Mortgage-Backed Securities |
| GNII SF 004062 M     | 2037-12-20      | 7.0000%  | 0.0000% | $551.00            | $595.70            | Agency Mortgage-Backed Securities |
| GNII SF 004063 M     | 2037-12-20      | 7.5000%  | 0.0000% | $176.75            | $179.42            | Agency Mortgage-Backed Securities |
| GNII SF 004112 M     | 2038-04-20      | 4.5000%  | 0.0000% | $797.60            | $793.65            | Agency Mortgage-Backed Securities |
| GNII SF 004085 M     | 2038-02-20      | 6.0000%  | 0.0000% | $2796.80           | $2953.60           | Agency Mortgage-Backed Securities |
| GNII SF 004086 M     | 2038-02-20      | 6.5000%  | 0.0000% | $3066.14           | $3303.10           | Agency Mortgage-Backed Securities |
| GNII SF 004099 M     | 2038-03-20      | 6.0000%  | 0.0000% | $4522.42           | $4775.96           | Agency Mortgage-Backed Securities |
| GNII SF 004101 M     | 2038-03-20      | 7.0000%  | 0.0000% | $3175.42           | $3282.53           | Agency Mortgage-Backed Securities |
| GNII SF 004172 M     | 2038-06-20      | 7.0000%  | 0.0000% | $398.41            | $416.13            | Agency Mortgage-Backed Securities |
| GNII SF 004148 M     | 2038-05-20      | 7.0000%  | 0.0000% | $551.38            | $570.60            | Agency Mortgage-Backed Securities |
| GNII SF 004224 M     | 2038-08-20      | 7.0000%  | 0.0000% | $4096.84           | $4305.81           | Agency Mortgage-Backed Securities |
| GNII SF 004266 M     | 2038-10-20      | 5.5000%  | 0.0000% | $288.24            | $298.51            | Agency Mortgage-Backed Securities |
| GNII SF 004247 M     | 2038-09-20      | 7.0000%  | 0.0000% | $1586.59           | $1653.25           | Agency Mortgage-Backed Securities |
| GNII SF 004248 M     | 2038-09-20      | 7.5000%  | 0.0000% | $1876.19           | $1930.09           | Agency Mortgage-Backed Securities |
| GNII SF 004317 M     | 2038-12-20      | 6.5000%  | 0.0000% | $1418.00           | $1528.08           | Agency Mortgage-Backed Securities |
| GNII SF 004341 M     | 2039-01-20      | 4.5000%  | 0.0000% | $1693.29           | $1681.41           | Agency Mortgage-Backed Securities |
| GNII SF 004346 M     | 2039-01-20      | 7.0000%  | 0.0000% | $4676.11           | $4858.06           | Agency Mortgage-Backed Securities |
| GNII SF 005332 M     | 2042-03-20      | 4.0000%  | 0.0000% | $2540.54           | $2451.37           | Agency Mortgage-Backed Securities |
| GNII SF 004519 M     | 2039-08-20      | 4.5000%  | 0.0000% | $2407.43           | $2388.69           | Agency Mortgage-Backed Securities |
| GNII SF 004523 M     | 2039-08-20      | 6.5000%  | 0.0000% | $412.96            | $444.10            | Agency Mortgage-Backed Securities |
| GNII SF 004539 M     | 2039-09-20      | 4.0000%  | 0.0000% | $2483.22           | $2396.15           | Agency Mortgage-Backed Securities |
| GNII SF 004579 M     | 2039-11-20      | 5.5000%  | 0.0000% | $1737.41           | $1799.38           | Agency Mortgage-Backed Securities |
| GNII SF 004582 M     | 2039-11-20      | 7.0000%  | 0.0000% | $448.12            | $463.51            | Agency Mortgage-Backed Securities |
| GNII SF 004598 M     | 2039-12-20      | 4.5000%  | 0.0000% | $645.66            | $640.47            | Agency Mortgage-Backed Securities |
| GNII SF 004599 M     | 2039-12-20      | 5.0000%  | 0.0000% | $754.70            | $771.79            | Agency Mortgage-Backed Securities |
| GNII SF 004656 M     | 2040-03-20      | 4.0000%  | 0.0000% | $4102.41           | $3958.53           | Agency Mortgage-Backed Securities |
| GNII SF 004657 M     | 2040-03-20      | 4.5000%  | 0.0000% | $1296.71           | $1286.28           | Agency Mortgage-Backed Securities |
| GNII SF 004678 M     | 2040-04-20      | 4.5000%  | 0.0000% | $2865.12           | $2842.07           | Agency Mortgage-Backed Securities |
| GNII SF 004713 M     | 2040-06-20      | 4.5000%  | 0.0000% | $3825.88           | $3795.10           | Agency Mortgage-Backed Securities |
| GNII SF 004716 M     | 2040-06-20      | 5.5000%  | 0.0000% | $1212.24           | $1255.48           | Agency Mortgage-Backed Securities |
| GNII SF 004751 M     | 2038-12-20      | 7.0000%  | 0.0000% | $1444.98           | $1493.72           | Agency Mortgage-Backed Securities |
| GNII SF 004803 M     | 2040-09-20      | 5.5000%  | 0.0000% | $2750.13           | $2848.18           | Agency Mortgage-Backed Securities |
| GNII SF 004806 M     | 2039-01-20      | 7.0000%  | 0.0000% | $1803.41           | $1864.23           | Agency Mortgage-Backed Securities |
| GNII SF 004923 M     | 2041-01-20      | 4.5000%  | 0.0000% | $977.26            | $969.19            | Agency Mortgage-Backed Securities |
| GNII SF 005016 M     | 2041-04-20      | 4.0000%  | 0.0000% | $1238.83           | $1195.36           | Agency Mortgage-Backed Securities |
| GNII SF 005072 M     | 2037-11-20      | 6.5000%  | 0.0000% | $1947.69           | $2120.62           | Agency Mortgage-Backed Securities |
| GNII SF 005050 M     | 2026-05-20      | 4.0000%  | 0.0000% | $31.70             | $31.73             | Agency Mortgage-Backed Securities |
| GNII SF 005108 M     | 2026-07-20      | 4.5000%  | 0.0000% | $240.67            | $241.15            | Agency Mortgage-Backed Securities |
| GNII SF 005080 M     | 2026-06-20      | 4.0000%  | 0.0000% | $10.67             | $10.68             | Agency Mortgage-Backed Securities |
| GNII SF 005088 M     | 2032-08-20      | 7.0000%  | 0.0000% | $77.45             | $80.88             | Agency Mortgage-Backed Securities |
| GNII SF 005200 M     | 2026-10-20      | 4.0000%  | 0.0000% | $184.67            | $184.85            | Agency Mortgage-Backed Securities |
| GNII SF 005193 M     | 2041-09-20      | 3.0000%  | 0.0000% | $4548.67           | $4205.66           | Agency Mortgage-Backed Securities |
| GNII SF 005234 M     | 2041-11-20      | 4.5000%  | 0.0000% | $620.93            | $615.61            | Agency Mortgage-Backed Securities |
| GNAR AR 008874 M     | 2026-05-20      | 5.6250%  | 0.0000% | $3.30              | $3.31              | Agency Mortgage-Backed Securities |
| GNAR AR 008911 M     | 2026-07-20      | 5.3750%  | 0.0000% | $13.88             | $13.92             | Agency Mortgage-Backed Securities |
| GNAR AR 008913 M     | 2026-07-20      | 5.3750%  | 0.0000% | $99.47             | $99.86             | Agency Mortgage-Backed Securities |
| GNAR AR 008928 M     | 2026-07-20      | 5.3750%  | 0.0000% | $5.83              | $5.84              | Agency Mortgage-Backed Securities |
| GNAR AR 008959 M     | 2026-08-20      | 5.3750%  | 0.0000% | $55.15             | $55.33             | Agency Mortgage-Backed Securities |
| GNAR AR 008967 M     | 2026-09-20      | 5.3750%  | 0.0000% | $78.43             | $78.66             | Agency Mortgage-Backed Securities |
| GNAR AR 008968 M     | 2026-09-20      | 5.3750%  | 0.0000% | $26.14             | $26.25             | Agency Mortgage-Backed Securities |
| GNAR AR 008971 M     | 2026-09-20      | 5.3750%  | 0.0000% | $5.74              | $5.76              | Agency Mortgage-Backed Securities |
| GNAR AR 008865 M     | 2026-05-20      | 5.6250%  | 0.0000% | $12.47             | $12.50             | Agency Mortgage-Backed Securities |
| GNII SF 411153 C     | 2026-07-20      | 7.0000%  | 0.0000% | $9.19              | $9.22              | Agency Mortgage-Backed Securities |
| GNMI SF 457587 X     | 2027-08-15      | 8.0000%  | 0.0000% | $148.91            | $151.11            | Agency Mortgage-Backed Securities |
| GNII SF 467023 C     | 2028-05-20      | 6.5000%  | 0.0000% | $93.38             | $94.39             | Agency Mortgage-Backed Securities |
| GNMI SF 470467 X     | 2029-06-15      | 6.5000%  | 0.0000% | $30.82             | $31.42             | Agency Mortgage-Backed Securities |
| GNMI SF 470523 X     | 2029-06-15      | 7.5000%  | 0.0000% | $162.78            | $166.81            | Agency Mortgage-Backed Securities |
| GNMI SF 470637 X     | 2029-07-15      | 7.0000%  | 0.0000% | $14.68             | $14.77             | Agency Mortgage-Backed Securities |
| GNMI SF 471674 X     | 2028-04-15      | 6.5000%  | 0.0000% | $9.84              | $9.92              | Agency Mortgage-Backed Securities |
| GNMI SF 471274 X     | 2028-05-15      | 6.7500%  | 0.0000% | $314.68            | $317.97            | Agency Mortgage-Backed Securities |
| GNMI SF 471296 X     | 2031-12-15      | 6.0000%  | 0.0000% | $1569.44           | $1620.63           | Agency Mortgage-Backed Securities |
| GNMI SF 472490 X     | 2029-02-15      | 6.0000%  | 0.0000% | $1682.36           | $1698.41           | Agency Mortgage-Backed Securities |
| GNMI SF 471855 X     | 2028-04-15      | 6.5000%  | 0.0000% | $301.74            | $308.77            | Agency Mortgage-Backed Securities |
| GNMI SF 472654 X     | 2028-06-15      | 7.5000%  | 0.0000% | $281.22            | $288.02            | Agency Mortgage-Backed Securities |
| GNMI SF 473589 X     | 2028-07-15      | 6.7500%  | 0.0000% | $660.31            | $679.96            | Agency Mortgage-Backed Securities |
| GNMI SF 474208 X     | 2028-05-15      | 7.0000%  | 0.0000% | $1271.35           | $1288.94           | Agency Mortgage-Backed Securities |
| GNII SF 474472 C     | 2028-04-20      | 6.7500%  | 0.0000% | $6.37              | $6.43              | Agency Mortgage-Backed Securities |
| GNMI SF 475493 X     | 2028-07-15      | 7.5000%  | 0.0000% | $1270.58           | $1288.01           | Agency Mortgage-Backed Securities |
| GNMI SF 475852 X     | 2028-06-15      | 8.0000%  | 0.0000% | $163.96            | $167.05            | Agency Mortgage-Backed Securities |
| GNMI SF 477025 X     | 2030-01-15      | 7.5000%  | 0.0000% | $1443.13           | $1475.70           | Agency Mortgage-Backed Securities |
| GNMI SF 477481 X     | 2028-10-15      | 6.5000%  | 0.0000% | $1133.26           | $1180.23           | Agency Mortgage-Backed Securities |
| GNMI SF 478885 X     | 2029-11-15      | 8.0000%  | 0.0000% | $45.36             | $46.62             | Agency Mortgage-Backed Securities |
| GNMI SF 478174 X     | 2028-06-15      | 7.5000%  | 0.0000% | $336.90            | $343.03            | Agency Mortgage-Backed Securities |
| GNMI SF 479749 X     | 2030-11-15      | 8.0000%  | 0.0000% | $1780.15           | $1830.09           | Agency Mortgage-Backed Securities |
| GNMI SF 478957 X     | 2029-12-15      | 7.5000%  | 0.0000% | $40.77             | $41.90             | Agency Mortgage-Backed Securities |
| GNMI SF 478993 X     | 2029-12-15      | 8.0000%  | 0.0000% | $549.81            | $559.62            | Agency Mortgage-Backed Securities |
| GNMI SF 478967 X     | 2029-12-15      | 8.0000%  | 0.0000% | $1908.33           | $1942.49           | Agency Mortgage-Backed Securities |
| GNMI SF 479087 X     | 2030-01-15      | 8.0000%  | 0.0000% | $615.99            | $627.59            | Agency Mortgage-Backed Securities |
| GNMI SF 479080 X     | 2030-01-15      | 8.0000%  | 0.0000% | $37.69             | $38.35             | Agency Mortgage-Backed Securities |
| GNMI SF 479170 X     | 2030-02-15      | 8.0000%  | 0.0000% | $442.58            | $450.34            | Agency Mortgage-Backed Securities |
| GNMI SF 479229 X     | 2030-03-15      | 8.0000%  | 0.0000% | $3188.30           | $3278.75           | Agency Mortgage-Backed Securities |
| GNMI SF 479290 X     | 2030-04-15      | 8.0000%  | 0.0000% | $211.14            | $214.88            | Agency Mortgage-Backed Securities |
| GNMI SF 479294 X     | 2030-04-15      | 8.5000%  | 0.0000% | $1270.87           | $1306.01           | Agency Mortgage-Backed Securities |
| GNMI SF 479341 X     | 2030-05-15      | 8.0000%  | 0.0000% | $1718.20           | $1760.88           | Agency Mortgage-Backed Securities |
| GNII SF 723593 C     | 2033-11-20      | 6.5000%  | 0.0000% | $467.33            | $478.15            | Agency Mortgage-Backed Securities |
| GNII SF 723503 C     | 2032-10-20      | 6.5000%  | 0.0000% | $966.90            | $983.52            | Agency Mortgage-Backed Securities |
| GNII SF 737978 C     | 2036-07-20      | 6.5000%  | 0.0000% | $1983.96           | $2119.42           | Agency Mortgage-Backed Securities |
| GNII SF 737769 C     | 2033-05-20      | 6.5000%  | 0.0000% | $1334.96           | $1367.66           | Agency Mortgage-Backed Securities |
| GNII SF 738937 C     | 2037-01-20      | 6.5000%  | 0.0000% | $3759.08           | $4059.97           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2563 | 2052-10-01      | 4.5000%  | 0.0000% | $758.48            | $738.98            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4556 | 2054-01-01      | 4.0000%  | 0.0000% | $3355.38           | $3164.43           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5580 | 2052-10-01      | 4.0000%  | 0.0000% | $4518.00           | $4261.36           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6638 | 2054-10-01      | 5.5000%  | 0.0000% | $1713.41           | $1744.30           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $3589.96           | $3471.11           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $307.81            | $293.46            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  | 0.0000% | $145.27            | $138.43            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $418.26            | $397.69            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $6269.81           | $5063.18           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $1313.23           | $1110.95           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $2185.76           | $1757.88           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $2926.27           | $2470.25           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $3527.27           | $2827.60           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8167 | 2051-09-01      | 2.5000%  | 0.0000% | $2083.69           | $1754.45           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $603.38            | $531.30            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $6756.43           | $5431.10           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $4554.51           | $3656.59           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | 0.0000% | $3612.10           | $3052.89           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | 0.0000% | $637.78            | $585.87            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $3087.51           | $2479.39           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $773.07            | $705.11            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $2420.42           | $2122.73           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $784.01            | $715.24            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8227 | 2052-07-01      | 4.0000%  | 0.0000% | $778.65            | $735.42            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $785.64            | $630.74            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $3197.04           | $2565.63           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $1524.17           | $1338.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE5999 | 2047-02-01      | 4.5000%  | 0.0000% | $4171.77           | $4047.95           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4672 | 2047-06-01      | 4.5000%  | 0.0000% | $4168.74           | $4102.82           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  | 0.0000% | $266.73            | $254.50            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM1064 | 2030-11-01      | 3.5000%  | 0.0000% | $45.29             | $44.99             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | 0.0000% | $255.98            | $245.22            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3257 | 2032-11-01      | 3.5000%  | 0.0000% | $453.39            | $445.79            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3962 | 2046-02-01      | 4.5000%  | 0.0000% | $459.74            | $457.02            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | 0.0000% | $2508.26           | $2412.40           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5525 | 2031-03-01      | 4.0000%  | 0.0000% | $46.39             | $46.39             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0855 | 2048-10-01      | 4.5000%  | 0.0000% | $8428.41           | $8288.20           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $1216.91           | $1160.51           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBO3236 | 2049-11-01      | 2.7770%  | 0.0000% | $535.21            | $547.37            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBO4944 | 2034-11-01      | 2.5000%  | 0.0000% | $837.43            | $791.13            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $4256.31           | $4054.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBO8857 | 2049-11-01      | 3.1310%  | 0.0000% | $411.38            | $424.40            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA8542 | 2054-02-01      | 6.0000%  | 0.0000% | $985.64            | $1011.19           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL887459 | 2036-09-01      | 6.5000%  | 0.0000% | $1331.29           | $1400.60           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888215 | 2036-12-01      | 6.5000%  | 0.0000% | $2439.60           | $2587.86           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL964848 | 2038-08-01      | 6.5000%  | 0.0000% | $804.82            | $841.68            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1466 | 2040-09-01      | 4.5000%  | 0.0000% | $122.24            | $121.52            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6017 | 2042-08-01      | 3.5000%  | 0.0000% | $150.52            | $141.57            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1459 | 2033-06-01      | 3.0000%  | 0.0000% | $1796.93           | $1733.10           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA1658 | 2028-10-01      | 3.5000%  | 0.0000% | $977.66            | $972.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2161 | 2029-12-01      | 3.5000%  | 0.0000% | $2506.79           | $2481.24           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $369.89            | $352.90            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $620.41            | $591.88            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  | 0.0000% | $204.77            | $200.86            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  | 0.0000% | $507.33            | $483.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2873 | 2037-01-01      | 3.5000%  | 0.0000% | $5285.68           | $5099.60           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  | 0.0000% | $102.72            | $97.26             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  | 0.0000% | $237.03            | $226.18            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | 0.0000% | $252.52            | $239.66            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3306 | 2048-03-01      | 4.0000%  | 0.0000% | $347.29            | $329.02            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3364 | 2033-05-01      | 3.5000%  | 0.0000% | $158.10            | $155.31            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  | 0.0000% | $142.04            | $135.01            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $4372.71           | $3520.52           | Agency Mortgage-Backed Securities |
| GNII SF MA7832 M     | 2052-01-20      | 5.0000%  | 0.0000% | $863.10            | $869.01            | Agency Mortgage-Backed Securities |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $725.01            | $622.11            | Agency Mortgage-Backed Securities |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $33369228.66       | $32533129.27       | Agency Mortgage-Backed Securities |
| GNII SF MA8641 M     | 2052-04-20      | 2.0000%  | 0.0000% | $2221.40           | $1827.02           | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $4523.66           | $4610.38           | Agency Mortgage-Backed Securities |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $662.54            | $544.91            | Agency Mortgage-Backed Securities |
| GNII SF MA9099 M     | 2052-05-20      | 2.0000%  | 0.0000% | $714.98            | $587.90            | Agency Mortgage-Backed Securities |
| GNII SF MA9175 M     | 2053-09-20      | 7.5000%  | 0.0000% | $925.84            | $962.86            | Agency Mortgage-Backed Securities |
| GNII SF MA9234 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1523.96           | $1253.39           | Agency Mortgage-Backed Securities |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $1803.89           | $1748.90           | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $694.74            | $706.36            | Agency Mortgage-Backed Securities |
| GNII SF MA9538 M     | 2054-02-20      | 4.0000%  | 0.0000% | $1849.93           | $1735.25           | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $525.44            | $543.59            | Agency Mortgage-Backed Securities |
| GNII SF AO1099 C     | 2045-09-20      | 3.5000%  | 0.0000% | $3182.80           | $2899.39           | Agency Mortgage-Backed Securities |
| GNII SF BC4862 C     | 2047-10-20      | 3.5000%  | 0.0000% | $3194.54           | $2935.67           | Agency Mortgage-Backed Securities |
| GNII SF BD0497 C     | 2048-02-20      | 4.0000%  | 0.0000% | $70895.23          | $66306.91          | Agency Mortgage-Backed Securities |
| GNII SF BF2644 C     | 2048-05-20      | 5.0000%  | 0.0000% | $3354.83           | $3354.42           | Agency Mortgage-Backed Securities |
| GNII SF BO3369 C     | 2049-06-20      | 5.0000%  | 0.0000% | $4536.80           | $4614.32           | Agency Mortgage-Backed Securities |
| GNII SF BP2045 C     | 2049-07-20      | 5.0000%  | 0.0000% | $2186.36           | $2247.71           | Agency Mortgage-Backed Securities |
| GNII SF BR2330 C     | 2049-11-20      | 2.5000%  | 0.0000% | $2555.57           | $2167.89           | Agency Mortgage-Backed Securities |
| GNII SF BR2380 C     | 2049-12-20      | 2.5000%  | 0.0000% | $4859.47           | $4098.28           | Agency Mortgage-Backed Securities |
| GNII SF BR2384 C     | 2049-12-20      | 2.5000%  | 0.0000% | $3073.65           | $2607.39           | Agency Mortgage-Backed Securities |
| GNII SF CB4371 C     | 2051-09-20      | 4.0000%  | 0.0000% | $401.09            | $376.00            | Agency Mortgage-Backed Securities |
| GNII SF CH7881 C     | 2051-10-20      | 3.0000%  | 0.0000% | $1296.49           | $1182.43           | Agency Mortgage-Backed Securities |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $898.86            | $758.03            | Agency Mortgage-Backed Securities |
| GNII SF CM0870 C     | 2052-04-20      | 4.0000%  | 0.0000% | $2304.93           | $2155.80           | Agency Mortgage-Backed Securities |
| GNII SF MA9962 M     | 2054-10-20      | 4.0000%  | 0.0000% | $1882.34           | $1765.17           | Agency Mortgage-Backed Securities |
| GNII SF AE8491 C     | 2044-07-20      | 4.0000%  | 0.0000% | $116.80            | $111.09            | Agency Mortgage-Backed Securities |
| GNMI SF AF5074 X     | 2043-08-15      | 3.0000%  | 0.0000% | $3716.61           | $3414.32           | Agency Mortgage-Backed Securities |
| GNMI SF 491146 X     | 2028-12-15      | 6.5000%  | 0.0000% | $227.82            | $232.70            | Agency Mortgage-Backed Securities |
| GNMI SF 491153 X     | 2029-01-15      | 7.5000%  | 0.0000% | $47.66             | $48.84             | Agency Mortgage-Backed Securities |
| GNMI SF 491653 X     | 2029-09-15      | 7.5000%  | 0.0000% | $175.94            | $180.70            | Agency Mortgage-Backed Securities |
| GNMI SF 491644 X     | 2029-08-15      | 7.5000%  | 0.0000% | $359.17            | $369.42            | Agency Mortgage-Backed Securities |
| GNMI SF 492196 X     | 2029-03-15      | 6.5000%  | 0.0000% | $190.98            | $193.40            | Agency Mortgage-Backed Securities |
| GNMI SF 492600 X     | 2029-09-15      | 8.0000%  | 0.0000% | $2727.27           | $2794.01           | Agency Mortgage-Backed Securities |
| GNMI SF 492712 X     | 2029-03-15      | 6.5000%  | 0.0000% | $305.66            | $313.19            | Agency Mortgage-Backed Securities |
| GNMI SF 493505 X     | 2030-07-15      | 7.5000%  | 0.0000% | $172.32            | $176.89            | Agency Mortgage-Backed Securities |
| GNMI SF 493532 X     | 2029-09-15      | 6.0000%  | 0.0000% | $1799.73           | $1825.62           | Agency Mortgage-Backed Securities |
| GNMI SF 493545 X     | 2031-03-15      | 6.0000%  | 0.0000% | $197.22            | $201.85            | Agency Mortgage-Backed Securities |
| GNMI SF 493558 X     | 2031-05-15      | 6.0000%  | 0.0000% | $1253.66           | $1269.21           | Agency Mortgage-Backed Securities |
| GNMI SF 493577 X     | 2031-07-15      | 6.0000%  | 0.0000% | $3142.34           | $3185.81           | Agency Mortgage-Backed Securities |
| GNMI SF 500196 X     | 2030-01-15      | 8.0000%  | 0.0000% | $625.41            | $641.11            | Agency Mortgage-Backed Securities |
| GNMI SF 500266 X     | 2029-11-15      | 8.0000%  | 0.0000% | $19.63             | $20.09             | Agency Mortgage-Backed Securities |
| GNMI SF 500950 X     | 2029-07-15      | 7.5000%  | 0.0000% | $284.77            | $292.01            | Agency Mortgage-Backed Securities |
| GNMI SF 504385 X     | 2029-06-15      | 6.5000%  | 0.0000% | $2206.54           | $2245.40           | Agency Mortgage-Backed Securities |
| GNMI SF 505085 X     | 2029-07-15      | 7.5000%  | 0.0000% | $200.32            | $202.49            | Agency Mortgage-Backed Securities |
| GNMI SF 505492 X     | 2030-04-15      | 8.0000%  | 0.0000% | $214.92            | $220.56            | Agency Mortgage-Backed Securities |
| GNMI SF 505581 X     | 2029-03-15      | 6.2500%  | 0.0000% | $301.38            | $308.96            | Agency Mortgage-Backed Securities |
| GNMI SF 505732 X     | 2029-07-15      | 7.0000%  | 0.0000% | $271.00            | $276.97            | Agency Mortgage-Backed Securities |
| GNMI SF 506673 X     | 2029-04-15      | 7.5000%  | 0.0000% | $104.88            | $107.06            | Agency Mortgage-Backed Securities |
| GNMI SF 506248 X     | 2030-07-15      | 8.5000%  | 0.0000% | $784.66            | $798.78            | Agency Mortgage-Backed Securities |
| GNMI SF 506415 X     | 2029-04-15      | 6.0000%  | 0.0000% | $63.83             | $65.34             | Agency Mortgage-Backed Securities |
| GNMI SF 506659 X     | 2029-04-15      | 6.0000%  | 0.0000% | $633.03            | $647.82            | Agency Mortgage-Backed Securities |
| GNMI SF 506866 X     | 2029-04-15      | 7.0000%  | 0.0000% | $115.70            | $116.67            | Agency Mortgage-Backed Securities |
| GNMI SF 507901 X     | 2029-05-15      | 6.5000%  | 0.0000% | $227.79            | $230.65            | Agency Mortgage-Backed Securities |
| GNMI SF 508306 X     | 2030-01-15      | 8.0000%  | 0.0000% | $1063.68           | $1103.57           | Agency Mortgage-Backed Securities |
| GNMI SF 508316 X     | 2030-02-15      | 8.0000%  | 0.0000% | $31.07             | $31.59             | Agency Mortgage-Backed Securities |
| GNMI SF 513701 X     | 2029-06-15      | 7.5000%  | 0.0000% | $396.02            | $406.28            | Agency Mortgage-Backed Securities |
| GNMI SF 513681 X     | 2029-06-15      | 7.0000%  | 0.0000% | $16.00             | $16.28             | Agency Mortgage-Backed Securities |
| GNMI SF 513758 X     | 2029-08-15      | 8.0000%  | 0.0000% | $1.13              | $1.14              | Agency Mortgage-Backed Securities |
| GNMI SF 513796 X     | 2029-07-15      | 7.5000%  | 0.0000% | $179.98            | $181.92            | Agency Mortgage-Backed Securities |
| GNMI SF 517153 X     | 2029-10-15      | 7.5000%  | 0.0000% | $3.73              | $3.75              | Agency Mortgage-Backed Securities |
| GNMI SF 518413 X     | 2029-09-15      | 7.2500%  | 0.0000% | $185.34            | $187.11            | Agency Mortgage-Backed Securities |
| GNMI SF 518469 X     | 2029-09-15      | 7.5000%  | 0.0000% | $124.73            | $127.80            | Agency Mortgage-Backed Securities |
| GNMI SF 518488 X     | 2029-09-15      | 7.5000%  | 0.0000% | $30.66             | $31.43             | Agency Mortgage-Backed Securities |
| GNMI SF 520260 X     | 2034-09-15      | 6.0000%  | 0.0000% | $1300.41           | $1328.40           | Agency Mortgage-Backed Securities |
| GNMI SF 519442 X     | 2030-09-15      | 8.0000%  | 0.0000% | $2200.71           | $2240.39           | Agency Mortgage-Backed Securities |
| GNMI SF 519569 X     | 2030-05-15      | 8.0000%  | 0.0000% | $51.50             | $52.40             | Agency Mortgage-Backed Securities |
| GNMI SF 519620 X     | 2030-09-15      | 8.0000%  | 0.0000% | $58.32             | $59.91             | Agency Mortgage-Backed Securities |
| GNMI SF 519678 X     | 2029-09-15      | 8.0000%  | 0.0000% | $539.27            | $548.53            | Agency Mortgage-Backed Securities |
| GNMI SF 520077 X     | 2029-12-15      | 7.5000%  | 0.0000% | $23.88             | $24.33             | Agency Mortgage-Backed Securities |
| GNMI SF 520110 X     | 2030-04-15      | 8.0000%  | 0.0000% | $934.95            | $962.32            | Agency Mortgage-Backed Securities |
| GNMI SF 520128 X     | 2030-09-15      | 8.0000%  | 0.0000% | $4262.25           | $4338.13           | Agency Mortgage-Backed Securities |
| GNMI SF 521125 X     | 2030-10-15      | 8.0000%  | 0.0000% | $232.89            | $237.05            | Agency Mortgage-Backed Securities |
| GNMI SF 520827 X     | 2035-03-15      | 6.0000%  | 0.0000% | $214.75            | $222.22            | Agency Mortgage-Backed Securities |
| GNMI SF 520977 X     | 2030-08-15      | 8.0000%  | 0.0000% | $364.26            | $377.60            | Agency Mortgage-Backed Securities |
| GNMI SF 520978 X     | 2030-09-15      | 8.0000%  | 0.0000% | $36.51             | $37.53             | Agency Mortgage-Backed Securities |
| GNMI SF 521228 X     | 2030-11-15      | 7.5000%  | 0.0000% | $66.62             | $68.51             | Agency Mortgage-Backed Securities |
| GNMI SF 521765 X     | 2030-01-15      | 8.0000%  | 0.0000% | $341.47            | $347.29            | Agency Mortgage-Backed Securities |
| GNMI SF 521828 X     | 2030-05-15      | 8.0000%  | 0.0000% | $22.61             | $23.00             | Agency Mortgage-Backed Securities |
| GNMI SF 522635 X     | 2030-02-15      | 7.5000%  | 0.0000% | $305.52            | $308.88            | Agency Mortgage-Backed Securities |
| GNMI SF 522636 X     | 2030-02-15      | 8.0000%  | 0.0000% | $158.60            | $163.34            | Agency Mortgage-Backed Securities |
| GNMI SF 533091 X     | 2030-08-15      | 8.0000%  | 0.0000% | $1240.16           | $1262.33           | Agency Mortgage-Backed Securities |
| GNII SF 536606 C     | 2030-02-20      | 6.5000%  | 0.0000% | $62.93             | $65.32             | Agency Mortgage-Backed Securities |
| GNMI SF 537955 X     | 2030-07-15      | 8.0000%  | 0.0000% | $2303.96           | $2352.56           | Agency Mortgage-Backed Securities |
| GNMI SF 538551 X     | 2030-10-15      | 8.5000%  | 0.0000% | $367.02            | $373.73            | Agency Mortgage-Backed Securities |
| GNMI SF 542828 X     | 2035-06-15      | 5.0000%  | 0.0000% | $3157.57           | $3158.06           | Agency Mortgage-Backed Securities |
| GNMI SF 542822 X     | 2031-05-15      | 6.0000%  | 0.0000% | $593.01            | $603.32            | Agency Mortgage-Backed Securities |
| GNMI SF 544522 X     | 2031-05-15      | 6.0000%  | 0.0000% | $1195.62           | $1212.43           | Agency Mortgage-Backed Securities |
| GNMI SF 544535 X     | 2031-05-15      | 7.5000%  | 0.0000% | $442.85            | $452.66            | Agency Mortgage-Backed Securities |
| GNMI SF 544545 X     | 2031-05-15      | 6.0000%  | 0.0000% | $2664.65           | $2705.03           | Agency Mortgage-Backed Securities |
| GNMI SF 543745 X     | 2030-12-15      | 8.0000%  | 0.0000% | $1464.52           | $1490.51           | Agency Mortgage-Backed Securities |
| GNMI SF 543785 X     | 2031-01-15      | 7.5000%  | 0.0000% | $82.16             | $84.49             | Agency Mortgage-Backed Securities |
| GNMI SF 543872 X     | 2031-01-15      | 8.5000%  | 0.0000% | $45.70             | $47.24             | Agency Mortgage-Backed Securities |
| GNMI SF 543874 X     | 2031-01-15      | 7.5000%  | 0.0000% | $983.72            | $1008.04           | Agency Mortgage-Backed Securities |
| GNMI SF 544660 X     | 2030-12-15      | 8.0000%  | 0.0000% | $35.09             | $35.72             | Agency Mortgage-Backed Securities |
| GNMI SF 548463 X     | 2031-02-15      | 7.5000%  | 0.0000% | $235.65            | $242.93            | Agency Mortgage-Backed Securities |
| GNMI SF 548478 X     | 2031-02-15      | 7.5000%  | 0.0000% | $258.52            | $261.31            | Agency Mortgage-Backed Securities |
| GNMI SF 548519 X     | 2031-08-15      | 6.5000%  | 0.0000% | $3489.66           | $3587.76           | Agency Mortgage-Backed Securities |
| GNMI SF 549232 X     | 2031-04-15      | 8.0000%  | 0.0000% | $619.33            | $631.57            | Agency Mortgage-Backed Securities |
| GNMI SF 549563 X     | 2031-05-15      | 7.0000%  | 0.0000% | $453.95            | $460.10            | Agency Mortgage-Backed Securities |
| GNMI SF 550865 X     | 2031-09-15      | 7.5000%  | 0.0000% | $10.72             | $10.84             | Agency Mortgage-Backed Securities |
| GNMI SF 550873 X     | 2031-09-15      | 6.0000%  | 0.0000% | $2997.91           | $3050.43           | Agency Mortgage-Backed Securities |
| GNMI SF 550160 X     | 2031-07-15      | 6.0000%  | 0.0000% | $1435.74           | $1457.48           | Agency Mortgage-Backed Securities |
| GNMI SF 550142 X     | 2031-07-15      | 6.5000%  | 0.0000% | $61.82             | $63.80             | Agency Mortgage-Backed Securities |
| GNMI SF 550436 X     | 2031-04-15      | 6.0000%  | 0.0000% | $59.14             | $59.87             | Agency Mortgage-Backed Securities |
| GNMI SF 550482 X     | 2031-05-15      | 6.0000%  | 0.0000% | $1988.77           | $2012.28           | Agency Mortgage-Backed Securities |
| GNMI SF 554204 X     | 2031-12-15      | 6.0000%  | 0.0000% | $3923.37           | $3962.82           | Agency Mortgage-Backed Securities |
| GNMI SF 554212 X     | 2031-12-15      | 6.0000%  | 0.0000% | $3704.00           | $3757.32           | Agency Mortgage-Backed Securities |
| GNMI SF 554739 X     | 2031-04-15      | 6.0000%  | 0.0000% | $1480.67           | $1497.65           | Agency Mortgage-Backed Securities |
| GNMI SF 554815 X     | 2031-05-15      | 6.0000%  | 0.0000% | $1862.68           | $1885.87           | Agency Mortgage-Backed Securities |
| GNMI SF 564749 X     | 2031-08-15      | 7.5000%  | 0.0000% | $49.97             | $51.51             | Agency Mortgage-Backed Securities |
| GNMI SF 564865 X     | 2031-09-15      | 6.0000%  | 0.0000% | $572.15            | $576.93            | Agency Mortgage-Backed Securities |
| GNMI SF 565009 X     | 2031-10-15      | 6.0000%  | 0.0000% | $1045.31           | $1057.49           | Agency Mortgage-Backed Securities |
| GNMI SF 565069 X     | 2032-01-15      | 6.0000%  | 0.0000% | $280.97            | $287.98            | Agency Mortgage-Backed Securities |
| GNMI SF 565047 X     | 2031-08-15      | 6.0000%  | 0.0000% | $2192.25           | $2214.54           | Agency Mortgage-Backed Securities |
| GNMI SF 565060 X     | 2031-11-15      | 6.0000%  | 0.0000% | $826.18            | $841.22            | Agency Mortgage-Backed Securities |
| GNII SP 780840 M     | 2028-07-20      | 8.5000%  | 0.0000% | $476.93            | $484.92            | Agency Mortgage-Backed Securities |
| GNMI SP 780864 X     | 2028-09-15      | 6.0000%  | 0.0000% | $435.27            | $441.71            | Agency Mortgage-Backed Securities |
| GNMI SP 780412 X     | 2026-08-15      | 7.5000%  | 0.0000% | $2.61              | $2.63              | Agency Mortgage-Backed Securities |
| GNMI SP 780415 X     | 2026-08-15      | 7.5000%  | 0.0000% | $0.20              | $0.20              | Agency Mortgage-Backed Securities |
| GNMI SP 780420 X     | 2026-08-15      | 7.5000%  | 0.0000% | $9.85              | $9.92              | Agency Mortgage-Backed Securities |
| GNMI SP 780429 X     | 2026-09-15      | 7.5000%  | 0.0000% | $8.65              | $8.71              | Agency Mortgage-Backed Securities |
| GNMI SP 780463 X     | 2026-11-15      | 7.0000%  | 0.0000% | $0.05              | $0.05              | Agency Mortgage-Backed Securities |
| GNMI SP 780509 X     | 2027-02-15      | 6.5000%  | 0.0000% | $65.23             | $65.51             | Agency Mortgage-Backed Securities |
| GNMI SP 780497 X     | 2027-01-15      | 8.0000%  | 0.0000% | $2.14              | $2.16              | Agency Mortgage-Backed Securities |
| GNMI SP 780498 X     | 2027-01-15      | 7.5000%  | 0.0000% | $29.11             | $29.37             | Agency Mortgage-Backed Securities |
| GNMI SP 780501 X     | 2026-12-15      | 9.0000%  | 0.0000% | $4.08              | $4.12              | Agency Mortgage-Backed Securities |
| GNMI SP 780530 X     | 2027-03-15      | 7.5000%  | 0.0000% | $92.28             | $93.07             | Agency Mortgage-Backed Securities |
| GNMI SP 780532 X     | 2027-03-15      | 7.5000%  | 0.0000% | $22.61             | $22.83             | Agency Mortgage-Backed Securities |
| GNMI SP 780546 X     | 2027-04-15      | 7.5000%  | 0.0000% | $38.26             | $38.67             | Agency Mortgage-Backed Securities |
| GNMI SP 780551 X     | 2027-04-15      | 7.5000%  | 0.0000% | $15.99             | $16.15             | Agency Mortgage-Backed Securities |
| GNMI SP 780562 X     | 2027-05-15      | 8.5000%  | 0.0000% | $1643.80           | $1668.79           | Agency Mortgage-Backed Securities |
| GNMI SP 780564 X     | 2027-05-15      | 8.5000%  | 0.0000% | $804.95            | $815.05            | Agency Mortgage-Backed Securities |
| GNMI SP 780580 X     | 2027-06-15      | 7.5000%  | 0.0000% | $2.52              | $2.55              | Agency Mortgage-Backed Securities |
| GNMI SP 780615 X     | 2027-08-15      | 6.5000%  | 0.0000% | $438.94            | $442.05            | Agency Mortgage-Backed Securities |
| GNMI SP 780622 X     | 2027-08-15      | 8.0000%  | 0.0000% | $26.09             | $26.44             | Agency Mortgage-Backed Securities |
| GNMI SP 780653 X     | 2027-10-15      | 6.5000%  | 0.0000% | $3458.32           | $3498.08           | Agency Mortgage-Backed Securities |
| GNMI SP 780656 X     | 2027-10-15      | 6.5000%  | 0.0000% | $253.47            | $257.68            | Agency Mortgage-Backed Securities |
| GNMI SP 780680 X     | 2027-11-15      | 6.5000%  | 0.0000% | $900.26            | $914.74            | Agency Mortgage-Backed Securities |
| GNMI SP 780684 X     | 2027-12-15      | 6.5000%  | 0.0000% | $91.61             | $92.46             | Agency Mortgage-Backed Securities |
| GNMI SP 780685 X     | 2027-12-15      | 6.5000%  | 0.0000% | $4671.15           | $4749.52           | Agency Mortgage-Backed Securities |
| GNII SP 780692 M     | 2027-12-20      | 7.0000%  | 0.0000% | $92.18             | $95.29             | Agency Mortgage-Backed Securities |
| GNMI SP 780728 X     | 2028-03-15      | 7.5000%  | 0.0000% | $59.35             | $60.22             | Agency Mortgage-Backed Securities |
| GNMI SP 780737 X     | 2028-03-15      | 7.5000%  | 0.0000% | $1428.63           | $1447.25           | Agency Mortgage-Backed Securities |
| GNMI SP 780743 X     | 2026-12-15      | 8.0000%  | 0.0000% | $20.39             | $20.58             | Agency Mortgage-Backed Securities |
| GNMI SP 780747 X     | 2028-03-15      | 6.5000%  | 0.0000% | $1931.67           | $1968.44           | Agency Mortgage-Backed Securities |
| GNMI SP 781690 X     | 2033-12-15      | 6.0000%  | 0.0000% | $2901.25           | $3001.73           | Agency Mortgage-Backed Securities |
| GNMI SP 781693 X     | 2033-12-15      | 6.5000%  | 0.0000% | $507.24            | $523.46            | Agency Mortgage-Backed Securities |
| GNMI SP 781694 X     | 2031-12-15      | 6.0000%  | 0.0000% | $747.66            | $777.89            | Agency Mortgage-Backed Securities |
| GNMI SP 781762 X     | 2034-04-15      | 6.5000%  | 0.0000% | $124.32            | $127.71            | Agency Mortgage-Backed Securities |
| GNMI SP 781774 X     | 2034-05-15      | 6.5000%  | 0.0000% | $1907.22           | $1971.69           | Agency Mortgage-Backed Securities |
| GNII SP 781388 M     | 2032-01-20      | 6.5000%  | 0.0000% | $698.43            | $734.39            | Agency Mortgage-Backed Securities |
| GNII SP 781457 M     | 2028-11-20      | 7.5000%  | 0.0000% | $50.91             | $51.82             | Agency Mortgage-Backed Securities |
| GNII SP 781534 M     | 2032-07-20      | 7.0000%  | 0.0000% | $1818.10           | $1894.49           | Agency Mortgage-Backed Securities |
| GNII SP 784391 C     | 2046-07-20      | 3.5000%  | 0.0000% | $1759.97           | $1609.64           | Agency Mortgage-Backed Securities |
| GNII SP 784481 C     | 2048-04-20      | 3.5000%  | 0.0000% | $524.98            | $481.05            | Agency Mortgage-Backed Securities |
| GNII SP 784749 C     | 2049-02-20      | 5.0000%  | 0.0000% | $2421.57           | $2430.09           | Agency Mortgage-Backed Securities |
| GNII SP 784793 C     | 2047-12-20      | 3.5000%  | 0.0000% | $2304.60           | $2110.32           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI0811 | 2033-10-01      | 6.5000%  | 0.0000% | $299.84            | $312.44            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI0861 | 2033-10-01      | 5.0000%  | 0.0000% | $1794.30           | $1808.17           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI0450 | 2033-08-01      | 6.0000%  | 0.0000% | $154.31            | $158.12            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI0633 | 2033-09-01      | 6.5000%  | 0.0000% | $1656.47           | $1726.09           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI0630 | 2033-09-01      | 5.5000%  | 0.0000% | $333.52            | $341.02            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  | 0.0000% | $859.87            | $876.12            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $1588.39           | $1339.58           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $3119.13           | $2739.99           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  | 0.0000% | $1604.50           | $1354.09           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $790.99            | $694.84            | Agency Mortgage-Backed Securities |
| FKAR 03.560 WNWN0086 | 2035-08-01      | 3.5600%  | 0.0000% | $1400.00           | $1294.38           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1616 | 2029-09-01      | 4.5100%  | 0.0000% | $985.34            | $994.10            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $593325.59         | $500685.45         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $6437.38           | $5160.47           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $711.05            | $649.06            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $3202.23           | $2698.78           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $2253.36           | $2128.26           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $6343.04           | $5348.22           | Agency Mortgage-Backed Securities |
| GNII SF DH4160 C     | 2055-03-20      | 6.0000%  | 0.0000% | $126898.65         | $132852.90         | Agency Mortgage-Backed Securities |
| GNII SF DH5546 C     | 2055-04-20      | 7.0000%  | 0.0000% | $35908.08          | $37593.93          | Agency Mortgage-Backed Securities |
| GNII SF DJ6741 C     | 2055-04-20      | 7.0000%  | 0.0000% | $987.72            | $1066.62           | Agency Mortgage-Backed Securities |
| GNAR AT 082547 M     | 2040-06-20      | 5.6250%  | 0.0000% | $373.04            | $381.01            | Agency Mortgage-Backed Securities |
| GNII SP 788194 C     | 2055-09-20      | 5.5000%  | 0.0000% | $60904.20          | $62012.99          | Agency Mortgage-Backed Securities |
| GNII SP 787913 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1842.16           | $1872.60           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2691 | 2034-01-01      | 5.2400%  | 0.0000% | $1000.00           | $1040.15           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $3968.81           | $3354.69           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $534.47            | $504.14            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $470584.86         | $431988.01         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $9774.39           | $8248.35           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4440 | 2051-10-01      | 3.5000%  | 0.0000% | $13141.64          | $12027.18          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  | 0.0000% | $1053.19           | $967.47            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $2175.47           | $1838.68           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3615 | 2049-03-01      | 4.0000%  | 0.0000% | $67.49             | $64.37             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3632 | 2034-04-01      | 3.5000%  | 0.0000% | $138.02            | $135.24            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $210.63            | $200.79            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $2005.57           | $1781.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  | 0.0000% | $4394.61           | $4224.65           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $1944.75           | $1880.73           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  | 0.0000% | $1763.83           | $1676.34           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  | 0.0000% | $476.65            | $452.83            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $661.16            | $532.47            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $2041.46           | $1644.10           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4330 | 2036-05-01      | 2.5000%  | 0.0000% | $4932.03           | $4646.00           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $2775.36           | $2233.77           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $2887.35           | $2325.41           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | 0.0000% | $2701.19           | $2376.00           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5283 | 2054-02-01      | 4.0000%  | 0.0000% | $2690.43           | $2531.60           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | 0.0000% | $2401.12           | $2466.44           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $3594.25           | $3380.56           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4528 | 2051-12-01      | 4.0000%  | 0.0000% | $2216.57           | $2095.63           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $19150.69          | $16185.80          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $6040.14           | $5097.03           | Agency Mortgage-Backed Securities |
| GNMI SF 677312 X     | 2038-09-15      | 5.0000%  | 0.0000% | $1537.42           | $1570.57           | Agency Mortgage-Backed Securities |
| GNMI SF 677567 X     | 2037-11-15      | 6.0000%  | 0.0000% | $1239.88           | $1289.12           | Agency Mortgage-Backed Securities |
| GNMI SF 677595 X     | 2037-12-15      | 6.0000%  | 0.0000% | $4026.61           | $4179.52           | Agency Mortgage-Backed Securities |
| GNMI SF 678833 X     | 2038-01-15      | 6.0000%  | 0.0000% | $4271.86           | $4452.21           | Agency Mortgage-Backed Securities |
| GNMI SF 680688 X     | 2038-01-15      | 6.5000%  | 0.0000% | $93.09             | $98.94             | Agency Mortgage-Backed Securities |
| GNMI SF 680663 X     | 2038-01-15      | 5.0000%  | 0.0000% | $379.89            | $385.05            | Agency Mortgage-Backed Securities |
| GNMI SF 684738 X     | 2038-03-15      | 4.5000%  | 0.0000% | $308.12            | $304.61            | Agency Mortgage-Backed Securities |
| GNMI SF 686678 X     | 2038-05-15      | 5.0000%  | 0.0000% | $241.91            | $245.20            | Agency Mortgage-Backed Securities |
| GNII SF 686743 C     | 2038-05-20      | 5.5000%  | 0.0000% | $310.89            | $320.62            | Agency Mortgage-Backed Securities |
| GNMI SF 686788 X     | 2038-06-15      | 5.0000%  | 0.0000% | $389.85            | $398.90            | Agency Mortgage-Backed Securities |
| GNMI SF 685973 X     | 2038-06-15      | 6.0000%  | 0.0000% | $280.42            | $292.68            | Agency Mortgage-Backed Securities |
| GNMI SF 687730 X     | 2038-07-15      | 6.5000%  | 0.0000% | $4228.59           | $4525.59           | Agency Mortgage-Backed Securities |
| GNMI SF 688013 X     | 2038-10-15      | 5.0000%  | 0.0000% | $2904.87           | $2972.32           | Agency Mortgage-Backed Securities |
| GNMI SF 688442 X     | 2038-05-15      | 5.0000%  | 0.0000% | $3137.09           | $3200.18           | Agency Mortgage-Backed Securities |
| GNMI SF 689508 X     | 2038-07-15      | 6.0000%  | 0.0000% | $2760.83           | $2885.96           | Agency Mortgage-Backed Securities |
| GNMI SF 689552 X     | 2038-06-15      | 6.0000%  | 0.0000% | $781.78            | $809.48            | Agency Mortgage-Backed Securities |
| GNMI SF 690955 X     | 2038-06-15      | 5.0000%  | 0.0000% | $556.98            | $556.92            | Agency Mortgage-Backed Securities |
| GNMI SF 692479 X     | 2039-04-15      | 5.0000%  | 0.0000% | $2101.00           | $2146.82           | Agency Mortgage-Backed Securities |
| GNHF RF 694836 H     | 2059-09-20      | 5.6850%  | 0.0000% | $0.57              | $0.57              | Agency Mortgage-Backed Securities |
| GNMI SF 696186 X     | 2038-08-15      | 6.0000%  | 0.0000% | $3955.00           | $4146.75           | Agency Mortgage-Backed Securities |
| GNMI SF 696489 X     | 2038-08-15      | 6.0000%  | 0.0000% | $3977.66           | $4113.67           | Agency Mortgage-Backed Securities |
| GNMI SF 698399 X     | 2039-07-15      | 4.5000%  | 0.0000% | $3663.47           | $3651.53           | Agency Mortgage-Backed Securities |
| GNMI SF 697850 X     | 2039-02-15      | 5.0000%  | 0.0000% | $844.23            | $859.05            | Agency Mortgage-Backed Securities |
| GNMI SF 698340 X     | 2039-05-15      | 5.0000%  | 0.0000% | $4195.17           | $4304.44           | Agency Mortgage-Backed Securities |
| GNMI SF 699361 X     | 2038-12-15      | 6.5000%  | 0.0000% | $3969.57           | $4258.24           | Agency Mortgage-Backed Securities |
| GNMI SF 698639 X     | 2038-10-15      | 5.5000%  | 0.0000% | $291.26            | $300.32            | Agency Mortgage-Backed Securities |
| GNMI SF 699237 X     | 2038-09-15      | 6.5000%  | 0.0000% | $115.09            | $122.32            | Agency Mortgage-Backed Securities |
| GNMI SF 699494 X     | 2038-10-15      | 6.0000%  | 0.0000% | $351.34            | $368.05            | Agency Mortgage-Backed Securities |
| GNMI SF 699972 X     | 2038-12-15      | 6.5000%  | 0.0000% | $228.20            | $232.15            | Agency Mortgage-Backed Securities |
| GNMI SF 700768 X     | 2038-10-15      | 6.0000%  | 0.0000% | $1117.04           | $1167.63           | Agency Mortgage-Backed Securities |
| GNMI SF 700785 X     | 2038-10-15      | 6.0000%  | 0.0000% | $2610.78           | $2710.40           | Agency Mortgage-Backed Securities |

### Security 311: Citibank NA

- **C.1 - Title:** Citibank NA 3.630000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCN003, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 981ZCN003_3.63_0506
- **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:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FKAR 04.200 WAWA3903 | 2030-09-01      | 4.3500%  | 0.0000% | $43871.16          | $42990.19          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS4246 | 2036-12-01      | 2.3700%  | 0.0000% | $2002.00           | $1644.74           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  | 0.0000% | $26472.73          | $24937.41          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $7028.13           | $6629.16           | Agency Mortgage-Backed Securities |
| GNHF RF AL7427 H     | 2065-03-20      | 4.6580%  | 0.0000% | $1941.61           | $1943.23           | Agency Mortgage-Backed Securities |
| GNII SF CY1123 C     | 2053-12-20      | 7.5000%  | 0.0000% | $21486554.05       | $23124402.45       | Agency Mortgage-Backed Securities |
| GNII SF DC4786 C     | 2054-06-20      | 7.5000%  | 0.0000% | $28599562.16       | $30779611.46       | Agency Mortgage-Backed Securities |
| GNII SF DL9048 C     | 2055-08-20      | 6.5000%  | 0.0000% | $39236.27          | $40541.31          | Agency Mortgage-Backed Securities |
| GNPL PN DM8161       | 2060-12-15      | 5.2300%  | 0.0000% | $1372547.79        | $1400040.00        | Agency Mortgage-Backed Securities |
| FMAR 1B1225 G        | 2033-09-01      | 6.5000%  | 0.0000% | $221.02            | $226.42            | Agency Mortgage-Backed Securities |
| FMAR 1B2566 G        | 2034-11-01      | 6.6500%  | 0.0000% | $209.61            | $216.19            | Agency Mortgage-Backed Securities |
| FMAR 1B2632 G        | 2034-11-01      | 6.2750%  | 0.0000% | $177.51            | $182.37            | Agency Mortgage-Backed Securities |
| FMAR 1B2642 G        | 2034-11-01      | 6.4560%  | 0.0000% | $600.40            | $620.82            | Agency Mortgage-Backed Securities |
| FMAR 1B2810 G        | 2035-02-01      | 6.1510%  | 0.0000% | $498.87            | $517.05            | Agency Mortgage-Backed Securities |
| FMAR 1B3488 G        | 2037-07-01      | 6.6750%  | 0.0000% | $1269.44           | $1309.59           | Agency Mortgage-Backed Securities |
| FMAR 847340 G        | 2034-11-01      | 6.6470%  | 0.0000% | $278.72            | $287.39            | Agency Mortgage-Backed Securities |
| FMAR 847415 G        | 2035-06-01      | 6.4960%  | 0.0000% | $1186.39           | $1233.08           | Agency Mortgage-Backed Securities |
| FMAR 847581 G        | 2036-07-01      | 6.5650%  | 0.0000% | $1066.63           | $1103.48           | Agency Mortgage-Backed Securities |
| FMAR 1J0780 G        | 2037-12-01      | 6.3790%  | 0.0000% | $1662.75           | $1735.36           | Agency Mortgage-Backed Securities |
| FMAR 1J0589 G        | 2037-08-01      | 6.6170%  | 0.0000% | $115.98            | $120.07            | Agency Mortgage-Backed Securities |
| FMAR 1A1085 G        | 2036-08-01      | 5.9220%  | 0.0000% | $1682.38           | $1725.13           | Agency Mortgage-Backed Securities |
| FMAR 1H1350 G        | 2036-10-01      | 6.2290%  | 0.0000% | $1497.87           | $1567.67           | Agency Mortgage-Backed Securities |
| FMAR 1H1390 G        | 2037-04-01      | 5.8180%  | 0.0000% | $1209.09           | $1266.77           | Agency Mortgage-Backed Securities |
| FMAR 1J1680 G        | 2037-06-01      | 6.8910%  | 0.0000% | $842.62            | $875.81            | Agency Mortgage-Backed Securities |
| FMAR 1J1681 G        | 2037-06-01      | 6.7300%  | 0.0000% | $581.22            | $603.48            | Agency Mortgage-Backed Securities |
| FMAR 1J1749 G        | 2037-06-01      | 6.1850%  | 0.0000% | $3830.24           | $3939.75           | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.0150%  | 0.0000% | $1843.26           | $1904.85           | Agency Mortgage-Backed Securities |
| FMAR 1J1380 G        | 2036-03-01      | 7.3700%  | 0.0000% | $327.01            | $342.11            | Agency Mortgage-Backed Securities |
| FMAR 1J1516 G        | 2037-02-01      | 5.8790%  | 0.0000% | $605.10            | $624.48            | Agency Mortgage-Backed Securities |
| FMAR 1J1621 G        | 2037-05-01      | 7.1800%  | 0.0000% | $4066.22           | $4253.63           | Agency Mortgage-Backed Securities |
| FMAR 1J3685 G        | 2037-11-01      | 6.1700%  | 0.0000% | $357.51            | $369.75            | Agency Mortgage-Backed Securities |
| FMAR 1L0183 G        | 2035-08-01      | 6.1550%  | 0.0000% | $619.42            | $638.23            | Agency Mortgage-Backed Securities |
| FMAR 1L1302 G        | 2036-04-01      | 5.9710%  | 0.0000% | $1132.47           | $1184.97           | Agency Mortgage-Backed Securities |
| FMAR 1G1381 G        | 2036-12-01      | 6.2660%  | 0.0000% | $1286.29           | $1340.20           | Agency Mortgage-Backed Securities |
| FMAR 1G1555 G        | 2037-02-01      | 6.4770%  | 0.0000% | $2376.54           | $2469.31           | Agency Mortgage-Backed Securities |
| FMAR 1G1642 G        | 2037-04-01      | 5.5700%  | 0.0000% | $2192.29           | $2232.53           | Agency Mortgage-Backed Securities |
| FMAR 1G5120 G        | 2037-09-01      | 6.6050%  | 0.0000% | $1208.94           | $1244.42           | Agency Mortgage-Backed Securities |
| FMAR 1B7215 G        | 2036-12-01      | 6.2550%  | 0.0000% | $228.68            | $236.69            | Agency Mortgage-Backed Securities |
| FMAR 1G2602 G        | 2036-10-01      | 6.3580%  | 0.0000% | $2232.14           | $2301.21           | Agency Mortgage-Backed Securities |
| FMAR 1Q0105 G        | 2036-09-01      | 6.4160%  | 0.0000% | $2343.63           | $2424.95           | Agency Mortgage-Backed Securities |
| FMAR 1Q0287 G        | 2037-07-01      | 5.5750%  | 0.0000% | $3642.99           | $3705.10           | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.0740%  | 0.0000% | $28551.86          | $29422.43          | Agency Mortgage-Backed Securities |
| FMAR 1B7789 G        | 2040-11-01      | 6.2730%  | 0.0000% | $866.59            | $898.58            | Agency Mortgage-Backed Securities |
| FMAR 786625 G        | 2028-09-01      | 5.8690%  | 0.0000% | $2669.92           | $2687.46           | Agency Mortgage-Backed Securities |
| FMAR 788825 G        | 2031-11-01      | 6.2350%  | 0.0000% | $180.82            | $185.46            | Agency Mortgage-Backed Securities |
| FMAR 848565 G        | 2037-12-01      | 6.4380%  | 0.0000% | $3927.27           | $4053.36           | Agency Mortgage-Backed Securities |
| FMAR 848690 G        | 2037-03-01      | 6.1360%  | 0.0000% | $532.23            | $555.23            | Agency Mortgage-Backed Securities |
| FMAR 849128 G        | 2043-09-01      | 6.3500%  | 0.0000% | $2341.70           | $2422.71           | Agency Mortgage-Backed Securities |
| FMAR 849336 G        | 2034-12-01      | 6.1920%  | 0.0000% | $3466.44           | $3510.37           | Agency Mortgage-Backed Securities |
| FMAR 972136 G        | 2034-01-01      | 5.8900%  | 0.0000% | $1190.62           | $1224.75           | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 6.2220%  | 0.0000% | $4763.87           | $4914.83           | Agency Mortgage-Backed Securities |
| FMAR 1B0097 G        | 2031-08-01      | 6.6580%  | 0.0000% | $2196.50           | $2251.26           | Agency Mortgage-Backed Securities |
| FMAR 1B0118 G        | 2031-08-01      | 6.6580%  | 0.0000% | $395.33            | $405.38            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5381 | 2031-03-01      | 3.6800%  | 0.0000% | $1008.00           | $980.43            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ4621 | 2035-08-01      | 5.2800%  | 0.0000% | $388000.00         | $405457.41         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4611 | 2032-11-01      | 5.4250%  | 0.0000% | $1989.49           | $2061.54           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4928 | 2030-09-01      | 4.3700%  | 0.0000% | $1000000.00        | $1006389.28        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5257 | 2032-10-01      | 4.4600%  | 0.0000% | $5224.00           | $5220.11           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5741 | 2032-12-01      | 4.3800%  | 0.0000% | $999000.00         | $992544.79         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6028 | 2033-01-01      | 3.9100%  | 0.0000% | $2162040.00        | $2092021.73        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6322 | 2033-01-01      | 4.5050%  | 0.0000% | $785364.00         | $786009.59         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6516 | 2033-03-01      | 4.7800%  | 0.0000% | $3914.00           | $3944.48           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6580 | 2033-03-01      | 4.0700%  | 0.0000% | $434206.00         | $423557.36         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6573 | 2031-03-01      | 4.1800%  | 0.0000% | $2353942.00        | $2337994.57        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6707 | 2031-04-01      | 3.8500%  | 0.0000% | $1000.00           | $979.05            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6773 | 2031-04-01      | 4.2600%  | 0.0000% | $764900.00         | $763606.30         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6769 | 2031-04-01      | 4.0300%  | 0.0000% | $305944.00         | $302221.39         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6784 | 2031-04-01      | 4.3450%  | 0.0000% | $4874267.00        | $4879239.43        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6785 | 2031-04-01      | 4.0100%  | 0.0000% | $4869440.00        | $4807107.65        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6919 | 2031-04-01      | 4.1500%  | 0.0000% | $1000.00           | $992.70            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | 0.0000% | $217.64            | $201.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3633 | 2049-06-01      | 3.5000%  | 0.0000% | $22053.52          | $20498.40          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $37930.72          | $32230.61          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $42076.54          | $39587.81          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $6049.24           | $6104.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5618 | 2040-02-01      | 5.5000%  | 0.0000% | $9774.61           | $10028.15          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5795 | 2055-08-01      | 7.0000%  | 0.0000% | $10783438.48       | $11436320.56       | Agency Mortgage-Backed Securities |
| FMAR 780870 G        | 2033-09-01      | 6.3590%  | 0.0000% | $688.72            | $711.69            | Agency Mortgage-Backed Securities |
| FMAR 786190 G        | 2027-07-01      | 6.3570%  | 0.0000% | $1186.62           | $1194.78           | Agency Mortgage-Backed Securities |
| FMAR 786223 G        | 2028-01-01      | 6.4210%  | 0.0000% | $795.26            | $801.76            | Agency Mortgage-Backed Securities |
| FMAR 782785 G        | 2034-10-01      | 6.1050%  | 0.0000% | $638.97            | $659.36            | Agency Mortgage-Backed Securities |
| FMAR 782837 G        | 2034-11-01      | 5.8930%  | 0.0000% | $832.86            | $862.50            | Agency Mortgage-Backed Securities |
| FMAR 783022 G        | 2035-02-01      | 5.8750%  | 0.0000% | $676.05            | $705.54            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $29.17             | $29.22             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS072163 | 2028-02-01      | 5.2500%  | 0.0000% | $222.32            | $222.98            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA255720 | 2035-03-01      | 6.0000%  | 0.0000% | $122.64            | $125.93            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $794.83            | $748.89            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA6053 | 2056-04-01      | 5.0000%  | 0.0000% | $4273780.00        | $4226929.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA6054 | 2056-04-01      | 5.5000%  | 0.0000% | $1109970.00        | $1121858.40        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAE0000 | 2034-10-01      | 6.1140%  | 0.0000% | $869.83            | $898.99            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0054 | 2040-06-01      | 6.7500%  | 0.0000% | $4406.38           | $4605.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAE0251 | 2039-01-01      | 6.3090%  | 0.0000% | $79.65             | $82.18             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE1831 | 2040-08-01      | 6.5000%  | 0.0000% | $1590.19           | $1648.01           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE1973 | 2040-09-01      | 6.5650%  | 0.0000% | $1234.22           | $1286.63           | Agency Mortgage-Backed Securities |
| GNII SF MB0817 M     | 2055-10-20      | 7.0000%  | 0.0000% | $385232.21         | $401242.04         | Agency Mortgage-Backed Securities |
| GNII SF MB0869 M     | 2055-12-20      | 4.0000%  | 0.0000% | $41548950.94       | $38860244.45       | Agency Mortgage-Backed Securities |
| FMAR 2B1569 G        | 2043-08-01      | 6.3500%  | 0.0000% | $1038.47           | $1074.58           | Agency Mortgage-Backed Securities |
| FMAR 2B3360 G        | 2044-11-01      | 6.2300%  | 0.0000% | $2475.60           | $2576.45           | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $4226.91           | $4397.49           | Agency Mortgage-Backed Securities |
| FMAR 2B6349 G        | 2047-07-01      | 6.3800%  | 0.0000% | $2659.90           | $2781.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2313449 | 2027-04-01      | 6.1640%  | 0.0000% | $3318.90           | $3340.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS323919 | 2029-08-01      | 6.1250%  | 0.0000% | $3026.89           | $3073.74           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN347547 | 2026-08-01      | 6.1250%  | 0.0000% | $5.04              | $5.05              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD399907 | 2027-08-01      | 6.2790%  | 0.0000% | $380.85            | $382.92            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA520790 | 2028-04-01      | 6.3190%  | 0.0000% | $327.18            | $330.06            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD533019 | 2030-03-01      | 5.6520%  | 0.0000% | $2757.17           | $2798.67           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.3690%  | 0.0000% | $3295.83           | $3277.77           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.6700%  | 0.0000% | $3045.50           | $3095.04           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS545176 | 2031-08-01      | 6.1850%  | 0.0000% | $741.46            | $758.24            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS545255 | 2040-12-01      | 6.1180%  | 0.0000% | $97.78             | $99.39             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555566 | 2033-04-01      | 5.7290%  | 0.0000% | $780.08            | $796.76            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD555610 | 2032-11-01      | 6.2380%  | 0.0000% | $478.44            | $490.87            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555715 | 2033-07-01      | 5.7480%  | 0.0000% | $142.45            | $145.46            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.8980%  | 0.0000% | $76.02             | $77.37             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555958 | 2036-10-01      | 4.4750%  | 0.0000% | $2491.62           | $2471.23           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS559813 | 2040-09-01      | 5.2580%  | 0.0000% | $2252.12           | $2276.88           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2573657 | 2030-08-01      | 6.0250%  | 0.0000% | $1372.16           | $1380.70           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB597590 | 2031-09-01      | 6.2450%  | 0.0000% | $3135.62           | $3202.75           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD629133 | 2032-05-01      | 6.3750%  | 0.0000% | $516.83            | $527.96            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAH1204 | 2041-01-01      | 6.0650%  | 0.0000% | $1410.94           | $1463.81           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAH3767 | 2041-02-01      | 6.0650%  | 0.0000% | $3229.47           | $3358.83           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAK8184 | 2042-04-01      | 5.9710%  | 0.0000% | $2507.74           | $2596.68           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL3544 | 2043-05-01      | 5.4950%  | 0.0000% | $845.87            | $869.33            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL2983 | 2043-01-01      | 5.9960%  | 0.0000% | $4295.59           | $4458.05           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.2040%  | 0.0000% | $937.30            | $982.01            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.1110%  | 0.0000% | $2439.03           | $2541.46           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.3550%  | 0.0000% | $3288.41           | $3436.87           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.3440%  | 0.0000% | $1060.68           | $1098.36           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.6960%  | 0.0000% | $1211381.47        | $1254587.20        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN7522 | 2032-11-01      | 3.3100%  | 0.0000% | $1657.14           | $1564.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9351 | 2033-06-01      | 3.7200%  | 0.0000% | $1722.00           | $1643.74           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9403 | 2033-07-01      | 3.7500%  | 0.0000% | $269.04            | $258.08            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP7184 | 2042-10-01      | 3.5000%  | 0.0000% | $19882.00          | $18692.61          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG1736 | 2056-02-01      | 4.6150%  | 0.0000% | $5288205.43        | $5285411.35        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG1738 | 2056-02-01      | 4.6540%  | 0.0000% | $14711668.11       | $14652998.80       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG6214 | 2056-04-01      | 4.5590%  | 0.0000% | $5692083.91        | $5709203.01        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG6215 | 2056-04-01      | 4.3000%  | 0.0000% | $1514960.17        | $1507170.08        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG6614 | 2056-05-01      | 4.4590%  | 0.0000% | $5089648.00        | $5087286.26        | Agency Mortgage-Backed Securities |
| FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $4406.82           | $4036.57           | Agency Mortgage-Backed Securities |
| FMAR 8B0595 G        | 2056-04-01      | 4.6990%  | 0.0000% | $6647109.44        | $6648686.84        | Agency Mortgage-Backed Securities |
| FMAR 8B0599 G        | 2056-04-01      | 4.2970%  | 0.0000% | $206091.00         | $203960.12         | Agency Mortgage-Backed Securities |
| FMAR 8C1056 G        | 2055-07-01      | 5.4600%  | 0.0000% | $10514196.21       | $10613012.13       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555258 | 2033-01-01      | 5.6520%  | 0.0000% | $3488.46           | $3545.04           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS534988 | 2028-10-01      | 6.1950%  | 0.0000% | $3009.09           | $3031.69           | Agency Mortgage-Backed Securities |
| FKAR 04.650 WSWS3001 | 2038-01-01      | 4.6500%  | 0.0000% | $2898.61           | $2848.32           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.2170%  | 0.0000% | $2030.65           | $2116.42           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.0640%  | 0.0000% | $988.02            | $988.70            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD669201 | 2032-11-01      | 5.9150%  | 0.0000% | $138.47            | $142.45            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA670672 | 2033-08-01      | 5.7750%  | 0.0000% | $1170.34           | $1198.82           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD671155 | 2033-02-01      | 5.8980%  | 0.0000% | $825.32            | $848.31            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.3130%  | 0.0000% | $1012.78           | $1048.21           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD681767 | 2033-01-01      | 5.6250%  | 0.0000% | $33.91             | $34.64             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD681874 | 2033-03-01      | 5.6650%  | 0.0000% | $541.04            | $553.60            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD685511 | 2033-07-01      | 6.2800%  | 0.0000% | $4338.28           | $4473.79           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD687125 | 2033-04-01      | 6.5400%  | 0.0000% | $124.12            | $127.38            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD690573 | 2033-10-01      | 6.3930%  | 0.0000% | $4664.38           | $4809.78           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD705282 | 2033-06-01      | 6.2680%  | 0.0000% | $848.86            | $874.88            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD705715 | 2033-06-01      | 6.2900%  | 0.0000% | $895.94            | $924.20            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2709092 | 2033-06-01      | 5.7600%  | 0.0000% | $715.82            | $727.49            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB722439 | 2033-07-01      | 5.5380%  | 0.0000% | $2342.07           | $2382.01           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA723653 | 2033-07-01      | 6.5000%  | 0.0000% | $2420.41           | $2488.09           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725216 | 2034-01-01      | 6.3750%  | 0.0000% | $1648.49           | $1712.39           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725557 | 2034-06-01      | 6.0810%  | 0.0000% | $2284.16           | $2356.38           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725639 | 2033-09-01      | 6.3210%  | 0.0000% | $355.70            | $365.61            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725896 | 2034-10-01      | 6.0300%  | 0.0000% | $999.90            | $1028.51           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD728646 | 2033-07-01      | 6.1750%  | 0.0000% | $401.78            | $413.21            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.0570%  | 0.0000% | $41889.54          | $42418.44          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735322 | 2034-07-01      | 5.7450%  | 0.0000% | $750.77            | $768.47            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735332 | 2034-08-01      | 6.1320%  | 0.0000% | $2551.80           | $2617.59           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735259 | 2038-05-01      | 6.2140%  | 0.0000% | $99.52             | $102.27            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735442 | 2034-04-01      | 5.7850%  | 0.0000% | $499.69            | $514.06            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735539 | 2035-04-01      | 5.9660%  | 0.0000% | $2371.90           | $2444.22           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735691 | 2032-04-01      | 5.8280%  | 0.0000% | $899.63            | $920.00            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735858 | 2035-08-01      | 6.1180%  | 0.0000% | $2721.28           | $2793.87           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735961 | 2035-09-01      | 5.4710%  | 0.0000% | $167291.10         | $170542.77         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS742955 | 2033-10-01      | 5.8900%  | 0.0000% | $3464.19           | $3549.78           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA743602 | 2033-09-01      | 5.9430%  | 0.0000% | $3216.22           | $3286.64           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745054 | 2035-09-01      | 6.2480%  | 0.0000% | $188.59            | $194.92            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745168 | 2035-09-01      | 6.4220%  | 0.0000% | $2354.60           | $2431.77           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.0440%  | 0.0000% | $323.58            | $333.37            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745466 | 2036-04-01      | 5.9070%  | 0.0000% | $2475.59           | $2558.22           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745539 | 2034-08-01      | 6.1980%  | 0.0000% | $337.53            | $348.40            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD745688 | 2034-07-01      | 6.1320%  | 0.0000% | $8318.95           | $8538.36           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7924 | 2056-05-01      | 5.0000%  | 0.0000% | $7492704.00        | $7457688.93        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG8465 | 2056-05-01      | 4.3940%  | 0.0000% | $421643.00         | $419766.10         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745702 | 2034-11-01      | 6.3780%  | 0.0000% | $288.26            | $296.90            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745705 | 2032-11-01      | 5.8410%  | 0.0000% | $149.40            | $152.07            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745768 | 2036-07-01      | 6.4000%  | 0.0000% | $528.71            | $547.21            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745858 | 2036-08-01      | 6.5410%  | 0.0000% | $333.73            | $345.49            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745862 | 2035-04-01      | 6.1780%  | 0.0000% | $1962.02           | $2019.69           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745895 | 2036-10-01      | 6.5070%  | 0.0000% | $3194.43           | $3300.35           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.0540%  | 0.0000% | $1127.77           | $1156.33           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.3000%  | 0.0000% | $2221.62           | $2298.90           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS751531 | 2034-05-01      | 6.2100%  | 0.0000% | $2896.48           | $2986.73           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS754031 | 2033-12-01      | 5.8420%  | 0.0000% | $913.63            | $938.67            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB758614 | 2033-11-01      | 5.8800%  | 0.0000% | $3068.74           | $3148.46           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.0600%  | 0.0000% | $249.75            | $257.05            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD767672 | 2034-03-01      | 5.7600%  | 0.0000% | $333.57            | $342.48            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS768435 | 2034-01-01      | 5.6500%  | 0.0000% | $852.79            | $884.13            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS770140 | 2034-03-01      | 5.6330%  | 0.0000% | $578.04            | $591.61            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB777058 | 2034-05-01      | 6.7770%  | 0.0000% | $4324.68           | $4442.53           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS778711 | 2034-05-01      | 6.1780%  | 0.0000% | $542.01            | $555.99            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD780365 | 2034-06-01      | 6.2730%  | 0.0000% | $1410.63           | $1454.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS781309 | 2034-07-01      | 6.3100%  | 0.0000% | $3397.42           | $3509.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD781563 | 2034-11-01      | 5.8740%  | 0.0000% | $1835.33           | $1881.45           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN784124 | 2034-12-01      | 5.8300%  | 0.0000% | $2370.70           | $2443.54           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB790762 | 2034-09-01      | 6.1650%  | 0.0000% | $703.43            | $717.74            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD791972 | 2034-09-01      | 6.3930%  | 0.0000% | $579.49            | $598.63            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB794792 | 2034-10-01      | 6.2120%  | 0.0000% | $1904.78           | $1959.70           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN795718 | 2034-09-01      | 6.3000%  | 0.0000% | $2445.56           | $2519.59           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB800165 | 2034-12-01      | 5.7700%  | 0.0000% | $872.95            | $892.58            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS801344 | 2034-10-01      | 6.3150%  | 0.0000% | $1140.97           | $1179.06           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806484 | 2033-08-01      | 4.5860%  | 0.0000% | $890.43            | $878.43            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.0580%  | 0.0000% | $946.64            | $960.12            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806776 | 2034-11-01      | 5.9080%  | 0.0000% | $3487.06           | $3568.31           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.2350%  | 0.0000% | $1721.33           | $1770.25           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN813586 | 2035-03-01      | 5.6750%  | 0.0000% | $52.26             | $53.70             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS813714 | 2035-01-01      | 5.5690%  | 0.0000% | $687.41            | $701.94            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB813842 | 2035-01-01      | 5.6390%  | 0.0000% | $975.77            | $1004.42           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB815195 | 2035-05-01      | 6.3150%  | 0.0000% | $2029.08           | $2072.88           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB816597 | 2035-02-01      | 5.6700%  | 0.0000% | $1530.90           | $1565.80           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.0600%  | 0.0000% | $914.16            | $949.21            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB820113 | 2034-11-01      | 6.4870%  | 0.0000% | $3327.88           | $3448.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821378 | 2035-05-01      | 6.0390%  | 0.0000% | $1687.75           | $1712.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821365 | 2035-05-01      | 6.4600%  | 0.0000% | $3738.49           | $3839.78           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823660 | 2035-05-01      | 6.5850%  | 0.0000% | $11.58             | $11.89             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB838948 | 2035-08-01      | 5.7310%  | 0.0000% | $4905.98           | $5027.48           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0979 | 2054-08-01      | 6.0000%  | 0.0000% | $9443469.50        | $9689314.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | 0.0000% | $606.07            | $621.78            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA5463 | 2056-02-01      | 5.5000%  | 0.0000% | $18357657.00       | $18565494.24       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA5464 | 2054-03-01      | 5.5000%  | 0.0000% | $6057264.00        | $6141766.20        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0729 | 2052-02-01      | 3.5000%  | 0.0000% | $420018.83         | $383371.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0751 | 2052-03-01      | 3.0000%  | 0.0000% | $35266.35          | $31159.78          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $15713.00          | $13451.73          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1543 | 2055-11-01      | 6.5000%  | 0.0000% | $674576.83         | $708161.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5331 | 2052-08-01      | 3.5000%  | 0.0000% | $125887.20         | $114828.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0267 | 2055-04-01      | 6.0000%  | 0.0000% | $1789.62           | $1838.60           | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $2008777.26        | $1809620.39        | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $2642960.91        | $2368869.12        | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $745.29            | $612.06            | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $28310116.03       | $23249148.04       | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $222660.40         | $191059.07         | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $650.57            | $580.47            | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $83469.27          | $76392.70          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH9360 | 2047-10-01      | 4.0000%  | 0.0000% | $10429.27          | $9926.20           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL3451 | 2044-09-01      | 3.0100%  | 0.0000% | $379863.85         | $314065.25         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3346 | 2041-06-01      | 6.3230%  | 0.0000% | $151266.88         | $157606.93         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.2110%  | 0.0000% | $707.06            | $735.43            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809319 | 2035-01-01      | 5.9200%  | 0.0000% | $833.74            | $858.49            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB803594 | 2034-10-01      | 6.0850%  | 0.0000% | $2158.67           | $2215.26           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB800171 | 2034-12-01      | 5.7540%  | 0.0000% | $2648.95           | $2705.46           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB793065 | 2034-08-01      | 6.6520%  | 0.0000% | $651.53            | $673.36            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB791961 | 2034-09-01      | 5.3130%  | 0.0000% | $2819.62           | $2859.37           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.0410%  | 0.0000% | $680.26            | $707.37            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6201 | 2042-08-01      | 6.3120%  | 0.0000% | $730.47            | $762.66            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS889017 | 2040-12-01      | 5.8900%  | 0.0000% | $1677.91           | $1725.55           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB894571 | 2036-03-01      | 6.6790%  | 0.0000% | $2088.23           | $2195.74           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.3210%  | 0.0000% | $289.82            | $299.98            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1902955 | 2036-12-01      | 6.0100%  | 0.0000% | $2883.54           | $2970.81           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB904688 | 2036-12-01      | 6.0810%  | 0.0000% | $2403.20           | $2502.13           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.2500%  | 0.0000% | $3835.89           | $3963.64           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905946 | 2037-01-01      | 6.1250%  | 0.0000% | $351.82            | $363.50            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS907897 | 2036-12-01      | 5.7800%  | 0.0000% | $540.24            | $557.52            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB912244 | 2037-02-01      | 6.0330%  | 0.0000% | $3946.76           | $4112.80           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1918782 | 2037-06-01      | 6.2350%  | 0.0000% | $434.88            | $444.88            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.5410%  | 0.0000% | $1307.19           | $1333.79           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946362 | 2037-09-01      | 6.5120%  | 0.0000% | $1886.60           | $1951.83           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946664 | 2037-09-01      | 6.5650%  | 0.0000% | $540.09            | $558.76            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB949782 | 2037-08-01      | 6.2800%  | 0.0000% | $1640.15           | $1695.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.2000%  | 0.0000% | $1455.62           | $1504.28           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB995015 | 2036-02-01      | 5.8410%  | 0.0000% | $81479.92          | $84295.35          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS995108 | 2037-11-01      | 6.2510%  | 0.0000% | $1795.23           | $1859.73           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB995641 | 2038-07-01      | 6.1530%  | 0.0000% | $4277.08           | $4410.21           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995919 | 2037-07-01      | 6.5490%  | 0.0000% | $3437.56           | $3553.25           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $11006.19          | $9892.33           | Agency Mortgage-Backed Securities |
| GNII SF MA9723 M     | 2054-05-20      | 4.5000%  | 0.0000% | $3777.06           | $3660.37           | Agency Mortgage-Backed Securities |
| FKAR 04.600 WNWN3243 | 2038-01-01      | 4.6000%  | 0.0000% | $269461.00         | $263503.91         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1616 | 2029-09-01      | 4.5100%  | 0.0000% | $985.34            | $994.10            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $6008.96           | $5675.35           | Agency Mortgage-Backed Securities |
| GNII SP 788194 C     | 2055-09-20      | 5.5000%  | 0.0000% | $188959.70         | $192399.82         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3471 | 2032-04-01      | 4.7100%  | 0.0000% | $147840.00         | $149238.89         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $3679525.64        | $2955914.21        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA3941 | 2035-02-01      | 2.0000%  | 0.0000% | $10869.46          | $10074.89          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $659.03            | $557.13            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $9884.18           | $9296.55           | Agency Mortgage-Backed Securities |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $181000.00         | $155314.29         | Corporate Debt Securities         |
| FNAR XX.XXX LB922881 | 2037-02-01      | 5.4600%  | 0.0000% | $2912.89           | $2976.41           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1906236 | 2037-01-01      | 5.9600%  | 0.0000% | $1121.90           | $1158.89           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888757 | 2037-09-01      | 6.5940%  | 0.0000% | $1308.17           | $1358.86           | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2026-05-07

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer