# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-26-022126
**Filing Date:** 2026-3
**Character Count:** 1239776
**Document Hash:** 7504b3d93ecbe828d56233fd6e41dd0e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022126.hdr.sgml**: 20260305

**ACCESSION NUMBER**: 0001410368-26-022126

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260305

**DATE AS OF CHANGE**: 20260305

**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:** 26725789

**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):** 2026-02-28

**Registrant Full Name:** Allspring Funds Trust

**CIK Number of Registrant:** 0001081400

**LEI of Registrant:** 549300XROIY0CTN7RZ24

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

**LEI of Series:** 549300GFSYYLVYEWA041

**EDGAR Series Identifier:** S000007421

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

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

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

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

### Service Providers
| Role                          | Details                                                 | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Allspring Funds Management, LLC                         | 801-58237         |
| Independent Public Accountant | KPMG LLP<br>City: Boston<br>State: MA                   |  |
| Administrator                 | Allspring Funds Management, LLC                         |  |
| Transfer Agent                | Boston Financial Data Services, Inc.<br>CIK: 0000275143 | 084-00896         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 45 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $129438057348.32

- **Amortized Cost of Portfolio Securities:** $129421933792.45

- **Cash:** $6814366551.40

- **Total Other Assets:** $355507272.69

- **Total Liabilities:** $603435456.09

- **Net Assets of Series:** $135988372160.45

- **Number of Shares Outstanding (Series):** 135989196286.2480

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $92844460747.25           | $102542519703.81           | 67.9100%                  | 75.0000%                   |
| 2026-02-03 | $95122623702.75           | $104156678044.30           | 68.7600%                  | 75.2900%                   |
| 2026-02-04 | $107756880455.49          | $116841023844.80           | 71.1400%                  | 77.1400%                   |
| 2026-02-05 | $99871081652.17           | $109455301150.12           | 69.2500%                  | 75.8900%                   |
| 2026-02-06 | $96790568334.62           | $105878847331.44           | 68.8900%                  | 75.3600%                   |
| 2026-02-09 | $93406276116.28           | $102694782944.95           | 68.1300%                  | 74.9100%                   |
| 2026-02-10 | $94083720576.85           | $102822305661.74           | 68.5400%                  | 74.9000%                   |
| 2026-02-11 | $94759055434.85           | $103795713531.97           | 68.6600%                  | 75.2000%                   |
| 2026-02-12 | $98969848699.39           | $108970288018.23           | 69.2800%                  | 76.2800%                   |
| 2026-02-13 | $92344340682.63           | $102644845402.05           | 67.8400%                  | 75.4100%                   |
| 2026-02-17 | $91000006151.54           | $100638361412.28           | 67.7200%                  | 74.8900%                   |
| 2026-02-18 | $92229850492.45           | $100953945939.36           | 68.3200%                  | 74.7800%                   |
| 2026-02-19 | $97821593466.98           | $106700648241.24           | 69.3300%                  | 75.6200%                   |
| 2026-02-20 | $92930573920.20           | $101559663935.96           | 68.3200%                  | 74.6700%                   |
| 2026-02-23 | $91111415857.64           | $99740610577.20            | 67.3600%                  | 73.7400%                   |
| 2026-02-24 | $89626839203.64           | $98034855286.93            | 67.1100%                  | 73.4000%                   |
| 2026-02-25 | $92086976645.32           | $100245026937.06           | 67.8200%                  | 73.8300%                   |
| 2026-02-26 | $93365527105.12           | $102028615046.83           | 67.9900%                  | 74.3000%                   |
| 2026-02-27 | $92264129915.44           | $101022962004.26           | 67.5400%                  | 73.9500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7700%             |
| 2026-02-03 | 3.7700%             |
| 2026-02-04 | 3.7700%             |
| 2026-02-05 | 3.7600%             |
| 2026-02-06 | 3.7600%             |
| 2026-02-09 | 3.7500%             |
| 2026-02-10 | 3.7500%             |
| 2026-02-11 | 3.7500%             |
| 2026-02-12 | 3.7500%             |
| 2026-02-13 | 3.7500%             |
| 2026-02-17 | 3.7600%             |
| 2026-02-18 | 3.7700%             |
| 2026-02-19 | 3.7700%             |
| 2026-02-20 | 3.7700%             |
| 2026-02-23 | 3.7700%             |
| 2026-02-24 | 3.7700%             |
| 2026-02-25 | 3.7600%             |
| 2026-02-26 | 3.7600%             |
| 2026-02-27 | 3.7700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0002                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0002                      |
|  |  |
| 2026-02-06 | 1.0002                      |
|  |  |
| 2026-02-09 | 1.0002                      |
|  |  |
| 2026-02-10 | 1.0002                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0001                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0001                      |
|  |  |
| 2026-02-24 | 1.0001                      |
|  |  |
| 2026-02-25 | 1.0001                      |
|  |  |
| 2026-02-26 | 1.0001                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $870065343.23

- **Number of Shares Outstanding:** 870067364.3560

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $190588.13              |
| 2026-02-03 | $58560.37                 | $1958703.67             |
| 2026-02-04 | $1989930.93               | $957711.43              |
| 2026-02-05 | $60000.00                 | $602297.08              |
| 2026-02-06 | $108055.49                | $158482.04              |
| 2026-02-09 | $50168.97                 | $709886.79              |
| 2026-02-10 | $430422.40                | $1112277.92             |
| 2026-02-11 | $14850.52                 | $696667.24              |
| 2026-02-12 | $54127.77                 | $680916.13              |
| 2026-02-13 | $103518.55                | $314606.31              |
| 2026-02-17 | $48775.19                 | $1012293.33             |
| 2026-02-18 | $89963.67                 | $422084.90              |
| 2026-02-19 | $3031.09                  | $488690.70              |
| 2026-02-20 | $223738.58                | $32902.24               |
| 2026-02-23 | $224637.00                | $395631.71              |
| 2026-02-24 | $753369.72                | $211652.17              |
| 2026-02-25 | $12703.27                 | $338748.65              |
| 2026-02-26 | $8462.00                  | $634251.82              |
| 2026-02-27 | $155097.10                | $412267.75              |

**Total Gross Subscriptions (Month):** $4389412.62

**Total Gross Redemptions (Month):** $11330660.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2100%           |
| 2026-02-03 | 3.2100%           |
| 2026-02-04 | 3.2100%           |
| 2026-02-05 | 3.2000%           |
| 2026-02-06 | 3.2000%           |
| 2026-02-09 | 3.1900%           |
| 2026-02-10 | 3.1900%           |
| 2026-02-11 | 3.1900%           |
| 2026-02-12 | 3.1900%           |
| 2026-02-13 | 3.1900%           |
| 2026-02-17 | 3.2000%           |
| 2026-02-18 | 3.2100%           |
| 2026-02-19 | 3.2100%           |
| 2026-02-20 | 3.2100%           |
| 2026-02-23 | 3.2100%           |
| 2026-02-24 | 3.2100%           |
| 2026-02-25 | 3.2000%           |
| 2026-02-26 | 3.2000%           |
| 2026-02-27 | 3.2000%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 59.0500%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4131321837.29

- **Number of Shares Outstanding:** 4131354388.2980

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $572273.04                | $306530457.65           |
| 2026-02-03 | $135029105.17             | $813117.60              |
| 2026-02-04 | $114268979.57             | $16366666.23            |
| 2026-02-05 | $170338198.34             | $415829.68              |
| 2026-02-06 | $12216730.18              | $82117987.86            |
| 2026-02-09 | $1239768.22               | $28744107.52            |
| 2026-02-10 | $48441942.38              | $4986488.89             |
| 2026-02-11 | $69694825.35              | $51395.01               |
| 2026-02-12 | $1181004.19               | $157340279.04           |
| 2026-02-13 | $8877096.99               | $33195839.13            |
| 2026-02-17 | $31512495.90              | $44256970.20            |
| 2026-02-18 | $40130040.08              | $58219382.22            |
| 2026-02-19 | $57850638.69              | $1835928.20             |
| 2026-02-20 | $251937.28                | $128010202.60           |
| 2026-02-23 | $59051887.90              | $8232482.16             |
| 2026-02-24 | $31539653.18              | $27854213.58            |
| 2026-02-25 | $43829852.33              | $44664490.37            |
| 2026-02-26 | $174883668.81             | $2031137.73             |
| 2026-02-27 | $4040329.32               | $201459889.68           |

**Total Gross Subscriptions (Month):** $1004950426.92

**Total Gross Redemptions (Month):** $1147126865.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4400%           |
| 2026-02-03 | 3.4400%           |
| 2026-02-04 | 3.4400%           |
| 2026-02-05 | 3.4400%           |
| 2026-02-06 | 3.4300%           |
| 2026-02-09 | 3.4200%           |
| 2026-02-10 | 3.4200%           |
| 2026-02-11 | 3.4200%           |
| 2026-02-12 | 3.4200%           |
| 2026-02-13 | 3.4200%           |
| 2026-02-17 | 3.4300%           |
| 2026-02-18 | 3.4400%           |
| 2026-02-19 | 3.4400%           |
| 2026-02-20 | 3.4400%           |
| 2026-02-23 | 3.4400%           |
| 2026-02-24 | 3.4400%           |
| 2026-02-25 | 3.4300%           |
| 2026-02-26 | 3.4300%           |
| 2026-02-27 | 3.4300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 89.6300%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $32465745552.85

- **Number of Shares Outstanding:** 32465857014.8650

- **Expense Reimbursement/Waiver:** 206596.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $216387832.04             | $972358494.98           |
| 2026-02-03 | $829094462.46             | $88462619.43            |
| 2026-02-04 | $100638381.85             | $416674964.47           |
| 2026-02-05 | $184073295.15             | $93337644.41            |
| 2026-02-06 | $332724708.68             | $92089150.81            |
| 2026-02-09 | $104857605.85             | $663887728.64           |
| 2026-02-10 | $350397985.28             | $77234964.35            |
| 2026-02-11 | $377953437.53             | $258858835.61           |
| 2026-02-12 | $189107670.80             | $342706237.13           |
| 2026-02-13 | $523271043.50             | $578178144.97           |
| 2026-02-17 | $805765626.74             | $443150004.56           |
| 2026-02-18 | $452434292.42             | $682119795.09           |
| 2026-02-19 | $756174181.04             | $110656812.50           |
| 2026-02-20 | $699232368.80             | $204701197.87           |
| 2026-02-23 | $281121395.54             | $1088417617.48          |
| 2026-02-24 | $388759866.19             | $527983726.59           |
| 2026-02-25 | $784572438.90             | $162174932.19           |
| 2026-02-26 | $518561785.06             | $448599117.97           |
| 2026-02-27 | $655966227.59             | $746010745.66           |

**Total Gross Subscriptions (Month):** $8551094605.42

**Total Gross Redemptions (Month):** $7997602734.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5600%           |
| 2026-02-06 | 3.5600%           |
| 2026-02-09 | 3.5500%           |
| 2026-02-10 | 3.5500%           |
| 2026-02-11 | 3.5500%           |
| 2026-02-12 | 3.5500%           |
| 2026-02-13 | 3.5500%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5600%           |
| 2026-02-26 | 3.5600%           |
| 2026-02-27 | 3.5600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 65.7200%         | 0.0000%              |
| Non-financial corporation |  | 18.6200%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $1082879235.44

- **Number of Shares Outstanding:** 1082882685.3160

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $11392555.18              | $18735506.88            |
| 2026-02-03 | $6149895.36               | $544412.09              |
| 2026-02-04 | $12305700.61              | $375270.76              |
| 2026-02-05 | $3868257.07               | $3491674.69             |
| 2026-02-06 | $22861554.78              | $469666.04              |
| 2026-02-09 | $4686886.39               | $79299154.65            |
| 2026-02-10 | $18935655.07              | $884108.81              |
| 2026-02-11 | $822879.97                | $2201418.37             |
| 2026-02-12 | $17313901.91              | $2207308.21             |
| 2026-02-13 | $16384876.76              | $599347.21              |
| 2026-02-17 | $44905095.21              | $40327306.37            |
| 2026-02-18 | $43185344.96              | $5175421.39             |
| 2026-02-19 | $3760480.67               | $14667680.00            |
| 2026-02-20 | $13501945.20              | $4267677.95             |
| 2026-02-23 | $2747849.27               | $8597352.50             |
| 2026-02-24 | $7558237.29               | $10746158.25            |
| 2026-02-25 | $2424918.37               | $17173711.21            |
| 2026-02-26 | $1299513.46               | $5223321.20             |
| 2026-02-27 | $9367780.85               | $8561786.88             |

**Total Gross Subscriptions (Month):** $243473328.38

**Total Gross Redemptions (Month):** $223548283.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2700%           |
| 2026-02-03 | 3.2700%           |
| 2026-02-04 | 3.2700%           |
| 2026-02-05 | 3.2700%           |
| 2026-02-06 | 3.2600%           |
| 2026-02-09 | 3.2500%           |
| 2026-02-10 | 3.2500%           |
| 2026-02-11 | 3.2500%           |
| 2026-02-12 | 3.2500%           |
| 2026-02-13 | 3.2500%           |
| 2026-02-17 | 3.2600%           |
| 2026-02-18 | 3.2700%           |
| 2026-02-19 | 3.2700%           |
| 2026-02-20 | 3.2700%           |
| 2026-02-23 | 3.2700%           |
| 2026-02-24 | 3.2700%           |
| 2026-02-25 | 3.2600%           |
| 2026-02-26 | 3.2600%           |
| 2026-02-27 | 3.2600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 5.5800%          | 0.0000%              |
| Non-financial corporation |  | 87.2900%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $96396293431.55

- **Number of Shares Outstanding:** 96396948220.2530

- **Expense Reimbursement/Waiver:** 2135250.32

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $4759995699.51            | $8721147351.54          |
| 2026-02-03 | $4044953125.64            | $2634224332.37          |
| 2026-02-04 | $15330518700.70           | $1929654028.16          |
| 2026-02-05 | $6832874220.22            | $13736911411.31         |
| 2026-02-06 | $2312714065.45            | $7022965118.32          |
| 2026-02-09 | $3817938367.75            | $5838903146.09          |
| 2026-02-10 | $3083042497.12            | $3291777993.44          |
| 2026-02-11 | $2307976563.21            | $2879087025.17          |
| 2026-02-12 | $9188410633.19            | $3784712429.13          |
| 2026-02-13 | $3163439320.41            | $9222079383.02          |
| 2026-02-17 | $5621815076.13            | $8037830696.69          |
| 2026-02-18 | $2963354277.15            | $2674364848.18          |
| 2026-02-19 | $7459211906.98            | $2500335911.60          |
| 2026-02-20 | $2221889769.02            | $6514218821.92          |
| 2026-02-23 | $4666464955.96            | $5256897383.38          |
| 2026-02-24 | $2437597922.96            | $3643294734.16          |
| 2026-02-25 | $3772810306.60            | $2774103883.83          |
| 2026-02-26 | $5565574867.60            | $3236146652.19          |
| 2026-02-27 | $5235372065.26            | $5794482225.82          |

**Total Gross Subscriptions (Month):** $94785954340.86

**Total Gross Redemptions (Month):** $99493137376.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6300%           |
| 2026-02-03 | 3.6300%           |
| 2026-02-04 | 3.6300%           |
| 2026-02-05 | 3.6200%           |
| 2026-02-06 | 3.6200%           |
| 2026-02-09 | 3.6100%           |
| 2026-02-10 | 3.6100%           |
| 2026-02-11 | 3.6100%           |
| 2026-02-12 | 3.6100%           |
| 2026-02-13 | 3.6100%           |
| 2026-02-17 | 3.6200%           |
| 2026-02-18 | 3.6300%           |
| 2026-02-19 | 3.6300%           |
| 2026-02-20 | 3.6300%           |
| 2026-02-23 | 3.6300%           |
| 2026-02-24 | 3.6300%           |
| 2026-02-25 | 3.6200%           |
| 2026-02-26 | 3.6200%           |
| 2026-02-27 | 3.6200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 49.0500%         | 0.0000%              |
| Non-financial corporation                           |  | 16.0400%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.2000%          | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $797537575.42

- **Number of Shares Outstanding:** 797545336.2200

- **Expense Reimbursement/Waiver:** 5331.27

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $43616415.13              | $36589793.85            |
| 2026-02-03 | $101841268.15             | $37919946.39            |
| 2026-02-04 | $31936233.06              | $46534778.57            |
| 2026-02-05 | $36348002.12              | $51641128.20            |
| 2026-02-06 | $38944514.08              | $37922756.00            |
| 2026-02-09 | $62194306.29              | $45695458.43            |
| 2026-02-10 | $29464423.08              | $39282142.56            |
| 2026-02-11 | $49593658.15              | $30227292.79            |
| 2026-02-12 | $34458391.49              | $40443038.97            |
| 2026-02-13 | $70690026.66              | $39262112.07            |
| 2026-02-17 | $128141947.89             | $58812403.08            |
| 2026-02-18 | $41238568.84              | $98328874.80            |
| 2026-02-19 | $97454077.32              | $99218640.00            |
| 2026-02-20 | $22374515.01              | $32805040.11            |
| 2026-02-23 | $34777766.68              | $32014262.99            |
| 2026-02-24 | $34490006.80              | $45603857.51            |
| 2026-02-25 | $69892441.35              | $35604064.32            |
| 2026-02-26 | $36660472.25              | $56510349.16            |
| 2026-02-27 | $100064006.74             | $150532484.29           |

**Total Gross Subscriptions (Month):** $1064181041.09

**Total Gross Redemptions (Month):** $1014948424.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2700%           |
| 2026-02-03 | 3.2700%           |
| 2026-02-04 | 3.2700%           |
| 2026-02-05 | 3.2600%           |
| 2026-02-06 | 3.2600%           |
| 2026-02-09 | 3.2500%           |
| 2026-02-10 | 3.2500%           |
| 2026-02-11 | 3.2500%           |
| 2026-02-12 | 3.2500%           |
| 2026-02-13 | 3.2500%           |
| 2026-02-17 | 3.2600%           |
| 2026-02-18 | 3.2700%           |
| 2026-02-19 | 3.2700%           |
| 2026-02-20 | 3.2700%           |
| 2026-02-23 | 3.2700%           |
| 2026-02-24 | 3.2700%           |
| 2026-02-25 | 3.2600%           |
| 2026-02-26 | 3.2600%           |
| 2026-02-27 | 3.2600%           |

**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:** $144429971.20

- **Number of Shares Outstanding:** 144430301.6900

- **Expense Reimbursement/Waiver:** 3149.89

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6100%           |
| 2026-02-03 | 3.6100%           |
| 2026-02-04 | 3.6100%           |
| 2026-02-05 | 3.6000%           |
| 2026-02-06 | 3.6000%           |
| 2026-02-09 | 3.5900%           |
| 2026-02-10 | 3.5900%           |
| 2026-02-11 | 3.5900%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.6000%           |
| 2026-02-18 | 3.6100%           |
| 2026-02-19 | 3.6100%           |
| 2026-02-20 | 3.6100%           |
| 2026-02-23 | 3.6100%           |
| 2026-02-24 | 3.6100%           |
| 2026-02-25 | 3.6000%           |
| 2026-02-26 | 3.6000%           |
| 2026-02-27 | 3.6000%           |

**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:** $100099213.47

- **Number of Shares Outstanding:** 100110975.2500

- **Expense Reimbursement/Waiver:** 647.80

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $100000000.00             | $100000000.00           |
| 2026-02-03 | $100000000.00             | $100000000.00           |
| 2026-02-04 | $100000000.00             | $100000000.00           |
| 2026-02-05 | $100000000.00             | $100000000.00           |
| 2026-02-06 | $100000000.00             | $100000000.00           |
| 2026-02-09 | $100000000.00             | $100000000.00           |
| 2026-02-10 | $100000000.00             | $100000000.00           |
| 2026-02-11 | $100000000.00             | $100000000.00           |
| 2026-02-12 | $100000000.00             | $100000000.00           |
| 2026-02-13 | $100000000.00             | $100000000.00           |
| 2026-02-17 | $100000000.00             | $100000000.00           |
| 2026-02-18 | $100000000.00             | $100000000.00           |
| 2026-02-19 | $100000000.00             | $100000000.00           |
| 2026-02-20 | $100000000.00             | $100000000.00           |
| 2026-02-23 | $100000000.00             | $100000000.00           |
| 2026-02-24 | $100000000.00             | $100000000.00           |
| 2026-02-25 | $100000000.00             | $100000000.00           |
| 2026-02-26 | $100000000.00             | $100000000.00           |
| 2026-02-27 | $100000000.00             | $100000000.00           |

**Total Gross Subscriptions (Month):** $1900000000.00

**Total Gross Redemptions (Month):** $1900000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5600%           |
| 2026-02-06 | 3.5600%           |
| 2026-02-09 | 3.5500%           |
| 2026-02-10 | 3.5500%           |
| 2026-02-11 | 3.5500%           |
| 2026-02-12 | 3.5500%           |
| 2026-02-13 | 3.5500%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5600%           |
| 2026-02-26 | 3.5600%           |
| 2026-02-27 | 3.5600%           |

**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 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 00799J004, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 00799J004_3.69_0302
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 3.6800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 5/8 NOTE AF 30                 | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $25000000.00       | $19446375.97       | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-11-15      | 3.0000%  | 0.0000% | $5033300.00        | $4025919.15        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                 | 2028-09-15      | 3.3750%  | 0.0000% | $30300.00          | $30743.72          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $270718900.00      | $277777734.70      | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-23      | 0.0000%  | 0.0000% | $200.00            | $198.96            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $400.00            | $411.85            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $3669800.00        | $3765675.03        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-09-30      | 3.5000%  | 0.0000% | $115531000.00      | $117109971.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $8000100.00        | $8169762.65        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $687499600.00      | $714741141.10      | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $836800.00         | $852009.57         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                 | 2027-01-31      | 4.1250%  | 0.0000% | $364800.00         | $367788.32         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $833400.00         | $868658.76         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $3170500.00        | $3253351.66        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $7950000.00        | $8164254.83        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $189610900.00      | $193344794.90      | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $500.00            | $495.29            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26                  | 2026-03-31      | 2.2500%  | 0.0000% | $110839400.00      | $111732098.10      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26                  | 2026-09-30      | 1.6250%  | 0.0000% | $300.00            | $298.53            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                  | 2029-11-15      | 1.7500%  | 0.0000% | $19640000.00       | $18592630.70       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                  | 2026-11-30      | 1.6250%  | 0.0000% | $6100.00           | $6035.96           | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                  | 2026-12-31      | 1.7500%  | 0.0000% | $200.00            | $197.61            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $12592600.00       | $13042421.72       | U.S. Treasuries (including strips) |
| 4 NOTE U 29                      | 2029-01-31      | 4.0000%  | 0.0000% | $20124100.00       | $20509444.83       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-03-15      | 4.2500%  | 0.0000% | $300.00            | $308.02            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $59998100.00       | $62249266.29       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1039.26           | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $300.00            | $306.35            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $152174000.00      | $150994363.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $30845800.00       | $31578375.04       | U.S. Treasuries (including strips) |
| 4 NOTE V 28                      | 2028-02-29      | 4.0000%  | 0.0000% | $133149700.00      | $137286728.10      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                  | 2030-03-31      | 3.6250%  | 0.0000% | $24039000.00       | $24524712.49       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $93459300.00       | $94953834.52       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                 | 2026-08-15      | 4.3750%  | 0.0000% | $433400.00         | $435366.89         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $8438400.00        | $8990786.66        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                 | 2028-10-31      | 4.8750%  | 0.0000% | $10165900.00       | $10703620.73       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $16263600.00       | $15649000.16       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                  | 2028-06-30      | 1.2500%  | 0.0000% | $198001400.00      | $188924374.80      | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26                 | 2026-06-30      | 0.8750%  | 0.0000% | $300.00            | $297.67            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                  | 2028-12-31      | 1.3750%  | 0.0000% | $652400.00         | $618347.35         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $238902200.00      | $237910103.50      | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $538000.00         | $513582.18         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $20517500.00       | $17424330.22       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $2399800.00        | $2245100.72        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $4389500.00        | $4033548.44        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $9365100.00        | $9645260.80        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $195516900.00      | $195204212.30      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $39159000.00       | $38755238.47       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $13455800.00       | $13812225.11       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $3295200.00        | $3398252.14        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-08-15      | 4.7500%  | 0.0000% | $1180700.00        | $1204027.78        | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $2556800.00        | $2663370.04        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 56                    | 2056-02-15      | 4.7500%  | 0.0000% | $1053000.00        | $1074522.88        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-08-15      | 2.7500%  | 0.0000% | $34177600.00       | $25365165.67       | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $500.00            | $386.44            | U.S. Treasuries (including strips) |
| 3 BOND 49                        | 2049-02-15      | 3.0000%  | 0.0000% | $2113100.00        | $1617080.36        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $200.00            | $150.57            | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $9998000.00        | $6121135.36        | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $115400.00         | $58222.55          | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $48400.00          | $24939.59          | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-08-15      | 1.1250%  | 0.0000% | $78800.00          | $51201.24          | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-05-15      | 1.1250%  | 0.0000% | $8500.00           | $5606.43           | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $844900.00         | $570198.74         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                    | 2041-02-15      | 1.8750%  | 0.0000% | $286184000.00      | $206638169.00      | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $2182900.00        | $1447902.74        | U.S. Treasuries (including strips) |
| 2 BOND 51                        | 2051-08-15      | 2.0000%  | 0.0000% | $4100000.00        | $2454870.83        | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $415646400.00      | $302088834.30      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                    | 2052-02-15      | 2.2500%  | 0.0000% | $76810500.00       | $48647611.90       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $22617100.00       | $16616233.06       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $4723000.00        | $4119224.83        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                  | 2032-10-31      | 3.7500%  | 0.0000% | $546217600.00      | $554172903.30      | U.S. Treasuries (including strips) |
| TRFR BK 10/31/27                 | 2027-10-31      | 3.8129%  | 0.0000% | $100.00            | $100.44            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32                  | 2032-12-31      | 3.8750%  | 0.0000% | $1851700.00        | $1880169.08        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27                 | 2027-12-31      | 3.3750%  | 0.0000% | $59400.00          | $59679.62          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36                  | 2036-02-15      | 4.1250%  | 0.0000% | $8928300.00        | $9052076.62        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38                    | 2038-02-15      | 4.3750%  | 0.0000% | $1846600.00        | $1903930.05        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                    | 2039-05-15      | 4.2500%  | 0.0000% | $700.00            | $710.92            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                    | 2039-08-15      | 4.5000%  | 0.0000% | $398213200.00      | $409003468.70      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                    | 2040-02-15      | 4.6250%  | 0.0000% | $626400.00         | $649422.80         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40                    | 2040-05-15      | 4.3750%  | 0.0000% | $250400.00         | $255396.00         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $800.00            | $836.07            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41                    | 2041-08-15      | 3.7500%  | 0.0000% | $11873700.00       | $11022629.92       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42                    | 2042-02-15      | 3.1250%  | 0.0000% | $400.00            | $339.61            | U.S. Treasuries (including strips) |
| 3 BOND 42                        | 2042-05-15      | 3.0000%  | 0.0000% | $137000000.00      | $114910638.50      | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-08-15      | 2.7500%  | 0.0000% | $113295600.00      | $90418001.02       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-11-15      | 2.7500%  | 0.0000% | $12894800.00       | $10331462.73       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                    | 2043-02-15      | 3.1250%  | 0.0000% | $213893500.00      | $178804894.10      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $16925000.00       | $13708482.76       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                    | 2043-08-15      | 3.6250%  | 0.0000% | $8860100.00        | $7900663.32        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                    | 2044-02-15      | 3.6250%  | 0.0000% | $22140600.00       | $19654424.44       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44                    | 2044-05-15      | 3.3750%  | 0.0000% | $435900.00         | $376029.63         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44                    | 2044-08-15      | 3.1250%  | 0.0000% | $10200600.00       | $8361849.14        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $600.00            | $440.70            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $34963100.00       | $23934020.05       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $600.00            | $616.52            | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $29254000.00       | $30181561.59       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $9601300.00        | $9957440.49        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                  | 2032-05-31      | 4.1250%  | 0.0000% | $11513900.00       | $11921179.48       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $200.00            | $205.93            | U.S. Treasuries (including strips) |
| 4 NOTE M 32                      | 2032-06-30      | 4.0000%  | 0.0000% | $6540900.00        | $6701621.95        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                 | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $4619400.00        | $4703252.24        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $10167200.00       | $10255077.08       | U.S. Treasuries (including strips) |
| 4 NOTE N 32                      | 2032-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51047421.27       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                  | 2035-08-15      | 4.2500%  | 0.0000% | $10765500.00       | $11040395.32       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                 | 2028-08-15      | 3.6250%  | 0.0000% | $118578700.00      | $119351673.90      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $1972300.00        | $2012850.22        | U.S. Treasuries (including strips) |

### Security 2: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_3.70_0306
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLRA7375 | 2052-05-01      | 3.0000%  | 0.0000% | $98799637.30       | $90148905.76       | Agency Mortgage-Backed Securities |
| 1.56 FMNT 20-31 97   | 2031-12-30      | 1.5600%  | 0.0000% | $15000000.00       | $13310325.00       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL0495 | 2028-11-01      | 3.9500%  | 0.0000% | $4347135.49        | $4382589.76        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL9579 | 2041-02-01      | 1.9800%  | 0.0000% | $2399232.00        | $1707782.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4611 | 2048-01-01      | 3.5000%  | 0.0000% | $419560.80         | $406427.61         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS7988 | 2028-03-01      | 4.7100%  | 0.0000% | $1000000.00        | $1019781.67        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9382 | 2035-02-01      | 4.9200%  | 0.0000% | $2868000.00        | $3000605.80        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU6840 | 2051-12-01      | 4.5000%  | 0.0000% | $523134.23         | $521799.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV7203 | 2052-04-01      | 3.5000%  | 0.0000% | $178305.54         | $168063.27         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3000 | 2055-08-01      | 6.5000%  | 0.0000% | $324263262.01      | $340055999.60      | Agency Mortgage-Backed Securities |
| FMAR 1K0115 G        | 2037-06-01      | 6.2970%  | 0.0000% | $209576.10         | $217832.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0029 | 2039-06-01      | 5.5000%  | 0.0000% | $1709849.08        | $1792585.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL6671 | 2044-12-01      | 5.0000%  | 0.0000% | $177270.15         | $182041.75         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1055 | 2034-06-01      | 5.0000%  | 0.0000% | $60472000.00       | $63890972.65       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3625 | 2035-05-01      | 4.6800%  | 0.0000% | $267660.00         | $276622.06         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4673 | 2032-09-01      | 4.4500%  | 0.0000% | $141000000.00      | $144566156.40      | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ5264 | 2035-10-01      | 4.6800%  | 0.0000% | $4480000.00        | $4627512.96        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5710 | 2032-11-01      | 4.4500%  | 0.0000% | $7893207.61        | $8093907.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6049 | 2033-01-01      | 4.0500%  | 0.0000% | $42578000.00       | $42598692.91       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6110 | 2033-01-01      | 4.1150%  | 0.0000% | $8450000.00        | $8487618.93        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6152 | 2033-02-01      | 4.0850%  | 0.0000% | $8686000.00        | $8700056.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0068 | 2041-02-01      | 5.5000%  | 0.0000% | $55001152.00       | $56691349.61       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2361 | 2038-08-01      | 6.0000%  | 0.0000% | $2887264.32        | $3063492.34        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAQ7913 | 2032-12-01      | 3.5000%  | 0.0000% | $64665.73          | $63542.08          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1388 | 2038-01-01      | 2.5000%  | 0.0000% | $7321418.61        | $6970141.02        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4808 | 2052-10-01      | 4.0000%  | 0.0000% | $9183591.19        | $8941363.77        | Agency Mortgage-Backed Securities |
| GNMI SF BC9137 X     | 2048-01-15      | 5.0000%  | 0.0000% | $70113.40          | $70816.08          | Agency Mortgage-Backed Securities |
| GNMI SF BG9698 X     | 2048-06-15      | 4.0000%  | 0.0000% | $408101.36         | $407515.28         | Agency Mortgage-Backed Securities |
| GNII SF BQ7065 C     | 2050-04-20      | 2.7500%  | 0.0000% | $316903.74         | $283103.77         | Agency Mortgage-Backed Securities |
| GNMI SF BS5088 X     | 2050-03-15      | 3.5000%  | 0.0000% | $54722.29          | $51444.85          | Agency Mortgage-Backed Securities |
| GNII SF BW8882 C     | 2034-01-20      | 7.0000%  | 0.0000% | $1016005.86        | $1038998.64        | Agency Mortgage-Backed Securities |
| GNII SF BY2936 C     | 2034-05-20      | 5.0000%  | 0.0000% | $603519.48         | $610775.66         | Agency Mortgage-Backed Securities |
| GNII SF BZ1783 C     | 2040-06-20      | 5.0000%  | 0.0000% | $563933.74         | $576594.68         | Agency Mortgage-Backed Securities |
| GNII SF BZ8508 C     | 2050-12-20      | 3.0000%  | 0.0000% | $47806.89          | $43910.42          | Agency Mortgage-Backed Securities |
| GNPL PN CC9848       | 2063-10-15      | 2.9100%  | 0.0000% | $990300.58         | $891226.62         | Agency Mortgage-Backed Securities |
| GNPL LM CD6002       | 2060-07-15      | 3.1100%  | 0.0000% | $85030.03          | $80820.63          | Agency Mortgage-Backed Securities |
| GNII RG CG8656 C     | 2049-05-20      | 5.5000%  | 0.0000% | $451877.41         | $461770.46         | Agency Mortgage-Backed Securities |
| GNII RG CI8172 C     | 2049-11-20      | 5.5000%  | 0.0000% | $2627977.44        | $2688429.39        | Agency Mortgage-Backed Securities |
| GNII SF CQ6154 C     | 2052-11-20      | 5.0000%  | 0.0000% | $739174.36         | $746157.42         | Agency Mortgage-Backed Securities |
| GNCL CL CX6399       | 2066-11-15      | 5.6000%  | 0.0000% | $18238240.00       | $19397817.16       | Agency Mortgage-Backed Securities |
| GNII ET CZ8013 C     | 2063-12-20      | 7.5000%  | 0.0000% | $385562.02         | $402582.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8492 | 2056-02-01      | 5.0000%  | 0.0000% | $7546120.00        | $7673446.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9822 | 2056-02-01      | 6.0000%  | 0.0000% | $1559408.00        | $1626932.45        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CKMA4294 | 2051-03-01      | 1.5000%  | 0.0000% | $204859.97         | $157929.28         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $1134420.32        | $1041514.19        | Agency Mortgage-Backed Securities |
| GNPL PN DF3013       | 2060-06-15      | 6.0700%  | 0.0000% | $3740030.87        | $4096855.58        | Agency Mortgage-Backed Securities |
| GNII ET DF5601 C     | 2064-11-20      | 6.0000%  | 0.0000% | $819509.18         | $842842.52         | Agency Mortgage-Backed Securities |
| GNII SF DH6851 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2050505.36        | $2141462.82        | Agency Mortgage-Backed Securities |
| GNII SF DJ8821 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1434649.53        | $1482957.36        | Agency Mortgage-Backed Securities |
| GNII SF DK9903 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1517957.28        | $1572215.65        | Agency Mortgage-Backed Securities |
| GNII SF DL2624 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1390882.50        | $1462567.81        | Agency Mortgage-Backed Securities |
| GNII SF DL2625 C     | 2052-09-20      | 6.5000%  | 0.0000% | $1137367.42        | $1198367.22        | Agency Mortgage-Backed Securities |
| GNII ET DL4148 C     | 2065-07-20      | 3.5000%  | 0.0000% | $364611.47         | $339768.95         | Agency Mortgage-Backed Securities |
| GNII ET DL4694 C     | 2065-07-20      | 3.5000%  | 0.0000% | $301641.68         | $281090.76         | Agency Mortgage-Backed Securities |
| GNII SF DL5795 C     | 2052-08-20      | 6.5000%  | 0.0000% | $1291508.03        | $1358824.59        | Agency Mortgage-Backed Securities |
| GNII SF DL5983 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1196572.77        | $1257889.42        | Agency Mortgage-Backed Securities |
| GNII ET DM2987 C     | 2065-08-20      | 4.0000%  | 0.0000% | $146684.97         | $141943.22         | Agency Mortgage-Backed Securities |
| GNII SF DM3253 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1161556.10        | $1223177.16        | Agency Mortgage-Backed Securities |
| GNII SF DM4641 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5920794.92        | $6229537.40        | Agency Mortgage-Backed Securities |
| GNII ET DN1751 C     | 2066-01-20      | 6.0000%  | 0.0000% | $490389.00         | $505245.99         | Agency Mortgage-Backed Securities |
| GNII SF DN2460 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1785579.33        | $1883526.29        | Agency Mortgage-Backed Securities |
| GNII ET DN4463 C     | 2065-08-20      | 2.0000%  | 0.0000% | $241551.00         | $192735.34         | Agency Mortgage-Backed Securities |
| GNII SF DN8868 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1136634.00        | $1168319.06        | Agency Mortgage-Backed Securities |
| GNII ET DN9883 C     | 2065-09-20      | 4.5000%  | 0.0000% | $380333.85         | $375311.92         | Agency Mortgage-Backed Securities |
| GNII SF DP1270 C     | 2056-02-20      | 7.0000%  | 0.0000% | $2338496.00        | $2496142.33        | Agency Mortgage-Backed Securities |
| GNII ET DP3239 C     | 2065-12-20      | 4.5000%  | 0.0000% | $72264.38          | $71310.92          | Agency Mortgage-Backed Securities |
| GNII SF DP8747 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1405046.97        | $1422715.59        | Agency Mortgage-Backed Securities |
| GNII SF DQ0872 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2029880.98        | $2115995.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3210 | 2055-07-01      | 5.0000%  | 0.0000% | $353474.99         | $356297.17         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3213 | 2056-02-01      | 4.5000%  | 0.0000% | $1893010.00        | $1878640.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0412 | 2055-01-01      | 5.5000%  | 0.0000% | $23472819.38       | $24063682.40       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1100 | 2052-04-01      | 3.5000%  | 0.0000% | $41181145.20       | $39428260.61       | Agency Mortgage-Backed Securities |
| GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $25181831.00       | $26145931.40       | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $418779334.60      | $426018865.90      | Agency Mortgage-Backed Securities |
| GNAR AT MB0760 M     | 2055-11-20      | 3.5000%  | 0.0000% | $2910167.48        | $2889353.31        | Agency Mortgage-Backed Securities |
| GNAR AT MB0953 M     | 2056-02-20      | 3.5000%  | 0.0000% | $17295744.00       | $17167890.02       | Agency Mortgage-Backed Securities |
| GNII SF DI2010 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2466180.31        | $2590321.52        | Agency Mortgage-Backed Securities |
| GNII SF AS9196 C     | 2046-04-20      | 3.5000%  | 0.0000% | $63126.94          | $59552.55          | Agency Mortgage-Backed Securities |
| GNII SF AV9455 C     | 2046-12-20      | 3.0000%  | 0.0000% | $431782.09         | $392801.52         | Agency Mortgage-Backed Securities |
| GNMI SF AX6161 X     | 2047-04-15      | 4.5000%  | 0.0000% | $32013.95          | $32189.93          | Agency Mortgage-Backed Securities |
| GNMI SF 720161 X     | 2039-07-15      | 4.5000%  | 0.0000% | $64795.64          | $65718.33          | Agency Mortgage-Backed Securities |
| GNII SP 785436 C     | 2051-04-20      | 2.5000%  | 0.0000% | $2339320.16        | $2065118.05        | Agency Mortgage-Backed Securities |
| GNII SP 785283 C     | 2051-01-20      | 2.5000%  | 0.0000% | $93347.47          | $82001.61          | Agency Mortgage-Backed Securities |
| GNII SP 785668 C     | 2051-09-20      | 2.5000%  | 0.0000% | $98335.61          | $86139.30          | Agency Mortgage-Backed Securities |
| GNII SP 786107 C     | 2052-03-20      | 3.0000%  | 0.0000% | $141786.08         | $128737.03         | Agency Mortgage-Backed Securities |
| GNII SP 786662 C     | 2053-03-20      | 5.0000%  | 0.0000% | $2143742.13        | $2174562.95        | Agency Mortgage-Backed Securities |
| GNII SP 787544 M     | 2053-09-20      | 3.5000%  | 0.0000% | $4406174.52        | $4196518.95        | Agency Mortgage-Backed Securities |
| GNMI SF 757374 X     | 2046-06-15      | 3.0000%  | 0.0000% | $221120.72         | $204396.18         | Agency Mortgage-Backed Securities |
| GNII JM MA2882 M     | 2045-06-20      | 3.0000%  | 0.0000% | $633907.32         | $567775.36         | Agency Mortgage-Backed Securities |
| GNII SF MA4385 M     | 2047-04-20      | 5.0000%  | 0.0000% | $28412.40          | $29275.55          | Agency Mortgage-Backed Securities |
| GNII SF MA4320 M     | 2047-01-20      | 3.0000%  | 0.0000% | $153670.99         | $142710.66         | Agency Mortgage-Backed Securities |
| GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $19379.17          | $17967.53          | Agency Mortgage-Backed Securities |
| GNII SF MA7986 M     | 2052-03-20      | 2.0000%  | 0.0000% | $324945259.00      | $274667923.10      | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $366256042.57      | $323093337.80      | Agency Mortgage-Backed Securities |
| GNAR AF MA7840 M     | 2051-12-20      | 2.0000%  | 0.0000% | $472823.84         | $461700.40         | Agency Mortgage-Backed Securities |
| GNII SF MA8153 M     | 2052-07-20      | 5.5000%  | 0.0000% | $188764.13         | $193472.33         | Agency Mortgage-Backed Securities |
| GNII SF MA8271 M     | 2052-09-20      | 6.0000%  | 0.0000% | $22532615.85       | $23291364.13       | Agency Mortgage-Backed Securities |
| GNII SF MA9362 M     | 2053-12-20      | 5.5000%  | 0.0000% | $1345227.30        | $1378242.17        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of America 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 03199U009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 03199U009_3.68_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $498696700.00      | $504910223.90      | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-03-17      | 0.0000%  | 0.0000% | $1900000.00        | $1897136.70        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-12-31      | 4.2500%  | 0.0000% | $160100.00         | $162096.83         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                 | 2027-04-30      | 3.7500%  | 0.0000% | $185414000.00      | $188245336.30      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                  | 2027-09-30      | 0.3750%  | 0.0000% | $259447000.00      | $247748360.90      | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $3787000.00        | $3862050.16        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $24662000.00       | $24559585.35       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-11-15      | 4.6250%  | 0.0000% | $45135600.00       | $46155677.78       | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $1695400.00        | $1232204.61        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40                    | 2040-08-15      | 3.8750%  | 0.0000% | $201800.00         | $192159.31         | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41                    | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $92.83             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $900.00            | $661.06            | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-02-15      | 3.0000%  | 0.0000% | $965300.00         | $754593.81         | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $355500.00         | $279724.39         | U.S. Treasuries (including strips) |

### Security 4: Banco Bilbao Vizcaya Argentaria

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria 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: 05499W007, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: 05499W007_3.66_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.37             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $483125900.00      | $457361580.50      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | 0.0000% | $580100.00         | $582590.66         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $86858200.00       | $91115386.68       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $460000000.00      | $408770847.10      | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | 0.0000% | $67605802.38       | $54931082.61       | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | 0.0000% | $8342760.00        | $7238418.86        | U.S. Treasuries (including strips) |

### Security 5: Fehr Family Investments Project

- **C.1 - Title:** Fehr Family Investments Project 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799C006, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 06799C006_3.69_0302
- **C.18 - Value (incl. sponsor support):** $13000000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000000.00
- **C.19 - Percentage of Net Assets:** 9.5600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 1/2 NOTE AT 28                 | 2028-10-15      | 3.5000%  | 0.0000% | $46634000.00       | $47348282.22       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                 | 2030-10-31      | 3.6250%  | 0.0000% | $766959000.00      | $779554335.50      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                 | 2028-09-15      | 3.3750%  | 0.0000% | $65769300.00       | $66732444.52       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-16      | 0.0000%  | 0.0000% | $700.00            | $696.83            | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-05-14      | 0.0000%  | 0.0000% | $8003400.00        | $7945135.25        | U.S. Treasuries (including strips) |
| BILL 07/09/26                    | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| BILL 07/09/26                    | 2026-07-09      | 0.0000%  | 0.0000% | $300000300.00      | $296181596.20      | U.S. Treasuries (including strips) |
| BILL 03/12/26                    | 2026-03-12      | 0.0000%  | 0.0000% | $200.00            | $199.80            | U.S. Treasuries (including strips) |
| BILL 10/29/26                    | 2026-10-29      | 0.0000%  | 0.0000% | $20067900.00       | $19607783.19       | U.S. Treasuries (including strips) |
| BILL 11/27/26                    | 2026-11-27      | 0.0000%  | 0.0000% | $49231300.00       | $47975508.00       | U.S. Treasuries (including strips) |
| BILL 03/17/26                    | 2026-03-17      | 0.0000%  | 0.0000% | $961000.00         | $959551.77         | U.S. Treasuries (including strips) |
| BILL 07/23/26                    | 2026-07-23      | 0.0000%  | 0.0000% | $40000000.00       | $39438960.00       | U.S. Treasuries (including strips) |
| BILL 07/30/26                    | 2026-07-30      | 0.0000%  | 0.0000% | $48999900.00       | $48280483.47       | U.S. Treasuries (including strips) |
| BILL 06/02/26                    | 2026-06-02      | 0.0000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| BILL 02/18/27                    | 2027-02-18      | 0.0000%  | 0.0000% | $1300.00           | $1257.17           | U.S. Treasuries (including strips) |
| BILL 02/18/27                    | 2027-02-18      | 0.0000%  | 0.0000% | $925000000.00      | $894525875.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $800.00            | $801.70            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $33123000.00       | $33304914.63       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $102.61            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $102.39            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $100000000.00      | $102390486.20      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $300.00            | $304.78            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $82637400.00       | $83968116.41       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $49210100.00       | $51160005.08       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $11826000.00       | $12286775.78       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $24361500.00       | $25310695.78       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                 | 2029-11-30      | 4.1250%  | 0.0000% | $147826000.00      | $152729514.30      | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $556282800.00      | $566393722.80      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                  | 2031-12-31      | 4.5000%  | 0.0000% | $4600000.00        | $4843086.75        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $100000000.00      | $103935766.90      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $7590400.00        | $7828828.81        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $767610700.00      | $791722802.50      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $294734500.00      | $307203868.30      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $278593800.00      | $294130739.20      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $48721100.00       | $49561920.94       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $6586200.00        | $6758310.91        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                  | 2032-03-31      | 4.1250%  | 0.0000% | $10057200.00       | $10485894.45       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                  | 2032-03-31      | 4.1250%  | 0.0000% | $153066600.00      | $159591159.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $8863800.00        | $9038349.55        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                 | 2027-04-30      | 3.7500%  | 0.0000% | $90196600.00       | $91573933.48       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $13524000.00       | $13236955.34       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $800000.00         | $783020.13         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26                  | 2026-03-31      | 2.2500%  | 0.0000% | $70465000.00       | $71032523.56       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26                  | 2026-04-30      | 2.3750%  | 0.0000% | $1999800.00        | $2010899.53        | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $7217800.00        | $7178000.01        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                  | 2027-02-15      | 2.2500%  | 0.0000% | $400.00            | $395.40            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $2139600.00        | $2125936.95        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26                  | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                  | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.95             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                  | 2026-12-31      | 1.7500%  | 0.0000% | $91820100.00       | $90721735.79       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $349000.00         | $342929.42         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $500.00            | $464.19            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $17581400.00       | $16322294.63       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $4100000.00        | $3968048.25        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $20261200.00       | $19609126.64       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $178.10            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                  | 2027-06-30      | 0.5000%  | 0.0000% | $10418300.00       | $10027458.57       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                  | 2027-07-31      | 0.3750%  | 0.0000% | $40000.00          | $38321.51          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $21635600.00       | $19086908.63       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $9930000.00        | $9531213.07        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                  | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.49             | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                  | 2027-09-30      | 0.3750%  | 0.0000% | $13956700.00       | $13327383.04       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $447907300.00      | $474703881.30      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $1000.00           | $1047.26           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $24570600.00       | $25448289.24       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-12-15      | 4.3750%  | 0.0000% | $50000000.00       | $50751411.54       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                     | 2027-01-15      | 4.0000%  | 0.0000% | $500.00            | $504.23            | U.S. Treasuries (including strips) |
| 4 NOTE U 29                      | 2029-01-31      | 4.0000%  | 0.0000% | $137343800.00      | $139973717.50      | U.S. Treasuries (including strips) |
| 4 NOTE G 31                      | 2031-01-31      | 4.0000%  | 0.0000% | $155020800.00      | $158664629.90      | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $3533800.00        | $3582315.42        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                 | 2027-02-15      | 4.1250%  | 0.0000% | $461500.00         | $464601.93         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                 | 2027-02-15      | 4.1250%  | 0.0000% | $15901100.00       | $16007977.71       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                  | 2029-02-28      | 4.2500%  | 0.0000% | $44175900.00       | $46149042.93       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                  | 2029-02-28      | 4.2500%  | 0.0000% | $43682900.00       | $45634022.79       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27                 | 2027-03-15      | 4.2500%  | 0.0000% | $200.00            | $205.35            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                  | 2031-03-31      | 4.1250%  | 0.0000% | $28604800.00       | $29841632.26       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $214150000.00      | $222185042.10      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-03-31      | 4.5000%  | 0.0000% | $4168700.00        | $4248080.20        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                  | 2031-04-30      | 4.6250%  | 0.0000% | $534771000.00      | $569508509.90      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $1392500.00        | $1463248.37        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $368854900.00      | $387304306.80      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $1122000.00        | $1190748.73        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $17335300.00       | $17898756.06       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $1288800.00        | $1330690.37        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $200.00            | $203.47            | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26                 | 2026-07-31      | 3.8049%  | 0.0000% | $300.00            | $301.02            | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $186227000.00      | $190169877.30      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $511146600.00      | $484074028.20      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $148501400.00      | $149243413.10      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $2556200.00        | $2626302.83        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $74723600.00       | $77432616.60       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $16000000.00       | $16580061.26       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                  | 2029-12-31      | 3.8750%  | 0.0000% | $85005900.00       | $86757749.49       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                  | 2030-04-30      | 3.5000%  | 0.0000% | $88414300.00       | $89464619.87       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $9245600.00        | $9369560.61        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $99800.00          | $98370.28          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                  | 2030-05-31      | 3.7500%  | 0.0000% | $2600100.00        | $2649704.59        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                  | 2030-05-31      | 3.7500%  | 0.0000% | $26089800.00       | $26587540.06       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $2200.00           | $2235.18           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $128290200.00      | $130341725.50      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $37253000.00       | $38951850.41       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                 | 2028-08-31      | 4.3750%  | 0.0000% | $85000000.00       | $88799257.21       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                 | 2028-08-31      | 4.3750%  | 0.0000% | $50000100.00       | $52234961.65       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $13675100.00       | $14570286.62       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                 | 2028-09-30      | 4.6250%  | 0.0000% | $207576000.00      | $217749936.20      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                 | 2028-10-31      | 4.8750%  | 0.0000% | $4784300.00        | $5037363.41        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $59999400.00       | $54773302.76       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $15844000.00       | $14463948.12       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                  | 2028-05-31      | 1.2500%  | 0.0000% | $39866900.00       | $38145260.63       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $29397300.00       | $29234814.99       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                  | 2028-06-30      | 1.2500%  | 0.0000% | $53799000.00       | $51332679.66       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26                 | 2026-06-30      | 0.8750%  | 0.0000% | $997800.00         | $990042.04         | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $78991200.00       | $74688143.03       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $52391100.00       | $46369443.24       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $384809800.00      | $340581056.30      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $267106400.00      | $254582856.70      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $33968200.00       | $30185238.89       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $282801300.00      | $251306362.90      | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                  | 2028-11-30      | 1.5000%  | 0.0000% | $133300.00         | $127163.48         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                  | 2028-12-31      | 1.3750%  | 0.0000% | $1384700.00        | $1312424.25        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $61481400.00       | $55710850.91       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $2185000.00        | $2140105.00        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $558989700.00      | $538936877.20      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $300.00            | $289.24            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $50000000.00       | $49792363.46       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $50616700.00       | $50731811.60       | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26                    | 2026-11-15      | 6.5000%  | 0.0000% | $106800.00         | $111027.47         | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28                    | 2028-11-15      | 5.2500%  | 0.0000% | $1010700.00        | $1073374.39        | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                    | 2031-02-15      | 5.3750%  | 0.0000% | $749000.00         | $811918.07         | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                    | 2031-02-15      | 5.3750%  | 0.0000% | $728700.00         | $789912.82         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                    | 2036-02-15      | 4.5000%  | 0.0000% | $1798700.00        | $1888098.47        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $1152900.00        | $1184639.64        | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $604975000.00      | $624157045.90      | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $207732800.00      | $214319419.50      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                 | 2028-05-15      | 3.7500%  | 0.0000% | $8915500.00        | $9076330.99        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                 | 2028-05-15      | 3.7500%  | 0.0000% | $637880300.00      | $649387329.30      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                  | 2032-05-31      | 4.1250%  | 0.0000% | $193766000.00      | $200620056.00      | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $9168800.00        | $9440831.14        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                 | 2028-06-15      | 3.8750%  | 0.0000% | $14279500.00       | $14541982.16       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                 | 2030-06-30      | 3.8750%  | 0.0000% | $118720000.00      | $121240848.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                 | 2028-07-15      | 3.8750%  | 0.0000% | $5182300.00        | $5261510.94        | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27                 | 2027-07-31      | 3.7819%  | 0.0000% | $221576000.00      | $222476152.40      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                 | 2028-08-15      | 3.6250%  | 0.0000% | $2100.00           | $2113.69           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                  | 2032-08-31      | 3.8750%  | 0.0000% | $26225000.00       | $27001127.72       | U.S. Treasuries (including strips) |

### Security 7: RBC Dominion

- **C.1 - Title:** RBC Dominion 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: 071995005, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 071995005_3.66_0302
- **C.18 - Value (incl. sponsor support):** $2063750000.00
- **C.18.a - Value (excl. sponsor support):** $2063750000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $10436479.00       | $10589405.53       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | 0.0000% | $639000.50         | $647937.84         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | 0.0000% | $846010.50         | $855972.72         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $40650541.00       | $29232077.58       | U.S. Treasuries (including strips) |
| 1 TRIB 46        | 2046-02-15      | 1.0000%  | 0.0000% | $86.85             | $67.80             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $63.50             | $45.92             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $50165.00          | $51311.19          | U.S. Treasuries (including strips) |
| BILL 06/11/26    | 2026-06-11      | 0.0000%  | 0.0000% | $6350.00           | $6284.40           | U.S. Treasuries (including strips) |
| BILL 04/09/26    | 2026-04-09      | 0.0000%  | 0.0000% | $10160000.00       | $10118029.04       | U.S. Treasuries (including strips) |
| BILL 07/02/26    | 2026-07-02      | 0.0000%  | 0.0000% | $2013013.50        | $1988052.13        | U.S. Treasuries (including strips) |
| BILL 07/30/26    | 2026-07-30      | 0.0000%  | 0.0000% | $5842.00           | $5754.37           | U.S. Treasuries (including strips) |
| BILL 02/18/27    | 2027-02-18      | 0.0000%  | 0.0000% | $37421820.00       | $36168937.47       | U.S. Treasuries (including strips) |
| BILL 08/27/26    | 2026-08-27      | 0.0000%  | 0.0000% | $19050.00          | $18712.24          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $63.50             | $65.21             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $5499354.00        | $5647103.26        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  | 0.0000% | $65.58             | $67.42             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | 0.0000% | $8538273.50        | $8738448.28        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $200985374.00      | $203723455.52      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | 0.0000% | $31737173.00       | $32387834.75       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $16419639.50       | $16996378.43       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $127.00            | $129.86            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | 0.0000% | $252476.00         | $256276.14         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | 0.0000% | $4306316.00        | $4449181.70        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $15876333.50       | $16150547.44       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | 0.0000% | $7413752.00        | $7783178.85        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | 0.0000% | $3475164.50        | $3648331.76        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | 0.0000% | $23512970.50       | $24437573.90       | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | 0.0000% | $32928.51          | $34312.31          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $133524498.00      | $140457510.42      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | 0.0000% | $20523327.00       | $21411598.13       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $931418.00         | $955581.12         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | 0.0000% | $30461966.00       | $31055621.18       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | 0.0000% | $4963.21           | $4952.94           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $3494341.50        | $3445906.74        | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | 0.0000% | $83.42             | $82.80             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $7738173.50        | $7641567.06        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $3810.00           | $3723.42           | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $241.34            | $235.92            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | 0.0000% | $21590.00          | $21416.05          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  | 0.0000% | $1638819.40        | $1579267.13        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | 0.0000% | $551688.00         | $541896.52         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $207327.50         | $200536.42         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | 0.0000% | $55181.50          | $49016.38          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $160.52            | $154.22            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $171577.00         | $150963.94         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $37338.00          | $33088.18          | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | 0.0000% | $26435145.22       | $27494987.86       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | 0.0000% | $23928705.00       | $25421921.50       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | 0.0000% | $31749936.50       | $33731219.19       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $29498353.50       | $30864689.53       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $38458775.00       | $40077610.50       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | 0.0000% | $3766121.50        | $3987348.67        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | 0.0000% | $124015.50         | $131300.34         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $9207500.00        | $9363261.65        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | 0.0000% | $63.50             | $65.20             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | 0.0000% | $9334.50           | $9366.52           | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  | 0.0000% | $69.08             | $67.84             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $37309361.50       | $37942835.51       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $57721.50          | $58701.55          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  | 0.0000% | $739902.00         | $747062.03         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | 0.0000% | $1190815.50        | $1207222.90        | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | 0.0000% | $1748098.87        | $1744510.52        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $63500.00          | $63784.77          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | 0.0000% | $1543367.50        | $1550492.11        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $166751.00         | $175383.46         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  | 0.0000% | $1300923.88        | $1236321.92        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $31798768.00       | $30232436.76       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  | 0.0000% | $20429332.84       | $20457190.26       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | 0.0000% | $10223500.00       | $9742359.22        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $3683.00           | $3653.50           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | 0.0000% | $51520505.58       | $48725955.08       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $61174376.00       | $53978089.41       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | 0.0000% | $82740.50          | $81843.61          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $51547395.00       | $49058945.93       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $317.50            | $281.28            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $211645.50         | $204077.74         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | 0.0000% | $8890.00           | $8691.02           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $10109454.00       | $10110586.81       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $24363553.00       | $23417995.43       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $29819473.00       | $28662169.37       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $29781.50          | $29835.29          | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | 0.0000% | $761.48            | $616.74            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $254581850.50      | $249650670.37      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $33585785.00       | $34395753.52       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $30082299.50       | $31235155.76       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $32381444.00       | $30204725.77       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $63.50             | $62.48             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | 0.0000% | $119606822.00      | $120279884.60      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | 0.0000% | $1063244.00        | $1069227.19        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 56    | 2056-02-15      | 4.7500%  | 0.0000% | $100621338.00      | $102084431.21      | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | 0.0000% | $63.50             | $49.71             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $29669740.00       | $24478904.24       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $63.50             | $41.24             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $63.50             | $34.92             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $15409926.00       | $11066924.16       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $12147296.00       | $9254576.45        | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | 0.0000% | $788098.50         | $681532.62         | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | 0.0000% | $70333362.00       | $63644076.42       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | 0.0000% | $1781492.50        | $1801850.23        | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | 0.0000% | $1700085.50        | $1718024.31        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  | 0.0000% | $95238824.00       | $95876167.98       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $20272121.00       | $20375867.48       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN A 36  | 2036-01-15      | 1.8750%  | 0.0000% | $94930.45          | $96376.92          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  | 0.0000% | $261620.00         | $264232.79         | U.S. Treasuries (including strips) |
| TINT 02/15/34    | 2034-02-15      | 0.0000%  | 0.0000% | $89249.78          | $65218.83          | U.S. Treasuries (including strips) |
| TINT 08/15/34    | 2034-08-15      | 0.0000%  | 0.0000% | $493.54            | $352.13            | U.S. Treasuries (including strips) |
| TINT 02/15/35    | 2035-02-15      | 0.0000%  | 0.0000% | $134.78            | $93.76             | U.S. Treasuries (including strips) |
| TINT 08/15/39    | 2039-08-15      | 0.0000%  | 0.0000% | $0.04              | $0.03              | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46    | 2046-02-15      | 0.0000%  | 0.0000% | $317.50            | $123.03            | U.S. Treasuries (including strips) |
| 3 TPRN 48        | 2048-08-15      | 0.0000%  | 0.0000% | $839279.50         | $285431.40         | U.S. Treasuries (including strips) |
| 3 TPRN 49        | 2049-02-15      | 0.0000%  | 0.0000% | $63.50             | $21.04             | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  | 0.0000% | $4264910.59        | $4456851.24        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $22334918.50       | $23053391.49       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | 0.0000% | $146050.00         | $125114.60         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $4953.00           | $3932.49           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | 0.0000% | $63496634.50       | $50628695.62       | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  | 0.0000% | $546417.34         | $421076.41         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | 0.0000% | $72390.00          | $64244.44          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $52260.50          | $46168.84          | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | 0.0000% | $22032937.16       | $19060953.95       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | 0.0000% | $34671.00          | $28286.68          | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | 0.0000% | $63.50             | $51.81             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $127.00            | $92.82             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $63.50             | $43.22             | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | 0.0000% | $9072087.74        | $9301555.18        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $11934253.50       | $12319441.69       | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27 | 2027-07-31      | 3.7819%  | 0.0000% | $63.50             | $63.76             | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  | 0.0000% | $1591065.73        | $1624425.94        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | 0.0000% | $65641347.00       | $67067000.93       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | 0.0000% | $1050607.50        | $1073425.48        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | 0.0000% | $5107114.50        | $5208924.12        | U.S. Treasuries (including strips) |

### Security 8: Fixed Income Clearing Corp. - CIBC

- **C.1 - Title:** Fixed Income Clearing Corp. - CIBC 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: 12599G007, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 12599G007_3.67_0302
- **C.18 - Value (incl. sponsor support):** $3799999999.97
- **C.18.a - Value (excl. sponsor support):** $3799999999.97
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 1.75 11/15/29  | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $47275528.78       | U.S. Treasuries (including strips) |
| T 1.75 11/15/29  | 2029-11-15      | 1.7500%  | 0.0000% | $35452000.00       | $33520240.93       | U.S. Treasuries (including strips) |
| T 1.75 11/15/29  | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $47275528.78       | U.S. Treasuries (including strips) |
| T 1.75 11/15/29  | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $47275528.78       | U.S. Treasuries (including strips) |
| T 1.75 11/15/29  | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $47275528.78       | U.S. Treasuries (including strips) |
| T 1.75 11/15/29  | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $47275528.78       | U.S. Treasuries (including strips) |
| T 1.75 11/15/29  | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $47275528.78       | U.S. Treasuries (including strips) |
| T 1.75 11/15/29  | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $47275528.78       | U.S. Treasuries (including strips) |
| T 1.75 11/15/29  | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $47275528.78       | U.S. Treasuries (including strips) |
| T 1.75 11/15/29  | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $47275528.78       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 3.75 12/31/28  | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50709809.82       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51689045.04       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50277597.58       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $9309000.00        | $9443343.37        | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |
| T 3.875 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50721577.87       | U.S. Treasuries (including strips) |

### 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: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 10: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 11: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 12: 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):** $27540000.00
- **C.18.a - Value (excl. sponsor support):** $27540000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 13: Daiwa Capital Markets, Inc.

- **C.1 - Title:** Daiwa Capital Markets, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 234993004, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 234993004_3.67_0302
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 02.000 CLRA5117             | 2051-05-01      | 2.0000%  | 0.0000% | $148.70            | $125.08            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6815             | 2052-02-01      | 2.5000%  | 0.0000% | $159.46            | $139.74            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7326             | 2052-05-01      | 3.5000%  | 0.0000% | $177.27            | $167.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8769             | 2053-03-01      | 5.0000%  | 0.0000% | $170.78            | $174.12            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378             | 2045-12-01      | 5.0000%  | 0.0000% | $230.26            | $233.69            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5145             | 2042-02-01      | 2.0000%  | 0.0000% | $159.14            | $139.88            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE6041             | 2050-05-01      | 3.0000%  | 0.0000% | $42.65             | $38.05             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI6767             | 2054-05-01      | 5.5000%  | 0.0000% | $480901.19         | $491220.00         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQI8146             | 2054-06-01      | 7.5000%  | 0.0000% | $23698.20          | $25343.02          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9374             | 2054-07-01      | 7.0000%  | 0.0000% | $208831.46         | $225262.86         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256             | 2047-12-01      | 4.5000%  | 0.0000% | $65577.23          | $65908.13          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8093             | 2048-03-01      | 4.0000%  | 0.0000% | $44.69             | $44.09             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787             | 2048-02-01      | 4.0000%  | 0.0000% | $91863.58          | $90772.97          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239             | 2048-08-01      | 4.5000%  | 0.0000% | $296923.55         | $299677.51         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286             | 2048-09-01      | 4.5000%  | 0.0000% | $166722.55         | $168232.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723             | 2048-08-01      | 4.0000%  | 0.0000% | $132103.53         | $130922.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000             | 2047-05-01      | 3.5000%  | 0.0000% | $250.08            | $239.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211             | 2047-12-01      | 4.0000%  | 0.0000% | $102.61            | $101.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4052             | 2048-06-01      | 4.0000%  | 0.0000% | $59.56             | $59.05             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4343             | 2048-05-01      | 4.5000%  | 0.0000% | $47.68             | $48.21             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4796             | 2048-09-01      | 4.5000%  | 0.0000% | $3042268.98        | $3059524.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5106             | 2048-12-01      | 4.5000%  | 0.0000% | $37.63             | $37.97             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5082             | 2048-11-01      | 4.5000%  | 0.0000% | $175.15            | $177.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244             | 2049-01-01      | 4.0000%  | 0.0000% | $942744.13         | $931549.89         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBM6911             | 2052-03-01      | 2.5000%  | 0.0000% | $2539494.37        | $2147245.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1642             | 2048-11-01      | 4.5000%  | 0.0000% | $52.95             | $53.57             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5404             | 2049-04-01      | 4.5000%  | 0.0000% | $78.92             | $79.98             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423             | 2049-04-01      | 3.5000%  | 0.0000% | $68.48             | $65.71             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803             | 2049-02-01      | 4.5000%  | 0.0000% | $65559.11          | $66135.38          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN7664             | 2049-07-01      | 4.0000%  | 0.0000% | $35.27             | $34.82             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO1776             | 2049-07-01      | 4.0000%  | 0.0000% | $192.48            | $190.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX4179             | 2055-01-01      | 5.0000%  | 0.0000% | $95444.87          | $96234.59          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9900             | 2055-04-01      | 5.5000%  | 0.0000% | $9277.10           | $9476.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0961             | 2055-04-01      | 5.5000%  | 0.0000% | $134353.32         | $137071.59         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1386             | 2055-04-01      | 5.5000%  | 0.0000% | $5177.63           | $5286.07           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2247             | 2055-05-01      | 6.0000%  | 0.0000% | $181520.41         | $187019.63         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3029             | 2055-05-01      | 5.5000%  | 0.0000% | $370081.26         | $377557.73         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3445             | 2055-05-01      | 5.5000%  | 0.0000% | $59476.39          | $60683.00          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3449             | 2055-05-01      | 6.0000%  | 0.0000% | $49507.32          | $51013.40          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3701             | 2055-05-01      | 5.5000%  | 0.0000% | $219978.12         | $224440.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4240             | 2055-05-01      | 5.5000%  | 0.0000% | $404.02            | $412.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4859             | 2055-06-01      | 6.5000%  | 0.0000% | $262472.56         | $275158.77         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6292             | 2055-06-01      | 6.5000%  | 0.0000% | $219250.77         | $230650.59         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY7139             | 2055-06-01      | 7.0000%  | 0.0000% | $227570.01         | $243190.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6551             | 2055-06-01      | 5.5000%  | 0.0000% | $69874.92          | $71296.12          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7969             | 2055-06-01      | 5.5000%  | 0.0000% | $27499.83          | $28058.91          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7451             | 2055-06-01      | 5.5000%  | 0.0000% | $133156.19         | $135867.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7744             | 2055-07-01      | 5.5000%  | 0.0000% | $169174.36         | $172623.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7796             | 2055-07-01      | 5.5000%  | 0.0000% | $659934.49         | $673405.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8250             | 2055-07-01      | 5.5000%  | 0.0000% | $6350.47           | $6480.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8373             | 2055-06-01      | 5.5000%  | 0.0000% | $309379.74         | $315656.51         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8593             | 2055-06-01      | 6.0000%  | 0.0000% | $109321.44         | $112654.58         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8744             | 2055-07-01      | 6.5000%  | 0.0000% | $254818.82         | $265848.76         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9474             | 2055-08-01      | 6.0000%  | 0.0000% | $487491.34         | $503821.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0649             | 2055-08-01      | 5.5000%  | 0.0000% | $219978.13         | $224469.03         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0917             | 2055-08-01      | 6.0000%  | 0.0000% | $61877.03          | $64981.60          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1083             | 2055-08-01      | 6.5000%  | 0.0000% | $368699.34         | $388311.35         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ1305             | 2055-05-01      | 5.0000%  | 0.0000% | $526088.86         | $530711.66         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1324             | 2055-06-01      | 5.5000%  | 0.0000% | $317164.79         | $324206.23         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1364             | 2055-08-01      | 6.5000%  | 0.0000% | $234931.86         | $247522.19         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1366             | 2055-08-01      | 6.0000%  | 0.0000% | $275294.33         | $283544.99         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1384             | 2055-08-01      | 6.5000%  | 0.0000% | $219626.96         | $232755.26         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2297             | 2055-07-01      | 6.0000%  | 0.0000% | $375392.58         | $388808.11         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ6766             | 2055-10-01      | 6.5000%  | 0.0000% | $225170.70         | $238790.03         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G             | 2034-11-01      | 6.0000%  | 0.0000% | $5851.74           | $6028.89           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20603 G             | 2034-05-01      | 6.0000%  | 0.0000% | $2.44              | $2.49              | Agency Mortgage-Backed Securities  |
| 02.500 FGPC T45074 G             | 2030-02-01      | 2.5000%  | 0.0000% | $9.66              | $9.44              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL255813             | 2035-08-01      | 5.0000%  | 0.0000% | $1.30              | $1.34              | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050             | 2050-03-01      | 2.5000%  | 0.0000% | $58.86             | $51.45             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800             | 2050-05-01      | 2.5000%  | 0.0000% | $129.66            | $113.35            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004             | 2054-01-01      | 8.0000%  | 0.0000% | $278887.67         | $303867.86         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9369             | 2050-07-01      | 2.0000%  | 0.0000% | $128.09            | $106.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6913             | 2051-12-01      | 2.0000%  | 0.0000% | $173.14            | $143.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4393             | 2051-03-01      | 2.0000%  | 0.0000% | $151.36            | $125.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBV6189             | 2040-09-01      | 3.5000%  | 0.0000% | $59224.62          | $57954.35          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5906             | 2055-07-01      | 6.0000%  | 0.0000% | $313319.23         | $328378.09         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5903             | 2055-07-01      | 6.0000%  | 0.0000% | $281141.85         | $289707.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6028             | 2055-09-01      | 5.5000%  | 0.0000% | $218.99            | $223.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6417             | 2055-10-01      | 5.5000%  | 0.0000% | $219978.18         | $224428.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528             | 2052-04-01      | 3.0000%  | 0.0000% | $3770623.38        | $3463964.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4731             | 2053-02-01      | 6.5000%  | 0.0000% | $893412.29         | $956263.35         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858             | 2053-02-01      | 6.0000%  | 0.0000% | $1528970.87        | $1616122.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9664             | 2055-12-01      | 5.5000%  | 0.0000% | $219.36            | $224.86            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0875             | 2055-04-01      | 6.0000%  | 0.0000% | $2969635.61        | $3062140.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0296             | 2055-01-01      | 5.0000%  | 0.0000% | $2174616.02        | $2211471.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0660             | 2055-04-01      | 6.0000%  | 0.0000% | $4103796.46        | $4253229.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1028             | 2055-04-01      | 6.0000%  | 0.0000% | $7500496.95        | $7731462.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1244             | 2055-05-01      | 5.5000%  | 0.0000% | $936442.95         | $957232.19         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1419             | 2055-05-01      | 5.5000%  | 0.0000% | $1979803.51        | $2019817.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2061             | 2055-08-01      | 5.5000%  | 0.0000% | $97966.02          | $100135.69         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL3541             | 2055-11-01      | 4.5000%  | 0.0000% | $11734594.55       | $11630790.32       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3112             | 2055-05-01      | 5.5000%  | 0.0000% | $305009.75         | $311174.36         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0203             | 2053-11-01      | 6.5000%  | 0.0000% | $1797603.56        | $1883608.90        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04153 G             | 2038-03-01      | 5.5000%  | 0.0000% | $9786.69           | $10261.57          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G             | 2047-09-01      | 3.5000%  | 0.0000% | $6314784.68        | $6002504.55        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08788 G             | 2047-11-01      | 3.5000%  | 0.0000% | $28.11             | $26.87             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G             | 2048-02-01      | 3.5000%  | 0.0000% | $27.13             | $25.78             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G             | 2044-12-01      | 4.0000%  | 0.0000% | $38.41             | $38.12             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18659 G             | 2032-09-01      | 3.0000%  | 0.0000% | $24.40             | $23.99             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C09042 G             | 2043-05-01      | 3.5000%  | 0.0000% | $24.73             | $23.91             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A88168 G             | 2039-09-01      | 6.0000%  | 0.0000% | $3.33              | $3.46              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAI6576             | 2041-07-01      | 5.0000%  | 0.0000% | $167.77            | $173.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI9484             | 2041-09-01      | 4.5000%  | 0.0000% | $12.77             | $12.93             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077             | 2041-10-01      | 4.0000%  | 0.0000% | $38.36             | $38.24             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325             | 2032-04-01      | 4.0000%  | 0.0000% | $26683.51          | $26601.99          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL1704             | 2040-05-01      | 6.5000%  | 0.0000% | $4.81              | $5.14              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063             | 2042-01-01      | 4.5000%  | 0.0000% | $49817.32          | $50468.23          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065             | 2041-06-01      | 4.5000%  | 0.0000% | $8.62              | $8.76              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL2283             | 2027-08-01      | 3.0000%  | 0.0000% | $23.33             | $23.21             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521             | 2043-03-01      | 3.5000%  | 0.0000% | $1095831.06        | $1054428.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971             | 2044-10-01      | 4.0000%  | 0.0000% | $2246323.31        | $2234931.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL6324             | 2036-12-01      | 6.5000%  | 0.0000% | $10.67             | $11.12             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLAL6566             | 2039-03-01      | 7.0000%  | 0.0000% | $57.51             | $61.49             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL7227             | 2030-08-01      | 3.0000%  | 0.0000% | $15.38             | $15.18             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3529             | 2055-10-01      | 5.5000%  | 0.0000% | $304425.00         | $311183.61         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5748             | 2032-11-01      | 4.0400%  | 0.0000% | $628777.16         | $629023.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305             | 2048-09-01      | 4.0000%  | 0.0000% | $2612746.10        | $2589385.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6578             | 2053-12-01      | 6.0000%  | 0.0000% | $609053.30         | $638871.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6668             | 2053-12-01      | 5.5000%  | 0.0000% | $3379659.24        | $3452971.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943             | 2052-06-01      | 3.0000%  | 0.0000% | $138355.62         | $125348.35         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8011             | 2054-05-01      | 6.0000%  | 0.0000% | $4487001.13        | $4631048.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS7804             | 2038-02-01      | 2.5000%  | 0.0000% | $747280.01         | $711239.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961             | 2054-09-01      | 5.5000%  | 0.0000% | $2815306.74        | $2899372.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8970             | 2054-09-01      | 5.5000%  | 0.0000% | $134046.28         | $137979.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS9324             | 2052-09-01      | 3.5000%  | 0.0000% | $439999.70         | $414615.14         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3053             | 2054-12-01      | 5.0000%  | 0.0000% | $561731.04         | $570745.76         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3159             | 2054-12-01      | 6.0000%  | 0.0000% | $4711642.99        | $4886941.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4148             | 2055-05-01      | 5.5000%  | 0.0000% | $15510306.13       | $15865262.93       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4299             | 2055-06-01      | 5.0000%  | 0.0000% | $613686.60         | $621688.53         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4355             | 2055-06-01      | 5.0000%  | 0.0000% | $234996.64         | $237301.27         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4738             | 2055-05-01      | 5.5000%  | 0.0000% | $1539847.28        | $1571086.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4979             | 2055-06-01      | 5.5000%  | 0.0000% | $45969.60          | $46895.07          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5150             | 2055-08-01      | 5.5000%  | 0.0000% | $816043.63         | $832598.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5223             | 2055-11-01      | 5.0000%  | 0.0000% | $7363483.79        | $7478774.67        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ6169             | 2056-01-01      | 4.5000%  | 0.0000% | $220000.00         | $218053.66         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6171             | 2055-11-01      | 5.5000%  | 0.0000% | $524887.22         | $535454.37         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5435             | 2055-08-01      | 5.5000%  | 0.0000% | $444477.47         | $453540.46         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5600             | 2055-12-01      | 4.5000%  | 0.0000% | $2619456.70        | $2596282.36        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5602             | 2055-12-01      | 4.5000%  | 0.0000% | $76150.28          | $75476.35          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5965             | 2055-10-01      | 5.5000%  | 0.0000% | $1389518.02        | $1417492.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0027             | 2055-07-01      | 5.5000%  | 0.0000% | $57194126.14       | $58345570.98       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028             | 2055-07-01      | 6.0000%  | 0.0000% | $1728248.34        | $1780042.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0013             | 2055-06-01      | 5.5000%  | 0.0000% | $1539847.24        | $1571047.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0022             | 2055-05-01      | 5.5000%  | 0.0000% | $355308.27         | $362516.48         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0058             | 2055-10-01      | 6.5000%  | 0.0000% | $459946.29         | $479594.94         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0062             | 2055-11-01      | 4.5000%  | 0.0000% | $16095.88          | $15953.43          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0040             | 2055-08-01      | 5.5000%  | 0.0000% | $6212579.15        | $6337652.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041             | 2055-08-01      | 6.0000%  | 0.0000% | $515740.36         | $531196.75         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0049             | 2055-09-01      | 5.5000%  | 0.0000% | $13630939.00       | $13905360.09       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0051             | 2055-09-01      | 6.5000%  | 0.0000% | $253399.18         | $264303.06         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRQ0067             | 2055-11-01      | 7.0000%  | 0.0000% | $154210.77         | $162774.95         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRQ0071             | 2055-11-01      | 7.5000%  | 0.0000% | $157485.87         | $168438.18         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0074             | 2055-12-01      | 4.5000%  | 0.0000% | $162820.73         | $161379.76         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0100             | 2056-02-01      | 4.0000%  | 0.0000% | $910760.84         | $886738.51         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0101             | 2056-02-01      | 4.5000%  | 0.0000% | $6488295.44        | $6430874.03        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0101             | 2056-02-01      | 4.5000%  | 0.0000% | $618956.14         | $613478.38         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0102             | 2056-02-01      | 5.0000%  | 0.0000% | $10484576.96       | $10568045.84       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0027             | 2040-09-01      | 6.0000%  | 0.0000% | $4379.27           | $4550.39           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIRR0059             | 2041-02-01      | 3.5000%  | 0.0000% | $168230.52         | $164622.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0216             | 2055-11-01      | 5.5000%  | 0.0000% | $167358.40         | $170757.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0196             | 2055-12-01      | 5.5000%  | 0.0000% | $2296232.45        | $2358024.57        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA0225             | 2055-12-01      | 4.5000%  | 0.0000% | $190565.51         | $188879.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0403             | 2055-11-01      | 5.5000%  | 0.0000% | $150322.31         | $154341.81         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA0637             | 2055-12-01      | 4.5000%  | 0.0000% | $468145.57         | $464004.35         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0760             | 2055-12-01      | 5.5000%  | 0.0000% | $22497.69          | $22952.37          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA2637             | 2056-01-01      | 4.5000%  | 0.0000% | $10140.29          | $10058.18          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2686             | 2056-01-01      | 5.0000%  | 0.0000% | $181384.17         | $184184.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3505             | 2056-01-01      | 5.0000%  | 0.0000% | $425.62            | $429.93            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA3881             | 2056-01-01      | 4.5000%  | 0.0000% | $3745707.78        | $3712569.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA4896             | 2056-01-01      | 5.0000%  | 0.0000% | $2217738.99        | $2248162.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA4906             | 2056-01-01      | 5.5000%  | 0.0000% | $1686587.31        | $1738517.70        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZL0207             | 2036-11-01      | 3.0000%  | 0.0000% | $43.23             | $41.61             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZL1891             | 2041-08-01      | 4.5000%  | 0.0000% | $73.28             | $73.79             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535             | 2041-12-01      | 4.0000%  | 0.0000% | $263.51            | $262.33            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3304             | 2042-07-01      | 3.5000%  | 0.0000% | $62.33             | $60.71             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3321             | 2042-07-01      | 3.5000%  | 0.0000% | $28.22             | $27.40             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313             | 2043-03-01      | 3.0000%  | 0.0000% | $1157194.22        | $1092294.91        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM3603             | 2047-07-01      | 4.0000%  | 0.0000% | $45.54             | $44.99             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM5659             | 2048-02-01      | 3.5000%  | 0.0000% | $144.48            | $137.80            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7668             | 2048-08-01      | 4.5000%  | 0.0000% | $42.92             | $43.26             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465             | 2042-09-01      | 3.5000%  | 0.0000% | $1627246.81        | $1565765.81        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531             | 2042-06-01      | 3.5000%  | 0.0000% | $363128.44         | $349408.64         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65432 G             | 2047-08-01      | 3.5000%  | 0.0000% | $28.41             | $27.05             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G             | 2047-10-01      | 3.5000%  | 0.0000% | $15.53             | $14.72             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4883             | 2047-03-01      | 4.0000%  | 0.0000% | $793875.29         | $785840.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2874             | 2039-01-01      | 5.5000%  | 0.0000% | $11.12             | $11.51             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4693             | 2046-12-01      | 3.0000%  | 0.0000% | $42.21             | $39.13             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4739             | 2047-10-01      | 3.5000%  | 0.0000% | $28.38             | $27.09             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8522             | 2029-04-01      | 3.0000%  | 0.0000% | $8333.63           | $8247.47           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9378             | 2043-07-01      | 3.5000%  | 0.0000% | $34.62             | $33.49             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794             | 2048-10-01      | 4.5000%  | 0.0000% | $45.71             | $46.13             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945             | 2045-02-01      | 4.0000%  | 0.0000% | $1197158.33        | $1188870.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9566             | 2046-06-01      | 3.5000%  | 0.0000% | $47.87             | $46.35             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL8130             | 2040-06-01      | 6.5000%  | 0.0000% | $26.29             | $27.80             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL8567             | 2031-06-01      | 3.0000%  | 0.0000% | $29.60             | $29.11             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159             | 2042-05-01      | 4.0000%  | 0.0000% | $1111078.56        | $1101850.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989             | 2042-06-01      | 4.0000%  | 0.0000% | $19164.62          | $19058.60          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244             | 2042-08-01      | 3.5000%  | 0.0000% | $52094.65          | $50294.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087             | 2042-10-01      | 3.5000%  | 0.0000% | $143762.26         | $139559.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646             | 2032-11-01      | 3.5000%  | 0.0000% | $54133.21          | $53311.35          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMB0306             | 2055-03-01      | 5.0000%  | 0.0000% | $1271820.43        | $1281907.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126             | 2043-02-01      | 3.5000%  | 0.0000% | $71855.67          | $69403.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR1203             | 2042-12-01      | 3.0000%  | 0.0000% | $237.51            | $223.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718             | 2043-04-01      | 3.5000%  | 0.0000% | $66729.64          | $64701.58          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892             | 2044-07-01      | 4.0000%  | 0.0000% | $2946628.24        | $2927339.28        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487             | 2046-01-01      | 4.0000%  | 0.0000% | $2396011.38        | $2374396.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6638             | 2046-02-01      | 3.5000%  | 0.0000% | $152.14            | $146.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS8242             | 2031-11-01      | 2.5000%  | 0.0000% | $30.25             | $29.43             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9327             | 2032-03-01      | 3.0000%  | 0.0000% | $29.69             | $29.14             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142             | 2042-10-01      | 4.0000%  | 0.0000% | $1361984.47        | $1351721.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTZT1806             | 2029-02-01      | 5.5000%  | 0.0000% | $8.70              | $8.87              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1504             | 2038-01-01      | 2.5000%  | 0.0000% | $387.53            | $368.99            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8501             | 2035-08-01      | 2.0000%  | 0.0000% | $91.62             | $85.48             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837             | 2052-01-01      | 3.0000%  | 0.0000% | $2935729.16        | $2698982.18        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0056             | 2048-01-01      | 3.5000%  | 0.0000% | $73.00             | $70.46             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0416             | 2043-01-01      | 3.5000%  | 0.0000% | $87.02             | $84.86             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578             | 2051-03-01      | 2.5000%  | 0.0000% | $140.99            | $123.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615             | 2051-01-01      | 4.5000%  | 0.0000% | $72.13             | $72.19             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0662             | 2051-07-01      | 3.0000%  | 0.0000% | $144.35            | $132.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1741             | 2052-10-01      | 5.0000%  | 0.0000% | $165.95            | $169.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789             | 2052-10-01      | 5.0000%  | 0.0000% | $160.02            | $163.42            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1069             | 2049-06-01      | 3.5000%  | 0.0000% | $152.52            | $146.64            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151             | 2051-01-01      | 2.5000%  | 0.0000% | $345.55            | $300.33            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1275             | 2052-07-01      | 4.5000%  | 0.0000% | $985777.87         | $985106.56         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445             | 2052-08-01      | 4.5000%  | 0.0000% | $231.57            | $231.42            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1447             | 2052-08-01      | 4.5000%  | 0.0000% | $1405849.97        | $1401098.20        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1582             | 2052-05-01      | 3.0000%  | 0.0000% | $168.71            | $153.93            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1610             | 2052-09-01      | 4.5000%  | 0.0000% | $172.21            | $171.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640             | 2052-09-01      | 4.0000%  | 0.0000% | $506.24            | $496.38            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1641             | 2052-09-01      | 4.5000%  | 0.0000% | $163.32            | $163.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882             | 2052-11-01      | 5.0000%  | 0.0000% | $161.65            | $165.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1991             | 2052-12-01      | 5.0000%  | 0.0000% | $169.36            | $172.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2081             | 2052-12-01      | 5.0000%  | 0.0000% | $163.61            | $167.01            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2171             | 2053-01-01      | 6.0000%  | 0.0000% | $140.05            | $145.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284             | 2052-12-01      | 6.0000%  | 0.0000% | $152.20            | $157.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390             | 2053-03-01      | 5.0000%  | 0.0000% | $169.25            | $172.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2822             | 2053-03-01      | 6.0000%  | 0.0000% | $3065086.45        | $3214360.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2892             | 2053-05-01      | 5.5000%  | 0.0000% | $157.74            | $162.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872             | 2053-05-01      | 5.0000%  | 0.0000% | $181.22            | $183.61            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990             | 2053-03-01      | 6.0000%  | 0.0000% | $3796908.06        | $4025122.48        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2991             | 2051-09-01      | 2.5000%  | 0.0000% | $170.38            | $150.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129             | 2052-10-01      | 5.0000%  | 0.0000% | $184.98            | $186.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3316             | 2053-07-01      | 6.0000%  | 0.0000% | $3899369.28        | $4102609.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3389             | 2053-07-01      | 6.0000%  | 0.0000% | $281539.29         | $296569.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319             | 2043-06-01      | 3.5000%  | 0.0000% | $1346893.33        | $1295991.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAX6435             | 2030-01-01      | 3.0000%  | 0.0000% | $29.88             | $29.41             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2903             | 2045-09-01      | 3.5000%  | 0.0000% | $44.18             | $42.59             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL745418             | 2036-04-01      | 5.5000%  | 0.0000% | $3.27              | $3.42              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024             | 2052-11-01      | 5.0000%  | 0.0000% | $2673343.56        | $2717240.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046             | 2053-04-01      | 4.5000%  | 0.0000% | $102205.98         | $101838.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6482             | 2053-06-01      | 5.5000%  | 0.0000% | $4874350.52        | $5073761.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6733             | 2053-07-01      | 5.0000%  | 0.0000% | $577343.08         | $587925.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2863             | 2047-01-01      | 3.0000%  | 0.0000% | $7717.43           | $7147.22           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4521             | 2052-09-01      | 3.5000%  | 0.0000% | $195.60            | $184.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708             | 2053-12-01      | 5.5000%  | 0.0000% | $169.57            | $174.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4997             | 2053-10-01      | 5.0000%  | 0.0000% | $21786.84          | $22047.41          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999             | 2053-08-01      | 5.0000%  | 0.0000% | $182.02            | $184.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5403             | 2054-03-01      | 5.5000%  | 0.0000% | $3220701.68        | $3335333.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5454             | 2054-05-01      | 6.5000%  | 0.0000% | $2567.91           | $2729.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5763             | 2054-07-01      | 5.5000%  | 0.0000% | $191.08            | $197.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5823             | 2053-09-01      | 5.5000%  | 0.0000% | $3685743.93        | $3772330.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5876             | 2054-05-01      | 6.0000%  | 0.0000% | $191.53            | $200.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041             | 2054-08-01      | 5.0000%  | 0.0000% | $3213125.52        | $3261942.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7192             | 2054-12-01      | 5.0000%  | 0.0000% | $778941.37         | $785555.45         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8030             | 2049-12-01      | 3.0000%  | 0.0000% | $125.31            | $114.81            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504             | 2049-08-01      | 3.5000%  | 0.0000% | $42.19             | $40.28             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548             | 2051-11-01      | 2.5000%  | 0.0000% | $153.87            | $135.99            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8128             | 2051-02-01      | 2.0000%  | 0.0000% | $146.30            | $121.94            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121             | 2050-12-01      | 2.0000%  | 0.0000% | $143.78            | $119.92            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8156             | 2051-07-01      | 2.5000%  | 0.0000% | $5141159.96        | $4482348.87        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8193             | 2052-02-01      | 2.0000%  | 0.0000% | $174.33            | $144.50            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173             | 2051-10-01      | 2.5000%  | 0.0000% | $224.10            | $195.28            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178             | 2051-11-01      | 2.5000%  | 0.0000% | $1919.28           | $1672.15           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8200             | 2052-03-01      | 2.5000%  | 0.0000% | $168.49            | $146.58            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206             | 2052-04-01      | 3.0000%  | 0.0000% | $339.85            | $308.02            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244             | 2052-09-01      | 4.0000%  | 0.0000% | $900468.42         | $876717.56         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288             | 2053-01-01      | 5.0000%  | 0.0000% | $173.05            | $175.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267             | 2052-11-01      | 5.0000%  | 0.0000% | $164952.15         | $167363.94         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322             | 2053-05-01      | 4.5000%  | 0.0000% | $181.65            | $180.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299             | 2053-02-01      | 5.0000%  | 0.0000% | $174.65            | $176.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300             | 2053-02-01      | 5.5000%  | 0.0000% | $155.58            | $159.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331             | 2053-06-01      | 5.5000%  | 0.0000% | $163.77            | $167.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342             | 2053-07-01      | 5.5000%  | 0.0000% | $846.38            | $866.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 KL835052             | 2035-05-01      | 5.5000%  | 0.0000% | $6.97              | $7.24              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448             | 2035-12-01      | 6.0000%  | 0.0000% | $3.37              | $3.56              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL870628             | 2036-06-01      | 5.0000%  | 0.0000% | $6.02              | $6.17              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL879108             | 2036-05-01      | 5.0000%  | 0.0000% | $7.61              | $7.69              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA1454             | 2053-09-01      | 5.5000%  | 0.0000% | $66182.28          | $67878.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7980             | 2054-10-01      | 5.5000%  | 0.0000% | $150705.86         | $156362.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0412             | 2054-09-01      | 5.5000%  | 0.0000% | $230054.63         | $238467.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0390             | 2054-09-01      | 5.5000%  | 0.0000% | $289.52            | $295.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0692             | 2054-11-01      | 5.5000%  | 0.0000% | $211968.35         | $220334.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3569             | 2054-10-01      | 5.5000%  | 0.0000% | $214.23            | $222.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2732             | 2054-12-01      | 6.0000%  | 0.0000% | $198.51            | $204.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3025             | 2054-10-01      | 5.5000%  | 0.0000% | $257811.26         | $268082.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207             | 2054-10-01      | 5.0000%  | 0.0000% | $394.84            | $398.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3382             | 2054-10-01      | 5.5000%  | 0.0000% | $230130.43         | $239212.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3790             | 2054-10-01      | 5.5000%  | 0.0000% | $205033.76         | $212776.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4146             | 2054-09-01      | 6.5000%  | 0.0000% | $1045428.96        | $1119737.47        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC4147             | 2054-09-01      | 7.0000%  | 0.0000% | $409347.94         | $444557.41         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC4148             | 2054-09-01      | 7.0000%  | 0.0000% | $286297.39         | $310923.14         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC4149             | 2054-09-01      | 7.0000%  | 0.0000% | $329065.89         | $357173.24         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC4150             | 2054-09-01      | 7.0000%  | 0.0000% | $706855.03         | $762188.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595             | 2054-10-01      | 6.0000%  | 0.0000% | $216.27            | $223.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601             | 2054-10-01      | 6.0000%  | 0.0000% | $154.80            | $162.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697             | 2054-10-01      | 5.0000%  | 0.0000% | $216.49            | $219.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698             | 2054-10-01      | 5.5000%  | 0.0000% | $216.50            | $222.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701             | 2054-10-01      | 6.5000%  | 0.0000% | $117.79            | $123.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4729             | 2055-08-01      | 5.5000%  | 0.0000% | $27852.69          | $28417.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4801             | 2055-08-01      | 5.5000%  | 0.0000% | $7291.56           | $7440.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5495             | 2054-11-01      | 5.5000%  | 0.0000% | $397.77            | $405.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779             | 2054-10-01      | 6.5000%  | 0.0000% | $216.95            | $229.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7132             | 2054-12-01      | 5.5000%  | 0.0000% | $1923301.62        | $1976019.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6425             | 2054-11-01      | 5.0000%  | 0.0000% | $182.95            | $184.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6402             | 2054-11-01      | 5.0000%  | 0.0000% | $214.71            | $216.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6979             | 2054-11-01      | 4.5000%  | 0.0000% | $199.23            | $200.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6990             | 2054-12-01      | 5.0000%  | 0.0000% | $5619939.58        | $5688958.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823             | 2054-12-01      | 6.0000%  | 0.0000% | $152.53            | $157.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8871             | 2054-07-01      | 6.5000%  | 0.0000% | $26242.49          | $27881.66          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645             | 2054-12-01      | 5.0000%  | 0.0000% | $3253513.99        | $3311508.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF8538             | 2055-12-01      | 4.5000%  | 0.0000% | $219978.13         | $218235.90         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF9343             | 2056-01-01      | 4.5000%  | 0.0000% | $440000.11         | $436406.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF9488             | 2056-01-01      | 4.5000%  | 0.0000% | $142978.19         | $141713.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF9531             | 2056-01-01      | 4.5000%  | 0.0000% | $439956.39         | $436064.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0191             | 2056-01-01      | 5.5000%  | 0.0000% | $329146.76         | $335803.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1030             | 2056-02-01      | 5.5000%  | 0.0000% | $1240310.25        | $1265341.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1064             | 2056-01-01      | 5.5000%  | 0.0000% | $351672.40         | $358790.33         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1112             | 2056-02-01      | 5.5000%  | 0.0000% | $289408.75         | $295258.06         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4540             | 2042-02-01      | 2.0000%  | 0.0000% | $1446671.11        | $1275181.91        | Agency Mortgage-Backed Securities  |
| GNII ET DN6440 C                 | 2066-02-20      | 5.0000%  | 0.0000% | $2207366.92        | $2216013.42        | Agency Mortgage-Backed Securities  |
| GNII SF MB0874 M                 | 2056-01-20      | 6.5000%  | 0.0000% | $219.57            | $229.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367             | 2053-10-01      | 5.5000%  | 0.0000% | $223.13            | $228.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8420             | 2054-04-01      | 5.5000%  | 0.0000% | $183.06            | $186.85            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394             | 2054-01-01      | 5.0000%  | 0.0000% | $193.06            | $194.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438             | 2054-06-01      | 5.5000%  | 0.0000% | $171.81            | $175.37            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8484             | 2054-11-01      | 4.0000%  | 0.0000% | $206.57            | $201.12            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453             | 2054-08-01      | 5.5000%  | 0.0000% | $175.47            | $179.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455             | 2054-08-01      | 6.5000%  | 0.0000% | $121.81            | $127.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474             | 2054-11-01      | 5.0000%  | 0.0000% | $198.41            | $200.03            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8513             | 2055-03-01      | 4.5000%  | 0.0000% | $226182.21         | $224181.63         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8489             | 2054-12-01      | 4.5000%  | 0.0000% | $67002.52          | $66409.55          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524             | 2055-04-01      | 5.5000%  | 0.0000% | $2267823.51        | $2313658.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524             | 2055-04-01      | 5.5000%  | 0.0000% | $266152.79         | $271532.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533             | 2055-05-01      | 5.5000%  | 0.0000% | $340747.15         | $347641.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605             | 2053-08-01      | 5.5000%  | 0.0000% | $2609771.83        | $2699859.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3652             | 2053-08-01      | 6.0000%  | 0.0000% | $462118.41         | $489040.66         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3831             | 2053-08-01      | 6.5000%  | 0.0000% | $157.15            | $166.51            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3944             | 2053-05-01      | 4.5000%  | 0.0000% | $175.40            | $175.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4266             | 2053-11-01      | 6.0000%  | 0.0000% | $367.88            | $387.08            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G             | 2041-11-01      | 4.0000%  | 0.0000% | $80995.19          | $80723.53          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G             | 2046-05-01      | 3.5000%  | 0.0000% | $361697.00         | $349763.82         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G             | 2047-01-01      | 3.5000%  | 0.0000% | $1339729.75        | $1290048.26        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC8683             | 2054-10-01      | 7.0000%  | 0.0000% | $217.27            | $232.86            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1115             | 2055-01-01      | 7.0000%  | 0.0000% | $130.84            | $139.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639             | 2055-01-01      | 6.5000%  | 0.0000% | $261.33            | $273.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD2310             | 2055-02-01      | 4.5000%  | 0.0000% | $69362.90          | $68858.98          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD2481             | 2055-02-01      | 5.0000%  | 0.0000% | $203.73            | $205.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4161             | 2055-04-01      | 5.5000%  | 0.0000% | $329967.33         | $336694.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4601             | 2055-03-01      | 5.5000%  | 0.0000% | $172.85            | $176.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6074             | 2055-05-01      | 5.5000%  | 0.0000% | $310492.28         | $316780.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6110             | 2055-06-01      | 5.5000%  | 0.0000% | $12695.75          | $12953.31          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8031             | 2055-05-01      | 5.5000%  | 0.0000% | $653.67            | $677.37            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8848             | 2055-08-01      | 7.0000%  | 0.0000% | $219.22            | $239.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9847             | 2055-05-01      | 6.0000%  | 0.0000% | $293298.77         | $302208.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9113             | 2055-05-01      | 6.5000%  | 0.0000% | $3556427.95        | $3710472.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9598             | 2055-05-01      | 5.5000%  | 0.0000% | $286931.55         | $292787.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1927             | 2055-06-01      | 6.5000%  | 0.0000% | $87133.01          | $91429.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1973             | 2055-07-01      | 5.5000%  | 0.0000% | $6107.64           | $6232.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2085             | 2055-06-01      | 5.5000%  | 0.0000% | $540482.20         | $551364.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3110             | 2055-08-01      | 5.5000%  | 0.0000% | $9273.73           | $9462.16           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3268             | 2055-06-01      | 7.0000%  | 0.0000% | $323319.06         | $343512.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396             | 2055-10-01      | 5.5000%  | 0.0000% | $196.92            | $203.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3600             | 2055-09-01      | 6.0000%  | 0.0000% | $414541.45         | $433377.53         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3727             | 2055-06-01      | 6.5000%  | 0.0000% | $427011.76         | $451385.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3975             | 2055-07-01      | 6.0000%  | 0.0000% | $249871.12         | $261654.37         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4204             | 2055-08-01      | 6.0000%  | 0.0000% | $251922.30         | $261454.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4265             | 2055-07-01      | 6.5000%  | 0.0000% | $165844.89         | $174492.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5287             | 2055-09-01      | 6.0000%  | 0.0000% | $263402.58         | $272540.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4651             | 2055-07-01      | 5.5000%  | 0.0000% | $292944.56         | $298894.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4676             | 2055-07-01      | 5.5000%  | 0.0000% | $147235.78         | $150204.09         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4951             | 2055-06-01      | 6.0000%  | 0.0000% | $61156.51          | $63957.07          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE5032             | 2055-09-01      | 5.5000%  | 0.0000% | $107036.43         | $109218.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5265             | 2055-08-01      | 6.0000%  | 0.0000% | $223997.70         | $231648.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6793             | 2055-09-01      | 5.5000%  | 0.0000% | $219978.02         | $224451.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7821             | 2055-08-01      | 6.0000%  | 0.0000% | $219039.49         | $226710.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8874             | 2055-09-01      | 5.5000%  | 0.0000% | $283214.93         | $288995.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8234             | 2055-09-01      | 6.5000%  | 0.0000% | $316601.16         | $334700.45         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8623             | 2055-09-01      | 6.0000%  | 0.0000% | $332082.51         | $347242.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8654             | 2055-09-01      | 6.0000%  | 0.0000% | $297764.08         | $310998.00         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8664             | 2055-09-01      | 6.0000%  | 0.0000% | $440974.86         | $460574.13         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8667             | 2055-09-01      | 6.5000%  | 0.0000% | $327424.25         | $344585.68         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8677             | 2055-09-01      | 6.5000%  | 0.0000% | $302940.18         | $319050.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8760             | 2055-09-01      | 5.0000%  | 0.0000% | $143772.68         | $145525.72         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9816             | 2055-09-01      | 6.0000%  | 0.0000% | $368873.35         | $384466.85         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9010             | 2055-10-01      | 5.5000%  | 0.0000% | $218.93            | $223.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9056             | 2055-09-01      | 5.5000%  | 0.0000% | $228970.31         | $233618.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9043             | 2055-08-01      | 6.5000%  | 0.0000% | $290231.62         | $303312.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0317             | 2055-01-01      | 5.0000%  | 0.0000% | $1112579.27        | $1129489.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1818             | 2055-04-01      | 6.0000%  | 0.0000% | $185522.97         | $191138.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1959             | 2055-06-01      | 5.5000%  | 0.0000% | $1099890.90        | $1122121.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2241             | 2055-07-01      | 5.5000%  | 0.0000% | $1206699.31        | $1241322.19        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLMA5208             | 2053-11-01      | 7.5000%  | 0.0000% | $38815.91          | $41515.70          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470             | 2054-09-01      | 5.5000%  | 0.0000% | $145225.34         | $148201.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498             | 2054-10-01      | 6.0000%  | 0.0000% | $3138168.17        | $3233851.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5529             | 2054-11-01      | 4.5000%  | 0.0000% | $89163.71          | $88374.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5586             | 2055-01-01      | 5.5000%  | 0.0000% | $393669.52         | $401614.64         | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M                 | 2055-01-20      | 4.5000%  | 0.0000% | $20644.81          | $20461.38          | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M                 | 2055-08-20      | 5.0000%  | 0.0000% | $6878.89           | $6928.05           | Agency Mortgage-Backed Securities  |
| GNII SF MB0620 M                 | 2047-07-20      | 4.0000%  | 0.0000% | $147586.53         | $142089.50         | Agency Mortgage-Backed Securities  |
| GNII SF MB0625 M                 | 2055-08-20      | 6.5000%  | 0.0000% | $5685709.03        | $5932431.52        | Agency Mortgage-Backed Securities  |
| GNII SF MB0688 M                 | 2055-09-20      | 6.5000%  | 0.0000% | $552605.62         | $576585.08         | Agency Mortgage-Backed Securities  |
| GNII JM MB0732 M                 | 2055-11-20      | 5.0000%  | 0.0000% | $8233153.48        | $8258314.92        | Agency Mortgage-Backed Securities  |
| GNII SF MB0741 M                 | 2055-10-20      | 3.0000%  | 0.0000% | $655566.43         | $601080.12         | Agency Mortgage-Backed Securities  |
| GNII JM MB0924 M                 | 2056-01-20      | 5.0000%  | 0.0000% | $142114.94         | $142889.62         | Agency Mortgage-Backed Securities  |
| GNII SF MB0937 M                 | 2056-01-20      | 5.5000%  | 0.0000% | $653511.98         | $666124.25         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3869             | 2049-10-01      | 3.5000%  | 0.0000% | $58.47             | $55.63             | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229             | 2052-01-01      | 1.5000%  | 0.0000% | $158230.61         | $125365.05         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD8778             | 2052-03-01      | 3.5000%  | 0.0000% | $155.85            | $148.25            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQE0024             | 2052-04-01      | 2.0000%  | 0.0000% | $174.26            | $144.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1754             | 2052-05-01      | 3.0000%  | 0.0000% | $173.16            | $156.94            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2363             | 2052-05-01      | 3.5000%  | 0.0000% | $303851.09         | $286524.52         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5513             | 2053-01-01      | 5.5000%  | 0.0000% | $85256.34          | $88290.80          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8264             | 2053-02-01      | 5.5000%  | 0.0000% | $174.03            | $178.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017             | 2053-05-01      | 5.0000%  | 0.0000% | $87495.07          | $88743.02          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6153             | 2053-07-01      | 5.5000%  | 0.0000% | $665.34            | $686.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400             | 2053-12-01      | 6.0000%  | 0.0000% | $1650116.84        | $1714491.74        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7920             | 2053-12-01      | 7.5000%  | 0.0000% | $96650.91          | $103283.35         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3044             | 2054-09-01      | 5.5000%  | 0.0000% | $12555.20          | $12818.51          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ6268             | 2054-09-01      | 6.5000%  | 0.0000% | $1202771.12        | $1292293.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5991             | 2054-10-01      | 5.5000%  | 0.0000% | $46227.36          | $47160.33          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600             | 2054-10-01      | 5.5000%  | 0.0000% | $681928.47         | $695866.55         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9157             | 2055-09-01      | 6.0000%  | 0.0000% | $385717.00         | $398323.90         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9279             | 2055-09-01      | 6.0000%  | 0.0000% | $450849.02         | $470560.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9570             | 2055-10-01      | 6.0000%  | 0.0000% | $646.76            | $676.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9700             | 2055-09-01      | 6.0000%  | 0.0000% | $266250.96         | $278823.15         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9701             | 2055-09-01      | 6.0000%  | 0.0000% | $66054.23          | $69043.80          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9710             | 2055-09-01      | 5.5000%  | 0.0000% | $200271.93         | $204317.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0836             | 2055-10-01      | 6.0000%  | 0.0000% | $346923.69         | $357661.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0230             | 2055-10-01      | 5.5000%  | 0.0000% | $218.87            | $226.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0374             | 2055-09-01      | 5.5000%  | 0.0000% | $341180.58         | $348127.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1120             | 2055-10-01      | 6.5000%  | 0.0000% | $334038.10         | $351547.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1113             | 2055-10-01      | 6.0000%  | 0.0000% | $248679.19         | $260406.48         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1130             | 2055-10-01      | 6.5000%  | 0.0000% | $245862.33         | $261221.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2290             | 2055-09-01      | 4.5000%  | 0.0000% | $218.53            | $217.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2386             | 2055-10-01      | 6.0000%  | 0.0000% | $669.81            | $710.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF2839             | 2055-10-01      | 5.5000%  | 0.0000% | $439978.30         | $448949.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3218             | 2055-11-01      | 5.0000%  | 0.0000% | $318.68            | $323.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3802             | 2055-12-01      | 5.5000%  | 0.0000% | $217.99            | $222.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3916             | 2055-11-01      | 5.5000%  | 0.0000% | $210.62            | $218.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF5224             | 2056-01-01      | 4.5000%  | 0.0000% | $183028.60         | $181408.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF5779             | 2055-12-01      | 4.5000%  | 0.0000% | $11789.39          | $11685.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5990             | 2055-12-01      | 5.5000%  | 0.0000% | $4641906.25        | $4784362.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF6501             | 2055-12-01      | 4.5000%  | 0.0000% | $155216.63         | $153842.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF7511             | 2056-01-01      | 4.5000%  | 0.0000% | $83887.15          | $83144.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327             | 2045-12-01      | 3.5000%  | 0.0000% | $917457.09         | $885293.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714             | 2046-10-01      | 3.0000%  | 0.0000% | $163.35            | $151.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351             | 2047-03-01      | 4.0000%  | 0.0000% | $148500.68         | $145721.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0092             | 2056-06-01      | 3.5000%  | 0.0000% | $87.32             | $82.39             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0120             | 2056-07-01      | 4.0000%  | 0.0000% | $77.31             | $75.48             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104             | 2056-02-01      | 4.0000%  | 0.0000% | $66.99             | $65.28             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0118             | 2056-06-01      | 4.5000%  | 0.0000% | $47.42             | $46.71             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0676             | 2062-09-01      | 3.5000%  | 0.0000% | $175.88            | $162.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224             | 2047-04-01      | 4.0000%  | 0.0000% | $1535097.87        | $1523989.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2620             | 2047-08-01      | 3.5000%  | 0.0000% | $40.00             | $38.34             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3882             | 2055-12-01      | 5.0000%  | 0.0000% | $3115.42           | $3162.75           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3879             | 2050-07-01      | 2.5000%  | 0.0000% | $273440.48         | $240812.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4512             | 2050-04-01      | 3.5000%  | 0.0000% | $88.38             | $84.76             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM5994             | 2051-02-01      | 2.5000%  | 0.0000% | $95353.43          | $82516.15          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614             | 2055-02-01      | 5.5000%  | 0.0000% | $6237915.05        | $6363498.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646             | 2055-03-01      | 5.5000%  | 0.0000% | $6530080.13        | $6661721.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5673             | 2055-04-01      | 5.5000%  | 0.0000% | $87369.90          | $89135.75          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5700             | 2055-05-01      | 5.5000%  | 0.0000% | $1460553.94        | $1490104.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5735             | 2055-06-01      | 5.5000%  | 0.0000% | $854495.07         | $871697.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5758             | 2055-07-01      | 4.5000%  | 0.0000% | $444555.29         | $440620.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5760             | 2055-07-01      | 5.5000%  | 0.0000% | $108172230.06      | $110349977.41      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5761             | 2055-07-01      | 6.0000%  | 0.0000% | $1331971.45        | $1371889.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792             | 2055-08-01      | 5.5000%  | 0.0000% | $7890431.34        | $8049283.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793             | 2055-08-01      | 6.0000%  | 0.0000% | $167436.71         | $172454.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5820             | 2055-09-01      | 4.5000%  | 0.0000% | $5363.78           | $5316.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822             | 2055-09-01      | 5.5000%  | 0.0000% | $2482624.96        | $2532605.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823             | 2055-09-01      | 6.0000%  | 0.0000% | $49599.59          | $51112.04          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877             | 2055-11-01      | 4.5000%  | 0.0000% | $57179.32          | $56673.28          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5879             | 2055-11-01      | 5.5000%  | 0.0000% | $213.00            | $217.29            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5856             | 2055-10-01      | 7.0000%  | 0.0000% | $54629.25          | $57628.54          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5908             | 2055-12-01      | 4.5000%  | 0.0000% | $109999.98         | $109026.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5943             | 2056-01-01      | 4.5000%  | 0.0000% | $539332.44         | $534559.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5970             | 2056-02-01      | 4.5000%  | 0.0000% | $439.25            | $435.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5975             | 2041-02-01      | 3.5000%  | 0.0000% | $129568.53         | $126788.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5996             | 2056-02-01      | 4.5000%  | 0.0000% | $7705157.46        | $7636966.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297             | 2051-02-01      | 3.0000%  | 0.0000% | $418754.91         | $387520.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1876             | 2051-10-01      | 3.0000%  | 0.0000% | $20967.61          | $18976.67          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4388             | 2052-08-01      | 4.5000%  | 0.0000% | $538082.33         | $535316.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC1669             | 2055-12-01      | 4.5000%  | 0.0000% | $64965.84          | $64415.58          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1710             | 2055-12-01      | 6.0000%  | 0.0000% | $3418669.03        | $3601668.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0971             | 2055-06-01      | 5.5000%  | 0.0000% | $512928.17         | $523254.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1823             | 2056-01-01      | 5.0000%  | 0.0000% | $6949366.66        | $7085255.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737             | 2037-07-01      | 3.5000%  | 0.0000% | $20413.56          | $20030.76          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA5001             | 2056-02-01      | 5.5000%  | 0.0000% | $696975.61         | $711036.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA5241             | 2056-02-01      | 5.5000%  | 0.0000% | $713933.19         | $728395.50         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA6111             | 2056-02-01      | 4.5000%  | 0.0000% | $439956.00         | $436165.78         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6689             | 2055-11-01      | 5.5000%  | 0.0000% | $233711.72         | $238465.94         | Agency Mortgage-Backed Securities  |
| GNMI SF 760393 X                 | 2041-10-15      | 5.0000%  | 0.0000% | $5.13              | $5.21              | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M                 | 2051-02-20      | 2.5000%  | 0.0000% | $97645.27          | $86159.80          | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M                 | 2053-05-20      | 5.0000%  | 0.0000% | $1041838.62        | $1054233.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M                 | 2053-05-20      | 5.5000%  | 0.0000% | $4241096.98        | $4353058.64        | Agency Mortgage-Backed Securities  |
| GNII SF MA8881 M                 | 2053-05-20      | 6.5000%  | 0.0000% | $2941757.72        | $3073679.21        | Agency Mortgage-Backed Securities  |
| GNII SF MA8950 M                 | 2053-06-20      | 6.5000%  | 0.0000% | $2617237.63        | $2737681.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                 | 2053-07-20      | 5.5000%  | 0.0000% | $349123.07         | $358203.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M                 | 2054-01-20      | 5.5000%  | 0.0000% | $2329392.32        | $2385885.26        | Agency Mortgage-Backed Securities  |
| 5.24 FCOR 26-40 BE               | 2040-02-13      | 5.2400%  | 0.0000% | $3756060.00        | $3758549.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986             | 2047-10-01      | 4.0000%  | 0.0000% | $36581.04          | $36238.60          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170             | 2047-11-01      | 4.0000%  | 0.0000% | $44306.88          | $43766.51          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281             | 2048-01-01      | 4.5000%  | 0.0000% | $71699.00          | $71941.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1345             | 2049-08-01      | 3.5000%  | 0.0000% | $73.77             | $70.56             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBO9446             | 2053-07-01      | 5.5000%  | 0.0000% | $147107.64         | $152678.34         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4234             | 2055-10-01      | 5.5000%  | 0.0000% | $12702.35          | $12989.56          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4961             | 2055-10-01      | 5.5000%  | 0.0000% | $963257.94         | $982794.95         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5100             | 2055-09-01      | 6.0000%  | 0.0000% | $364107.28         | $375744.27         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5102             | 2055-09-01      | 6.0000%  | 0.0000% | $462067.46         | $481558.08         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5106             | 2055-10-01      | 6.0000%  | 0.0000% | $318835.81         | $329026.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5097             | 2055-10-01      | 6.0000%  | 0.0000% | $297939.66         | $309391.67         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ5098             | 2055-09-01      | 6.5000%  | 0.0000% | $219692.94         | $231846.89         | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $880.00            | $908.60            | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $647526.00         | $661235.70         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-15      | 4.5000%  | 0.0000% | $8181932.00        | $8250384.53        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                 | 2028-09-30      | 4.6250%  | 0.0000% | $865568.00         | $907992.14         | U.S. Treasuries (including strips) |

### Security 14: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 15: 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):** $27076691.21
- **C.18.a - Value (excl. sponsor support):** $27076691.21
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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 16: 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):** $217973041.44
- **C.18.a - Value (excl. sponsor support):** $217973041.44
- **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 17: 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):** $100487492.00
- **C.18.a - Value (excl. sponsor support):** $100487492.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 18: 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):** $56603527.20
- **C.18.a - Value (excl. sponsor support):** $56603527.20
- **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 19: 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: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100006772.00
- **C.18.a - Value (excl. sponsor support):** $100006772.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: 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: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200031908.00
- **C.18.a - Value (excl. sponsor support):** $200031908.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170042500.00
- **C.18.a - Value (excl. sponsor support):** $170042500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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: 3130B1WF0, C.4 - ISIN: US3130B1WF01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100006539.00
- **C.18.a - Value (excl. sponsor support):** $100006539.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50005267.50
- **C.18.a - Value (excl. sponsor support):** $50005267.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **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):** $50016884.00
- **C.18.a - Value (excl. sponsor support):** $50016884.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: 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: 3130B2LH6, C.4 - ISIN: US3130B2LH68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150059094.00
- **C.18.a - Value (excl. sponsor support):** $150059094.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 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):** $49991606.00
- **C.18.a - Value (excl. sponsor support):** $49991606.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T96, C.4 - ISIN: US3130B2T969, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300012855.00
- **C.18.a - Value (excl. sponsor support):** $300012855.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: 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):** $132764580.67
- **C.18.a - Value (excl. sponsor support):** $132764580.67
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 29: 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: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150002050.50
- **C.18.a - Value (excl. sponsor support):** $150002050.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: 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: 3130B5J82, C.4 - ISIN: US3130B5J823, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199984684.00
- **C.18.a - Value (excl. sponsor support):** $199984684.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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: 3130B5R42, C.4 - ISIN: US3130B5R420, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499982040.00
- **C.18.a - Value (excl. sponsor support):** $499982040.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: 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: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $160004798.40
- **C.18.a - Value (excl. sponsor support):** $160004798.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64349332.69
- **C.18.a - Value (excl. sponsor support):** $64349332.69
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: 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: 3130B5X94, C.4 - ISIN: US3130B5X949, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150024508.50
- **C.18.a - Value (excl. sponsor support):** $150024508.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: 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: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $370029633.30
- **C.18.a - Value (excl. sponsor support):** $370029633.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **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):** $250028075.00
- **C.18.a - Value (excl. sponsor support):** $250028075.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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: 3130B6PC4, C.4 - ISIN: US3130B6PC40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299955630.00
- **C.18.a - Value (excl. sponsor support):** $299955630.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99991860.00
- **C.18.a - Value (excl. sponsor support):** $99991860.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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: 3130B6S49, C.4 - ISIN: US3130B6S491, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249978977.50
- **C.18.a - Value (excl. sponsor support):** $249978977.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: 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: 3130B6WA0, C.4 - ISIN: US3130B6WA01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249970842.50
- **C.18.a - Value (excl. sponsor support):** $249970842.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-02
- **C.13 - Final Legal Maturity Date:** 2027-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DZ4, C.4 - ISIN: US3130B7DZ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249991357.50
- **C.18.a - Value (excl. sponsor support):** $249991357.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.795000%
- **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):** $100003576.00
- **C.18.a - Value (excl. sponsor support):** $100003576.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RZ9, C.4 - ISIN: US3130B7RZ99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750023535.00
- **C.18.a - Value (excl. sponsor support):** $750023535.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 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):** $249943877.50
- **C.18.a - Value (excl. sponsor support):** $249943877.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 45: 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: 3130B7WB6, C.4 - ISIN: US3130B7WB66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499889175.00
- **C.18.a - Value (excl. sponsor support):** $499889175.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 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):** $499397970.00
- **C.18.a - Value (excl. sponsor support):** $499397970.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 47: 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):** $499768275.00
- **C.18.a - Value (excl. sponsor support):** $499768275.00
- **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 48: 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):** $500017915.00
- **C.18.a - Value (excl. sponsor support):** $500017915.00
- **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 49: 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):** $499763745.00
- **C.18.a - Value (excl. sponsor support):** $499763745.00
- **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 50: 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: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249987667.50
- **C.18.a - Value (excl. sponsor support):** $249987667.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 51: 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: 3130B8TP7, C.4 - ISIN: US3130B8TP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250033615.00
- **C.18.a - Value (excl. sponsor support):** $250033615.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 52: 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):** $499790545.00
- **C.18.a - Value (excl. sponsor support):** $499790545.00
- **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 53: 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: 3130B94R8, C.4 - ISIN: US3130B94R85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250188780.00
- **C.18.a - Value (excl. sponsor support):** $250188780.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 54: 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):** $100036720.00
- **C.18.a - Value (excl. sponsor support):** $100036720.00
- **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 55: 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: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998510.00
- **C.18.a - Value (excl. sponsor support):** $249998510.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 56: 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):** $499959270.00
- **C.18.a - Value (excl. sponsor support):** $499959270.00
- **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 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: 313313C48, C.4 - ISIN: US313313C481, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $24579555.50
- **C.18.a - Value (excl. sponsor support):** $24579555.50
- **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 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: 313313D39, C.4 - ISIN: US313313D398, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $9824977.80
- **C.18.a - Value (excl. sponsor support):** $9824977.80
- **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 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: 313313J74, C.4 - ISIN: US313313J742, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $39145166.80
- **C.18.a - Value (excl. sponsor support):** $39145166.80
- **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 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: 313313K64, C.4 - ISIN: US313313K641, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $39118333.20
- **C.18.a - Value (excl. sponsor support):** $39118333.20
- **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 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: 313313US5, C.4 - ISIN: US313313US52, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $34908747.30
- **C.18.a - Value (excl. sponsor support):** $34908747.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UU0, C.4 - ISIN: US313313UU09, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $64817494.30
- **C.18.a - Value (excl. sponsor support):** $64817494.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $14890387.50
- **C.18.a - Value (excl. sponsor support):** $14890387.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $49418194.50
- **C.18.a - Value (excl. sponsor support):** $49418194.50
- **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? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YS1, C.4 - ISIN: US313313YS17, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $19759388.80
- **C.18.a - Value (excl. sponsor support):** $19759388.80
- **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? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZA9, C.4 - ISIN: US313313ZA99, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $98727083.00
- **C.18.a - Value (excl. sponsor support):** $98727083.00
- **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 67: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZH4, C.4 - ISIN: US313313ZH43, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $34530489.70
- **C.18.a - Value (excl. sponsor support):** $34530489.70
- **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 68: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $19706250.00
- **C.18.a - Value (excl. sponsor support):** $19706250.00
- **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 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: 313385A71, C.4 - ISIN: US313385A715, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124041119.58
- **C.18.a - Value (excl. sponsor support):** $124041119.58
- **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 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: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $25971548.86
- **C.18.a - Value (excl. sponsor support):** $25971548.86
- **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 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: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $294262167.00
- **C.18.a - Value (excl. sponsor support):** $294262167.00
- **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 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: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $294204501.00
- **C.18.a - Value (excl. sponsor support):** $294204501.00
- **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 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: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $32356151.52
- **C.18.a - Value (excl. sponsor support):** $32356151.52
- **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 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: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143061729.24
- **C.18.a - Value (excl. sponsor support):** $143061729.24
- **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 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: 313385UD6, C.4 - ISIN: US313385UD60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249674097.50
- **C.18.a - Value (excl. sponsor support):** $249674097.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: 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):** $27621650.00
- **C.18.a - Value (excl. sponsor support):** $27621650.00
- **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 77: 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):** $246597395.00
- **C.18.a - Value (excl. sponsor support):** $246597395.00
- **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 78: 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):** $473420001.60
- **C.18.a - Value (excl. sponsor support):** $473420001.60
- **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 79: 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):** $98580208.00
- **C.18.a - Value (excl. sponsor support):** $98580208.00
- **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 80: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $168538668.75
- **C.18.a - Value (excl. sponsor support):** $168538668.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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 81: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22507945.68
- **C.18.a - Value (excl. sponsor support):** $22507945.68
- **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 82: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5K7, C.4 - ISIN: US3133EP5K78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002188.20
- **C.18.a - Value (excl. sponsor support):** $10002188.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: 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: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50003159.00
- **C.18.a - Value (excl. sponsor support):** $50003159.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWD3, C.4 - ISIN: US3133EPWD32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10013555.80
- **C.18.a - Value (excl. sponsor support):** $10013555.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: 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):** $40019368.80
- **C.18.a - Value (excl. sponsor support):** $40019368.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: 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: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140071173.20
- **C.18.a - Value (excl. sponsor support):** $140071173.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: 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: 3133ER5A5, C.4 - ISIN: US3133ER5A50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124991430.00
- **C.18.a - Value (excl. sponsor support):** $124991430.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: 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: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99982835.00
- **C.18.a - Value (excl. sponsor support):** $99982835.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 5.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5R8, C.4 - ISIN: US3133ER5R85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3771154.31
- **C.18.a - Value (excl. sponsor support):** $3771154.31
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 7.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2034-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130121213.30
- **C.18.a - Value (excl. sponsor support):** $130121213.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144989172.85
- **C.18.a - Value (excl. sponsor support):** $144989172.85
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: 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: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40031594.80
- **C.18.a - Value (excl. sponsor support):** $40031594.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: 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: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60009052.20
- **C.18.a - Value (excl. sponsor support):** $60009052.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.792900%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERCM1, C.4 - ISIN: US3133ERCM17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150025333.50
- **C.18.a - Value (excl. sponsor support):** $150025333.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: 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):** $24916363.84
- **C.18.a - Value (excl. sponsor support):** $24916363.84
- **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 96: 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: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90017444.70
- **C.18.a - Value (excl. sponsor support):** $90017444.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60008351.40
- **C.18.a - Value (excl. sponsor support):** $60008351.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: 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: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150003666.00
- **C.18.a - Value (excl. sponsor support):** $150003666.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: 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: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155038610.50
- **C.18.a - Value (excl. sponsor support):** $155038610.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.815000%
- **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):** $280066334.80
- **C.18.a - Value (excl. sponsor support):** $280066334.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.805000%
- **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):** $62020694.36
- **C.18.a - Value (excl. sponsor support):** $62020694.36
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: 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: 3133ERQ53, C.4 - ISIN: US3133ERQ532, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $375087971.25
- **C.18.a - Value (excl. sponsor support):** $375087971.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150047521.50
- **C.18.a - Value (excl. sponsor support):** $150047521.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQJ3, C.4 - ISIN: US3133ERQJ32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110030052.00
- **C.18.a - Value (excl. sponsor support):** $110030052.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: 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: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50027181.50
- **C.18.a - Value (excl. sponsor support):** $50027181.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.805000%
- **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):** $45061749.45
- **C.18.a - Value (excl. sponsor support):** $45061749.45
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: 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: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70025662.70
- **C.18.a - Value (excl. sponsor support):** $70025662.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: 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: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70024978.80
- **C.18.a - Value (excl. sponsor support):** $70024978.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.815000%
- **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):** $225015756.75
- **C.18.a - Value (excl. sponsor support):** $225015756.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: 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: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25010074.00
- **C.18.a - Value (excl. sponsor support):** $25010074.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: 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: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125003810.00
- **C.18.a - Value (excl. sponsor support):** $125003810.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: 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):** $124870225.00
- **C.18.a - Value (excl. sponsor support):** $124870225.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 113: 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):** $175150909.50
- **C.18.a - Value (excl. sponsor support):** $175150909.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2A4, C.4 - ISIN: US3133ET2A42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $269980203.60
- **C.18.a - Value (excl. sponsor support):** $269980203.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 115: 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: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154989689.40
- **C.18.a - Value (excl. sponsor support):** $154989689.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 116: 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: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115214511.80
- **C.18.a - Value (excl. sponsor support):** $115214511.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 117: 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: 3133ET4B0, C.4 - ISIN: US3133ET4B07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $300016371.00
- **C.18.a - Value (excl. sponsor support):** $300016371.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 118: 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: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119997302.40
- **C.18.a - Value (excl. sponsor support):** $119997302.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 119: 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: 3133ET5L7, C.4 - ISIN: US3133ET5L79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $274998649.75
- **C.18.a - Value (excl. sponsor support):** $274998649.75
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 120: 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: 3133ET5S2, C.4 - ISIN: US3133ET5S23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135017119.35
- **C.18.a - Value (excl. sponsor support):** $135017119.35
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 121: 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: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209990787.30
- **C.18.a - Value (excl. sponsor support):** $209990787.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 122: 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: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $229980808.80
- **C.18.a - Value (excl. sponsor support):** $229980808.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 123: 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):** $24958023.75
- **C.18.a - Value (excl. sponsor support):** $24958023.75
- **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 124: 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: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125086733.75
- **C.18.a - Value (excl. sponsor support):** $125086733.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: 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: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400057284.00
- **C.18.a - Value (excl. sponsor support):** $400057284.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.795000%
- **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):** $149986072.50
- **C.18.a - Value (excl. sponsor support):** $149986072.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: 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: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60007247.40
- **C.18.a - Value (excl. sponsor support):** $60007247.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: 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):** $95052548.30
- **C.18.a - Value (excl. sponsor support):** $95052548.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFP7, C.4 - ISIN: US3133ETFP76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149995105.50
- **C.18.a - Value (excl. sponsor support):** $149995105.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: 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):** $89998949.70
- **C.18.a - Value (excl. sponsor support):** $89998949.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 131: 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: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114983008.75
- **C.18.a - Value (excl. sponsor support):** $114983008.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: 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):** $108039836.42
- **C.18.a - Value (excl. sponsor support):** $108039836.42
- **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 133: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.780000%
- **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):** $230046664.70
- **C.18.a - Value (excl. sponsor support):** $230046664.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: 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):** $124999206.25
- **C.18.a - Value (excl. sponsor support):** $124999206.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: 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):** $102902188.11
- **C.18.a - Value (excl. sponsor support):** $102902188.11
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 136: 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: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139953206.40
- **C.18.a - Value (excl. sponsor support):** $139953206.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: 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: 3133ETLQ8, C.4 - ISIN: US3133ETLQ85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279979515.20
- **C.18.a - Value (excl. sponsor support):** $279979515.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: 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):** $209996688.30
- **C.18.a - Value (excl. sponsor support):** $209996688.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: 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: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64989372.50
- **C.18.a - Value (excl. sponsor support):** $64989372.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: 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):** $99997943.00
- **C.18.a - Value (excl. sponsor support):** $99997943.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: 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: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $319887651.20
- **C.18.a - Value (excl. sponsor support):** $319887651.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.790000%
- **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):** $124986478.75
- **C.18.a - Value (excl. sponsor support):** $124986478.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: 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: 3133ETQP5, C.4 - ISIN: US3133ETQP57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85005246.20
- **C.18.a - Value (excl. sponsor support):** $85005246.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: 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: 3133ETQW0, C.4 - ISIN: US3133ETQW09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199957832.00
- **C.18.a - Value (excl. sponsor support):** $199957832.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2027-07-23
- **C.13 - Final Legal Maturity Date:** 2027-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: 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):** $99986287.00
- **C.18.a - Value (excl. sponsor support):** $99986287.00
- **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 146: 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: 3133ETRT6, C.4 - ISIN: US3133ETRT60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150012261.00
- **C.18.a - Value (excl. sponsor support):** $150012261.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: 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: 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:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: 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):** $49998967.00
- **C.18.a - Value (excl. sponsor support):** $49998967.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: 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: 3133ETSB4, C.4 - ISIN: US3133ETSB44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130031760.30
- **C.18.a - Value (excl. sponsor support):** $130031760.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: 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: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997418.00
- **C.18.a - Value (excl. sponsor support):** $99997418.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.795000%
- **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):** $89990187.30
- **C.18.a - Value (excl. sponsor support):** $89990187.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUX3, C.4 - ISIN: US3133ETUX36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100025891.00
- **C.18.a - Value (excl. sponsor support):** $100025891.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-24
- **C.13 - Final Legal Maturity Date:** 2027-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVN4, C.4 - ISIN: US3133ETVN45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **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:** 7.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2032-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: 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):** $99999042.00
- **C.18.a - Value (excl. sponsor support):** $99999042.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 155: 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):** $19020204.37
- **C.18.a - Value (excl. sponsor support):** $19020204.37
- **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 156: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129991979.00
- **C.18.a - Value (excl. sponsor support):** $129991979.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 157: 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: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114998724.65
- **C.18.a - Value (excl. sponsor support):** $114998724.65
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 158: 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: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $464995689.45
- **C.18.a - Value (excl. sponsor support):** $464995689.45
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 159: 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: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89999125.20
- **C.18.a - Value (excl. sponsor support):** $89999125.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 160: 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: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999306.00
- **C.18.a - Value (excl. sponsor support):** $49999306.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 161: 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: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999340.30
- **C.18.a - Value (excl. sponsor support):** $44999340.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 162: 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: 3133EWEA4, C.4 - ISIN: US3133EWEA46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999439.00
- **C.18.a - Value (excl. sponsor support):** $49999439.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: 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):** $284978451.15
- **C.18.a - Value (excl. sponsor support):** $284978451.15
- **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 164: 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: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79999861.60
- **C.18.a - Value (excl. sponsor support):** $79999861.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 165: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 166: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $255001723.80
- **C.18.a - Value (excl. sponsor support):** $255001723.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1128088480.32
- **C.18.a - Value (excl. sponsor support):** $1128088480.32
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $141057636.57
- **C.18.a - Value (excl. sponsor support):** $141057636.57
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.780000%
- **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):** $300050799.00
- **C.18.a - Value (excl. sponsor support):** $300050799.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.765000%
- **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):** $268106921.28
- **C.18.a - Value (excl. sponsor support):** $268106921.28
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.785000%
- **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):** $664851539.16
- **C.18.a - Value (excl. sponsor support):** $664851539.16
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $250455055.00
- **C.18.a - Value (excl. sponsor support):** $250455055.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 173: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $300333033.00
- **C.18.a - Value (excl. sponsor support):** $300333033.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 174: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **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):** $250080332.50
- **C.18.a - Value (excl. sponsor support):** $250080332.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: 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):** $499715750.00
- **C.18.a - Value (excl. sponsor support):** $499715750.00
- **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 176: 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: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $50013706.00
- **C.18.a - Value (excl. sponsor support):** $50013706.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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):** $149040002.03
- **C.18.a - Value (excl. sponsor support):** $149040002.03
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.805000%
- **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):** $329196077.42
- **C.18.a - Value (excl. sponsor support):** $329196077.42
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 2.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G0K36, C.4 - ISIN: US3135G0K368, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $229813918.78
- **C.18.a - Value (excl. sponsor support):** $229813918.78
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $183057775.03
- **C.18.a - Value (excl. sponsor support):** $183057775.03
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $478250137.40
- **C.18.a - Value (excl. sponsor support):** $478250137.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: 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: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $465554621.77
- **C.18.a - Value (excl. sponsor support):** $465554621.77
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 183: 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: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $198998105.52
- **C.18.a - Value (excl. sponsor support):** $198998105.52
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 184: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **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):** $155998017.24
- **C.18.a - Value (excl. sponsor support):** $155998017.24
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 185: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 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: 45699W001, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: 45699W001_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | 0.0000% | $34629100.00       | $30837337.53       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $374997000.00      | $383856481.30      | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $78.68             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $94950000.00       | $78741382.94       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | 0.0000% | $2000.00           | $2024.92           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | 0.0000% | $246968000.00      | $250564927.90      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  | 0.0000% | $1000.00           | $1007.47           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | 0.0000% | $44500000.00       | $44942908.99       | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | 0.0000% | $4487700.00        | $4193572.65        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $116000000.00      | $102974320.30      | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $100000000.00      | $73450772.93       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | 0.0000% | $3000.00           | $3045.85           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50432159.67       | U.S. Treasuries (including strips) |

### Security 186: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.720000%
- **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_3.72_0319
- **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:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLRA7782 | 2052-08-01      | 4.5000%  | 0.0000% | $70550276.30       | $70593876.37       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9855 | 2053-09-01      | 6.0000%  | 0.0000% | $109591397.03      | $115707619.80      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9066 | 2053-05-01      | 5.5000%  | 0.0000% | $16698188.36       | $17146571.82       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7837 | 2055-03-01      | 6.0000%  | 0.0000% | $1282.02           | $1320.82           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5125 | 2055-05-01      | 6.0000%  | 0.0000% | $1979.95           | $2074.45           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7605 | 2055-07-01      | 6.5000%  | 0.0000% | $1195740.48        | $1269930.73        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2066 | 2055-09-01      | 6.5000%  | 0.0000% | $828592.64         | $882731.59         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3904 | 2055-09-01      | 6.0000%  | 0.0000% | $1051215.74        | $1100772.50        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0228 | 2055-01-01      | 5.5000%  | 0.0000% | $14905839.05       | $15387733.23       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK5709 | 2042-03-01      | 3.5000%  | 0.0000% | $2742449.45        | $2661733.07        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2826 | 2035-01-01      | 4.4350%  | 0.0000% | $38847950.74       | $39472006.39       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2148 | 2045-07-01      | 3.5000%  | 0.0000% | $278.43            | $269.75            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6042 | 2053-04-01      | 4.5000%  | 0.0000% | $13685496.31       | $13715371.74       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4511 | 2053-12-01      | 6.0000%  | 0.0000% | $984.60            | $1040.29           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5453 | 2054-05-01      | 5.5000%  | 0.0000% | $40222186.70       | $41676348.35       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD5618 | 2054-02-01      | 7.0000%  | 0.0000% | $18136320.34       | $19439334.36       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $797.47            | $732.97            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $15892666.49       | $16221521.07       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4102 | 2053-10-01      | 6.5000%  | 0.0000% | $109993863.18      | $117751999.20      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6286 | 2053-07-01      | 5.5000%  | 0.0000% | $40926607.18       | $41967011.55       | Agency Mortgage-Backed Securities |

### Security 187: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 188: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 189: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 190: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 191: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 192: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 193: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 194: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 606745008_3.67_0304
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 06.500 CL589499 | 2031-08-01      | 6.5000%  | 0.0000% | $701.63            | $730.67            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK0983 | 2048-02-01      | 5.0000%  | 0.0000% | $446.37            | $458.60            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4815 | 2048-09-01      | 4.0000%  | 0.0000% | $17132.89          | $16929.43          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6577 | 2048-07-01      | 4.5000%  | 0.0000% | $7519.08           | $7566.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1396 | 2047-03-01      | 4.5000%  | 0.0000% | $23480.78          | $23766.07          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1423 | 2032-05-01      | 2.5000%  | 0.0000% | $1241.24           | $1206.81           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | 0.0000% | $56616.58          | $54619.59          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $286582.02         | $283208.63         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTBM3491 | 2038-01-01      | 4.5000%  | 0.0000% | $47293.91          | $48443.15          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM3523 | 2031-03-01      | 4.0000%  | 0.0000% | $139.00            | $139.09            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3570 | 2046-03-01      | 4.5000%  | 0.0000% | $1981.41           | $2010.34           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBM3054 | 2031-11-01      | 2.0000%  | 0.0000% | $62549.11          | $60109.35          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBM3061 | 2032-03-01      | 2.0000%  | 0.0000% | $105354.91         | $101064.17         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM3087 | 2032-12-01      | 4.0000%  | 0.0000% | $135904.29         | $136717.80         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM3279 | 2044-05-01      | 5.5000%  | 0.0000% | $214738.80         | $224923.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3362 | 2044-01-01      | 4.5000%  | 0.0000% | $119640.50         | $121496.84         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  | 0.0000% | $15078.60          | $15629.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3846 | 2048-04-01      | 4.5000%  | 0.0000% | $103762.35         | $105208.80         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  | 0.0000% | $267449.23         | $260181.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM4222 | 2044-01-01      | 3.0000%  | 0.0000% | $9305.49           | $8758.75           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM5338 | 2029-03-01      | 2.5000%  | 0.0000% | $20427.26          | $20181.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4600 | 2042-08-01      | 4.5000%  | 0.0000% | $12406.28          | $12587.38          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBM4912 | 2039-07-01      | 6.0000%  | 0.0000% | $261630.49         | $277268.23         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4890 | 2048-01-01      | 4.5000%  | 0.0000% | $2939983.62        | $2971853.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN1625 | 2048-11-01      | 5.0000%  | 0.0000% | $248808.84         | $254723.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBN5296 | 2034-02-01      | 4.0000%  | 0.0000% | $8474.98           | $8535.99           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $54167.89          | $54541.97          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1314 | 2049-08-01      | 3.0000%  | 0.0000% | $47145.44          | $43283.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8095 | 2049-02-01      | 3.0000%  | 0.0000% | $13397549.95       | $12394779.07       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7290 | 2051-05-01      | 3.0000%  | 0.0000% | $338644.14         | $312218.61         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7311 | 2049-03-01      | 4.5000%  | 0.0000% | $171614.88         | $172340.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7380 | 2051-06-01      | 2.5000%  | 0.0000% | $94148.60          | $83300.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7418 | 2051-06-01      | 2.5000%  | 0.0000% | $26476.67          | $23328.45          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7398 | 2051-06-01      | 2.5000%  | 0.0000% | $19704.60          | $17520.46          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7482 | 2048-04-01      | 4.5000%  | 0.0000% | $125814.55         | $127650.18         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7518 | 2051-06-01      | 2.5000%  | 0.0000% | $115790.06         | $102195.21         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7531 | 2051-05-01      | 3.0000%  | 0.0000% | $51679.41          | $47172.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7539 | 2051-06-01      | 3.0000%  | 0.0000% | $211150.27         | $193907.04         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $22855.37          | $21705.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  | 0.0000% | $50293.46          | $48254.45          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  | 0.0000% | $4840.65           | $4511.55           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8404 | 2051-08-01      | 3.5000%  | 0.0000% | $262039.78         | $250513.91         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8448 | 2051-07-01      | 2.0000%  | 0.0000% | $246435.36         | $207200.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $92355.23          | $80077.11          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8440 | 2051-08-01      | 2.5000%  | 0.0000% | $51379.02          | $45156.64          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  | 0.0000% | $56159.17          | $51291.67          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8807 | 2051-09-01      | 3.0000%  | 0.0000% | $312433.37         | $283690.64         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9044 | 2051-10-01      | 3.0000%  | 0.0000% | $126160.64         | $116512.71         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9048 | 2051-10-01      | 3.0000%  | 0.0000% | $254936.56         | $233679.10         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9097 | 2051-11-01      | 2.0000%  | 0.0000% | $33734723.11       | $28228691.52       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9349 | 2051-10-01      | 3.0000%  | 0.0000% | $11439.87          | $10543.52          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9412 | 2051-11-01      | 2.5000%  | 0.0000% | $3553409.24        | $3132954.06        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9579 | 2051-07-01      | 2.0000%  | 0.0000% | $27863.94          | $23165.31          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9645 | 2049-11-01      | 4.5000%  | 0.0000% | $538601.37         | $543648.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $448.71            | $443.38            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0833 | 2038-06-01      | 3.0000%  | 0.0000% | $3349.79           | $3275.31           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0838 | 2052-01-01      | 3.5000%  | 0.0000% | $44592.22          | $42619.81          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  | 0.0000% | $39767.33          | $35490.18          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0439 | 2052-01-01      | 2.5000%  | 0.0000% | $168934.79         | $148960.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS0527 | 2034-10-01      | 4.0000%  | 0.0000% | $11394.37          | $11397.58          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  | 0.0000% | $95466.06          | $83961.50          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0582 | 2052-02-01      | 2.5000%  | 0.0000% | $11403818.63       | $10049906.60       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1734 | 2052-05-01      | 3.5000%  | 0.0000% | $2897803.83        | $2744784.66        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  | 0.0000% | $6868.11           | $6219.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1348 | 2050-11-01      | 4.0000%  | 0.0000% | $164430.11         | $162475.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190302 | 2029-06-01      | 6.0000%  | 0.0000% | $37.25             | $38.37             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL190363 | 2035-11-01      | 5.5000%  | 0.0000% | $2842.70           | $2980.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190370 | 2036-06-01      | 6.0000%  | 0.0000% | $203.64            | $216.09            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  | 0.0000% | $260.80            | $276.76            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL253836 | 2031-06-01      | 6.0000%  | 0.0000% | $3.64              | $3.80              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL254198 | 2032-01-01      | 6.0000%  | 0.0000% | $607.32            | $630.20            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL254262 | 2032-03-01      | 6.0000%  | 0.0000% | $69.03             | $71.70             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL255661 | 2035-02-01      | 6.5000%  | 0.0000% | $9716.91           | $10202.75          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL255900 | 2035-09-01      | 6.0000%  | 0.0000% | $2631.66           | $2792.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257164 | 2028-04-01      | 5.5000%  | 0.0000% | $17908.00          | $18259.04          | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  | 0.0000% | $260719.93         | $269789.65         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL357797 | 2035-06-01      | 5.5000%  | 0.0000% | $407.61            | $427.32            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL449274 | 2029-02-01      | 6.0000%  | 0.0000% | $25.49             | $26.47             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL493235 | 2029-04-01      | 6.0000%  | 0.0000% | $9.44              | $9.71              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL535126 | 2028-12-01      | 6.0000%  | 0.0000% | $578.92            | $595.68            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $4449.81           | $4700.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL555285 | 2033-03-01      | 6.0000%  | 0.0000% | $231.23            | $241.20            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555330 | 2033-04-01      | 5.5000%  | 0.0000% | $15659.78          | $16115.83          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $5806.61           | $5987.72           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL555436 | 2033-05-01      | 6.0000%  | 0.0000% | $54.79             | $57.06             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555800 | 2033-10-01      | 5.5000%  | 0.0000% | $466.76            | $481.57            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL596462 | 2031-08-01      | 6.5000%  | 0.0000% | $2093.84           | $2180.49           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL609592 | 2031-11-01      | 6.0000%  | 0.0000% | $945.02            | $972.38            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL613632 | 2031-11-01      | 6.0000%  | 0.0000% | $22668.33          | $23324.66          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP5576 | 2050-06-01      | 2.5000%  | 0.0000% | $46668.68          | $40444.27          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP5878 | 2050-06-01      | 2.5000%  | 0.0000% | $38989.43          | $34039.90          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP6481 | 2050-07-01      | 4.5000%  | 0.0000% | $20146.44          | $20204.66          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2362 | 2050-09-01      | 2.0000%  | 0.0000% | $32652.62          | $27192.49          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3134 | 2050-10-01      | 2.0000%  | 0.0000% | $647675.50         | $546427.27         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ5112 | 2050-11-01      | 2.0000%  | 0.0000% | $133130.00         | $110959.12         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ9687 | 2051-01-01      | 2.0000%  | 0.0000% | $9924.41           | $8270.65           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1155 | 2050-12-01      | 2.0000%  | 0.0000% | $24883.71          | $20734.46          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR2217 | 2051-08-01      | 2.5000%  | 0.0000% | $829426.70         | $733649.11         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7230 | 2051-04-01      | 2.5000%  | 0.0000% | $2355794.46        | $2077446.87        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT2247 | 2052-03-01      | 3.0000%  | 0.0000% | $8271430.54        | $7496857.94        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT2780 | 2051-08-01      | 2.0000%  | 0.0000% | $54577.14          | $45385.34          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6727 | 2051-09-01      | 2.5000%  | 0.0000% | $15211557.36       | $13264729.86       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  | 0.0000% | $755059.99         | $654993.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5242 | 2054-12-01      | 5.0000%  | 0.0000% | $13388776.26       | $13566848.47       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU7835 | 2051-12-01      | 2.5000%  | 0.0000% | $2001763.98        | $1759397.52        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV0902 | 2052-01-01      | 2.5000%  | 0.0000% | $137606.70         | $119759.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0919 | 2052-05-01      | 3.0000%  | 0.0000% | $59703.11          | $54071.00          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4195 | 2052-03-01      | 3.0000%  | 0.0000% | $69713.45          | $63854.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV5368 | 2052-04-01      | 3.5000%  | 0.0000% | $57297.09          | $54300.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV5655 | 2052-04-01      | 2.5000%  | 0.0000% | $9678787.17        | $8411306.98        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8459 | 2052-04-01      | 3.0000%  | 0.0000% | $158468.18         | $143649.29         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1475 | 2052-04-01      | 3.5000%  | 0.0000% | $58343.05          | $55493.22          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1485 | 2046-11-01      | 3.0000%  | 0.0000% | $64593.11          | $60824.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS1605 | 2048-05-01      | 4.5000%  | 0.0000% | $103448.72         | $104893.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | 0.0000% | $11311.27          | $11261.60          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2604 | 2052-08-01      | 5.0000%  | 0.0000% | $500263.84         | $511234.18         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $2396.08           | $2170.86           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2678 | 2052-01-01      | 2.5000%  | 0.0000% | $2764843.86        | $2413433.74        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1886 | 2051-11-01      | 3.0000%  | 0.0000% | $51893.71          | $47367.32          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1914 | 2051-08-01      | 3.0000%  | 0.0000% | $120993.87         | $109871.23         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2018 | 2050-03-01      | 4.5000%  | 0.0000% | $216476.86         | $218171.88         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2050 | 2051-02-01      | 4.0000%  | 0.0000% | $12288.06          | $12132.43          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2045 | 2043-12-01      | 4.5000%  | 0.0000% | $70206.92          | $71059.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | 0.0000% | $1741090.41        | $1592970.04        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFS2493 | 2029-09-01      | 6.0000%  | 0.0000% | $1807.28           | $1859.60           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS2506 | 2037-07-01      | 4.0000%  | 0.0000% | $9920.10           | $9849.65           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $1888.54           | $1887.35           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2805 | 2052-09-01      | 2.5000%  | 0.0000% | $383068.35         | $333041.76         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2992 | 2048-12-01      | 4.0000%  | 0.0000% | $5763005.78        | $5714526.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3111 | 2052-09-01      | 5.0000%  | 0.0000% | $6959953.62        | $7094490.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3254 | 2051-12-01      | 3.0000%  | 0.0000% | $299300.75         | $272960.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  | 0.0000% | $2784027.98        | $2885904.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3332 | 2052-12-01      | 5.5000%  | 0.0000% | $4388008.74        | $4542695.80        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3368 | 2052-03-01      | 2.5000%  | 0.0000% | $100007.19         | $88068.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  | 0.0000% | $65181.73          | $67478.69          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $114912.77         | $104048.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  | 0.0000% | $308145.37         | $311886.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3628 | 2052-11-01      | 5.5000%  | 0.0000% | $30318.50          | $31772.88          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3690 | 2053-01-01      | 6.0000%  | 0.0000% | $172422.72         | $178523.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3698 | 2052-11-01      | 5.5000%  | 0.0000% | $28972.24          | $30005.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3820 | 2053-01-01      | 6.0000%  | 0.0000% | $362014.16         | $381067.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3925 | 2053-03-01      | 5.5000%  | 0.0000% | $72544.67          | $75078.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  | 0.0000% | $144337.76         | $149052.01         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4283 | 2052-03-01      | 2.5000%  | 0.0000% | $48173.54          | $42164.16          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4347 | 2051-12-01      | 4.0000%  | 0.0000% | $14533764.38       | $14209020.33       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS5314 | 2052-05-01      | 2.0000%  | 0.0000% | $8567.30           | $7083.72           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4530 | 2037-08-01      | 5.5000%  | 0.0000% | $7471.73           | $7823.12           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $31772.14          | $32141.05          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS4542 | 2042-09-01      | 3.5000%  | 0.0000% | $23381.91          | $22810.40          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4687 | 2053-05-01      | 5.5000%  | 0.0000% | $28588.80          | $29265.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4692 | 2037-04-01      | 3.0000%  | 0.0000% | $348343.55         | $341110.77         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4695 | 2053-05-01      | 5.0000%  | 0.0000% | $10069864.43       | $10285521.76       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  | 0.0000% | $7505.80           | $6792.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $86541.42          | $91717.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4862 | 2051-10-01      | 2.5000%  | 0.0000% | $36645.14          | $31949.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $48089.51          | $45552.49          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4933 | 2053-06-01      | 6.0000%  | 0.0000% | $70177.56          | $72727.14          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5014 | 2053-01-01      | 4.0000%  | 0.0000% | $5931608.36        | $5816273.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5079 | 2050-03-01      | 5.0000%  | 0.0000% | $300145.17         | $307901.25         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $80964.84          | $73276.15          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5120 | 2053-07-01      | 6.0000%  | 0.0000% | $263204.76         | $277451.59         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5155 | 2053-07-01      | 5.0000%  | 0.0000% | $254273.98         | $261391.39         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5203 | 2053-07-01      | 5.5000%  | 0.0000% | $173274.51         | $178563.06         | Agency Mortgage-Backed Securities |
| 02.000 FGPC G15143 G | 2029-01-01      | 2.0000%  | 0.0000% | $22237.13          | $21824.73          | Agency Mortgage-Backed Securities |
| 04.500 FGPC C91359 G | 2031-02-01      | 4.5000%  | 0.0000% | $18585.09          | $18838.76          | Agency Mortgage-Backed Securities |
| 04.500 FGPC C91366 G | 2031-04-01      | 4.5000%  | 0.0000% | $17728.12          | $17965.60          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  | 0.0000% | $8247.07           | $8367.48           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH6827 | 2026-03-25      | 4.0000%  | 0.0000% | $3.83              | $3.83              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH7742 | 2041-03-01      | 4.5000%  | 0.0000% | $10560.38          | $10615.65          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH8423 | 2041-04-01      | 4.5000%  | 0.0000% | $1947.68           | $1976.13           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH9694 | 2026-04-01      | 4.0000%  | 0.0000% | $10.04             | $10.04             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAI1807 | 2026-04-01      | 4.5000%  | 0.0000% | $64.41             | $64.83             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI1886 | 2041-05-01      | 4.5000%  | 0.0000% | $37062.36          | $37603.73          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI2506 | 2026-05-01      | 4.0000%  | 0.0000% | $62.01             | $62.04             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI9532 | 2041-09-01      | 5.5000%  | 0.0000% | $63691.54          | $65930.44          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1415 | 2041-09-01      | 4.5000%  | 0.0000% | $436.27            | $442.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAJ2033 | 2041-10-01      | 5.5000%  | 0.0000% | $33299.95          | $34482.51          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAJ8147 | 2026-12-01      | 3.5000%  | 0.0000% | $2153.53           | $2149.73           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0769 | 2041-06-01      | 4.5000%  | 0.0000% | $18319.69          | $18587.28          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0842 | 2026-09-01      | 4.0000%  | 0.0000% | $714.29            | $714.63            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL0849 | 2026-07-01      | 4.5000%  | 0.0000% | $19.25             | $19.38             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0851 | 2040-10-01      | 6.0000%  | 0.0000% | $448.65            | $476.10            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0095 | 2038-07-01      | 6.0000%  | 0.0000% | $3348.43           | $3553.15           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0152 | 2040-06-01      | 6.0000%  | 0.0000% | $18501.62          | $19633.76          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0212 | 2038-02-01      | 5.5000%  | 0.0000% | $44625.97          | $46175.04          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1723 | 2027-04-01      | 4.0000%  | 0.0000% | $583.34            | $583.42            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL2605 | 2027-06-01      | 3.0000%  | 0.0000% | $7815.40           | $7783.40           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL2654 | 2027-11-01      | 3.0000%  | 0.0000% | $8525.11           | $8476.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  | 0.0000% | $150.84            | $150.87            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1900 | 2026-08-01      | 4.5000%  | 0.0000% | $362.20            | $364.55            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2134 | 2027-07-01      | 4.0000%  | 0.0000% | $995.08            | $994.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL3019 | 2038-12-01      | 5.5000%  | 0.0000% | $4411.87           | $4562.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAL3324 | 2033-03-01      | 3.5000%  | 0.0000% | $103787.13         | $102442.86         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3353 | 2027-06-01      | 4.0000%  | 0.0000% | $284.73            | $284.69            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3439 | 2027-09-01      | 4.0000%  | 0.0000% | $209.36            | $209.37            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL4398 | 2026-08-01      | 4.0000%  | 0.0000% | $9339.92           | $9350.75           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL3910 | 2033-08-01      | 4.0000%  | 0.0000% | $18678.97          | $18649.36          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL4009 | 2043-07-01      | 3.5000%  | 0.0000% | $71140.88          | $68667.01          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAL4165 | 2031-01-01      | 4.5000%  | 0.0000% | $19698.17          | $19836.04          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL4324 | 2040-05-01      | 6.5000%  | 0.0000% | $46161.50          | $49385.11          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL4778 | 2032-10-01      | 4.0000%  | 0.0000% | $10072.71          | $10067.93          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAL5063 | 2032-01-01      | 4.5000%  | 0.0000% | $36903.84          | $37258.59          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL5083 | 2029-02-01      | 4.0000%  | 0.0000% | $2556.24           | $2563.98           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL5145 | 2033-10-01      | 4.0000%  | 0.0000% | $21015.93          | $20934.79          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6204 | 2029-02-01      | 4.0000%  | 0.0000% | $33.56             | $33.39             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5521 | 2040-01-01      | 4.5000%  | 0.0000% | $5363.66           | $5392.41           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL5616 | 2041-09-01      | 5.5000%  | 0.0000% | $16793.51          | $17583.17          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5879 | 2044-10-01      | 4.5000%  | 0.0000% | $59057.67          | $59775.22          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL5957 | 2027-05-01      | 4.0000%  | 0.0000% | $35.06             | $35.09             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL6132 | 2029-03-01      | 4.5000%  | 0.0000% | $57.39             | $57.76             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6105 | 2029-12-01      | 4.0000%  | 0.0000% | $7412.47           | $7410.61           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL7083 | 2039-10-01      | 6.5000%  | 0.0000% | $23428.88          | $25003.87          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6589 | 2045-03-01      | 4.0000%  | 0.0000% | $332241.48         | $331746.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL6819 | 2044-12-01      | 4.5000%  | 0.0000% | $541.23            | $547.80            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7970 | 2029-04-01      | 4.0000%  | 0.0000% | $27.28             | $27.28             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7971 | 2027-01-01      | 4.0000%  | 0.0000% | $1426.34           | $1426.73           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7299 | 2027-08-01      | 4.0000%  | 0.0000% | $38.02             | $37.98             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7387 | 2029-07-01      | 4.0000%  | 0.0000% | $46.48             | $46.59             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7389 | 2029-03-01      | 4.0000%  | 0.0000% | $12.60             | $12.59             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL7434 | 2041-05-01      | 6.0000%  | 0.0000% | $59796.77          | $63451.33          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL7579 | 2042-02-01      | 5.5000%  | 0.0000% | $2280.19           | $2390.64           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7661 | 2045-10-01      | 4.5000%  | 0.0000% | $8923.74           | $9032.16           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9031 | 2046-08-01      | 3.0000%  | 0.0000% | $1426.01           | $1336.98           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  | 0.0000% | $18287.38          | $16925.82          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2443 | 2056-01-01      | 5.0000%  | 0.0000% | $4795016.00        | $4885589.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7207 | 2052-09-01      | 4.5000%  | 0.0000% | $6847.13           | $6809.40           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0091 | 2052-10-01      | 5.0000%  | 0.0000% | $1258020.69        | $1272485.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1225 | 2052-10-01      | 5.5000%  | 0.0000% | $133669.70         | $138463.39         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4876 | 2053-01-01      | 5.5000%  | 0.0000% | $297952.05         | $305257.00         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  | 0.0000% | $213466.24         | $223413.65         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  | 0.0000% | $153694.12         | $155276.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1715 | 2053-05-01      | 6.0000%  | 0.0000% | $197002.81         | $203114.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  | 0.0000% | $14160.21          | $12816.90          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0853 | 2047-12-01      | 3.5000%  | 0.0000% | $177026.89         | $170279.12         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0386 | 2047-09-01      | 4.0000%  | 0.0000% | $340174.00         | $336850.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2580 | 2048-11-01      | 4.5000%  | 0.0000% | $33750.13          | $34031.61          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA2688 | 2048-04-01      | 3.0000%  | 0.0000% | $63599.58          | $58818.52          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2219 | 2048-08-01      | 5.0000%  | 0.0000% | $6214.24           | $6379.47           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2417 | 2048-10-01      | 4.5000%  | 0.0000% | $2419.16           | $2441.22           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2493 | 2048-10-01      | 4.5000%  | 0.0000% | $52601.43          | $53013.56          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICA3163 | 2034-02-01      | 4.5000%  | 0.0000% | $6895.16           | $6999.14           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3845 | 2049-07-01      | 4.5000%  | 0.0000% | $3434.85           | $3450.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  | 0.0000% | $11945.05          | $11999.28          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6239 | 2053-07-01      | 5.0000%  | 0.0000% | $110104.72         | $112246.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5450 | 2051-11-01      | 3.0000%  | 0.0000% | $77340.25          | $71117.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5656 | 2053-08-01      | 5.5000%  | 0.0000% | $74435.40          | $77013.04          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5865 | 2053-01-01      | 4.5000%  | 0.0000% | $214161.16         | $213016.90         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $7134.64           | $7130.14           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $14586.26          | $14818.62          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6456 | 2053-11-01      | 6.0000%  | 0.0000% | $4663.44           | $4896.99           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6517 | 2052-04-01      | 2.5000%  | 0.0000% | $26072.80          | $23086.57          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS6523 | 2038-12-01      | 5.5000%  | 0.0000% | $186986.56         | $192822.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6597 | 2052-08-01      | 3.5000%  | 0.0000% | $6238.91           | $5878.64           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $42221.17          | $39783.02          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $894.22            | $739.48            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  | 0.0000% | $1517390.70        | $1549212.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6837 | 2053-07-01      | 5.5000%  | 0.0000% | $128742.86         | $131616.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFS6853 | 2039-07-01      | 4.5000%  | 0.0000% | $9615.25           | $9713.85           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6941 | 2054-02-01      | 6.0000%  | 0.0000% | $139057.25         | $145623.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7997 | 2054-05-01      | 6.0000%  | 0.0000% | $710505.99         | $732860.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7206 | 2054-02-01      | 5.5000%  | 0.0000% | $47095.92          | $48772.17          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | 0.0000% | $46145.41          | $46536.32          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS7346 | 2054-02-01      | 7.0000%  | 0.0000% | $10987350.81       | $11836338.53       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7624 | 2054-03-01      | 6.5000%  | 0.0000% | $255780.92         | $267854.91         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8879 | 2054-09-01      | 5.5000%  | 0.0000% | $19286548.89       | $19947156.05       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  | 0.0000% | $5062.19           | $5252.88           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  | 0.0000% | $8424.46           | $8638.33           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $55016.34          | $47958.32          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  | 0.0000% | $1853.30           | $1531.98           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9878 | 2053-04-01      | 5.0000%  | 0.0000% | $1611416.64        | $1635895.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  | 0.0000% | $4466.33           | $3887.69           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9605 | 2054-07-01      | 6.0000%  | 0.0000% | $87103.80          | $91679.57          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9717 | 2054-07-01      | 6.0000%  | 0.0000% | $3912515.42        | $4057279.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0275 | 2055-04-01      | 6.5000%  | 0.0000% | $13842044.49       | $14806093.67       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0289 | 2055-04-01      | 6.5000%  | 0.0000% | $33206543.32       | $34837464.23       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL9708 | 2031-03-01      | 2.5000%  | 0.0000% | $73299.18          | $71893.71          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL9746 | 2027-01-01      | 4.5000%  | 0.0000% | $4.40              | $4.43              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL9903 | 2044-05-01      | 5.5000%  | 0.0000% | $8294.87           | $8694.61           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL9971 | 2027-01-01      | 4.5000%  | 0.0000% | $53.73             | $54.08             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL8113 | 2042-02-01      | 5.5000%  | 0.0000% | $124.75            | $130.79            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAO4078 | 2027-05-01      | 3.0000%  | 0.0000% | $2962.52           | $2947.73           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CWAO6572 | 2027-06-01      | 4.0000%  | 0.0000% | $207.45            | $207.45            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAO7975 | 2027-06-01      | 3.0000%  | 0.0000% | $1434.99           | $1427.39           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAP4781 | 2042-09-01      | 3.0000%  | 0.0000% | $16153.48          | $15230.84          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ7382 | 2028-05-01      | 2.5000%  | 0.0000% | $73165.76          | $72135.99          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ9339 | 2028-01-01      | 2.5000%  | 0.0000% | $22214.79          | $21982.44          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  | 0.0000% | $8794.95           | $8863.61           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR0012 | 2043-02-01      | 3.0000%  | 0.0000% | $23527.44          | $22178.30          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR0013 | 2043-02-01      | 3.0000%  | 0.0000% | $44574.28          | $41990.60          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR0530 | 2042-12-01      | 3.0000%  | 0.0000% | $21522.91          | $20212.23          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR0532 | 2042-12-01      | 3.0000%  | 0.0000% | $7675.31           | $7236.79           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR2904 | 2043-01-01      | 3.0000%  | 0.0000% | $54558.71          | $51441.97          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR2943 | 2043-02-01      | 3.0000%  | 0.0000% | $31195.61          | $29406.90          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAR6002 | 2028-03-01      | 3.0000%  | 0.0000% | $8634.49           | $8547.97           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR6380 | 2043-02-01      | 3.0000%  | 0.0000% | $64438.41          | $60758.12          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0044 | 2043-07-01      | 3.0000%  | 0.0000% | $50681.19          | $47691.08          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0330 | 2043-08-01      | 3.0000%  | 0.0000% | $29133.06          | $27456.56          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  | 0.0000% | $128.03            | $129.59            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5082 | 2045-06-01      | 4.0000%  | 0.0000% | $104927.55         | $103984.87         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS5170 | 2045-06-01      | 3.0000%  | 0.0000% | $207010.70         | $194174.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6234 | 2045-11-01      | 4.5000%  | 0.0000% | $11410.14          | $11576.99          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5469 | 2045-07-01      | 4.0000%  | 0.0000% | $56116.59          | $55629.89          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $1191.74           | $1148.57           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS7252 | 2046-05-01      | 4.5000%  | 0.0000% | $430.45            | $435.68            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS7253 | 2046-05-01      | 4.5000%  | 0.0000% | $460.16            | $465.75            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS7568 | 2046-07-01      | 4.5000%  | 0.0000% | $98780.46          | $99919.99          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS8291 | 2031-11-01      | 2.0000%  | 0.0000% | $3231.22           | $3105.40           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8299 | 2046-11-01      | 3.0000%  | 0.0000% | $24531.49          | $22916.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8471 | 2046-12-01      | 3.0000%  | 0.0000% | $194379.11         | $180620.11         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8488 | 2046-12-01      | 3.0000%  | 0.0000% | $616.37            | $573.88            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  | 0.0000% | $301.96            | $305.38            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | 0.0000% | $145443.28         | $134295.74         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  | 0.0000% | $210.20            | $212.45            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9990 | 2047-07-01      | 4.5000%  | 0.0000% | $43002.54          | $43419.07          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAT2062 | 2028-04-01      | 2.5000%  | 0.0000% | $128.59            | $127.09            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT2724 | 2043-05-01      | 3.0000%  | 0.0000% | $3962.00           | $3731.52           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5993 | 2043-05-01      | 3.0000%  | 0.0000% | $5055.21           | $4729.93           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1628 | 2043-07-01      | 3.0000%  | 0.0000% | $2228.13           | $2098.52           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU3736 | 2043-08-01      | 3.0000%  | 0.0000% | $10354.74          | $9745.95           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAU3779 | 2028-08-01      | 2.5000%  | 0.0000% | $10392.29          | $10253.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAU3826 | 2026-12-01      | 3.0000%  | 0.0000% | $2683.54           | $2675.36           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAU6677 | 2028-09-01      | 2.5000%  | 0.0000% | $3964.51           | $3911.45           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAW4567 | 2029-06-01      | 3.0000%  | 0.0000% | $22542.49          | $22228.20          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAY4688 | 2031-08-01      | 4.0000%  | 0.0000% | $2956.69           | $2960.46           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAY4707 | 2031-08-01      | 4.0000%  | 0.0000% | $5874.17           | $5881.59           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY8189 | 2045-04-01      | 4.0000%  | 0.0000% | $466007.63         | $461580.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY8351 | 2045-05-01      | 4.0000%  | 0.0000% | $472.23            | $466.28            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL682963 | 2033-02-01      | 5.5000%  | 0.0000% | $1.41              | $1.44              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL710173 | 2033-05-01      | 6.0000%  | 0.0000% | $38692.78          | $39813.06          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725425 | 2034-04-01      | 5.5000%  | 0.0000% | $2433.73           | $2515.94           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  | 0.0000% | $150016.12         | $157460.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL725866 | 2034-09-01      | 4.5000%  | 0.0000% | $9665.58           | $9711.68           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725948 | 2034-10-01      | 5.5000%  | 0.0000% | $88.42             | $90.35             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL729406 | 2033-08-01      | 5.5000%  | 0.0000% | $89.28             | $91.64             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL731375 | 2033-08-01      | 5.5000%  | 0.0000% | $6020.35           | $6138.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735141 | 2035-01-01      | 5.5000%  | 0.0000% | $42927.89          | $44467.72          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL735144 | 2034-12-01      | 6.5000%  | 0.0000% | $122.33            | $127.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735224 | 2035-02-01      | 5.5000%  | 0.0000% | $4089.67           | $4230.52           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735227 | 2035-02-01      | 5.5000%  | 0.0000% | $29339.37          | $30406.51          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735500 | 2035-05-01      | 5.5000%  | 0.0000% | $23420.34          | $24520.21          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735503 | 2035-04-01      | 6.0000%  | 0.0000% | $9404.54           | $9898.12           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL737392 | 2033-09-01      | 6.0000%  | 0.0000% | $54934.06          | $56524.59          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  | 0.0000% | $11060.70          | $11659.21          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745329 | 2035-07-01      | 6.0000%  | 0.0000% | $12325.95          | $12914.18          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745826 | 2036-07-01      | 6.0000%  | 0.0000% | $12141.17          | $12845.14          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745852 | 2036-01-01      | 6.5000%  | 0.0000% | $6352.70           | $6615.60           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $2180.46           | $2321.62           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL750160 | 2033-09-01      | 5.5000%  | 0.0000% | $418.11            | $426.30            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL755617 | 2034-01-01      | 5.5000%  | 0.0000% | $833.04            | $849.37            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL759666 | 2031-04-01      | 6.5000%  | 0.0000% | $1156.67           | $1204.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL759424 | 2034-01-01      | 5.5000%  | 0.0000% | $3344.01           | $3416.35           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL759854 | 2034-02-01      | 5.5000%  | 0.0000% | $15194.06          | $15729.90          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3666 | 2052-02-01      | 2.5000%  | 0.0000% | $574156.88         | $499696.51         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $6545.44           | $6234.73           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  | 0.0000% | $326638.74         | $333972.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3864 | 2052-06-01      | 4.5000%  | 0.0000% | $125944.35         | $125865.00         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3995 | 2052-03-01      | 2.5000%  | 0.0000% | $10377.80          | $9023.34           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4063 | 2052-07-01      | 4.5000%  | 0.0000% | $71215.61          | $71660.00          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $40715.42          | $40524.38          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  | 0.0000% | $74175.15          | $74336.85          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5316 | 2052-12-01      | 6.0000%  | 0.0000% | $44742.58          | $46333.56          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4562 | 2052-09-01      | 5.0000%  | 0.0000% | $1806817.69        | $1834265.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4839 | 2052-10-01      | 5.5000%  | 0.0000% | $23422.13          | $24075.66          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4893 | 2052-10-01      | 5.0000%  | 0.0000% | $114843.93         | $117330.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6248 | 2053-05-01      | 5.0000%  | 0.0000% | $142358.54         | $144986.07         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $60587.09          | $64010.53          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5546 | 2053-01-01      | 6.5000%  | 0.0000% | $177880.24         | $186116.35         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5583 | 2052-11-01      | 5.5000%  | 0.0000% | $293250.78         | $300109.98         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5702 | 2053-02-01      | 6.0000%  | 0.0000% | $107022.15         | $112538.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5731 | 2053-02-01      | 5.5000%  | 0.0000% | $13483005.94       | $13803864.03       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  | 0.0000% | $204499.69         | $210152.51         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  | 0.0000% | $132278.54         | $134079.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5916 | 2053-02-01      | 6.0000%  | 0.0000% | $4741786.09        | $4918177.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  | 0.0000% | $321968.85         | $332485.07         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7122 | 2053-09-01      | 6.0000%  | 0.0000% | $21545719.55       | $22289549.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6326 | 2053-05-01      | 5.5000%  | 0.0000% | $162586.37         | $166392.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6484 | 2053-06-01      | 5.5000%  | 0.0000% | $272795.01         | $279609.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $12719474.76       | $12932476.49       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6755 | 2053-07-01      | 6.0000%  | 0.0000% | $21942.68          | $22732.47          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  | 0.0000% | $17757.72          | $18418.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  | 0.0000% | $49246.76          | $49842.21          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6907 | 2053-08-01      | 5.0000%  | 0.0000% | $224961.96         | $231650.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $13554317.88       | $13994538.02       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  | 0.0000% | $177688.39         | $182786.49         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB7391 | 2042-12-01      | 2.5000%  | 0.0000% | $168526.85         | $153523.84         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB7707 | 2028-01-01      | 2.0000%  | 0.0000% | $106990.06         | $105390.50         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7846 | 2043-02-01      | 3.0000%  | 0.0000% | $97503.79          | $91913.28          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8719 | 2043-03-01      | 3.0000%  | 0.0000% | $76235.44          | $71864.38          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8839 | 2043-03-01      | 3.0000%  | 0.0000% | $79334.12          | $74752.39          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9809 | 2043-07-01      | 3.0000%  | 0.0000% | $49097.59          | $46180.49          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC1877 | 2039-09-01      | 4.5000%  | 0.0000% | $4134.60           | $4200.04           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC7614 | 2039-11-01      | 5.5000%  | 0.0000% | $4576.41           | $4740.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC8568 | 2040-01-01      | 4.5000%  | 0.0000% | $38622.13          | $39217.68          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA0849 | 2026-08-01      | 4.0000%  | 0.0000% | $55.03             | $55.08             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | 0.0000% | $4272.60           | $4306.35           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0214 | 2029-10-01      | 5.0000%  | 0.0000% | $4866.79           | $4954.11           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA0640 | 2041-01-01      | 4.5000%  | 0.0000% | $7376.51           | $7484.21           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1239 | 2032-11-01      | 3.5000%  | 0.0000% | $8262.56           | $8179.34           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1338 | 2033-02-01      | 3.0000%  | 0.0000% | $5876.09           | $5723.64           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1366 | 2033-03-01      | 3.0000%  | 0.0000% | $16521.41          | $16087.12          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1401 | 2033-04-01      | 3.0000%  | 0.0000% | $339384.36         | $329929.68         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA1658 | 2028-10-01      | 3.5000%  | 0.0000% | $215.95            | $215.39            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2455 | 2035-11-01      | 4.0000%  | 0.0000% | $21069.30          | $21051.58          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  | 0.0000% | $11165.03          | $10783.49          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3490 | 2033-10-01      | 4.0000%  | 0.0000% | $2544.49           | $2562.55           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $15233.55          | $15327.08          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $59472.40          | $59817.87          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3593 | 2049-02-01      | 4.5000%  | 0.0000% | $190.76            | $190.83            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2758 | 2036-09-01      | 3.5000%  | 0.0000% | $3727.24           | $3658.57           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2776 | 2026-10-01      | 2.5000%  | 0.0000% | $9875.09           | $9838.41           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA2845 | 2031-12-01      | 2.0000%  | 0.0000% | $14322.06          | $13764.28          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2866 | 2037-01-01      | 3.0000%  | 0.0000% | $11404.83          | $10973.57          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA2883 | 2027-01-01      | 3.0000%  | 0.0000% | $3104.28           | $3093.76           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $346056.51         | $320682.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $15718.48          | $15081.77          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA2915 | 2027-02-01      | 3.0000%  | 0.0000% | $275.33            | $274.30            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3107 | 2027-08-01      | 2.5000%  | 0.0000% | $102603.93         | $101671.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3143 | 2047-09-01      | 3.0000%  | 0.0000% | $4683.61           | $4307.87           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $41598.47          | $39870.37          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3240 | 2048-01-01      | 4.5000%  | 0.0000% | $115339.36         | $116093.56         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3275 | 2048-01-01      | 3.0000%  | 0.0000% | $673.88            | $621.73            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3245 | 2038-01-01      | 4.5000%  | 0.0000% | $82470.84          | $84238.60          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3278 | 2048-01-01      | 4.5000%  | 0.0000% | $1068.65           | $1074.42           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  | 0.0000% | $12511.30          | $12595.72          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  | 0.0000% | $67238.76          | $69050.25          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3439 | 2033-08-01      | 4.0000%  | 0.0000% | $6887.17           | $6935.99           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  | 0.0000% | $380859.57         | $354492.45         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $359210.34         | $298489.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4400 | 2051-08-01      | 3.0000%  | 0.0000% | $234513.68         | $213187.40         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4415 | 2051-09-01      | 3.0000%  | 0.0000% | $5967508.14        | $5421103.21        | Agency Mortgage-Backed Securities |
| GNII SF CU2161 C     | 2053-06-20      | 6.5000%  | 0.0000% | $1547382.38        | $1629456.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL772100 | 2033-10-01      | 4.5000%  | 0.0000% | $930.73            | $933.22            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL779607 | 2034-07-01      | 5.5000%  | 0.0000% | $765.15            | $780.15            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL780213 | 2034-05-01      | 5.5000%  | 0.0000% | $4088.95           | $4234.28           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL781721 | 2035-06-01      | 5.5000%  | 0.0000% | $27558.90          | $28892.26          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL785986 | 2034-07-01      | 6.0000%  | 0.0000% | $7905.26           | $8134.18           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL796243 | 2034-11-01      | 6.0000%  | 0.0000% | $122.41            | $126.51            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL816268 | 2035-03-01      | 5.5000%  | 0.0000% | $269.06            | $274.33            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL821079 | 2035-03-01      | 6.0000%  | 0.0000% | $51546.62          | $54144.90          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL825392 | 2035-06-01      | 5.5000%  | 0.0000% | $36781.50          | $37502.50          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL845549 | 2036-01-01      | 5.5000%  | 0.0000% | $75928.43          | $79219.26          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL848491 | 2035-12-01      | 5.5000%  | 0.0000% | $12262.27          | $12855.54          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL848647 | 2036-01-01      | 5.5000%  | 0.0000% | $5203.00           | $5454.71           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL865116 | 2036-02-01      | 6.0000%  | 0.0000% | $348.94            | $370.27            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL882022 | 2036-05-01      | 5.5000%  | 0.0000% | $3926.13           | $4105.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL881250 | 2036-09-01      | 5.5000%  | 0.0000% | $3459.47           | $3617.26           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA0353 | 2053-11-01      | 5.5000%  | 0.0000% | $92664.38          | $94650.19          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0508 | 2053-10-01      | 6.0000%  | 0.0000% | $16744114.25       | $17308898.80       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA4979 | 2053-11-01      | 6.0000%  | 0.0000% | $52131.58          | $54392.59          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6905 | 2054-07-01      | 6.0000%  | 0.0000% | $15853889.18       | $16353291.97       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC0389 | 2054-09-01      | 5.0000%  | 0.0000% | $364178.23         | $367170.36         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5716 | 2054-11-01      | 4.5000%  | 0.0000% | $859896.90         | $856563.94         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7000 | 2054-12-01      | 5.0000%  | 0.0000% | $7163.26           | $7310.02           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7240 | 2053-10-01      | 6.0000%  | 0.0000% | $2215046.49        | $2297003.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7331 | 2053-10-01      | 5.5000%  | 0.0000% | $870346.90         | $891193.64         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7344 | 2053-10-01      | 6.0000%  | 0.0000% | $981858.89         | $1016410.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7482 | 2053-11-01      | 6.0000%  | 0.0000% | $1019893.39        | $1057010.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8992 | 2054-08-01      | 5.5000%  | 0.0000% | $2260046.99        | $2322239.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8352 | 2054-04-01      | 6.0000%  | 0.0000% | $5034696.17        | $5237409.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8628 | 2054-06-01      | 6.0000%  | 0.0000% | $1182378.66        | $1237489.72        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8687 | 2054-06-01      | 5.5000%  | 0.0000% | $213547.32         | $218303.50         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $331389.83         | $348015.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  | 0.0000% | $144680.84         | $150234.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | 0.0000% | $3439241.78        | $3484086.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9932 | 2055-02-01      | 5.5000%  | 0.0000% | $785720.51         | $807318.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4467 | 2051-11-01      | 3.0000%  | 0.0000% | $126504.96         | $115052.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  | 0.0000% | $341941.83         | $324419.97         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4471 | 2036-11-01      | 2.5000%  | 0.0000% | $5664.49           | $5398.41           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA3601 | 2034-01-01      | 4.5000%  | 0.0000% | $25316.36          | $25839.92          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $252674.69         | $253613.63         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $1261337.22        | $1157219.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $14543.53          | $14591.60          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  | 0.0000% | $110838.52         | $101620.70         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3851 | 2049-11-01      | 4.5000%  | 0.0000% | $36058.05          | $36084.73          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3870 | 2049-12-01      | 2.5000%  | 0.0000% | $321574.95         | $281376.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  | 0.0000% | $5832.73           | $5549.64           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $19492.16          | $18491.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3998 | 2050-04-01      | 4.5000%  | 0.0000% | $24065.92          | $24017.95          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  | 0.0000% | $55520.42          | $48536.26          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4118 | 2050-08-01      | 4.5000%  | 0.0000% | $4877.94           | $4861.65           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $219288.54         | $191624.32         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4170 | 2050-10-01      | 4.5000%  | 0.0000% | $175211.42         | $176529.01         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  | 0.0000% | $2200947.85        | $1997418.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4195 | 2050-10-01      | 4.5000%  | 0.0000% | $12701.40          | $12679.29          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  | 0.0000% | $2904.59           | $2650.37           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA4240 | 2030-12-01      | 3.0000%  | 0.0000% | $93751.35          | $92356.02          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $240989.96         | $200704.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  | 0.0000% | $2635478.95        | $2659296.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $4108879.09        | $4144745.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $3675304.44        | $3752383.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  | 0.0000% | $174255.88         | $179696.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  | 0.0000% | $21450.90          | $21603.20          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5324 | 2039-04-01      | 5.0000%  | 0.0000% | $9393.68           | $9577.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5330 | 2039-04-01      | 5.5000%  | 0.0000% | $110409.03         | $113856.80         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5360 | 2039-05-01      | 5.5000%  | 0.0000% | $7465.35           | $7693.04           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5373 | 2039-05-01      | 4.5000%  | 0.0000% | $9519.99           | $9587.58           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $568405.17         | $580166.73         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $5163931.71        | $4492546.00        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $14299.82          | $13610.08          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $141885.67         | $123438.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  | 0.0000% | $3521.37           | $3445.93           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $296793.31         | $295177.86         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4709 | 2052-07-01      | 5.0000%  | 0.0000% | $14249.16          | $14426.87          | Agency Mortgage-Backed Securities |
| GNII SF DP7955 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1282000.00        | $1322937.11        | Agency Mortgage-Backed Securities |
| 06.000 FGPC Z40007 G | 2037-03-01      | 6.0000%  | 0.0000% | $76987.20          | $81788.15          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G30810 G | 2032-01-01      | 4.5000%  | 0.0000% | $30049.16          | $30444.61          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G60864 G | 2047-02-01      | 3.0000%  | 0.0000% | $284.39            | $265.96            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1152 | 2055-06-01      | 6.0000%  | 0.0000% | $4971395.01        | $5144962.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8191 | 2055-09-01      | 6.0000%  | 0.0000% | $19551370.42       | $20266722.47       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0445 | 2055-01-01      | 5.5000%  | 0.0000% | $82325.11          | $83994.84          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0982 | 2051-02-01      | 4.0000%  | 0.0000% | $1579915.22        | $1561625.95        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0983 | 2050-11-01      | 4.0000%  | 0.0000% | $2760520.41        | $2727711.32        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0985 | 2049-08-01      | 4.5000%  | 0.0000% | $3905615.37        | $3940965.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1189 | 2054-10-01      | 6.0000%  | 0.0000% | $8329.49           | $8604.21           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1202 | 2052-06-01      | 3.0000%  | 0.0000% | $3650.76           | $3311.93           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1874 | 2053-04-01      | 5.0000%  | 0.0000% | $22848585.53       | $23131202.23       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $7792.04           | $6742.96           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3017 | 2055-09-01      | 6.0000%  | 0.0000% | $18676623.94       | $19246397.93       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3227 | 2055-04-01      | 6.0000%  | 0.0000% | $19776261.49       | $20393762.07       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $47424.86          | $48028.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $114765.64         | $117520.04         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $219173.91         | $218003.08         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $132521.48         | $134208.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4849 | 2037-11-01      | 4.5000%  | 0.0000% | $24114.69          | $24304.24          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $12362.02          | $11653.26          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $3049140.31        | $3086699.96        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $665346.00         | $691396.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4863 | 2038-01-01      | 4.5000%  | 0.0000% | $11083.72          | $11170.83          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | 0.0000% | $29886.29          | $29098.00          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4914 | 2038-02-01      | 4.5000%  | 0.0000% | $91602.46          | $92322.46          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  | 0.0000% | $137058.17         | $139795.38         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  | 0.0000% | $169872.07         | $176191.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4920 | 2053-02-01      | 6.0000%  | 0.0000% | $5048244.23        | $5230184.63        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA4934 | 2043-02-01      | 5.0000%  | 0.0000% | $8031.54           | $8291.49           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA4935 | 2043-02-01      | 6.0000%  | 0.0000% | $137569.97         | $142244.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA4961 | 2043-03-01      | 5.0000%  | 0.0000% | $7994.07           | $8213.51           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $7077.51           | $7350.21           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  | 0.0000% | $187542.92         | $186415.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $7274732.92        | $7445632.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5022 | 2043-05-01      | 5.5000%  | 0.0000% | $128349.01         | $132120.19         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $3378.35           | $3184.12           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5056 | 2053-05-01      | 3.5000%  | 0.0000% | $43180.83          | $40687.00          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA5062 | 2053-06-01      | 3.0000%  | 0.0000% | $3466.87           | $3138.46           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $6019430.99        | $6158071.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5093 | 2038-07-01      | 5.0000%  | 0.0000% | $73906.17          | $75351.64          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $41298.22          | $41747.59          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $14903493.92       | $15422632.28       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5109 | 2053-08-01      | 6.5000%  | 0.0000% | $18767.49          | $19569.08          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  | 0.0000% | $2934.55           | $2871.60           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | 0.0000% | $43723.02          | $44198.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5149 | 2038-09-01      | 5.5000%  | 0.0000% | $21813.19          | $22476.12          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $905.20            | $853.03            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5266 | 2039-02-01      | 5.0000%  | 0.0000% | $6964.32           | $7100.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | 0.0000% | $5716002.65        | $5901443.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  | 0.0000% | $102350.91         | $105555.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5425 | 2039-07-01      | 5.5000%  | 0.0000% | $21148.23          | $21793.29          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $1212577.06        | $1249485.88        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $12963.19          | $13516.90          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5452 | 2044-08-01      | 5.0000%  | 0.0000% | $629609.44         | $648609.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $518442.20         | $529065.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5479 | 2044-09-01      | 5.0000%  | 0.0000% | $251094.96         | $258968.82         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5506 | 2039-10-01      | 4.5000%  | 0.0000% | $15595.60          | $15706.33          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $426026.40         | $434645.86         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5557 | 2039-12-01      | 4.5000%  | 0.0000% | $12938.69          | $13024.60          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  | 0.0000% | $25440.57          | $25918.11          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5534 | 2039-11-01      | 4.5000%  | 0.0000% | $4542.01           | $4572.17           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $4377212.25        | $4508390.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $17067.93          | $17395.31          | Agency Mortgage-Backed Securities |
| GNII SF MB0258 M     | 2055-03-20      | 5.0000%  | 0.0000% | $300141.80         | $302384.19         | Agency Mortgage-Backed Securities |
| GNII JM 004286 M     | 2038-11-20      | 6.5000%  | 0.0000% | $191.62            | $197.79            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9648 | 2055-09-01      | 6.5000%  | 0.0000% | $890142.64         | $930833.24         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1489 | 2046-08-01      | 3.0000%  | 0.0000% | $1992.67           | $1854.68           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC2817 | 2046-09-01      | 3.0000%  | 0.0000% | $6460.73           | $5997.73           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBC2837 | 2046-09-01      | 4.5000%  | 0.0000% | $31636.50          | $32099.02          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $35145.30          | $32639.50          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBC6176 | 2031-07-01      | 2.5000%  | 0.0000% | $99972.22          | $97274.13          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBC9040 | 2031-11-01      | 2.0000%  | 0.0000% | $16178.48          | $15549.82          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD2455 | 2047-01-01      | 3.0000%  | 0.0000% | $141569.52         | $131548.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD5559 | 2046-11-01      | 3.0000%  | 0.0000% | $67553.05          | $62687.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8104 | 2046-10-01      | 3.0000%  | 0.0000% | $242133.46         | $225093.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2369 | 2047-03-01      | 4.0000%  | 0.0000% | $605987.19         | $599726.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE9612 | 2047-06-01      | 3.5000%  | 0.0000% | $13022.40          | $12505.64          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4010 | 2047-09-01      | 4.5000%  | 0.0000% | $62320.23          | $62904.67          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3779 | 2049-12-01      | 5.0000%  | 0.0000% | $14858619.88       | $15289551.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4647 | 2056-01-01      | 5.5000%  | 0.0000% | $40190271.00       | $41337390.64       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4662 | 2050-07-01      | 4.0000%  | 0.0000% | $5836440.00        | $5783730.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4664 | 2053-02-01      | 5.0000%  | 0.0000% | $19370140.00       | $19612714.41       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM1007 | 2034-05-01      | 4.0000%  | 0.0000% | $7132.04           | $7183.52           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFM1095 | 2049-02-01      | 6.0000%  | 0.0000% | $108405.25         | $115121.10         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1104 | 2049-05-01      | 3.5000%  | 0.0000% | $29925.34          | $28631.00          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1148 | 2048-12-01      | 3.5000%  | 0.0000% | $673.35            | $643.73            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1155 | 2032-06-01      | 2.5000%  | 0.0000% | $7007.45           | $6817.17           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1198 | 2049-07-01      | 3.0000%  | 0.0000% | $391912.14         | $360957.61         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1263 | 2049-07-01      | 4.5000%  | 0.0000% | $91568.08          | $91560.76          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM1353 | 2039-08-01      | 4.5000%  | 0.0000% | $8141.75           | $8295.36           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM1507 | 2028-12-01      | 4.5000%  | 0.0000% | $7.80              | $7.85              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1585 | 2049-09-01      | 3.0000%  | 0.0000% | $3270.50           | $3002.57           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  | 0.0000% | $115016.85         | $101242.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1942 | 2048-07-01      | 4.5000%  | 0.0000% | $341743.71         | $344894.24         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2077 | 2049-12-01      | 3.0000%  | 0.0000% | $5994.36           | $5552.60           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2178 | 2050-01-01      | 3.5000%  | 0.0000% | $7689.76           | $7314.79           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2261 | 2035-01-01      | 2.5000%  | 0.0000% | $104724.87         | $101374.26         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2338 | 2029-05-01      | 4.0000%  | 0.0000% | $113.26            | $113.26            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2549 | 2033-01-01      | 2.5000%  | 0.0000% | $18860.12          | $18417.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3522 | 2035-02-01      | 3.0000%  | 0.0000% | $1096.94           | $1079.96           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2741 | 2034-02-01      | 4.0000%  | 0.0000% | $6429.03           | $6475.42           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2893 | 2044-07-01      | 4.0000%  | 0.0000% | $7681.35           | $7664.56           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  | 0.0000% | $84922.39          | $87034.16          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2995 | 2027-01-01      | 4.5000%  | 0.0000% | $2.04              | $2.05              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM3463 | 2036-12-01      | 3.5000%  | 0.0000% | $10814.20          | $10674.42          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM3691 | 2039-11-01      | 4.5000%  | 0.0000% | $9921.17           | $10133.36          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  | 0.0000% | $4515.64           | $4567.93           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3936 | 2035-08-01      | 2.5000%  | 0.0000% | $29933.71          | $28885.90          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4311 | 2050-08-01      | 3.0000%  | 0.0000% | $220863.71         | $202500.36         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4344 | 2050-09-01      | 2.5000%  | 0.0000% | $14506203.24       | $12679227.54       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4946 | 2048-09-01      | 5.0000%  | 0.0000% | $58572.23          | $59793.53          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5010 | 2050-09-01      | 4.5000%  | 0.0000% | $404.56            | $407.73            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $93115.48          | $95651.02          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6289 | 2051-02-01      | 3.0000%  | 0.0000% | $293865.35         | $268053.59         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  | 0.0000% | $3472.26           | $3316.62           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5510 | 2051-01-01      | 2.0000%  | 0.0000% | $16930.85          | $14104.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5660 | 2049-08-01      | 4.5000%  | 0.0000% | $65124.57          | $65748.40          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5888 | 2044-07-01      | 5.0000%  | 0.0000% | $22275.23          | $22776.18          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5893 | 2050-08-01      | 5.0000%  | 0.0000% | $54754.09          | $56308.07          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM6080 | 2044-05-01      | 5.5000%  | 0.0000% | $18200.43          | $19074.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7126 | 2048-08-01      | 4.5000%  | 0.0000% | $38338.41          | $38638.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $68262.45          | $65286.39          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFM6315 | 2040-06-01      | 6.5000%  | 0.0000% | $99462.77          | $104860.85         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM6355 | 2050-08-01      | 4.5000%  | 0.0000% | $59789.41          | $59937.68          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6523 | 2051-03-01      | 2.5000%  | 0.0000% | $368839.79         | $323218.57         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6818 | 2050-08-01      | 3.5000%  | 0.0000% | $78740.91          | $74968.02          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6928 | 2051-04-01      | 2.0000%  | 0.0000% | $27720502.08       | $23245122.49       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8025 | 2051-07-01      | 2.5000%  | 0.0000% | $66787.21          | $59218.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  | 0.0000% | $115861.47         | $119385.89         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $14358.30          | $13528.87          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $1606.62           | $1655.49           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $1654.44           | $1685.52           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $63449.97          | $63956.68          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $5474738.37        | $5638812.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $16512514.41       | $16844948.02       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  | 0.0000% | $1557791.28        | $1570426.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | 0.0000% | $2704129.56        | $2725241.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA6003 | 2041-02-01      | 4.5000%  | 0.0000% | $2406088.00        | $2422083.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0687 | 2035-11-01      | 6.0000%  | 0.0000% | $45078.15          | $47217.62          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD1050 | 2040-02-01      | 4.5000%  | 0.0000% | $150383.01         | $152686.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD6946 | 2040-06-01      | 5.5000%  | 0.0000% | $25216.90          | $26263.41          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD8326 | 2040-07-01      | 5.5000%  | 0.0000% | $44052.56          | $45549.08          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0826 | 2041-01-01      | 4.5000%  | 0.0000% | $66740.39          | $67714.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0042 | 2040-05-01      | 5.5000%  | 0.0000% | $13433.68          | $14027.68          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0411 | 2040-09-01      | 4.5000%  | 0.0000% | $23498.54          | $23844.08          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0392 | 2039-12-01      | 5.5000%  | 0.0000% | $3665.85           | $3834.32           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5423 | 2050-03-01      | 3.0000%  | 0.0000% | $857380.61         | $780460.43         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5508 | 2050-04-01      | 3.0000%  | 0.0000% | $11529.26          | $10468.53          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  | 0.0000% | $359174.55         | $316962.76         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6053 | 2050-06-01      | 3.0000%  | 0.0000% | $2634188.81        | $2408548.59        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6086 | 2050-06-01      | 3.0000%  | 0.0000% | $128160.53         | $117063.32         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6591 | 2050-08-01      | 2.5000%  | 0.0000% | $115385.09         | $102132.60         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6934 | 2050-09-01      | 2.5000%  | 0.0000% | $63084.94          | $54670.96          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6970 | 2050-09-01      | 2.5000%  | 0.0000% | $112643.81         | $99305.16          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7028 | 2050-09-01      | 2.5000%  | 0.0000% | $21881.26          | $19337.57          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7972 | 2050-09-01      | 3.0000%  | 0.0000% | $5865120.86        | $5340759.51        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $827902.91         | $727653.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7231 | 2050-10-01      | 2.5000%  | 0.0000% | $123166.56         | $108176.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7278 | 2050-10-01      | 2.5000%  | 0.0000% | $372692.33         | $323480.38         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7599 | 2050-11-01      | 2.5000%  | 0.0000% | $41385.68          | $36619.52          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  | 0.0000% | $248340.10         | $215133.44         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA8289 | 2050-12-01      | 3.5000%  | 0.0000% | $287447.15         | $275150.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  | 0.0000% | $112402.07         | $99732.62          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0200 | 2051-04-01      | 3.0000%  | 0.0000% | $27220.18          | $24686.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0517 | 2051-05-01      | 2.5000%  | 0.0000% | $36618.54          | $31775.21          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1783 | 2051-10-01      | 2.5000%  | 0.0000% | $89238.08          | $78540.45          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1149 | 2051-07-01      | 3.0000%  | 0.0000% | $268736.57         | $244130.16         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1279 | 2051-08-01      | 2.5000%  | 0.0000% | $236881.00         | $207551.71         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1280 | 2051-08-01      | 2.5000%  | 0.0000% | $50875.58          | $44529.14          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1295 | 2051-08-01      | 2.0000%  | 0.0000% | $240092.44         | $199431.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1637 | 2051-09-01      | 3.0000%  | 0.0000% | $330443.33         | $301276.31         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2633 | 2052-01-01      | 2.5000%  | 0.0000% | $83030.39          | $73589.47          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2635 | 2052-01-01      | 2.5000%  | 0.0000% | $158169.24         | $138436.93         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $9377872.19        | $8168919.64        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  | 0.0000% | $22104.37          | $18564.34          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | 0.0000% | $993100.57         | $861378.25         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  | 0.0000% | $2281.32           | $2064.67           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  | 0.0000% | $24731.96          | $21892.84          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2835 | 2052-02-01      | 2.0000%  | 0.0000% | $429061.91         | $363454.25         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $209805.38         | $185721.94         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $4502.09           | $4416.06           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $71082.92          | $67793.75          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $144158.00         | $143432.31         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $61290.95          | $61092.06          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  | 0.0000% | $249223.89         | $257241.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888021 | 2036-12-01      | 6.0000%  | 0.0000% | $126.60            | $134.33            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888024 | 2035-06-01      | 6.5000%  | 0.0000% | $15937.10          | $16596.64          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888129 | 2037-02-01      | 5.5000%  | 0.0000% | $130.86            | $137.19            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889226 | 2036-02-01      | 6.0000%  | 0.0000% | $13104.23          | $13761.45          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888478 | 2037-07-01      | 6.0000%  | 0.0000% | $3877.81           | $4114.64           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888657 | 2035-02-01      | 5.5000%  | 0.0000% | $6321.92           | $6522.14           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888832 | 2037-11-01      | 6.5000%  | 0.0000% | $12341.35          | $13215.12          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889633 | 2037-08-01      | 5.5000%  | 0.0000% | $134.80            | $141.33            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889996 | 2038-06-01      | 5.5000%  | 0.0000% | $19702.95          | $20650.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890365 | 2041-07-01      | 5.5000%  | 0.0000% | $8484.55           | $8877.49           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CI890805 | 2031-03-01      | 4.0000%  | 0.0000% | $43.92             | $43.93             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL891805 | 2036-06-01      | 6.0000%  | 0.0000% | $1876.43           | $1985.53           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL911617 | 2037-05-01      | 6.0000%  | 0.0000% | $49426.47          | $52163.28          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL912497 | 2037-03-01      | 6.0000%  | 0.0000% | $11890.55          | $12636.89          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL930673 | 2039-03-01      | 4.5000%  | 0.0000% | $115590.77         | $117419.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL929962 | 2038-09-01      | 6.0000%  | 0.0000% | $381.77            | $405.15            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL930924 | 2039-04-01      | 4.5000%  | 0.0000% | $20279.84          | $20600.67          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL934693 | 2038-12-01      | 5.5000%  | 0.0000% | $1023.73           | $1063.21           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL938472 | 2037-07-01      | 6.0000%  | 0.0000% | $36436.95          | $38666.14          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL940624 | 2037-08-01      | 6.0000%  | 0.0000% | $4256.83           | $4517.36           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL942786 | 2037-08-01      | 6.0000%  | 0.0000% | $1680.21           | $1783.09           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL946351 | 2037-09-01      | 6.0000%  | 0.0000% | $73.27             | $77.75             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL946803 | 2037-09-01      | 6.5000%  | 0.0000% | $1400.80           | $1490.74           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL952003 | 2037-11-01      | 6.0000%  | 0.0000% | $19.10             | $19.92             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL953927 | 2037-12-01      | 6.0000%  | 0.0000% | $4346.53           | $4612.81           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL955005 | 2037-09-01      | 6.0000%  | 0.0000% | $742.87            | $788.28            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL963145 | 2038-05-01      | 6.0000%  | 0.0000% | $32780.88          | $34676.38          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL970958 | 2039-01-01      | 6.0000%  | 0.0000% | $150.06            | $157.34            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL971036 | 2039-02-01      | 4.5000%  | 0.0000% | $1383.75           | $1405.65           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL975376 | 2038-06-01      | 5.5000%  | 0.0000% | $174996.85         | $182976.74         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985661 | 2038-06-01      | 5.5000%  | 0.0000% | $10812.49          | $11280.69          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985559 | 2038-06-01      | 5.5000%  | 0.0000% | $10395.40          | $10854.75          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL986148 | 2038-01-01      | 5.5000%  | 0.0000% | $62541.53          | $65566.36          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL992144 | 2038-10-01      | 6.0000%  | 0.0000% | $18.63             | $19.53             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL994459 | 2038-11-01      | 6.0000%  | 0.0000% | $881.13            | $913.54            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995024 | 2037-08-01      | 5.5000%  | 0.0000% | $26451.33          | $27718.14          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL995240 | 2037-08-01      | 4.5000%  | 0.0000% | $2121.02           | $2154.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995838 | 2039-05-01      | 5.5000%  | 0.0000% | $25218.16          | $26395.05          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAB0299 | 2037-02-01      | 6.0000%  | 0.0000% | $4978.28           | $5282.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1388 | 2040-08-01      | 4.5000%  | 0.0000% | $34586.26          | $35098.38          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  | 0.0000% | $1631.57           | $1656.73           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB2275 | 2041-02-01      | 4.5000%  | 0.0000% | $96243.41          | $97649.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2503 | 2031-03-01      | 4.5000%  | 0.0000% | $9093.39           | $9203.50           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  | 0.0000% | $38855.60          | $39423.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3419 | 2041-08-01      | 4.5000%  | 0.0000% | $3422.85           | $3472.84           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB3936 | 2041-11-01      | 3.5000%  | 0.0000% | $249.66            | $242.70            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB6670 | 2042-10-01      | 3.0000%  | 0.0000% | $7393.53           | $6971.15           | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $372729.45         | $357040.44         | Agency Mortgage-Backed Securities |
| GNII SF MA6772 M     | 2050-07-20      | 6.0000%  | 0.0000% | $25704.64          | $27169.12          | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $101494.49         | $85795.77          | Agency Mortgage-Backed Securities |
| GNII SF MA6997 M     | 2050-11-20      | 3.5000%  | 0.0000% | $43654.00          | $41585.97          | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $191203.24         | $168669.09         | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $14394.32          | $14562.69          | Agency Mortgage-Backed Securities |
| GNII SF MA9169 M     | 2053-06-20      | 4.5000%  | 0.0000% | $462220.05         | $459469.84         | Agency Mortgage-Backed Securities |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $2453206.63        | $2510543.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH9314 | 2047-09-01      | 3.5000%  | 0.0000% | $11713.46          | $11254.50          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2325 | 2049-09-01      | 3.5000%  | 0.0000% | $7525.18           | $7139.01           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO3192 | 2049-10-01      | 3.0000%  | 0.0000% | $564566.34         | $517790.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4708 | 2049-11-01      | 3.0000%  | 0.0000% | $17458.04          | $16000.76          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO8944 | 2050-01-01      | 3.0000%  | 0.0000% | $170512.50         | $154326.89         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP1418 | 2050-03-01      | 3.0000%  | 0.0000% | $163407.62         | $150405.87         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  | 0.0000% | $11306.27          | $10340.85          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  | 0.0000% | $775821.81         | $708377.03         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | 0.0000% | $222681.43         | $203184.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1210 | 2052-02-01      | 3.5000%  | 0.0000% | $2940540.29        | $2800049.44        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  | 0.0000% | $139947.35         | $129195.71         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | 0.0000% | $4653.70           | $4214.51           | Agency Mortgage-Backed Securities |

### Security 195: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 196: Natixis

- **C.1 - Title:** Natixis 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: 63899Y008, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: 63899Y008_3.66_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $37500000.00       | $27123664.85       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  | 0.0000% | $57834560.00       | $59621370.90       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $50000000.00       | $50274604.70       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | 0.0000% | $4694600.00        | $4783822.79        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | 0.0000% | $7335792.26        | $7328268.98        | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | 0.0000% | $12557169.70       | $12572274.52       | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | 0.0000% | $100045795.90      | $105020911.15      | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  | 0.0000% | $27481773.06       | $28048577.20       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | 0.0000% | $9253650.00        | $9418619.93        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | 0.0000% | $6757175.86        | $6499655.85        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | 0.0000% | $1557416.15        | $1592236.53        | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | 0.0000% | $14419101.02       | $14576946.76       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $9826250.00        | $9488867.72        | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | 0.0000% | $166959.54         | $135658.00         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49254463.81       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $70657400.00       | $70568170.25       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $24954750.00       | $25735170.10       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $21389000.00       | $16102316.56       | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  | 0.0000% | $74032929.03       | $44630297.66       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | 0.0000% | $73551314.52       | $41733268.62       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $172500000.00      | $114418077.75      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $79994700.00       | $61228030.45       | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $36339642.82       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | 0.0000% | $32689256.50       | $18136177.22       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $27001900.00       | $20544025.50       | U.S. Treasuries (including strips) |
| TINT 05/15/34    | 2034-05-15      | 0.0000%  | 0.0000% | $50000000.00       | $36279000.00       | U.S. Treasuries (including strips) |
| TINT 11/15/28    | 2028-11-15      | 0.0000%  | 0.0000% | $38999995.41       | $35528722.82       | U.S. Treasuries (including strips) |
| TINT 05/15/48    | 2048-05-15      | 0.0000%  | 0.0000% | $46500000.00       | $15834552.00       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $6700000.00        | $6804519.63        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | 0.0000% | $18706800.00       | $19213692.78       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51837707.45       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $13310000.00       | $10622333.02       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $12715450.00       | $8704372.18        | U.S. Treasuries (including strips) |

### Security 197: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 198: 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):** $6657550.00
- **C.18.a - Value (excl. sponsor support):** $6657550.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2000000.35
- **C.18.a - Value (excl. sponsor support):** $2000000.35
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6249999.08
- **C.18.a - Value (excl. sponsor support):** $6249999.08
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11333333.33
- **C.18.a - Value (excl. sponsor support):** $11333333.33
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 6903537A9, C.4 - ISIN: US6903537A98, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $36279070.23
- **C.18.a - Value (excl. sponsor support):** $36279070.23
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $4210000.01
- **C.18.a - Value (excl. sponsor support):** $4210000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7893750.02
- **C.18.a - Value (excl. sponsor support):** $7893750.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2473375.01
- **C.18.a - Value (excl. sponsor support):** $2473375.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 209: 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):** $6037735.64
- **C.18.a - Value (excl. sponsor support):** $6037735.64
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 210: 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):** $6660383.00
- **C.18.a - Value (excl. sponsor support):** $6660383.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 690353T80, C.4 - ISIN: US690353T807, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10102478.00
- **C.18.a - Value (excl. sponsor support):** $10102478.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 214: 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: 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:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 215: 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: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $4696750.00
- **C.18.a - Value (excl. sponsor support):** $4696750.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $7609438.00
- **C.18.a - Value (excl. sponsor support):** $7609438.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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. 3.830000%
- **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):** $11008548.15
- **C.18.a - Value (excl. sponsor support):** $11008548.15
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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):** $6683375.02
- **C.18.a - Value (excl. sponsor support):** $6683375.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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. 3.830000%
- **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):** $12717950.29
- **C.18.a - Value (excl. sponsor support):** $12717950.29
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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):** $2631250.01
- **C.18.a - Value (excl. sponsor support):** $2631250.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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):** $1983100.00
- **C.18.a - Value (excl. sponsor support):** $1983100.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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):** $6157125.02
- **C.18.a - Value (excl. sponsor support):** $6157125.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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):** $3578500.01
- **C.18.a - Value (excl. sponsor support):** $3578500.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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):** $3683750.01
- **C.18.a - Value (excl. sponsor support):** $3683750.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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):** $10682875.03
- **C.18.a - Value (excl. sponsor support):** $10682875.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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. 3.830000%
- **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):** $9957347.73
- **C.18.a - Value (excl. sponsor support):** $9957347.73
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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: Plaza Patria Court Ltd. a California LP

- **C.1 - Title:** Plaza Patria Court Ltd. a California LP 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 72820VAA6, C.4 - ISIN: US72820VAA61, C.3 - LEI: 549300PD6SGONNYS0B90
- **C.18 - Value (incl. sponsor support):** $16505000.00
- **C.18.a - Value (excl. sponsor support):** $16505000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 230: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 231: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 232: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 233: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 234: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 235: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 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: 857466007, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 857466007_3.68_0302
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 02.500 CLRA5817 | 2051-08-01      | 2.5000%  | 0.0000% | $3774598.61        | $3280339.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $77819.09          | $78711.76          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9473 | 2053-07-01      | 5.5000%  | 0.0000% | $61887314.85       | $63454996.16       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CNRD5285 | 2036-02-01      | 4.5000%  | 0.0000% | $627383.67         | $635520.83         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0019 | 2050-11-01      | 2.0000%  | 0.0000% | $60003.31          | $48593.95          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3PRE6066 | 2050-10-01      | 2.0000%  | 0.0000% | $9888.08           | $7977.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7515 | 2054-06-01      | 6.5000%  | 0.0000% | $949581.73         | $1020259.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4517 | 2048-09-01      | 4.0000%  | 0.0000% | $1219751.44        | $1205269.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | 0.0000% | $71999.49          | $71151.25          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1946 | 2048-10-01      | 4.5000%  | 0.0000% | $1744736.33        | $1768206.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5411 | 2049-04-01      | 4.5000%  | 0.0000% | $4210680.59        | $4256193.84        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $23626.42          | $23789.58          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $142623.39         | $139848.92         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  | 0.0000% | $4936069.47        | $4080275.68        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  | 0.0000% | $210617.57         | $208377.63         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7900 | 2051-07-01      | 2.5000%  | 0.0000% | $63656.18          | $56261.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7895 | 2048-11-01      | 3.5000%  | 0.0000% | $22012.58          | $21197.17          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $88661.02          | $76874.03          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  | 0.0000% | $1411977.52        | $1439913.49        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFM9886 | 2041-12-01      | 2.0000%  | 0.0000% | $69065.27          | $61007.04          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9218 | 2051-10-01      | 2.0000%  | 0.0000% | $224675.45         | $186629.91         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFS0106 | 2041-11-01      | 2.0000%  | 0.0000% | $37339.29          | $33006.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0146 | 2043-09-01      | 3.5000%  | 0.0000% | $612.25            | $593.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0288 | 2052-01-01      | 2.0000%  | 0.0000% | $932911.79         | $780720.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0563 | 2051-06-01      | 3.0000%  | 0.0000% | $544169.65         | $501514.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0584 | 2052-02-01      | 2.0000%  | 0.0000% | $70299.56          | $58502.20          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0612 | 2052-02-01      | 2.0000%  | 0.0000% | $68364.72          | $57624.24          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS0697 | 2042-02-01      | 2.5000%  | 0.0000% | $259425.77         | $238243.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1790 | 2052-05-01      | 4.0000%  | 0.0000% | $602089.62         | $586208.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1512 | 2054-12-01      | 5.5000%  | 0.0000% | $74708.22          | $77148.73          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4202 | 2055-06-01      | 6.0000%  | 0.0000% | $3955618.40        | $4122226.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  | 0.0000% | $979.61            | $1003.16           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4840 | 2055-06-01      | 6.0000%  | 0.0000% | $10286286.72       | $10696610.12       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3904 | 2055-09-01      | 6.0000%  | 0.0000% | $991.63            | $1038.38           | Agency Mortgage-Backed Securities  |
| 05.700 FGPC T30075 G | 2037-03-01      | 5.7000%  | 0.0000% | $52415.55          | $54258.83          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL256060 | 2035-12-01      | 6.0000%  | 0.0000% | $60244.95          | $63929.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $134765.24         | $117419.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8177 | 2052-06-01      | 4.5000%  | 0.0000% | $4130042.70        | $4132595.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1421 | 2052-01-01      | 3.0000%  | 0.0000% | $35806.10          | $32806.14          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | 0.0000% | $1150628.20        | $1230992.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  | 0.0000% | $137720.09         | $134465.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  | 0.0000% | $748.11            | $656.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4297 | 2052-03-01      | 3.5000%  | 0.0000% | $1457673.60        | $1387642.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7959 | 2052-08-01      | 5.0000%  | 0.0000% | $53970.53          | $54649.00          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV9959 | 2052-06-01      | 4.0000%  | 0.0000% | $6187574.85        | $6045872.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790 | 2052-09-01      | 5.0000%  | 0.0000% | $730.20            | $739.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | 0.0000% | $412297.88         | $405880.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1316 | 2052-11-01      | 4.5000%  | 0.0000% | $10405737.05       | $10395570.65       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2602 | 2051-12-01      | 3.0000%  | 0.0000% | $187876.35         | $171614.27         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2637 | 2052-05-01      | 2.5000%  | 0.0000% | $29518.00          | $25860.00          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1949 | 2052-06-01      | 4.0000%  | 0.0000% | $37943.58          | $37053.76          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2180 | 2052-04-01      | 2.0000%  | 0.0000% | $52967.58          | $44317.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | 0.0000% | $690.55            | $691.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  | 0.0000% | $174.61            | $178.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  | 0.0000% | $731.46            | $700.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3045 | 2052-10-01      | 5.0000%  | 0.0000% | $34782.43          | $35501.77          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3095 | 2052-08-01      | 3.5000%  | 0.0000% | $970130.14         | $924992.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3695 | 2044-11-01      | 4.0000%  | 0.0000% | $17579282.33       | $17331992.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  | 0.0000% | $3442725.80        | $3507366.81        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4205 | 2053-03-01      | 2.5000%  | 0.0000% | $850.39            | $737.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4529 | 2053-03-01      | 5.5000%  | 0.0000% | $798.77            | $818.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  | 0.0000% | $4688910.00        | $4753889.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4786 | 2053-05-01      | 5.5000%  | 0.0000% | $742.88            | $764.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4832 | 2053-05-01      | 5.0000%  | 0.0000% | $1351476.53        | $1372479.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | 0.0000% | $64841.32          | $62264.78          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  | 0.0000% | $22681070.60       | $23531686.35       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | 0.0000% | $7389875.49        | $7569857.55        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0736 | 2055-02-01      | 5.5000%  | 0.0000% | $10326811.23       | $10724075.62       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  | 0.0000% | $14538846.39       | $14872196.29       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  | 0.0000% | $5356706.56        | $5519659.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1220 | 2055-04-01      | 6.0000%  | 0.0000% | $24958246.35       | $25809156.16       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1354 | 2055-04-01      | 6.0000%  | 0.0000% | $850.81            | $888.62            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2240 | 2055-07-01      | 5.0000%  | 0.0000% | $1020.86           | $1032.37           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL2246 | 2053-09-01      | 4.5000%  | 0.0000% | $2431346.42        | $2423456.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2511 | 2055-09-01      | 5.5000%  | 0.0000% | $996.12            | $1031.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2547 | 2055-09-01      | 5.0000%  | 0.0000% | $621831.52         | $631509.16         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL3527 | 2048-04-01      | 3.5000%  | 0.0000% | $694497.94         | $659274.94         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL2952 | 2052-05-01      | 2.5000%  | 0.0000% | $1013.49           | $893.66            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0095 | 2053-10-01      | 6.0000%  | 0.0000% | $15946128.75       | $16507278.33       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0309 | 2053-11-01      | 6.0000%  | 0.0000% | $787.59            | $818.07            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0714 | 2054-01-01      | 6.5000%  | 0.0000% | $24577735.21       | $25655799.32       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0722 | 2054-01-01      | 7.0000%  | 0.0000% | $407221.83         | $440299.46         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | 0.0000% | $887.33            | $917.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  | 0.0000% | $6631198.41        | $6847807.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0933 | 2054-02-01      | 6.0000%  | 0.0000% | $20405506.46       | $21413484.06       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  | 0.0000% | $41165592.88       | $42050950.43       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  | 0.0000% | $906.51            | $925.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | 0.0000% | $5649426.20        | $5833960.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  | 0.0000% | $14132414.51       | $14427021.96       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  | 0.0000% | $890537.78         | $931723.66         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1538 | 2054-05-01      | 6.5000%  | 0.0000% | $7452599.40        | $7776895.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | 0.0000% | $858.65            | $877.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | 0.0000% | $503453.40         | $516282.51         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  | 0.0000% | $11668679.29       | $12397545.19       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2317 | 2054-09-01      | 6.5000%  | 0.0000% | $822.77            | $868.51            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  | 0.0000% | $49841.83          | $46689.66          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $77663600.94       | $75401864.31       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3160 | 2043-02-01      | 3.0000%  | 0.0000% | $14562837.19       | $13721653.74       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  | 0.0000% | $30110.81          | $30140.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9035 | 2046-08-01      | 3.0000%  | 0.0000% | $13499720.78       | $12544138.55       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7860 | 2052-09-01      | 4.5000%  | 0.0000% | $65115.19          | $64956.05          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4593 | 2053-08-01      | 6.0000%  | 0.0000% | $3985786.19        | $4134050.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $299326.68         | $301898.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  | 0.0000% | $21459150.07       | $21727842.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY8994 | 2053-08-01      | 5.0000%  | 0.0000% | $4153035.43        | $4210758.93        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  | 0.0000% | $4154126.68        | $4120000.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  | 0.0000% | $141.97            | $141.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  | 0.0000% | $41108.94          | $40620.89          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  | 0.0000% | $87485.33          | $88090.63          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  | 0.0000% | $162.11            | $163.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  | 0.0000% | $7735452.24        | $7943181.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5719 | 2052-05-01      | 3.0000%  | 0.0000% | $448335.22         | $412269.64         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5745 | 2053-08-01      | 6.5000%  | 0.0000% | $663.03            | $695.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5954 | 2053-10-01      | 6.0000%  | 0.0000% | $35539767.12       | $36861787.21       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6043 | 2053-05-01      | 3.5000%  | 0.0000% | $47562.32          | $44852.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  | 0.0000% | $721.38            | $726.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  | 0.0000% | $250741.69         | $254517.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  | 0.0000% | $8902159.28        | $8792875.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | 0.0000% | $56395.22          | $48992.53          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7733 | 2051-10-01      | 4.0000%  | 0.0000% | $1828547.81        | $1812176.62        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNFS7761 | 2031-09-01      | 1.5000%  | 0.0000% | $2237656.91        | $2127269.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8153 | 2054-06-01      | 6.0000%  | 0.0000% | $877213.39         | $917436.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $17043.81          | $14139.96          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  | 0.0000% | $21796982.04       | $23107227.68       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  | 0.0000% | $4371433.16        | $4124393.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $173782.22         | $182452.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  | 0.0000% | $6118052.91        | $6268013.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | 0.0000% | $439725.49         | $453885.68         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9998 | 2054-12-01      | 6.0000%  | 0.0000% | $811.70            | $842.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 ZLFP0038 | 2052-01-25      | 2.5000%  | 0.0000% | $945237.24         | $823959.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 ZLFP0039 | 2050-11-25      | 3.5000%  | 0.0000% | $835.47            | $802.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0848 | 2055-08-01      | 5.5000%  | 0.0000% | $966.91            | $1003.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0861 | 2055-08-01      | 5.5000%  | 0.0000% | $901.28            | $924.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0874 | 2055-08-01      | 6.0000%  | 0.0000% | $3955772.79        | $4124369.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0082 | 2055-03-01      | 5.0000%  | 0.0000% | $2556660.05        | $2611324.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0213 | 2055-04-01      | 5.0000%  | 0.0000% | $983.41            | $996.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0247 | 2055-04-01      | 5.5000%  | 0.0000% | $1032.24           | $1064.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3481 | 2055-02-15      | 5.5000%  | 0.0000% | $655938.24         | $678209.46         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2923 | 2054-11-01      | 6.0000%  | 0.0000% | $847.14            | $878.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  | 0.0000% | $4031463.23        | $4126405.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3713 | 2055-03-01      | 5.0000%  | 0.0000% | $31281908.50       | $31766844.12       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3880 | 2055-03-01      | 5.0000%  | 0.0000% | $20343469.61       | $20680746.25       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4008 | 2055-04-01      | 5.5000%  | 0.0000% | $4016816.10        | $4109039.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4007 | 2055-04-01      | 5.5000%  | 0.0000% | $3011536.27        | $3104406.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4173 | 2055-05-01      | 6.5000%  | 0.0000% | $977.20            | $1044.68           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4753 | 2055-09-01      | 6.0000%  | 0.0000% | $24101337.10       | $24952652.56       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  | 0.0000% | $259185.36         | $267652.75         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5143 | 2055-10-01      | 4.5000%  | 0.0000% | $24381699.34       | $24256401.79       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | 0.0000% | $5760.87           | $5807.59           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0061 | 2041-02-01      | 4.5000%  | 0.0000% | $98433.84          | $99088.23          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $7183096.77        | $6960426.36        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $348.36            | $352.48            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  | 0.0000% | $248.13            | $237.17            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $107.28            | $106.28            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4763 | 2048-04-01      | 3.5000%  | 0.0000% | $55412.29          | $52950.20          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $57365.99          | $56641.28          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $7803509.31        | $7357746.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | 0.0000% | $235.89            | $227.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS0037 | 2043-07-01      | 3.5000%  | 0.0000% | $398024.24         | $384172.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS0558 | 2043-09-01      | 4.5000%  | 0.0000% | $5751938.05        | $5835973.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4403 | 2045-02-01      | 3.5000%  | 0.0000% | $6502593.40        | $6285470.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $3421025.14        | $3304086.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  | 0.0000% | $1185717.03        | $1138337.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $15396127.54       | $14810578.60       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | 0.0000% | $270.34            | $259.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  | 0.0000% | $172.55            | $160.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | 0.0000% | $214.01            | $205.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | 0.0000% | $260816.34         | $250251.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  | 0.0000% | $32516.68          | $32865.09          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | 0.0000% | $262.70            | $243.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | 0.0000% | $235.84            | $227.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  | 0.0000% | $1437316.06        | $1458335.37        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB1784 | 2036-06-01      | 1.5000%  | 0.0000% | $8406310.99        | $7704042.16        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $49161.74          | $48108.58          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $693.98            | $661.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $78430.97          | $74217.49          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1807 | 2052-07-01      | 4.5000%  | 0.0000% | $727.27            | $723.57            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $148786.35         | $141044.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  | 0.0000% | $17593633.37       | $18219847.47       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  | 0.0000% | $41.03             | $40.62             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  | 0.0000% | $156.69            | $147.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY1106 | 2045-04-01      | 3.0000%  | 0.0000% | $14842030.79       | $13904796.13       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  | 0.0000% | $109.23            | $105.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4121 | 2052-07-01      | 4.0000%  | 0.0000% | $788.28            | $767.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $182496.66         | $189615.55         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $175443.64         | $174668.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  | 0.0000% | $368934.76         | $374860.27         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $2632639.19        | $2638191.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  | 0.0000% | $38302686.90       | $39692776.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  | 0.0000% | $47062.25          | $48086.24          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $390006.92         | $390435.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | 0.0000% | $12130615.67       | $12338511.51       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | 0.0000% | $1366166.56        | $1385237.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | 0.0000% | $18129311.13       | $18889821.62       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $18666573.64       | $19540586.16       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $819.68            | $818.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  | 0.0000% | $5905962.72        | $6058060.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $1087792.90        | $1081980.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  | 0.0000% | $448.00            | $458.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $589562.33         | $617795.49         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6616 | 2053-06-01      | 6.0000%  | 0.0000% | $24657303.42       | $25674376.08       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | 0.0000% | $18620840.25       | $18531069.18       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  | 0.0000% | $63217.49          | $65569.14          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $75662782.63       | $77448592.42       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $6164908.10        | $6279193.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB8725 | 2043-03-01      | 3.5000%  | 0.0000% | $204.96            | $199.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9241 | 2043-05-01      | 3.0000%  | 0.0000% | $1742102.60        | $1641124.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAC1600 | 2029-08-01      | 4.5000%  | 0.0000% | $27153.19          | $27273.20          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | 0.0000% | $34584.85          | $34858.07          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  | 0.0000% | $52770.37          | $53744.57          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  | 0.0000% | $55010.54          | $55118.30          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1253 | 2042-11-01      | 4.0000%  | 0.0000% | $64233.35          | $63907.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  | 0.0000% | $2374278.63        | $2284573.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  | 0.0000% | $161.91            | $155.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CWMA1635 | 2028-09-01      | 3.0000%  | 0.0000% | $49.76             | $49.24             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA1608 | 2033-10-01      | 3.5000%  | 0.0000% | $78435.62          | $77538.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  | 0.0000% | $59221.31          | $57182.13          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  | 0.0000% | $134377.97         | $132339.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2176 | 2035-02-01      | 3.0000%  | 0.0000% | $119016.53         | $114793.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  | 0.0000% | $265.37            | $268.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  | 0.0000% | $117246.41         | $117312.76         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $5641.73           | $5375.36           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $19174.48          | $18224.72          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3364 | 2033-05-01      | 3.5000%  | 0.0000% | $81.97             | $81.49             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA3353 | 2033-04-01      | 4.0000%  | 0.0000% | $63.38             | $63.81             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3414 | 2048-07-01      | 3.5000%  | 0.0000% | $1034.86           | $990.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  | 0.0000% | $174924.88         | $173882.99         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4412 | 2051-09-01      | 1.5000%  | 0.0000% | $810015.84         | $641539.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $12727087.70       | $11845869.80       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $725166.33         | $601680.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3392 | 2053-07-01      | 5.5000%  | 0.0000% | $5528514.50        | $5718801.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5143 | 2054-04-01      | 6.0000%  | 0.0000% | $762.04            | $797.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | 0.0000% | $819.45            | $866.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  | 0.0000% | $5505360.46        | $5578753.03        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  | 0.0000% | $23884.72          | $24448.07          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $10738.73          | $10225.29          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $6014.85           | $5512.77           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $39445.43          | $34473.35          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | 0.0000% | $32474.61          | $31025.52          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $823.21            | $727.54            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $138687.84         | $127469.61         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  | 0.0000% | $27571116.95       | $28630405.38       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $70039624.76       | $73450087.53       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $69623.85          | $57919.69          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $166811.74         | $138457.82         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $7214557.39        | $6538962.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $1240865.72        | $1252462.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $27699.65          | $28348.13          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  | 0.0000% | $69041.63          | $73052.63          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1674 | 2053-10-01      | 6.0000%  | 0.0000% | $12899909.78       | $13403126.66       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | 0.0000% | $852.83            | $896.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  | 0.0000% | $42196.06          | $44883.13          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $10694.56          | $11366.02          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  | 0.0000% | $484460.04         | $494213.29         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6704 | 2054-06-01      | 6.5000%  | 0.0000% | $139324.98         | $146164.51         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7023 | 2054-06-01      | 7.0000%  | 0.0000% | $2853515.56        | $3043561.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | 0.0000% | $3923206.31        | $4103742.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  | 0.0000% | $1189537.32        | $1258768.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6019 | 2054-12-01      | 5.0000%  | 0.0000% | $1052348.75        | $1069815.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273 | 2053-10-01      | 6.0000%  | 0.0000% | $664.06            | $704.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $21911527.62       | $22417929.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617 | 2053-12-01      | 6.0000%  | 0.0000% | $12268345.05       | $12681093.07       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $72338.98          | $75108.35          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8314 | 2054-04-01      | 5.0000%  | 0.0000% | $891.06            | $907.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  | 0.0000% | $11291916.44       | $11944830.10       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  | 0.0000% | $31027298.06       | $32617674.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8718 | 2054-06-01      | 6.5000%  | 0.0000% | $805.69            | $861.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8789 | 2054-04-01      | 5.5000%  | 0.0000% | $914702.07         | $934514.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | 0.0000% | $7340339.61        | $7480151.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9816 | 2055-01-01      | 6.0000%  | 0.0000% | $849.16            | $877.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9017 | 2054-08-01      | 6.0000%  | 0.0000% | $899.76            | $931.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  | 0.0000% | $6361127.60        | $6669009.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  | 0.0000% | $943.31            | $958.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9473 | 2054-11-01      | 5.0000%  | 0.0000% | $6636644.01        | $6746673.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9993 | 2055-02-01      | 6.0000%  | 0.0000% | $761.60            | $785.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  | 0.0000% | $54.84             | $54.65             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $103.56            | $103.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | 0.0000% | $73249.03          | $71653.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3931 | 2035-02-01      | 3.0000%  | 0.0000% | $2101543.22        | $2048220.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $37529.54          | $35602.91          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $930095.18         | $849849.04         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | 0.0000% | $192258.45         | $168163.76         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  | 0.0000% | $328.16            | $313.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  | 0.0000% | $176.73            | $179.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | 0.0000% | $1498624.94        | $1250606.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $411989.63         | $343291.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $506.85            | $461.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  | 0.0000% | $2860026.12        | $2885872.50        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $757.11            | $753.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $54989.25          | $53809.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $812.67            | $736.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $22248782.18       | $22127682.06       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $137661.17         | $129789.26         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $1239538.24        | $1268145.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $55963869.66       | $57227098.55       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8395 | 2054-01-01      | 5.5000%  | 0.0000% | $784.10            | $801.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $159020.83         | $162230.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $16338.78          | $16671.90          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3619 | 2053-09-01      | 5.5000%  | 0.0000% | $63005.95          | $65383.93          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4231 | 2052-08-01      | 4.5000%  | 0.0000% | $19330327.80       | $19277749.31       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q22339 G | 2043-10-01      | 4.5000%  | 0.0000% | $1073195.35        | $1087447.39        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC V83810 G | 2047-12-01      | 3.5000%  | 0.0000% | $398.46            | $383.08            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62053 G | 2049-03-01      | 4.0000%  | 0.0000% | $3288257.88        | $3262408.52        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62276 G | 2049-03-01      | 4.5000%  | 0.0000% | $763028.86         | $760966.39         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $3070591.33        | $2943799.80        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q51632 G | 2047-10-01      | 3.5000%  | 0.0000% | $258.40            | $247.19            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | 0.0000% | $138.03            | $145.86            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | 0.0000% | $228381.19         | $240751.59         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | 0.0000% | $324.09            | $314.80            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3013 | 2055-02-01      | 6.5000%  | 0.0000% | $1295092.99        | $1360182.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5981 | 2055-04-01      | 5.5000%  | 0.0000% | $1173715.53        | $1210982.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7122 | 2055-08-01      | 6.5000%  | 0.0000% | $1040774.11        | $1088154.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  | 0.0000% | $997.32            | $1041.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9756 | 2055-08-01      | 6.0000%  | 0.0000% | $993.62            | $1034.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2737 | 2055-08-01      | 6.0000%  | 0.0000% | $984.83            | $1033.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  | 0.0000% | $1680263.34        | $1736695.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3613 | 2055-07-01      | 5.5000%  | 0.0000% | $32550184.52       | $33230783.55       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  | 0.0000% | $4897637.52        | $4947407.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6529 | 2055-08-01      | 6.5000%  | 0.0000% | $1000401.13        | $1067383.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8509 | 2055-08-01      | 6.0000%  | 0.0000% | $993.32            | $1037.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8719 | 2055-09-01      | 5.5000%  | 0.0000% | $993.71            | $1017.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8793 | 2055-09-01      | 6.5000%  | 0.0000% | $5476279.92        | $5711132.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9773 | 2055-10-01      | 5.5000%  | 0.0000% | $2506036.31        | $2575877.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG2999 | 2056-03-01      | 4.5000%  | 0.0000% | $2879017.00        | $2861999.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1716 | 2055-01-01      | 5.5000%  | 0.0000% | $23180715.88       | $23884765.73       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  | 0.0000% | $11145102.44       | $11080973.52       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1816 | 2052-01-01      | 3.5000%  | 0.0000% | $6959687.20        | $6620533.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2523 | 2052-08-01      | 3.0000%  | 0.0000% | $642862.80         | $590978.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3507 | 2055-11-01      | 5.5000%  | 0.0000% | $2546531.11        | $2645278.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2710 | 2055-09-01      | 5.5000%  | 0.0000% | $5346837.79        | $5493620.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2978 | 2055-07-01      | 6.5000%  | 0.0000% | $24373886.03       | $25735373.38       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $44804352.99       | $44574058.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $686291.76         | $703462.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $15888.86          | $16510.96          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $172311.40         | $176411.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $93342.12          | $94477.26          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $16928553.24       | $17512289.25       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $10940779.32       | $11328557.00       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $36642.01          | $37074.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $4010002.63        | $4102361.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $2839252.47        | $2904646.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $10615345.98       | $10854957.93       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  | 0.0000% | $26923.20          | $27763.54          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  | 0.0000% | $11121.10          | $11469.21          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $7083227.56        | $7295464.66        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $693.51            | $611.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE4075 | 2052-06-01      | 4.0000%  | 0.0000% | $829.88            | $810.12            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8596 | 2052-09-01      | 4.5000%  | 0.0000% | $10065944.36       | $10025891.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | 0.0000% | $13497576.95       | $13911672.11       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5670 | 2053-01-01      | 5.5000%  | 0.0000% | $627.33            | $642.51            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5665 | 2053-11-01      | 6.5000%  | 0.0000% | $1002237.40        | $1051858.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  | 0.0000% | $1972247.32        | $2082545.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  | 0.0000% | $9642774.88        | $9868726.52        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5599 | 2054-10-01      | 5.5000%  | 0.0000% | $890.65            | $927.09            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTQK1141 | 2041-10-01      | 4.0000%  | 0.0000% | $204.20            | $205.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9559 | 2055-10-01      | 6.0000%  | 0.0000% | $6241699.85        | $6616965.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0243 | 2055-10-01      | 6.0000%  | 0.0000% | $995.59            | $1044.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0642 | 2055-09-01      | 6.0000%  | 0.0000% | $978.98            | $1025.14           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1068 | 2055-10-01      | 5.5000%  | 0.0000% | $1825627.61        | $1878293.72        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF1074 | 2055-09-01      | 7.0000%  | 0.0000% | $996.42            | $1061.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDF1181 | 2055-09-01      | 4.0000%  | 0.0000% | $1048702.40        | $1027137.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  | 0.0000% | $996.91            | $1054.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  | 0.0000% | $1906234.21        | $1921465.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4770 | 2055-12-01      | 6.5000%  | 0.0000% | $3688383.72        | $3908312.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5927 | 2055-12-01      | 5.0000%  | 0.0000% | $999.05            | $1011.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5958 | 2055-11-01      | 6.0000%  | 0.0000% | $864573.37         | $892212.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6630 | 2055-11-01      | 6.0000%  | 0.0000% | $927757.08         | $967339.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF6631 | 2055-11-01      | 4.5000%  | 0.0000% | $1507960.46        | $1502074.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0793 | 2046-04-01      | 3.5000%  | 0.0000% | $108097.20         | $104143.52         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $18031559.02       | $16739357.40       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBE3795 | 2032-07-01      | 3.0000%  | 0.0000% | $35426.26          | $34744.05          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | 0.0000% | $43669.08          | $43069.89          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $209709.99         | $213030.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0503 | 2060-09-01      | 3.0000%  | 0.0000% | $337913.81         | $302448.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  | 0.0000% | $3052184.07        | $2915207.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH0567 | 2047-06-01      | 3.5000%  | 0.0000% | $29078.50          | $27540.39          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  | 0.0000% | $99422.13          | $98354.23          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | 0.0000% | $345.03            | $317.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1429 | 2046-12-01      | 3.0000%  | 0.0000% | $30141.99          | $28352.66          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  | 0.0000% | $206.15            | $204.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $13206.29          | $12955.48          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM3873 | 2035-08-01      | 2.5000%  | 0.0000% | $62741.46          | $60069.02          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFM6247 | 2050-04-01      | 5.5000%  | 0.0000% | $57190.74          | $59046.13          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $116375.79         | $105687.45         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5446 | 2050-08-01      | 4.0000%  | 0.0000% | $7731005.06        | $7529951.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM5684 | 2049-09-01      | 5.0000%  | 0.0000% | $1687573.12        | $1749508.93        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5649 | 2055-03-01      | 7.0000%  | 0.0000% | $9263899.78        | $9772446.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $5016522.55        | $5117516.30        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $168391.65         | $166901.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5998 | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1044.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 REAE7780 | 2040-12-01      | 3.5000%  | 0.0000% | $72.81             | $71.50             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | 0.0000% | $50839978.54       | $44777339.37       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  | 0.0000% | $369.27            | $337.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  | 0.0000% | $4445803.44        | $3883545.15        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | 0.0000% | $12913132.66       | $11379744.07       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7036 | 2050-09-01      | 2.5000%  | 0.0000% | $524.36            | $457.88            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | 0.0000% | $6139800.83        | $5151522.80        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $470154.19         | $388939.02         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $88703.88          | $77962.87          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | 0.0000% | $6249009.43        | $5241015.74        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | 0.0000% | $8553216.91        | $7203129.63        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | 0.0000% | $61569194.03       | $51308776.75       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | 0.0000% | $6351523.82        | $5303036.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7605 | 2050-11-01      | 3.0000%  | 0.0000% | $698222.74         | $644792.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $15730.11          | $13786.20          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  | 0.0000% | $693.23            | $636.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $11239.01          | $9851.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3528 | 2052-05-01      | 4.0000%  | 0.0000% | $264256.66         | $257286.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $76090.31          | $69285.30          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | 0.0000% | $87336.68          | $81342.10          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $201563.03         | $178425.72         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3174 | 2052-03-01      | 3.5000%  | 0.0000% | $1231241.59        | $1167842.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3255 | 2052-04-01      | 3.5000%  | 0.0000% | $216877.90         | $206156.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | 0.0000% | $35094560.08       | $32145798.18       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $920482.00         | $915848.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0389 | 2055-05-01      | 5.5000%  | 0.0000% | $15696349.38       | $16310174.30       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0573 | 2055-06-01      | 5.5000%  | 0.0000% | $19573599.00       | $20376786.41       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0546 | 2055-06-01      | 7.0000%  | 0.0000% | $805.47            | $855.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1699 | 2055-12-01      | 5.5000%  | 0.0000% | $11143930.88       | $11504584.39       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0996 | 2055-09-01      | 5.0000%  | 0.0000% | $15412.66          | $15624.85          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1002 | 2055-09-01      | 5.0000%  | 0.0000% | $991.52            | $1010.26           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  | 0.0000% | $4006146.23        | $4135333.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1239 | 2055-10-01      | 6.0000%  | 0.0000% | $996.62            | $1044.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1440 | 2055-11-01      | 5.5000%  | 0.0000% | $945.28            | $967.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1550 | 2055-11-01      | 6.5000%  | 0.0000% | $18690321.63       | $19690112.62       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA8158 | 2054-03-01      | 5.5000%  | 0.0000% | $825.20            | $842.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA9101 | 2054-03-01      | 5.5000%  | 0.0000% | $2942602.26        | $3003641.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL890482 | 2039-01-01      | 6.5000%  | 0.0000% | $23552.86          | $25118.03          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4487 | 2027-02-01      | 3.0000%  | 0.0000% | $39889.47          | $39716.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAB6466 | 2027-10-01      | 2.5000%  | 0.0000% | $31.46             | $31.13             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | 0.0000% | $2450988.88        | $2358385.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6261 | 2056-02-01      | 5.5000%  | 0.0000% | $529477.00         | $548700.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  | 0.0000% | $239401.42         | $234941.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1206 | 2052-04-01      | 3.5000%  | 0.0000% | $745.63            | $707.60            | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $8538200.00        | $8815720.46        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $101.73            | U.S. Treasuries (including strips) |
| 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $200.00            | $207.86            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $4999900.00        | $4897167.49        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $7140000.00        | $6883864.41        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $16357800.00       | $12219890.88       | U.S. Treasuries (including strips) |

### Security 236: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.810000%
- **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_3.81_0306
- **C.18 - Value (incl. sponsor support):** $468825000.00
- **C.18.a - Value (excl. sponsor support):** $468825000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $178451608.10      | $176870170.00      | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $88247361.60       | $82089784.31       | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $66044662.20       | $63180026.36       | Agency Mortgage-Backed Securities |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $21372124.43       | $20445103.79       | Agency Mortgage-Backed Securities |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $80630643.00       | $78929246.85       | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $62958272.00       | $61429512.25       | Agency Mortgage-Backed Securities |

### Security 237: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.710000%
- **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_3.71_0304
- **C.18 - Value (incl. sponsor support):** $113698750.00
- **C.18.a - Value (excl. sponsor support):** $113698750.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 NOTE Z 29 | 2029-05-31      | 4.5000%  | 0.0000% | $1950000.00        | $2035232.06        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49   | 2049-05-15      | 2.8750%  | 0.0000% | $30000000.00       | $22584950.06       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49   | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $26133154.25       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49   | 2049-11-15      | 2.3750%  | 0.0000% | $49000000.00       | $33080792.02       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40   | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6497619.28        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40   | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6748712.76        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $7220465.47        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41   | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $6123208.71        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5586544.88        | U.S. Treasuries (including strips) |

### Security 238: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.710000%
- **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_3.71_0306
- **C.18 - Value (incl. sponsor support):** $116280000.00
- **C.18.a - Value (excl. sponsor support):** $116280000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $6061438.90        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6677011.93        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $30000000.00       | $22307513.04       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $7142135.25        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $25788905.19       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $1400000.00        | $1428809.96        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4682645.46        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6428533.15        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5524662.59        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $49000000.00       | $32653954.91       | U.S. Treasuries (including strips) |

### Security 239: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 87299D009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 87299D009_3.67_0302
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 02.500 CLRA6020 | 2051-10-01      | 2.5000%  | 0.0000% | $15720974.72       | $13694251.12       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1707 | 2055-03-01      | 5.5000%  | 0.0000% | $11636377.05       | $11999457.87       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4144 | 2056-02-01      | 5.0000%  | 0.0000% | $11758766.50       | $11919921.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5697 | 2053-02-01      | 5.5000%  | 0.0000% | $11155224.19       | $11436539.11       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  | 0.0000% | $2923580.52        | $2449830.21        | Agency Mortgage-Backed Securities |

### Security 240: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 241: Nomura Securities International

- **C.1 - Title:** Nomura Securities International 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 895990919, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: 895990919_3.67_0302
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 06.000 CLRA9998                  | 2053-10-01      | 6.0000%  | 0.0000% | $25464976.42       | $26528351.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5324                  | 2044-12-01      | 5.0000%  | 0.0000% | $18135.54          | $18366.05          | Agency Mortgage-Backed Securities  |
| 6.75 FMPR GB 31 A                     | 2031-03-15      | 0.0000%  | 0.0000% | $73405000.00       | $60817510.60       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX4322                  | 2055-01-01      | 6.5000%  | 0.0000% | $844873.64         | $900708.34         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7866                  | 2055-03-01      | 6.0000%  | 0.0000% | $3987175.82        | $4157250.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0236                  | 2055-04-01      | 6.0000%  | 0.0000% | $42400556.36       | $43686155.35       | Agency Mortgage-Backed Securities  |
| 7.125 FNPR BB 01/30                   | 2030-01-15      | 0.0000%  | 0.0000% | $155804000.00      | $135343818.70      | Agency Mortgage-Backed Securities  |
| 7.25 FNPR BB 05/30                    | 2030-05-15      | 0.0000%  | 0.0000% | $370932000.00      | $317829374.90      | Agency Mortgage-Backed Securities  |
| 7.25 FNSM BB 05/30                    | 2030-05-15      | 7.2500%  | 0.0000% | $2261000.00        | $2631407.57        | Agency Mortgage-Backed Securities  |
| 3.90 FNNT F 26-29                     | 2029-02-02      | 3.9000%  | 0.0000% | $7699000.00        | $7715155.07        | Agency Mortgage-Backed Securities  |
| 3.75 FNNT D 27-29                     | 2029-02-23      | 3.7500%  | 0.0000% | $62950000.00       | $62972074.47       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 ZC310237                  | 2043-07-01      | 3.0000%  | 0.0000% | $10058732.53       | $9552614.00        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HY468110                  | 2026-05-01      | 5.2900%  | 0.0000% | $422524.32         | $423022.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3906                  | 2053-01-01      | 4.5000%  | 0.0000% | $217304.53         | $216470.08         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1468                  | 2055-05-01      | 6.0000%  | 0.0000% | $7554213.34        | $7785903.58        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL3127                  | 2052-05-01      | 2.5000%  | 0.0000% | $10151301.61       | $8893276.74        | Agency Mortgage-Backed Securities  |
| 1.875 FHLB 26 LM                      | 2026-09-11      | 1.8750%  | 0.0000% | $15000.00          | $14988.40          | Agency Mortgage-Backed Securities  |
| 2.625 FHLB 26 PK                      | 2026-12-11      | 2.6250%  | 0.0000% | $10000.00          | $9976.62           | Agency Mortgage-Backed Securities  |
| 1.61 FHOR 22-33 DY                    | 2033-01-27      | 1.6100%  | 0.0000% | $10000.00          | $8566.62           | Agency Mortgage-Backed Securities  |
| FHOR 22-26 7N                         | 2026-03-17      | 0.7500%  | 0.0000% | $4000000.00        | $4007613.33        | Agency Mortgage-Backed Securities  |
| 0.96 FHOR 21-26 5418                  | 2026-03-05      | 0.9600%  | 0.0000% | $70130000.00       | $70421507.03       | Agency Mortgage-Backed Securities  |
| FHOR 21-26 8Z                         | 2026-03-23      | 1.0000%  | 0.0000% | $3000000.00        | $3000113.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4560                  | 2053-09-01      | 6.0000%  | 0.0000% | $828.68            | $871.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6257                  | 2053-06-01      | 4.0000%  | 0.0000% | $2339283.65        | $2281077.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8015                  | 2053-07-01      | 6.0000%  | 0.0000% | $2000944.75        | $2101214.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8133                  | 2054-06-01      | 6.5000%  | 0.0000% | $40907124.80       | $43806803.60       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8200                  | 2054-06-01      | 6.0000%  | 0.0000% | $4046607.47        | $4172672.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8360                  | 2052-09-01      | 3.5000%  | 0.0000% | $713585.62         | $672816.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS9398                  | 2053-10-01      | 3.0000%  | 0.0000% | $9171609.37        | $8312749.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA2966                  | 2055-12-01      | 6.5000%  | 0.0000% | $1761964.71        | $1841978.07        | Agency Mortgage-Backed Securities  |
| FHOR 22-26 U9                         | 2026-04-29      | 1.2500%  | 0.0000% | $1000000.00        | $999907.22         | Agency Mortgage-Backed Securities  |
| FHOR 21-26 32                         | 2026-05-20      | 1.1250%  | 0.0000% | $1500000.00        | $1495861.88        | Agency Mortgage-Backed Securities  |
| FHOR 21-26 GN                         | 2026-07-22      | 1.2000%  | 0.0000% | $1500000.00        | $1487165.50        | Agency Mortgage-Backed Securities  |
| FHOR 21-31 PN                         | 2031-08-26      | 2.0000%  | 0.0000% | $50000000.00       | $45652777.78       | Agency Mortgage-Backed Securities  |
| FHOR 21-31 QF                         | 2031-09-15      | 2.0000%  | 0.0000% | $50000000.00       | $46108000.00       | Agency Mortgage-Backed Securities  |
| FHOR 22-26 SQ                         | 2026-09-30      | 1.6250%  | 0.0000% | $1400000.00        | $1392860.58        | Agency Mortgage-Backed Securities  |
| 0.82 FHOR 22-26 UL                    | 2026-09-30      | 0.8200%  | 0.0000% | $490000.00         | $483518.93         | Agency Mortgage-Backed Securities  |
| FHOR 22-26 ZE                         | 2026-10-27      | 1.2500%  | 0.0000% | $500000.00         | $494091.33         | Agency Mortgage-Backed Securities  |
| FHOR 22-26 8T                         | 2026-12-30      | 2.6250%  | 0.0000% | $1500000.00        | $1496274.38        | Agency Mortgage-Backed Securities  |
| FHFR 03SO 08/28 8282                  | 2028-08-01      | 3.8950%  | 0.0000% | $150000000.00      | $150392808.30      | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8346                  | 2039-12-01      | 4.0000%  | 0.0000% | $939494.93         | $933095.93         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3561                  | 2053-07-01      | 6.0000%  | 0.0000% | $3791637.04        | $3927875.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4625                  | 2052-09-01      | 5.0000%  | 0.0000% | $20058561.59       | $20492851.74       | Agency Mortgage-Backed Securities  |
| GNII SF CN6880 C                      | 2052-05-20      | 3.5000%  | 0.0000% | $3070946.71        | $2847546.94        | Agency Mortgage-Backed Securities  |
| GNII SF CB3227 C                      | 2051-02-20      | 3.5000%  | 0.0000% | $1172621.93        | $1108396.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5299                  | 2054-04-01      | 6.0000%  | 0.0000% | $80065.86          | $83569.01          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4849                  | 2054-01-01      | 6.0000%  | 0.0000% | $3549884.23        | $3706896.80        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5173                  | 2053-02-01      | 4.0000%  | 0.0000% | $10632124.36       | $10449994.89       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8315                  | 2053-04-01      | 5.0000%  | 0.0000% | $31268.41          | $31637.94          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2206                  | 2054-04-01      | 6.0000%  | 0.0000% | $830931.58         | $871778.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7302                  | 2053-10-01      | 5.5000%  | 0.0000% | $1249172.85        | $1291763.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8628                  | 2054-06-01      | 6.0000%  | 0.0000% | $1164954.13        | $1219253.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5388                  | 2054-06-01      | 5.5000%  | 0.0000% | $3948047.55        | $4029741.43        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKMA4678                  | 2052-05-01      | 3.5000%  | 0.0000% | $845062.57         | $783168.31         | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M                      | 2054-11-20      | 5.5000%  | 0.0000% | $56139579.85       | $57227128.25       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4229                  | 2053-11-01      | 6.0000%  | 0.0000% | $215893.46         | $226090.82         | Agency Mortgage-Backed Securities  |
| 02.890 FRAR WA3102 G                  | 2029-05-01      | 2.8900%  | 0.0000% | $3080591.87        | $3008827.09        | Agency Mortgage-Backed Securities  |
| FCDN 04/13/26                         | 2026-04-13      | 0.0000%  | 0.0000% | $15807000.00       | $15734762.01       | Agency Mortgage-Backed Securities  |
| FHDN 03/04/26                         | 2026-03-04      | 0.0000%  | 0.0000% | $24500000.00       | $24485300.00       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1068                  | 2055-02-01      | 6.0000%  | 0.0000% | $3014230.23        | $3160906.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6414                  | 2055-03-01      | 6.5000%  | 0.0000% | $3215773.24        | $3373353.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8115                  | 2055-04-01      | 6.0000%  | 0.0000% | $2954475.70        | $3051037.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6380                  | 2055-08-01      | 5.5000%  | 0.0000% | $24149796.41       | $24639607.94       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1404                  | 2052-09-01      | 3.0000%  | 0.0000% | $82542.12          | $74859.41          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2842                  | 2055-07-01      | 6.5000%  | 0.0000% | $1371523.78        | $1430930.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071                  | 2053-07-01      | 5.0000%  | 0.0000% | $2243875.21        | $2270366.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215                  | 2053-12-01      | 5.5000%  | 0.0000% | $850892.58         | $869712.81         | Agency Mortgage-Backed Securities  |
| GNII SF MB0308 M                      | 2055-04-20      | 5.5000%  | 0.0000% | $42023627.78       | $42750099.56       | Agency Mortgage-Backed Securities  |
| GNII SF MB0427 M                      | 2055-06-20      | 7.0000%  | 0.0000% | $8405636.97        | $8730645.59        | Agency Mortgage-Backed Securities  |
| FHDN 05/15/26                         | 2026-05-15      | 0.0000%  | 0.0000% | $350000.00         | $347287.50         | Agency Mortgage-Backed Securities  |
| FHDN 06/03/26                         | 2026-06-03      | 0.0000%  | 0.0000% | $464000.00         | $459525.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank Discount Notes | 2026-07-24      | 0.0000%  | 0.0000% | $25964000.00       | $25585029.46       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF9670                  | 2053-03-01      | 5.5000%  | 0.0000% | $474902.43         | $490958.51         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5435                  | 2053-06-01      | 5.0000%  | 0.0000% | $3822425.78        | $3868283.84        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG7280                  | 2053-07-01      | 6.0000%  | 0.0000% | $554591.53         | $575133.79         | Agency Mortgage-Backed Securities  |
| 2.68 FCSB 26 AE                       | 2026-03-02      | 2.6800%  | 0.0000% | $56000.00          | $56732.69          | Agency Mortgage-Backed Securities  |
| 2.04 FCSB 29 BU                       | 2029-09-24      | 2.0400%  | 0.0000% | $25000.00          | $23952.50          | Agency Mortgage-Backed Securities  |
| 2.23 FCOR 21-35 AH                    | 2035-03-12      | 2.2300%  | 0.0000% | $641000.00         | $546388.93         | Agency Mortgage-Backed Securities  |
| 1.91 FCOR 21-33 BY                    | 2033-06-01      | 1.9100%  | 0.0000% | $8699000.00        | $7591554.47        | Agency Mortgage-Backed Securities  |
| 2.02 FCOR 22-31 CF                    | 2031-04-01      | 2.0200%  | 0.0000% | $49358000.00       | $46010156.54       | Agency Mortgage-Backed Securities  |
| 4.75 FCSB 26 FE                       | 2026-09-01      | 4.7500%  | 0.0000% | $1499000.00        | $1542339.42        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3808                  | 2053-07-01      | 2.5000%  | 0.0000% | $14020483.49       | $12212956.54       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5741                  | 2045-06-01      | 5.5000%  | 0.0000% | $3414842.76        | $3501201.47        | Agency Mortgage-Backed Securities  |
| GNII SP 787264 C                      | 2049-04-20      | 4.5000%  | 0.0000% | $143985.79         | $143421.94         | Agency Mortgage-Backed Securities  |
| GNII SF MA9016 M                      | 2053-07-20      | 5.0000%  | 0.0000% | $26076044.69       | $26348724.78       | Agency Mortgage-Backed Securities  |
| 5.880 TVBD 36 C                       | 2036-04-01      | 5.8800%  | 0.0000% | $249000.00         | $288565.27         | Agency Mortgage-Backed Securities  |
| 4.875 TVBD 48 A                       | 2048-01-15      | 4.8750%  | 0.0000% | $2000.00           | $2005.14           | Agency Mortgage-Backed Securities  |
| 3.50 TVBD 42 B                        | 2042-12-15      | 3.5000%  | 0.0000% | $2000.00           | $1746.26           | Agency Mortgage-Backed Securities  |
| 4.250 TVBD 65 A                       | 2065-09-15      | 4.2500%  | 0.0000% | $710000.00         | $617462.15         | Agency Mortgage-Backed Securities  |
| 2.875 TVBD 27 A                       | 2027-02-01      | 2.8750%  | 0.0000% | $10000.00          | $9957.20           | Agency Mortgage-Backed Securities  |
| 5.250 TVBD 55 A                       | 2055-02-01      | 5.2500%  | 0.0000% | $2000.00           | $2049.06           | Agency Mortgage-Backed Securities  |
| TVIN 09/15/26                         | 2026-09-15      | 0.0000%  | 0.0000% | $4000.00           | $3918.18           | Agency Mortgage-Backed Securities  |
| TVIN 09/15/36                         | 2036-09-15      | 0.0000%  | 0.0000% | $5000.00           | $3121.45           | Agency Mortgage-Backed Securities  |
| TVIN 07/15/36                         | 2036-07-15      | 0.0000%  | 0.0000% | $251000.00         | $160128.71         | Agency Mortgage-Backed Securities  |
| TVIN 06/15/28                         | 2028-06-15      | 0.0000%  | 0.0000% | $19000.00          | $17453.31          | Agency Mortgage-Backed Securities  |
| 6.15 TVPR 38 B                        | 2038-01-15      | 0.0000%  | 0.0000% | $2000.00           | $1156.09           | Agency Mortgage-Backed Securities  |
| 5.50 TVPR 38 C                        | 2038-06-15      | 0.0000%  | 0.0000% | $283000.00         | $160472.32         | Agency Mortgage-Backed Securities  |
| 4.07 FCOR 26-28 LK                    | 2028-08-21      | 4.0700%  | 0.0000% | $2998000.00        | $3003082.61        | Agency Mortgage-Backed Securities  |
| 3 3/8 FCSB 28 GF                      | 2028-02-24      | 3.3750%  | 0.0000% | $43449000.00       | $43351511.31       | Agency Mortgage-Backed Securities  |
| 5.07 FCOR 26-38 BM                    | 2038-02-26      | 5.0700%  | 0.0000% | $50896000.00       | $50752312.11       | Agency Mortgage-Backed Securities  |
| 3 5/8 FCSB 31 CM                      | 2031-02-26      | 3.6250%  | 0.0000% | $4750000.00        | $4746146.30        | Agency Mortgage-Backed Securities  |
| 8.875 RFBD 30 B                       | 2030-04-15      | 8.8750%  | 0.0000% | $1000.00           | $1227.68           | Corporate Debt Securities          |
| 8.625 RFPR 30 A                       | 2030-01-15      | 0.0000%  | 0.0000% | $423000.00         | $366169.95         | Corporate Debt Securities          |
| 8.875 RFPR 30 B                       | 2030-04-15      | 0.0000%  | 0.0000% | $92500000.00       | $79399317.50       | Corporate Debt Securities          |
| BILL 06/11/26                         | 2026-06-11      | 0.0000%  | 0.0000% | $8484900.00        | $8397250.98        | U.S. Treasuries (including strips) |
| United States Treasury Bill           | 2026-05-05      | 0.0000%  | 0.0000% | $3593600.00        | $3569666.62        | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28                      | 2028-10-15      | 2.3750%  | 0.0000% | $13608230.42       | $14264125.07       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                       | 2032-08-15      | 2.7500%  | 0.0000% | $97498900.00       | $92027417.95       | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33                       | 2033-07-15      | 1.3750%  | 0.0000% | $9850621.94        | $9830401.44        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                      | 2026-08-31      | 0.7500%  | 0.0000% | $29855700.00       | $29532072.62       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53                         | 2053-02-15      | 1.5000%  | 0.0000% | $14527605.42       | $11766303.33       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                         | 2055-08-15      | 4.7500%  | 0.0000% | $101206800.00      | $102615050.70      | U.S. Treasuries (including strips) |
| 4 BOND 52                             | 2052-11-15      | 4.0000%  | 0.0000% | $2545000.00        | $2302949.41        | U.S. Treasuries (including strips) |
| TINT 05/15/26                         | 2026-05-15      | 0.0000%  | 0.0000% | $658661.38         | $653436.88         | U.S. Treasuries (including strips) |
| TINT 08/15/26                         | 2026-08-15      | 0.0000%  | 0.0000% | $48098394.44       | $47294044.99       | U.S. Treasuries (including strips) |
| TINT 11/15/26                         | 2026-11-15      | 0.0000%  | 0.0000% | $15352913.19       | $14961736.31       | U.S. Treasuries (including strips) |
| TINT 02/15/27                         | 2027-02-15      | 0.0000%  | 0.0000% | $3445132.04        | $3328975.97        | U.S. Treasuries (including strips) |
| TINT 05/15/27                         | 2027-05-15      | 0.0000%  | 0.0000% | $1397015.23        | $1338934.32        | U.S. Treasuries (including strips) |
| TINT 08/15/29                         | 2029-08-15      | 0.0000%  | 0.0000% | $11573088.19       | $10233850.42       | U.S. Treasuries (including strips) |
| TINT 08/15/30                         | 2030-08-15      | 0.0000%  | 0.0000% | $17776063.68       | $15126665.82       | U.S. Treasuries (including strips) |
| TINT 02/15/31                         | 2031-02-15      | 0.0000%  | 0.0000% | $16252110.32       | $13553447.40       | U.S. Treasuries (including strips) |
| 5 3/8 TPRN 31                         | 2031-02-15      | 0.0000%  | 0.0000% | $500000.00         | $418295.00         | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27                         | 2027-01-15      | 2.3750%  | 0.0000% | $27226857.76       | $27688683.33       | U.S. Treasuries (including strips) |

### Security 242: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $600000.68
- **C.18.a - Value (excl. sponsor support):** $600000.68
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 244: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 245: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 246: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.67_0302
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 02.500 CLRA2790 | 2050-06-01      | 2.5000%  | 0.0000% | $6331.23           | $5531.18           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3175 | 2050-07-01      | 3.0000%  | 0.0000% | $239.13            | $216.80            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5943 | 2051-09-01      | 2.0000%  | 0.0000% | $24447.31          | $20209.70          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7211 | 2052-04-01      | 4.0000%  | 0.0000% | $10623.16          | $10376.01          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7394 | 2052-05-01      | 4.0000%  | 0.0000% | $244882.83         | $239229.44         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9167 | 2053-06-01      | 5.5000%  | 0.0000% | $8596.97           | $8789.74           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5385 | 2046-01-01      | 5.5000%  | 0.0000% | $4303.22           | $4406.98           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1719 | 2038-11-01      | 6.0000%  | 0.0000% | $27688.08          | $28803.06          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1755 | 2038-11-01      | 6.0000%  | 0.0000% | $17857.58          | $18575.43          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2618 | 2039-10-01      | 5.0000%  | 0.0000% | $32615.48          | $33343.52          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1803 | 2038-12-01      | 6.0000%  | 0.0000% | $1069.16           | $1111.92           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3500 | 2040-04-01      | 5.5000%  | 0.0000% | $24651.17          | $25453.64          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO3739 | 2040-06-01      | 4.5000%  | 0.0000% | $18029.45          | $18185.22          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3809 | 2040-06-01      | 5.5000%  | 0.0000% | $25483.11          | $26281.88          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4030 | 2040-08-01      | 5.5000%  | 0.0000% | $90316.62          | $93723.75          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4054 | 2040-08-01      | 6.0000%  | 0.0000% | $27528.33          | $28677.20          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4194 | 2040-09-01      | 5.0000%  | 0.0000% | $24837.22          | $25515.05          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4614 | 2040-11-01      | 5.5000%  | 0.0000% | $12500.01          | $12890.53          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8615 | 2055-03-01      | 6.5000%  | 0.0000% | $341226.75         | $356604.97         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8256 | 2055-07-01      | 6.0000%  | 0.0000% | $50308.39          | $52385.04          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0809 | 2055-08-01      | 6.0000%  | 0.0000% | $124529.39         | $128336.67         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ0902 | 2055-08-01      | 4.5000%  | 0.0000% | $75000.06          | $74336.31          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3625 | 2055-09-01      | 5.5000%  | 0.0000% | $321184.93         | $327750.35         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4174 | 2055-09-01      | 6.0000%  | 0.0000% | $106703.49         | $112163.22         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6555 | 2055-09-01      | 5.5000%  | 0.0000% | $27514.08          | $28387.68          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ6959 | 2055-11-01      | 4.5000%  | 0.0000% | $31438.25          | $31189.26          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1763 | 2053-10-01      | 3.0000%  | 0.0000% | $9144.63           | $8281.97           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1200 | 2055-05-01      | 5.5000%  | 0.0000% | $381134.42         | $391336.71         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLSL2506 | 2055-04-01      | 7.5000%  | 0.0000% | $594837.21         | $639406.98         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3459 | 2050-11-01      | 6.0000%  | 0.0000% | $97766.11          | $100891.24         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3643 | 2055-09-01      | 6.5000%  | 0.0000% | $614067.31         | $656833.69         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4304 | 2054-02-01      | 5.0000%  | 0.0000% | $5152215.20        | $5214629.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0325 | 2053-11-01      | 6.5000%  | 0.0000% | $13174.66          | $13772.85          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ1761 | 2054-06-01      | 5.0000%  | 0.0000% | $311024.73         | $316180.93         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1432 | 2054-05-01      | 6.0000%  | 0.0000% | $36047.05          | $37329.00          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2199 | 2054-08-01      | 5.5000%  | 0.0000% | $1475157.04        | $1524976.37        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3343 | 2055-01-01      | 6.5000%  | 0.0000% | $577218.11         | $614828.74         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0056 | 2055-10-01      | 5.5000%  | 0.0000% | $51714.69          | $52755.82          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $14125.25          | $14413.27          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0102 | 2056-02-01      | 5.0000%  | 0.0000% | $8071896.85        | $8136158.12        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0064 | 2041-02-01      | 3.5000%  | 0.0000% | $13976.85          | $13677.02          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRR0071 | 2041-01-01      | 6.5000%  | 0.0000% | $93156.46          | $97512.59          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0872 | 2055-12-01      | 4.5000%  | 0.0000% | $18517.04          | $18353.16          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2483 | 2055-12-01      | 5.0000%  | 0.0000% | $53714.51          | $54209.92          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3106 | 2056-01-01      | 5.5000%  | 0.0000% | $37276.40          | $38632.34          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5310 | 2056-02-01      | 5.5000%  | 0.0000% | $207993.65         | $212444.34         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZI3096 | 2034-12-01      | 7.0000%  | 0.0000% | $54.99             | $57.91             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1674 | 2037-03-01      | 5.5000%  | 0.0000% | $24.39             | $25.21             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1860 | 2038-01-01      | 6.0000%  | 0.0000% | $176.90            | $187.73            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3144 | 2038-09-01      | 6.5000%  | 0.0000% | $627.57            | $665.52            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4785 | 2048-08-01      | 4.0000%  | 0.0000% | $44593.24          | $44063.78          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8692 | 2033-04-01      | 2.5000%  | 0.0000% | $9925.03           | $9615.52           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $91.85             | $92.70             | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1708 | 2037-11-01      | 2.5000%  | 0.0000% | $6808.74           | $6491.83           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1780 | 2040-08-01      | 6.0000%  | 0.0000% | $27014.68          | $28055.29          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1434 | 2040-02-01      | 6.0000%  | 0.0000% | $500843.23         | $522644.60         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8162 | 2037-07-01      | 2.5000%  | 0.0000% | $883.13            | $840.68            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8303 | 2039-05-01      | 5.0000%  | 0.0000% | $432.12            | $440.37            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  | 0.0000% | $598299.03         | $616546.09         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8505 | 2035-10-01      | 2.5000%  | 0.0000% | $33144.92          | $31732.80          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0217 | 2049-05-01      | 4.0000%  | 0.0000% | $952.22            | $940.91            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1357 | 2052-08-01      | 5.0000%  | 0.0000% | $11880.20          | $12167.35          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1967 | 2052-10-01      | 4.0000%  | 0.0000% | $16521.19          | $16130.78          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2374 | 2053-01-01      | 5.0000%  | 0.0000% | $5530.75           | $5597.78           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2563 | 2052-10-01      | 4.5000%  | 0.0000% | $32676.08          | $32625.10          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2770 | 2049-02-01      | 6.0000%  | 0.0000% | $416.98            | $441.92            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2866 | 2049-07-01      | 4.0000%  | 0.0000% | $3849.39           | $3815.96           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $68316.25          | $68974.56          | Agency Mortgage-Backed Securities |
| GNAR AF BD4156 C     | 2047-11-20      | 5.1250%  | 0.0000% | $950.11            | $959.70            | Agency Mortgage-Backed Securities |
| GNCL CL CN7579       | 2066-11-15      | 5.9100%  | 0.0000% | $17500.00          | $19138.67          | Agency Mortgage-Backed Securities |
| GNCL CL CP1222       | 2066-07-15      | 5.3900%  | 0.0000% | $26072.08          | $26912.53          | Agency Mortgage-Backed Securities |
| GNCL CL CP1224       | 2066-09-15      | 5.3900%  | 0.0000% | $75911.35          | $78630.33          | Agency Mortgage-Backed Securities |
| GNCL CL CP1226       | 2066-09-15      | 5.4700%  | 0.0000% | $20155.40          | $21051.52          | Agency Mortgage-Backed Securities |
| GNCL CL CP2694       | 2066-07-15      | 5.4500%  | 0.0000% | $5602.65           | $5848.43           | Agency Mortgage-Backed Securities |
| GNCL CL CP3616       | 2064-06-15      | 3.7900%  | 0.0000% | $1437.20           | $1377.42           | Agency Mortgage-Backed Securities |
| GNPL PN CP3641       | 2064-04-15      | 4.1000%  | 0.0000% | $312.73            | $304.33            | Agency Mortgage-Backed Securities |
| GNCL CL CP3649       | 2065-01-15      | 4.3500%  | 0.0000% | $115337.48         | $115248.63         | Agency Mortgage-Backed Securities |
| GNPL PN CP3674       | 2063-11-15      | 4.3500%  | 0.0000% | $14349.68          | $14133.10          | Agency Mortgage-Backed Securities |
| GNPL PN CP3704       | 2065-06-15      | 5.3000%  | 0.0000% | $21588.29          | $22667.31          | Agency Mortgage-Backed Securities |
| GNPL PN CP3708       | 2058-05-15      | 4.8500%  | 0.0000% | $2461.31           | $2524.65           | Agency Mortgage-Backed Securities |
| GNPL PN CP3714       | 2065-09-15      | 5.2500%  | 0.0000% | $3275.32           | $3413.60           | Agency Mortgage-Backed Securities |
| GNPL PN CJ3158       | 2057-03-15      | 1.9400%  | 0.0000% | $240705.50         | $201759.14         | Agency Mortgage-Backed Securities |
| GNPL PN CK5789       | 2057-05-15      | 2.4400%  | 0.0000% | $97746.11          | $86457.04          | Agency Mortgage-Backed Securities |
| GNPL PN CN0107       | 2064-07-15      | 5.1700%  | 0.0000% | $66407.28          | $69151.88          | Agency Mortgage-Backed Securities |
| GNPL PN CN0566       | 2060-11-15      | 5.6000%  | 0.0000% | $16048.37          | $17114.13          | Agency Mortgage-Backed Securities |
| GNPL PN CQ7223       | 2064-12-15      | 4.2500%  | 0.0000% | $140308.19         | $136821.17         | Agency Mortgage-Backed Securities |
| GNPL PN CQ8781       | 2059-06-15      | 5.4500%  | 0.0000% | $46084.45          | $48878.78          | Agency Mortgage-Backed Securities |
| GNPL PN CQ9718       | 2060-01-15      | 5.5300%  | 0.0000% | $773.53            | $818.09            | Agency Mortgage-Backed Securities |
| GNCL CL CR4184       | 2067-08-15      | 5.4100%  | 0.0000% | $21327.30          | $22023.64          | Agency Mortgage-Backed Securities |
| GNCL CL CR5671       | 2064-03-15      | 6.0100%  | 0.0000% | $28901.52          | $30753.20          | Agency Mortgage-Backed Securities |
| GNPL PN CS2707       | 2065-06-15      | 5.5400%  | 0.0000% | $1055.37           | $1119.18           | Agency Mortgage-Backed Securities |
| GNPL PN CS6534       | 2065-02-15      | 5.2300%  | 0.0000% | $5882.23           | $6122.50           | Agency Mortgage-Backed Securities |
| GNCL CL CU4605       | 2065-12-15      | 5.5000%  | 0.0000% | $10338.22          | $10580.76          | Agency Mortgage-Backed Securities |
| GNPL PN CV7746       | 2060-02-15      | 5.3200%  | 0.0000% | $1943.96           | $2037.57           | Agency Mortgage-Backed Securities |
| GNPL PN CV7747       | 2060-05-15      | 5.0000%  | 0.0000% | $314237.37         | $326115.26         | Agency Mortgage-Backed Securities |
| GNPL PN CV7760       | 2060-12-15      | 5.0350%  | 0.0000% | $62240.54          | $64136.72          | Agency Mortgage-Backed Securities |
| GNCL CL CW0779       | 2067-06-15      | 5.0600%  | 0.0000% | $11043.62          | $11423.67          | Agency Mortgage-Backed Securities |
| GNCL CL CX6390       | 2066-10-15      | 5.6400%  | 0.0000% | $7528.12           | $7785.66           | Agency Mortgage-Backed Securities |
| GNCL CL DA4276       | 2067-11-15      | 5.5000%  | 0.0000% | $59972.70          | $63936.01          | Agency Mortgage-Backed Securities |
| GNPL PN DA8509       | 2060-06-15      | 5.3400%  | 0.0000% | $4533.90           | $4758.06           | Agency Mortgage-Backed Securities |
| GNPL PN DB6909       | 2060-06-15      | 5.4200%  | 0.0000% | $4561.59           | $4814.59           | Agency Mortgage-Backed Securities |
| GNCL CS DB6910       | 2066-03-15      | 11.2500% | 0.0000% | $13907.30          | $14489.89          | Agency Mortgage-Backed Securities |
| GNCL CL DC1787       | 2066-12-15      | 5.5500%  | 0.0000% | $62702.60          | $65986.48          | Agency Mortgage-Backed Securities |
| GNCL CL DC7183       | 2066-11-15      | 5.6000%  | 0.0000% | $39483.02          | $41412.46          | Agency Mortgage-Backed Securities |
| GNCL CL DC7194       | 2067-02-15      | 5.3200%  | 0.0000% | $49856.20          | $52042.01          | Agency Mortgage-Backed Securities |
| GNCL CL DC7196       | 2066-02-15      | 5.3000%  | 0.0000% | $2140.85           | $2211.14           | Agency Mortgage-Backed Securities |
| GNCL CL DC7201       | 2067-03-15      | 5.0000%  | 0.0000% | $122003.20         | $123968.56         | Agency Mortgage-Backed Securities |
| GNCL CL DC7249       | 2067-03-15      | 5.4500%  | 0.0000% | $58156.45          | $61104.06          | Agency Mortgage-Backed Securities |
| GNCL CL DC7252       | 2067-10-15      | 5.3000%  | 0.0000% | $38349.75          | $39407.58          | Agency Mortgage-Backed Securities |
| GNCL CL DC7266       | 2067-03-15      | 5.8500%  | 0.0000% | $44104.28          | $47172.83          | Agency Mortgage-Backed Securities |
| GNPL PN DD4712       | 2060-06-15      | 5.1300%  | 0.0000% | $5486.80           | $5675.82           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4593 | 2044-03-01      | 5.0000%  | 0.0000% | $459.27            | $474.08            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | 0.0000% | $8482.23           | $8583.68           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5110 | 2054-03-01      | 5.5000%  | 0.0000% | $2708480.73        | $2767791.64        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6953 | 2054-09-01      | 6.5000%  | 0.0000% | $363296.13         | $386583.21         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8031 | 2049-12-01      | 3.5000%  | 0.0000% | $133356.57         | $126927.02         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $26.25             | $25.80             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $1608.37           | $1462.10           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  | 0.0000% | $301.26            | $285.36            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8203 | 2052-01-01      | 4.0000%  | 0.0000% | $559.67            | $546.56            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8321 | 2053-05-01      | 4.0000%  | 0.0000% | $151133.47         | $147147.16         | Agency Mortgage-Backed Securities |
| GNPL PN DE5569       | 2060-02-15      | 5.3600%  | 0.0000% | $2033.01           | $2136.32           | Agency Mortgage-Backed Securities |
| GNPL PN DE7033       | 2060-04-15      | 5.5600%  | 0.0000% | $760.53            | $806.72            | Agency Mortgage-Backed Securities |
| GNCL CL DF4998       | 2068-04-15      | 5.4500%  | 0.0000% | $56692.00          | $59234.30          | Agency Mortgage-Backed Securities |
| GNCL CL DF5002       | 2068-01-15      | 5.1000%  | 0.0000% | $45919.48          | $46544.82          | Agency Mortgage-Backed Securities |
| GNII SF DF7846 C     | 2054-11-20      | 7.0000%  | 0.0000% | $12408.37          | $13014.48          | Agency Mortgage-Backed Securities |
| GNPL PN DF8947       | 2060-02-15      | 4.6300%  | 0.0000% | $160426.64         | $161775.97         | Agency Mortgage-Backed Securities |
| GNPL PN DG0414       | 2061-01-15      | 5.3800%  | 0.0000% | $49786.94          | $52449.67          | Agency Mortgage-Backed Securities |
| GNPL PN DG0415       | 2061-02-15      | 5.2300%  | 0.0000% | $875000.00         | $903047.44         | Agency Mortgage-Backed Securities |
| GNPL PN DG0404       | 2060-06-15      | 5.5500%  | 0.0000% | $894.62            | $949.52            | Agency Mortgage-Backed Securities |
| GNPL PN DJ0347       | 2060-11-15      | 5.1000%  | 0.0000% | $50755.31          | $52503.94          | Agency Mortgage-Backed Securities |
| GNCL CL DJ0344       | 2068-04-15      | 5.5000%  | 0.0000% | $18978.55          | $19792.70          | Agency Mortgage-Backed Securities |
| GNPL PN DJ0366       | 2060-12-15      | 5.2200%  | 0.0000% | $33005.63          | $34363.71          | Agency Mortgage-Backed Securities |
| GNCL CL DJ0369       | 2068-05-15      | 5.5100%  | 0.0000% | $6534.75           | $6878.51           | Agency Mortgage-Backed Securities |
| GNPL PN DJ0385       | 2061-01-15      | 5.0000%  | 0.0000% | $297336.03         | $308515.31         | Agency Mortgage-Backed Securities |
| GNPL PN DJ0386       | 2061-01-15      | 5.0000%  | 0.0000% | $296103.31         | $307236.23         | Agency Mortgage-Backed Securities |
| GNPL PN DJ0387       | 2061-01-15      | 5.0000%  | 0.0000% | $218384.31         | $226595.15         | Agency Mortgage-Backed Securities |
| GNPL PN DJ0390       | 2061-02-15      | 5.2500%  | 0.0000% | $79125.00          | $81959.63          | Agency Mortgage-Backed Securities |
| GNCL CL DJ0394       | 2068-05-15      | 5.2900%  | 0.0000% | $155733.35         | $156579.07         | Agency Mortgage-Backed Securities |
| GNCL CS DJ2713       | 2067-01-15      | 11.7000% | 0.0000% | $146953.10         | $154455.06         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4692       | 2060-06-15      | 4.9200%  | 0.0000% | $11405.90          | $11503.70          | Agency Mortgage-Backed Securities |
| GNCL CL DJ4699       | 2066-10-15      | 5.9400%  | 0.0000% | $15695.30          | $16767.02          | Agency Mortgage-Backed Securities |
| GNCL CL DJ4702       | 2067-12-15      | 5.1600%  | 0.0000% | $16799.75          | $17026.31          | Agency Mortgage-Backed Securities |
| GNPL PN DJ5976       | 2060-08-15      | 5.7000%  | 0.0000% | $2917.04           | $3078.34           | Agency Mortgage-Backed Securities |
| GNPL PN DJ5978       | 2060-09-15      | 5.6500%  | 0.0000% | $2598.07           | $2732.21           | Agency Mortgage-Backed Securities |
| GNPL PN DJ5981       | 2060-09-15      | 6.5000%  | 0.0000% | $3193.83           | $3506.01           | Agency Mortgage-Backed Securities |
| GNCL CL DJ5995       | 2067-04-15      | 5.6500%  | 0.0000% | $29218.18          | $30927.13          | Agency Mortgage-Backed Securities |
| GNPL PN DJ5997       | 2060-11-15      | 5.2600%  | 0.0000% | $23531.51          | $24299.06          | Agency Mortgage-Backed Securities |
| GNPL PN DJ6453       | 2060-06-15      | 4.7400%  | 0.0000% | $364090.23         | $367669.72         | Agency Mortgage-Backed Securities |
| GNPL PN DJ6457       | 2058-07-15      | 4.9500%  | 0.0000% | $11168.17          | $11450.51          | Agency Mortgage-Backed Securities |
| GNPL PN DJ6849       | 2060-08-15      | 5.8000%  | 0.0000% | $2645.05           | $2801.97           | Agency Mortgage-Backed Securities |
| GNPL PN DJ6850       | 2060-08-15      | 5.8000%  | 0.0000% | $2022.69           | $2148.78           | Agency Mortgage-Backed Securities |
| GNPL PN DJ7949       | 2060-07-15      | 5.6800%  | 0.0000% | $2996.84           | $3257.41           | Agency Mortgage-Backed Securities |
| GNPL PN DK6741       | 2060-10-15      | 5.5100%  | 0.0000% | $14799.40          | $15740.16          | Agency Mortgage-Backed Securities |
| GNPL PN DK6762       | 2061-01-15      | 4.9800%  | 0.0000% | $92917.54          | $95706.71          | Agency Mortgage-Backed Securities |
| GNPL PN DK6763       | 2061-01-15      | 4.9800%  | 0.0000% | $79794.15          | $82189.38          | Agency Mortgage-Backed Securities |
| GNCL CL DK7647       | 2067-07-15      | 5.5300%  | 0.0000% | $27210.52          | $28799.43          | Agency Mortgage-Backed Securities |
| GNPL PN DK8578       | 2055-09-15      | 5.3000%  | 0.0000% | $23283.44          | $24378.11          | Agency Mortgage-Backed Securities |
| GNPL PN DL3193       | 2060-09-15      | 5.7200%  | 0.0000% | $5507.07           | $5819.13           | Agency Mortgage-Backed Securities |
| GNII SF DL4934 C     | 2055-08-20      | 7.0000%  | 0.0000% | $25877.34          | $27203.42          | Agency Mortgage-Backed Securities |
| GNII SF DL5055 C     | 2055-10-20      | 6.0000%  | 0.0000% | $127472.31         | $132047.97         | Agency Mortgage-Backed Securities |
| GNPL PN DM0334       | 2060-09-15      | 5.5700%  | 0.0000% | $4841.43           | $5062.25           | Agency Mortgage-Backed Securities |
| GNPL PN DM0335       | 2060-09-15      | 5.5700%  | 0.0000% | $4203.17           | $4473.30           | Agency Mortgage-Backed Securities |
| GNPL PN DM0357       | 2060-12-15      | 4.9500%  | 0.0000% | $205153.27         | $210848.32         | Agency Mortgage-Backed Securities |
| GNPL PN DM0360       | 2060-12-15      | 5.0000%  | 0.0000% | $163420.30         | $168821.69         | Agency Mortgage-Backed Securities |
| GNPL PN DM0361       | 2061-01-15      | 5.3000%  | 0.0000% | $82935.43          | $87172.00          | Agency Mortgage-Backed Securities |
| GNPL PN DM8121       | 2060-12-15      | 5.4000%  | 0.0000% | $15601.18          | $16456.90          | Agency Mortgage-Backed Securities |
| GNPL PN DM8159       | 2060-11-15      | 5.4900%  | 0.0000% | $46560.30          | $49549.75          | Agency Mortgage-Backed Securities |
| GNPL PN DM9063       | 2061-01-15      | 5.4000%  | 0.0000% | $58704.70          | $61925.82          | Agency Mortgage-Backed Securities |
| GNPL PN DP6811       | 2061-01-15      | 4.9800%  | 0.0000% | $83166.33          | $85662.78          | Agency Mortgage-Backed Securities |
| GNPL PN DP6812       | 2061-01-15      | 4.9800%  | 0.0000% | $61443.88          | $63288.28          | Agency Mortgage-Backed Securities |
| GNPL PN DP6818       | 2061-03-15      | 5.1600%  | 0.0000% | $156500.00         | $160687.89         | Agency Mortgage-Backed Securities |
| GNPL PN DP6819       | 2061-03-15      | 5.1600%  | 0.0000% | $148000.00         | $151960.43         | Agency Mortgage-Backed Securities |
| GNPL PN DP6820       | 2061-03-15      | 5.1600%  | 0.0000% | $228000.00         | $234101.20         | Agency Mortgage-Backed Securities |
| GNPL PN DP6821       | 2061-03-15      | 5.1600%  | 0.0000% | $126000.00         | $129371.72         | Agency Mortgage-Backed Securities |
| GNII SF DP7790 C     | 2056-01-20      | 6.5000%  | 0.0000% | $99092.68          | $106741.88         | Agency Mortgage-Backed Securities |
| GNII SF DP8461 C     | 2056-01-20      | 5.0000%  | 0.0000% | $46561.96          | $47001.61          | Agency Mortgage-Backed Securities |
| GNPL PN DQ1927       | 2061-02-15      | 5.0500%  | 0.0000% | $350200.00         | $357982.57         | Agency Mortgage-Backed Securities |
| GNAR AF MB0879 M     | 2056-01-20      | 3.5000%  | 0.0000% | $1671121.63        | $1644730.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $55.46             | $57.12             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3886 | 2053-02-01      | 4.5000%  | 0.0000% | $35077.80          | $34909.74          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4229 | 2053-11-01      | 6.0000%  | 0.0000% | $58495.20          | $61258.12          | Agency Mortgage-Backed Securities |
| GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  | 0.0000% | $8307.90           | $8427.16           | Agency Mortgage-Backed Securities |
| GNAR AF MB0695 M     | 2055-10-20      | 4.5000%  | 0.0000% | $2208491.76        | $2241526.38        | Agency Mortgage-Backed Securities |
| GNII SF MB0748 M     | 2054-05-20      | 6.5000%  | 0.0000% | $2106958.18        | $2198386.35        | Agency Mortgage-Backed Securities |
| GNAR AF MB0753 M     | 2055-11-20      | 3.5000%  | 0.0000% | $310316.34         | $305667.11         | Agency Mortgage-Backed Securities |
| GNAR AF MB0755 M     | 2055-11-20      | 4.5000%  | 0.0000% | $497.54            | $504.24            | Agency Mortgage-Backed Securities |
| GNII SF MB0935 M     | 2056-01-20      | 4.5000%  | 0.0000% | $5136897.90        | $5089268.58        | Agency Mortgage-Backed Securities |
| GNAR AF MB0944 M     | 2056-02-20      | 3.0000%  | 0.0000% | $480038.58         | $464565.33         | Agency Mortgage-Backed Securities |
| GNAR AF MB0945 M     | 2056-01-20      | 3.5000%  | 0.0000% | $304788.00         | $300284.99         | Agency Mortgage-Backed Securities |
| GNAR AF MB0947 M     | 2056-02-20      | 4.5000%  | 0.0000% | $39756.82          | $40334.49          | Agency Mortgage-Backed Securities |
| GNII SF DI2422 C     | 2055-04-20      | 6.0000%  | 0.0000% | $174743.19         | $180989.27         | Agency Mortgage-Backed Securities |
| GNPL PN DI7404       | 2060-05-15      | 5.4900%  | 0.0000% | $828.67            | $878.22            | Agency Mortgage-Backed Securities |
| GNPL PN DI7409       | 2060-06-15      | 5.3000%  | 0.0000% | $2029.08           | $2124.23           | Agency Mortgage-Backed Securities |
| GNPL PN DO5666       | 2060-12-15      | 4.9200%  | 0.0000% | $350219.19         | $357309.50         | Agency Mortgage-Backed Securities |
| GNAR AR 008892 M     | 2026-06-20      | 5.6250%  | 0.0000% | $20.58             | $20.64             | Agency Mortgage-Backed Securities |
| GNAR AR 008945 M     | 2026-08-20      | 5.3750%  | 0.0000% | $35.44             | $35.57             | Agency Mortgage-Backed Securities |
| GNAR AR 008946 M     | 2026-08-20      | 5.8750%  | 0.0000% | $14.74             | $14.81             | Agency Mortgage-Backed Securities |
| GNAR AR 008959 M     | 2026-08-20      | 5.3750%  | 0.0000% | $45.29             | $45.48             | Agency Mortgage-Backed Securities |
| GNAR AR 008967 M     | 2026-09-20      | 5.3750%  | 0.0000% | $31.19             | $31.30             | Agency Mortgage-Backed Securities |
| GNAR AR 080779 M     | 2033-12-20      | 5.1250%  | 0.0000% | $556.88            | $570.53            | Agency Mortgage-Backed Securities |
| GNAR AR 080781 M     | 2033-12-20      | 5.1250%  | 0.0000% | $191.42            | $196.10            | Agency Mortgage-Backed Securities |
| GNAR AR 080799 M     | 2034-01-20      | 5.6250%  | 0.0000% | $69.80             | $71.04             | Agency Mortgage-Backed Securities |
| GNAR AR 080801 M     | 2034-01-20      | 5.6250%  | 0.0000% | $32.40             | $32.98             | Agency Mortgage-Backed Securities |
| GNAR AR 080824 M     | 2034-02-20      | 5.6250%  | 0.0000% | $112.15            | $112.50            | Agency Mortgage-Backed Securities |
| GNAR AR 080846 M     | 2034-03-20      | 5.6250%  | 0.0000% | $231.39            | $235.53            | Agency Mortgage-Backed Securities |
| GNAR AR 080848 M     | 2034-03-20      | 5.6250%  | 0.0000% | $91.57             | $93.21             | Agency Mortgage-Backed Securities |
| GNAR AR 080869 M     | 2034-04-20      | 5.6250%  | 0.0000% | $173.00            | $176.36            | Agency Mortgage-Backed Securities |
| GNAR AR 080024 M     | 2026-12-20      | 5.1250%  | 0.0000% | $78.33             | $78.70             | Agency Mortgage-Backed Securities |
| GNAR AR 080027 M     | 2027-01-20      | 5.6250%  | 0.0000% | $155.70            | $156.13            | Agency Mortgage-Backed Securities |
| GNAR AR 080029 M     | 2027-01-20      | 5.6250%  | 0.0000% | $91.88             | $92.27             | Agency Mortgage-Backed Securities |
| GNAR AR 080030 M     | 2027-01-20      | 5.6250%  | 0.0000% | $31.48             | $31.59             | Agency Mortgage-Backed Securities |
| GNAR AR 080000 M     | 2026-10-20      | 5.1250%  | 0.0000% | $115.68            | $116.13            | Agency Mortgage-Backed Securities |
| GNAR AR 080022 M     | 2026-12-20      | 5.1250%  | 0.0000% | $147.18            | $147.81            | Agency Mortgage-Backed Securities |
| GNAR AR 080058 M     | 2027-04-20      | 5.6250%  | 0.0000% | $20.76             | $20.89             | Agency Mortgage-Backed Securities |
| GNAR AR 080059 M     | 2027-04-20      | 5.6250%  | 0.0000% | $295.50            | $296.51            | Agency Mortgage-Backed Securities |
| GNAR AR 080060 M     | 2027-04-20      | 5.6250%  | 0.0000% | $57.48             | $57.78             | Agency Mortgage-Backed Securities |
| GNAR AR 080042 M     | 2027-02-20      | 5.6250%  | 0.0000% | $33.54             | $33.62             | Agency Mortgage-Backed Securities |
| GNAR AR 080045 M     | 2027-02-20      | 5.6250%  | 0.0000% | $73.44             | $73.69             | Agency Mortgage-Backed Securities |
| GNAR AR 080051 M     | 2027-03-20      | 5.6250%  | 0.0000% | $95.25             | $95.71             | Agency Mortgage-Backed Securities |
| GNAR AR 080052 M     | 2027-03-20      | 5.6250%  | 0.0000% | $25.83             | $25.88             | Agency Mortgage-Backed Securities |
| GNAR AR 080053 M     | 2027-03-20      | 5.6250%  | 0.0000% | $38.29             | $38.39             | Agency Mortgage-Backed Securities |
| GNAR AR 080095 M     | 2027-07-20      | 5.3750%  | 0.0000% | $172.28            | $173.88            | Agency Mortgage-Backed Securities |
| GNAR AR 080070 M     | 2027-05-20      | 5.6250%  | 0.0000% | $26.34             | $26.50             | Agency Mortgage-Backed Securities |
| GNAR AR 080072 M     | 2027-05-20      | 5.6250%  | 0.0000% | $149.16            | $150.14            | Agency Mortgage-Backed Securities |
| GNAR AR 080074 M     | 2027-05-20      | 5.6250%  | 0.0000% | $108.46            | $109.07            | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M     | 2027-05-20      | 5.6250%  | 0.0000% | $92.46             | $92.98             | Agency Mortgage-Backed Securities |
| GNAR AR 080084 M     | 2027-06-20      | 5.6250%  | 0.0000% | $85.99             | $86.58             | Agency Mortgage-Backed Securities |
| GNAR AR 080085 M     | 2027-06-20      | 5.6250%  | 0.0000% | $13.71             | $13.80             | Agency Mortgage-Backed Securities |
| GNAR AR 080086 M     | 2027-06-20      | 5.6250%  | 0.0000% | $67.22             | $67.79             | Agency Mortgage-Backed Securities |
| GNAR AR 080103 M     | 2027-08-20      | 5.3750%  | 0.0000% | $62.40             | $62.74             | Agency Mortgage-Backed Securities |
| GNAR AR 080111 M     | 2027-09-20      | 5.3750%  | 0.0000% | $30.21             | $30.39             | Agency Mortgage-Backed Securities |
| GNAR AR 080112 M     | 2027-09-20      | 5.3750%  | 0.0000% | $106.52            | $107.58            | Agency Mortgage-Backed Securities |
| GNAR AR 080118 M     | 2027-10-20      | 5.1250%  | 0.0000% | $63.96             | $64.46             | Agency Mortgage-Backed Securities |
| GNAR AR 080132 M     | 2027-11-20      | 5.1250%  | 0.0000% | $213.67            | $215.05            | Agency Mortgage-Backed Securities |
| GNAR AR 080283 M     | 2029-05-20      | 5.6250%  | 0.0000% | $134.04            | $134.58            | Agency Mortgage-Backed Securities |
| GNAR AR 080318 M     | 2029-09-20      | 5.3750%  | 0.0000% | $22.17             | $22.35             | Agency Mortgage-Backed Securities |
| GNAR AR 080310 M     | 2029-08-20      | 5.3750%  | 0.0000% | $21.01             | $21.19             | Agency Mortgage-Backed Securities |
| GNAR AR 080351 M     | 2029-12-20      | 5.1250%  | 0.0000% | $62.76             | $63.23             | Agency Mortgage-Backed Securities |
| GNAR AR 080342 M     | 2029-11-20      | 5.1250%  | 0.0000% | $15.27             | $15.38             | Agency Mortgage-Backed Securities |
| GNAR AR 080376 M     | 2030-02-20      | 5.6250%  | 0.0000% | $26.41             | $26.62             | Agency Mortgage-Backed Securities |
| GNAR AR 080352 M     | 2029-12-20      | 5.1250%  | 0.0000% | $23.43             | $23.62             | Agency Mortgage-Backed Securities |
| GNAR AR 080385 M     | 2030-03-20      | 5.6250%  | 0.0000% | $44.51             | $44.83             | Agency Mortgage-Backed Securities |
| GNAR AR 080387 M     | 2030-03-20      | 5.6250%  | 0.0000% | $14.26             | $14.37             | Agency Mortgage-Backed Securities |
| GNAR AR 080547 M     | 2031-10-20      | 5.1250%  | 0.0000% | $469.02            | $473.60            | Agency Mortgage-Backed Securities |
| GNAR AR 080562 M     | 2031-12-20      | 5.1250%  | 0.0000% | $652.49            | $657.74            | Agency Mortgage-Backed Securities |
| GNAR AR 080602 M     | 2032-05-20      | 5.6250%  | 0.0000% | $171.26            | $171.45            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC7173 | 2051-09-01      | 2.5000%  | 0.0000% | $675.80            | $589.10            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8001 | 2052-08-01      | 4.5000%  | 0.0000% | $35817.47          | $35588.10          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE7910 | 2052-08-01      | 4.0000%  | 0.0000% | $430394.70         | $419902.49         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7011 | 2053-01-01      | 5.0000%  | 0.0000% | $657022.39         | $664979.66         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG0886 | 2053-04-01      | 6.0000%  | 0.0000% | $3546.27           | $3699.94           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG9447 | 2053-08-01      | 5.0000%  | 0.0000% | $37029.41          | $37534.50          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG9540 | 2053-08-01      | 5.0000%  | 0.0000% | $232717.90         | $235560.58         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ8523 | 2054-11-01      | 5.5000%  | 0.0000% | $11718.34          | $11968.20          | Agency Mortgage-Backed Securities |
| GNAR AR 080583 M     | 2032-03-20      | 5.6250%  | 0.0000% | $47.34             | $47.85             | Agency Mortgage-Backed Securities |
| GNAR AR 080593 M     | 2032-04-20      | 5.6250%  | 0.0000% | $285.26            | $290.20            | Agency Mortgage-Backed Securities |
| GNAR AR 080636 M     | 2032-09-20      | 5.3750%  | 0.0000% | $78.41             | $78.87             | Agency Mortgage-Backed Securities |
| GNAR AR 080610 M     | 2032-06-20      | 5.6250%  | 0.0000% | $109.81            | $111.73            | Agency Mortgage-Backed Securities |
| GNAR AR 080664 M     | 2033-01-20      | 5.6250%  | 0.0000% | $1521.36           | $1529.50           | Agency Mortgage-Backed Securities |
| GNAR AR 080657 M     | 2032-12-20      | 5.1250%  | 0.0000% | $20.46             | $20.94             | Agency Mortgage-Backed Securities |
| GNAR AR 080659 M     | 2032-12-20      | 5.1250%  | 0.0000% | $68.89             | $69.75             | Agency Mortgage-Backed Securities |
| GNAR AR 080701 M     | 2033-06-20      | 5.6250%  | 0.0000% | $503.72            | $504.97            | Agency Mortgage-Backed Securities |
| GNAR AR 080702 M     | 2033-06-20      | 5.6250%  | 0.0000% | $231.35            | $231.91            | Agency Mortgage-Backed Securities |
| GNAR AR 080703 M     | 2033-06-20      | 5.6250%  | 0.0000% | $132.02            | $134.29            | Agency Mortgage-Backed Securities |
| GNAR AR 080673 M     | 2033-02-20      | 5.6250%  | 0.0000% | $680.75            | $692.28            | Agency Mortgage-Backed Securities |
| GNAR AR 080680 M     | 2033-03-20      | 5.6250%  | 0.0000% | $90.90             | $92.45             | Agency Mortgage-Backed Securities |
| GNAR AR 080681 M     | 2033-03-20      | 5.6250%  | 0.0000% | $1328.17           | $1338.44           | Agency Mortgage-Backed Securities |
| GNAR AR 080725 M     | 2033-08-20      | 5.3750%  | 0.0000% | $518.61            | $528.03            | Agency Mortgage-Backed Securities |
| GNAR AR 080736 M     | 2033-09-20      | 5.3750%  | 0.0000% | $527.40            | $537.02            | Agency Mortgage-Backed Securities |
| GNAR AR 080902 M     | 2034-05-20      | 5.6250%  | 0.0000% | $429.66            | $438.00            | Agency Mortgage-Backed Securities |
| GNAR AR 080904 M     | 2034-05-20      | 5.6250%  | 0.0000% | $62.10             | $63.31             | Agency Mortgage-Backed Securities |
| GNAR AR 080963 M     | 2034-07-20      | 5.3750%  | 0.0000% | $88.24             | $88.91             | Agency Mortgage-Backed Securities |
| GNAR AR 080934 M     | 2034-06-20      | 5.6250%  | 0.0000% | $134.74            | $137.37            | Agency Mortgage-Backed Securities |
| GNAR AR 081023 M     | 2034-08-20      | 5.3750%  | 0.0000% | $212.69            | $214.56            | Agency Mortgage-Backed Securities |
| GNAR AR 081056 M     | 2034-09-20      | 5.3750%  | 0.0000% | $137.06            | $139.68            | Agency Mortgage-Backed Securities |
| GNAR AR 081058 M     | 2034-09-20      | 5.3750%  | 0.0000% | $44.77             | $45.11             | Agency Mortgage-Backed Securities |
| GNAR AR 081166 M     | 2034-12-20      | 5.1250%  | 0.0000% | $108.88            | $111.66            | Agency Mortgage-Backed Securities |
| GNAR AR 081197 M     | 2035-01-20      | 5.6250%  | 0.0000% | $107.36            | $109.36            | Agency Mortgage-Backed Securities |
| GNAR AR 081268 M     | 2035-03-20      | 5.6250%  | 0.0000% | $520.90            | $521.91            | Agency Mortgage-Backed Securities |
| GNAR AR 081368 M     | 2035-06-20      | 5.6250%  | 0.0000% | $137.19            | $137.74            | Agency Mortgage-Backed Securities |
| GNAR AR 081435 M     | 2035-08-20      | 5.3750%  | 0.0000% | $1083.79           | $1092.42           | Agency Mortgage-Backed Securities |
| GNAR AR 081463 M     | 2035-09-20      | 5.3750%  | 0.0000% | $746.32            | $753.01            | Agency Mortgage-Backed Securities |
| GNAR AR 081465 M     | 2035-09-20      | 5.3750%  | 0.0000% | $2012.38           | $2024.29           | Agency Mortgage-Backed Securities |
| GNAR AR 081635 M     | 2036-03-20      | 5.6250%  | 0.0000% | $1882.03           | $1893.16           | Agency Mortgage-Backed Securities |
| GNAR FT 082428 M     | 2039-11-20      | 5.1250%  | 0.0000% | $592.03            | $603.93            | Agency Mortgage-Backed Securities |
| GNAR FT 082468 M     | 2040-01-20      | 5.7500%  | 0.0000% | $202.17            | $206.49            | Agency Mortgage-Backed Securities |
| GNAR FT 082483 M     | 2040-02-20      | 5.7500%  | 0.0000% | $70.26             | $71.76             | Agency Mortgage-Backed Securities |
| GNAR FT 082724 M     | 2041-01-20      | 5.7500%  | 0.0000% | $672.19            | $674.57            | Agency Mortgage-Backed Securities |
| GNAR FT 082744 M     | 2041-02-20      | 5.7500%  | 0.0000% | $1993.65           | $2012.61           | Agency Mortgage-Backed Securities |
| GNAR FT 082745 M     | 2041-02-20      | 5.7500%  | 0.0000% | $467.88            | $474.84            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLTA6209 | 2056-02-01      | 7.5000%  | 0.0000% | $35000.00          | $37433.22          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA7662 | 2056-03-01      | 6.5000%  | 0.0000% | $38988.58          | $40934.16          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7704 | 2056-03-01      | 5.0000%  | 0.0000% | $50369.20          | $50892.69          | Agency Mortgage-Backed Securities |
| GNII SF MA2443 M     | 2044-11-20      | 2.5000%  | 0.0000% | $102.66            | $93.57             | Agency Mortgage-Backed Securities |
| GNAR AF MA3047 M     | 2045-08-20      | 5.3750%  | 0.0000% | $27651.57          | $28284.79          | Agency Mortgage-Backed Securities |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $33404.30          | $34766.13          | Agency Mortgage-Backed Securities |
| GNAR AF MA6052 M     | 2049-07-20      | 5.3750%  | 0.0000% | $4930.61           | $5029.68           | Agency Mortgage-Backed Securities |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $196.26            | $187.14            | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $5465543.42        | $4620157.46        | Agency Mortgage-Backed Securities |
| GNAR AF MA7602 M     | 2051-09-20      | 2.5000%  | 0.0000% | $7120.61           | $7080.47           | Agency Mortgage-Backed Securities |
| GNAR AF MA7661 M     | 2051-09-20      | 2.0000%  | 0.0000% | $15672.09          | $15341.45          | Agency Mortgage-Backed Securities |
| GNAR AF MA7663 M     | 2051-10-20      | 2.5000%  | 0.0000% | $29733.80          | $29226.50          | Agency Mortgage-Backed Securities |
| GNAR AF MA7841 M     | 2051-12-20      | 2.5000%  | 0.0000% | $14192.82          | $13961.01          | Agency Mortgage-Backed Securities |
| GNAR AF MA7891 M     | 2052-02-20      | 1.5000%  | 0.0000% | $32364.72          | $31013.21          | Agency Mortgage-Backed Securities |
| GNII SF MA8983 M     | 2038-07-20      | 3.5000%  | 0.0000% | $20314.65          | $19678.87          | Agency Mortgage-Backed Securities |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $20841.43          | $21114.89          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQN0423 | 2034-08-01      | 3.5000%  | 0.0000% | $7704.05           | $7684.87           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN3627 | 2035-09-01      | 2.0000%  | 0.0000% | $4923.34           | $4591.91           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4663 | 2055-09-01      | 6.0000%  | 0.0000% | $35867.98          | $37613.44          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4874 | 2055-10-01      | 6.0000%  | 0.0000% | $33024.27          | $34569.72          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ6459 | 2055-10-01      | 5.0000%  | 0.0000% | $61669.99          | $63138.61          | Agency Mortgage-Backed Securities |

### Security 247: 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_0406
- **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):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHFR 03SO 04/27 7954 | 2027-04-08      | 3.7450%  | 0.0000% | $122975000.00      | $123676196.60      | Agency Mortgage-Backed Securities |
| FHFR 03SO 04/26 8423 | 2026-04-16      | 3.6700%  | 0.0000% | $384690000.00      | $386324483.70      | Agency Mortgage-Backed Securities |

### Security 248: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 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: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.69_0325
- **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:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLBM1775               | 2047-07-01      | 4.5000%  | 0.0000% | $64382.83          | $65072.37          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN6630               | 2049-05-01      | 3.5000%  | 0.0000% | $43896008.62       | $41964837.87       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8384               | 2048-11-01      | 3.0000%  | 0.0000% | $4918625.74        | $4564492.88        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8448               | 2051-07-01      | 2.0000%  | 0.0000% | $17354.60          | $14591.58          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8617               | 2051-09-01      | 2.0000%  | 0.0000% | $48798.22          | $41075.97          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8648               | 2051-09-01      | 3.0000%  | 0.0000% | $25211.85          | $23099.89          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8737               | 2036-04-01      | 2.0000%  | 0.0000% | $666566.19         | $620029.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9774               | 2051-11-01      | 2.5000%  | 0.0000% | $21443.64          | $18871.59          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9788               | 2051-12-01      | 3.0000%  | 0.0000% | $470215.79         | $425854.06         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9894               | 2051-12-01      | 2.5000%  | 0.0000% | $7946.73           | $7001.35           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9033               | 2051-10-01      | 2.5000%  | 0.0000% | $53620451.31       | $47015084.97       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9419               | 2051-10-01      | 3.0000%  | 0.0000% | $273798.40         | $248645.55         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9645               | 2049-11-01      | 4.5000%  | 0.0000% | $709386.51         | $716033.46         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9765               | 2051-11-01      | 3.0000%  | 0.0000% | $129346.52         | $117269.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS0227               | 2047-07-01      | 5.0000%  | 0.0000% | $211408.71         | $218232.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7189               | 2051-12-01      | 3.0000%  | 0.0000% | $2768575.81        | $2532199.42        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBU8713               | 2042-06-01      | 3.5000%  | 0.0000% | $2489947.55        | $2426523.06        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3162               | 2052-05-01      | 3.0000%  | 0.0000% | $28433.78          | $26115.08          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2025               | 2052-06-01      | 4.0000%  | 0.0000% | $695779.96         | $684096.34         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3327               | 2037-02-01      | 2.5000%  | 0.0000% | $966557.67         | $920564.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH8174               | 2026-05-01      | 4.0000%  | 0.0000% | $708.52            | $708.95            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAJ0826               | 2041-09-01      | 5.0000%  | 0.0000% | $93097.24          | $96119.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 RIAL2440               | 2027-08-01      | 2.5000%  | 0.0000% | $43873.78          | $43429.54          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9983               | 2053-04-01      | 5.0000%  | 0.0000% | $2999743.51        | $3057164.94        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4527               | 2053-08-01      | 6.5000%  | 0.0000% | $914861.49         | $959370.82         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4714               | 2053-06-01      | 5.0000%  | 0.0000% | $5085601.73        | $5139697.84        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782               | 2053-07-01      | 5.0000%  | 0.0000% | $13998934.41       | $14177142.40       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4760               | 2053-07-01      | 5.5000%  | 0.0000% | $239195.40         | $244843.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4993               | 2053-06-01      | 6.0000%  | 0.0000% | $73104.79          | $75430.28          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4341               | 2048-03-01      | 3.0000%  | 0.0000% | $47887.02          | $44073.57          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6445               | 2053-10-01      | 5.0000%  | 0.0000% | $585664.44         | $595463.25         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9792               | 2050-12-01      | 4.5000%  | 0.0000% | $2473460.08        | $2495884.46        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO8044               | 2042-07-01      | 3.5000%  | 0.0000% | $151367.44         | $147052.99         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8121               | 2046-10-01      | 3.5000%  | 0.0000% | $16335186.04       | $15723037.65       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB4315               | 2052-07-01      | 3.0000%  | 0.0000% | $155903.88         | $141152.67         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5259               | 2052-12-01      | 4.5000%  | 0.0000% | $19150968.74       | $19138903.63       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4409               | 2031-08-01      | 1.5000%  | 0.0000% | $604110.92         | $574753.14         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3543               | 2054-05-01      | 6.0000%  | 0.0000% | $8972157.89        | $9315265.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC5674               | 2039-10-01      | 6.0000%  | 0.0000% | $1018791.11        | $1058045.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8930               | 2056-01-01      | 5.5000%  | 0.0000% | $1313340.53        | $1363759.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9204               | 2056-02-01      | 6.0000%  | 0.0000% | $1108028.00        | $1160282.97        | Agency Mortgage-Backed Securities |
| FCDN 03/06/26                      | 2026-03-06      | 0.0000%  | 0.0000% | $28000000.00       | $27989052.00       | Agency Mortgage-Backed Securities |
| FCDN 04/09/26                      | 2026-04-09      | 0.0000%  | 0.0000% | $10000000.00       | $9961730.00        | Agency Mortgage-Backed Securities |
| FCDN 04/22/26                      | 2026-04-22      | 0.0000%  | 0.0000% | $700000.00         | $696408.30         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Discount Notes | 2026-06-29      | 0.0000%  | 0.0000% | $588000.00         | $581022.20         | Agency Mortgage-Backed Securities |
| FHDN 08/03/26                      | 2026-08-03      | 0.0000%  | 0.0000% | $6009000.00        | $5917446.88        | Agency Mortgage-Backed Securities |
| FHDN 03/16/26                      | 2026-03-16      | 0.0000%  | 0.0000% | $2100000.00        | $2097129.30        | Agency Mortgage-Backed Securities |
| FHDN 04/02/26                      | 2026-04-02      | 0.0000%  | 0.0000% | $283000.00         | $282115.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC9062               | 2040-05-01      | 4.5000%  | 0.0000% | $58558.06          | $58954.79          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5613               | 2055-07-01      | 6.0000%  | 0.0000% | $5149942.93        | $5378823.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE5976               | 2040-07-01      | 6.0000%  | 0.0000% | $66970.32          | $69681.70          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6106               | 2055-08-01      | 5.0000%  | 0.0000% | $1089282.32        | $1107683.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6810               | 2055-09-01      | 6.0000%  | 0.0000% | $1053409.04        | $1108503.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6813               | 2055-09-01      | 6.0000%  | 0.0000% | $2866300.84        | $2987511.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE6888               | 2040-11-01      | 5.5000%  | 0.0000% | $2537919.87        | $2617468.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6895               | 2040-11-01      | 5.0000%  | 0.0000% | $3217080.74        | $3306943.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3204               | 2056-02-01      | 5.0000%  | 0.0000% | $1280750.00        | $1296959.31        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3766               | 2056-03-01      | 4.5000%  | 0.0000% | $10091500.00       | $10020304.47       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1558               | 2055-05-01      | 5.5000%  | 0.0000% | $6790562.04        | $6983293.28        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1584               | 2035-09-01      | 2.5000%  | 0.0000% | $3040617.21        | $2905417.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2738               | 2037-03-01      | 2.5000%  | 0.0000% | $18437810.55       | $17642487.41       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2856               | 2055-09-01      | 6.0000%  | 0.0000% | $28292454.80       | $30147572.19       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4980               | 2053-04-01      | 6.0000%  | 0.0000% | $7518.24           | $7777.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5169               | 2038-10-01      | 5.5000%  | 0.0000% | $76018.46          | $78391.16          | Agency Mortgage-Backed Securities |
| GNMI SF 594850 X                   | 2032-08-15      | 7.0000%  | 0.0000% | $1176.61           | $1192.11           | Agency Mortgage-Backed Securities |
| FHDN 05/20/26                      | 2026-05-20      | 0.0000%  | 0.0000% | $38500000.00       | $38195503.50       | Agency Mortgage-Backed Securities |
| FHDN 05/27/26                      | 2026-05-27      | 0.0000%  | 0.0000% | $25000000.00       | $24784700.00       | Agency Mortgage-Backed Securities |
| FHDN 07/17/26                      | 2026-07-17      | 0.0000%  | 0.0000% | $20445000.00       | $20166416.43       | Agency Mortgage-Backed Securities |
| FMDN 03/16/26                      | 2026-03-16      | 0.0000%  | 0.0000% | $55000.00          | $54925.47          | Agency Mortgage-Backed Securities |
| FMDN 04/20/26                      | 2026-04-20      | 0.0000%  | 0.0000% | $4500000.00        | $4477999.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2676               | 2055-11-01      | 6.0000%  | 0.0000% | $5162302.84        | $5349680.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3934               | 2055-08-01      | 6.5000%  | 0.0000% | $34436188.72       | $36896222.02       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3422               | 2035-05-01      | 3.0000%  | 0.0000% | $621.12            | $603.88            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4251               | 2049-12-01      | 3.5000%  | 0.0000% | $2516.20           | $2395.34           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5699               | 2055-05-01      | 5.0000%  | 0.0000% | $6743694.63        | $6797375.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5879               | 2055-11-01      | 5.5000%  | 0.0000% | $47799992.06       | $48762312.11       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5975               | 2041-02-01      | 3.5000%  | 0.0000% | $1258509.05        | $1231511.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5950               | 2041-01-01      | 4.5000%  | 0.0000% | $9734589.94        | $9799305.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA6020               | 2036-02-01      | 5.5000%  | 0.0000% | $134010.00         | $138642.09         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0723               | 2035-12-01      | 6.5000%  | 0.0000% | $153673.42         | $161789.60         | Agency Mortgage-Backed Securities |
| GNMI SF 613825 X                   | 2033-07-15      | 6.0000%  | 0.0000% | $1314.65           | $1351.39           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA6849               | 2035-08-01      | 3.0000%  | 0.0000% | $80706.21          | $78626.06          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0745               | 2036-06-01      | 2.5000%  | 0.0000% | $960734.23         | $919760.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4418               | 2052-08-01      | 5.5000%  | 0.0000% | $2456356.77        | $2510178.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL988334               | 2038-08-01      | 6.0000%  | 0.0000% | $9667.92           | $10223.41          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAA4461               | 2039-03-01      | 5.0000%  | 0.0000% | $591.85            | $610.61            | Agency Mortgage-Backed Securities |
| FNMS 05.500 GLAB0460               | 2037-02-01      | 5.5000%  | 0.0000% | $2314.09           | $2380.19           | Agency Mortgage-Backed Securities |
| FNDN 04/07/26                      | 2026-04-07      | 0.0000%  | 0.0000% | $1360000.00        | $1355133.92        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0969               | 2037-02-01      | 2.0000%  | 0.0000% | $557321.73         | $518388.59         | Agency Mortgage-Backed Securities |

### Security 249: 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_0428
- **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):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHFR 03SO 04/26 8423                  | 2026-04-16      | 3.6700%  | 0.0000% | $50310000.00       | $50523758.81       | Agency Mortgage-Backed Securities |
| FHFR 03SO 07/26 8575                  | 2026-07-30      | 3.6900%  | 0.0000% | $1000000.00        | $1002845.33        | Agency Mortgage-Backed Securities |
| FHFR 03SO 07/27 8631                  | 2027-07-09      | 3.7250%  | 0.0000% | $1000000.00        | $1005042.44        | Agency Mortgage-Backed Securities |
| FHDN 08/14/26                         | 2026-08-14      | 0.0000%  | 0.0000% | $80000000.00       | $78697520.00       | Agency Mortgage-Backed Securities |
| FHDN 03/05/26                         | 2026-03-05      | 0.0000%  | 0.0000% | $5790000.00        | $5788303.53        | Agency Mortgage-Backed Securities |
| FHDN 03/25/26                         | 2026-03-25      | 0.0000%  | 0.0000% | $2000000.00        | $1995362.00        | Agency Mortgage-Backed Securities |
| FHDN 04/14/26                         | 2026-04-14      | 0.0000%  | 0.0000% | $3075000.00        | $3061688.33        | Agency Mortgage-Backed Securities |
| FHDN 04/16/26                         | 2026-04-16      | 0.0000%  | 0.0000% | $5000000.00        | $4977350.00        | Agency Mortgage-Backed Securities |
| FHDN 04/27/26                         | 2026-04-27      | 0.0000%  | 0.0000% | $5155000.00        | $5125972.20        | Agency Mortgage-Backed Securities |
| FHDN 04/28/26                         | 2026-04-28      | 0.0000%  | 0.0000% | $589000.00         | $585623.85         | Agency Mortgage-Backed Securities |
| FHDN 04/29/26                         | 2026-04-29      | 0.0000%  | 0.0000% | $2389000.00        | $2375143.80        | Agency Mortgage-Backed Securities |
| FHDN 05/01/26                         | 2026-05-01      | 0.0000%  | 0.0000% | $315000.00         | $313110.00         | Agency Mortgage-Backed Securities |
| FHDN 05/21/26                         | 2026-05-21      | 0.0000%  | 0.0000% | $9442000.00        | $9366379.02        | Agency Mortgage-Backed Securities |
| FHDN 05/29/26                         | 2026-05-29      | 0.0000%  | 0.0000% | $222000.00         | $220035.52         | Agency Mortgage-Backed Securities |
| FHDN 06/22/26                         | 2026-06-22      | 0.0000%  | 0.0000% | $591000.00         | $584379.03         | Agency Mortgage-Backed Securities |
| FHDN 07/08/26                         | 2026-07-08      | 0.0000%  | 0.0000% | $202300000.00      | $199721079.60      | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank Discount Notes | 2026-07-17      | 0.0000%  | 0.0000% | $146655000.00      | $144656679.00      | Agency Mortgage-Backed Securities |

### Security 250: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.810000%
- **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_3.81_0309
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLBM4681 | 2044-05-01      | 5.5000%  | 0.0000% | $6361.14           | $6680.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5201 | 2048-12-01      | 5.5000%  | 0.0000% | $280195.34         | $292451.71         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5573 | 2049-03-01      | 4.0000%  | 0.0000% | $264239.01         | $261099.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN4472 | 2049-01-01      | 4.0000%  | 0.0000% | $303361.57         | $298912.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN5342 | 2049-03-01      | 4.0000%  | 0.0000% | $22403.88          | $22137.70          | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBO0316 | 2049-05-01      | 3.0000%  | 0.0000% | $37744.52          | $35194.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8073 | 2036-07-01      | 3.0000%  | 0.0000% | $41990.67          | $40641.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM7224 | 2038-11-01      | 4.5000%  | 0.0000% | $361301.80         | $365702.45         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTFM7232 | 2028-01-01      | 7.0000%  | 0.0000% | $87625.60          | $92285.92          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM7323 | 2047-07-01      | 5.0000%  | 0.0000% | $1085939.81        | $1120984.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $6223.84           | $5918.49           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7672 | 2051-06-01      | 2.5000%  | 0.0000% | $49580.77          | $42998.21          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7658 | 2049-02-01      | 3.0000%  | 0.0000% | $49625.49          | $46160.43          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7784 | 2046-11-01      | 4.5000%  | 0.0000% | $1685.99           | $1706.48           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7862 | 2036-05-01      | 2.0000%  | 0.0000% | $493143.84         | $458758.13         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8210 | 2050-04-01      | 3.0000%  | 0.0000% | $128345.75         | $118355.66         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8368 | 2051-08-01      | 2.0000%  | 0.0000% | $193153.78         | $162321.50         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9939 | 2052-01-01      | 4.0000%  | 0.0000% | $50981.21          | $49788.50          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM9983 | 2036-12-01      | 2.5000%  | 0.0000% | $486020.52         | $462733.12         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $1541153.26        | $1606982.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  | 0.0000% | $188179.18         | $191867.91         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $46169.28          | $48772.79          | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP1583 | 2050-02-01      | 2.5000%  | 0.0000% | $87742.09          | $77016.90          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU3395 | 2051-12-01      | 2.0000%  | 0.0000% | $138498.11         | $115858.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1457 | 2055-04-01      | 5.5000%  | 0.0000% | $2013133.37        | $2053716.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2617 | 2052-07-01      | 4.5000%  | 0.0000% | $4376926.16        | $4388205.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV5990 | 2055-07-01      | 5.5000%  | 0.0000% | $857357.87         | $874795.01         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV8015 | 2052-08-01      | 2.5000%  | 0.0000% | $24824.81          | $21570.41          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1501 | 2051-08-01      | 4.0000%  | 0.0000% | $20611.88          | $20334.96          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1626 | 2052-04-01      | 2.5000%  | 0.0000% | $58399.02          | $51294.87          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1636 | 2052-04-01      | 4.0000%  | 0.0000% | $86642.39          | $85091.40          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1993 | 2037-06-01      | 3.0000%  | 0.0000% | $163441.40         | $159562.39         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3992 | 2053-02-01      | 5.5000%  | 0.0000% | $97273664.74       | $100450644.20      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4194 | 2052-01-01      | 2.5000%  | 0.0000% | $40568.87          | $35508.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  | 0.0000% | $1012615.16        | $1046972.41        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL619118 | 2031-11-01      | 6.5000%  | 0.0000% | $12594.55          | $13115.80          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3780 | 2041-02-01      | 4.0000%  | 0.0000% | $112812.38         | $112751.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0045 | 2032-02-01      | 6.0000%  | 0.0000% | $9421.45           | $9815.82           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL5734 | 2029-09-01      | 3.5000%  | 0.0000% | $4182.79           | $4168.80           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL5760 | 2044-09-01      | 4.0000%  | 0.0000% | $27572.50          | $27472.52          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9238 | 2041-10-01      | 3.0000%  | 0.0000% | $5433.37           | $5134.35           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9905 | 2052-10-01      | 4.5000%  | 0.0000% | $756550.46         | $753085.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0350 | 2052-10-01      | 5.0000%  | 0.0000% | $5118998.87        | $5248254.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBX8612 | 2038-03-01      | 4.5000%  | 0.0000% | $52396.46          | $52859.64          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBY2249 | 2053-04-01      | 4.0000%  | 0.0000% | $222114.68         | $216550.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5368 | 2053-07-01      | 6.0000%  | 0.0000% | $11098.98          | $11452.63          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0853 | 2047-12-01      | 3.5000%  | 0.0000% | $541.37            | $520.73            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA0250 | 2032-05-01      | 3.0000%  | 0.0000% | $28719.44          | $28195.10          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0624 | 2047-10-01      | 3.5000%  | 0.0000% | $348701.16         | $333929.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1709 | 2048-05-01      | 4.5000%  | 0.0000% | $369560.28         | $372623.93         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1785 | 2046-07-01      | 4.0000%  | 0.0000% | $1072092.75        | $1062739.69        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA1100 | 2033-02-01      | 3.5000%  | 0.0000% | $6877137.44        | $6836230.70        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | 0.0000% | $2338.19           | $2311.16           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2190 | 2048-08-01      | 4.0000%  | 0.0000% | $72358.69          | $71521.85          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2472 | 2048-10-01      | 4.0000%  | 0.0000% | $143630.97         | $141360.00         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6197 | 2053-11-01      | 6.5000%  | 0.0000% | $72205.80          | $75916.42          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS8941 | 2042-08-01      | 2.0000%  | 0.0000% | $720754.06         | $635764.51         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8210 | 2054-05-01      | 6.0000%  | 0.0000% | $46067.83          | $48518.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8455 | 2053-08-01      | 5.5000%  | 0.0000% | $5106929.19        | $5293445.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9126 | 2053-02-01      | 5.0000%  | 0.0000% | $866401.57         | $877074.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | 0.0000% | $271147.12         | $279878.69         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0287 | 2055-04-01      | 6.5000%  | 0.0000% | $981338.25         | $1024481.26        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ6625 | 2042-12-01      | 3.0000%  | 0.0000% | $4976.92           | $4678.09           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS4953 | 2030-05-01      | 3.0000%  | 0.0000% | $2085.77           | $2060.57           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6187 | 2045-11-01      | 3.5000%  | 0.0000% | $17143.94          | $16527.37          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS6269 | 2030-12-01      | 2.5000%  | 0.0000% | $11680.29          | $11392.17          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7589 | 2046-07-01      | 3.5000%  | 0.0000% | $2120958.39        | $2027326.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS9543 | 2037-05-01      | 3.5000%  | 0.0000% | $569699.58         | $558242.22         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1282 | 2043-07-01      | 3.0000%  | 0.0000% | $7606.28           | $7151.80           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV2359 | 2044-01-01      | 4.0000%  | 0.0000% | $42045.09          | $41831.87          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV6139 | 2029-01-01      | 3.5000%  | 0.0000% | $1099.70           | $1091.75           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW9488 | 2044-11-01      | 4.0000%  | 0.0000% | $403772.63         | $400165.29         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX9585 | 2045-03-01      | 3.5000%  | 0.0000% | $80714.71          | $77845.93          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725946 | 2034-11-01      | 5.5000%  | 0.0000% | $149671.87         | $154907.73         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4283 | 2052-08-01      | 5.0000%  | 0.0000% | $405147.89         | $411302.13         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4948 | 2052-10-01      | 5.0000%  | 0.0000% | $10339583.38       | $10649337.77       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5181 | 2037-11-01      | 4.5000%  | 0.0000% | $34504.23          | $34843.13          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  | 0.0000% | $2122.30           | $2063.57           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $24998.47          | $23855.23          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3364 | 2033-05-01      | 3.5000%  | 0.0000% | $102873.17         | $102269.08         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  | 0.0000% | $130646.15         | $128616.81         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $3868665.25        | $3600800.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL844610 | 2035-12-01      | 6.0000%  | 0.0000% | $25322.28          | $26547.88          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852693 | 2036-04-01      | 6.0000%  | 0.0000% | $5034.41           | $5267.76           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $1050668.74        | $1089018.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0891 | 2056-01-01      | 4.5000%  | 0.0000% | $1431867.08        | $1423158.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG1521 | 2041-02-01      | 4.5000%  | 0.0000% | $1141527.43        | $1150641.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG2619 | 2041-03-01      | 6.0000%  | 0.0000% | $3540014.00        | $3687619.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4032 | 2050-04-01      | 5.5000%  | 0.0000% | $184280.19         | $192162.26         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $239380.09         | $244345.37         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD2587 | 2055-01-01      | 4.0000%  | 0.0000% | $61864.26          | $60232.52          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6415 | 2055-04-01      | 6.5000%  | 0.0000% | $5853196.01        | $6202131.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD6614 | 2040-06-01      | 6.0000%  | 0.0000% | $1238974.85        | $1295022.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0104 | 2055-06-01      | 6.0000%  | 0.0000% | $5373655.63        | $5654581.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE0551 | 2040-05-01      | 6.0000%  | 0.0000% | $1770317.90        | $1841179.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE1513 | 2040-06-01      | 5.5000%  | 0.0000% | $1103970.74        | $1148285.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE1934 | 2040-06-01      | 5.0000%  | 0.0000% | $874605.65         | $892054.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2770 | 2040-06-01      | 6.0000%  | 0.0000% | $1531434.68        | $1594691.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3042 | 2055-06-01      | 6.0000%  | 0.0000% | $6400707.26        | $6702445.13        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE3410 | 2040-06-01      | 6.5000%  | 0.0000% | $858013.28         | $898631.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE4568 | 2055-08-01      | 5.0000%  | 0.0000% | $1071145.27        | $1083464.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4634 | 2040-08-01      | 5.5000%  | 0.0000% | $1192108.32        | $1235765.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4651 | 2055-07-01      | 5.5000%  | 0.0000% | $874418.38         | $892179.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4737 | 2040-07-01      | 5.5000%  | 0.0000% | $1212198.85        | $1256073.44        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6384 | 2040-08-01      | 4.5000%  | 0.0000% | $3986390.77        | $4014714.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE6975 | 2041-01-01      | 5.5000%  | 0.0000% | $1464567.45        | $1510430.71        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8229 | 2055-08-01      | 5.0000%  | 0.0000% | $1762584.51        | $1782494.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3789 | 2056-03-01      | 5.5000%  | 0.0000% | $3786555.00        | $3884767.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0884 | 2055-03-01      | 6.0000%  | 0.0000% | $643952.35         | $673470.70         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA2878 | 2052-04-01      | 2.0000%  | 0.0000% | $50537.92          | $41854.21          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3027 | 2055-07-01      | 6.5000%  | 0.0000% | $38985332.37       | $40673960.37       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3373 | 2053-07-01      | 2.5000%  | 0.0000% | $128403.34         | $111724.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3681 | 2055-11-01      | 5.5000%  | 0.0000% | $24701845.70       | $25687183.11       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $310384351.30      | $313761677.90      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $22506643.20       | $23181017.24       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $2694.62           | $2776.64           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5516 | 2039-09-01      | 4.0000%  | 0.0000% | $226223.87         | $224683.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9697 | 2055-09-01      | 5.5000%  | 0.0000% | $8395853.49        | $8624902.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0551 | 2055-12-01      | 5.5000%  | 0.0000% | $1052013.39        | $1092572.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2419 | 2040-11-01      | 5.0000%  | 0.0000% | $1012102.04        | $1032294.60        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2863 | 2055-11-01      | 4.5000%  | 0.0000% | $3896867.25        | $3866004.06        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4590 | 2055-11-01      | 6.0000%  | 0.0000% | $2182429.18        | $2292583.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7184 | 2055-11-01      | 4.5000%  | 0.0000% | $1140929.81        | $1137356.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6340 | 2055-11-01      | 6.0000%  | 0.0000% | $1578528.88        | $1642035.21        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD4890 | 2046-08-01      | 3.5000%  | 0.0000% | $25000.19          | $24008.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2974 | 2047-01-01      | 4.0000%  | 0.0000% | $7284840.23        | $7168850.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3800 | 2055-10-01      | 6.0000%  | 0.0000% | $31285063.29       | $32883020.88       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3926 | 2055-08-01      | 6.5000%  | 0.0000% | $65477589.50       | $69606766.32       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM0036 | 2049-08-01      | 5.0000%  | 0.0000% | $2741.99           | $2817.98           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1724 | 2049-10-01      | 3.0000%  | 0.0000% | $379664.39         | $347148.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1796 | 2034-10-01      | 3.5000%  | 0.0000% | $360677.59         | $357683.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1082 | 2031-09-01      | 3.0000%  | 0.0000% | $13352.05          | $13207.75          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3523 | 2034-11-01      | 3.0000%  | 0.0000% | $35551.56          | $35090.69          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3022 | 2032-09-01      | 3.5000%  | 0.0000% | $1470.73           | $1468.61           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4386 | 2047-07-01      | 5.0000%  | 0.0000% | $155814.89         | $160860.04         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4422 | 2050-10-01      | 2.5000%  | 0.0000% | $64878.46          | $57182.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  | 0.0000% | $40475.82          | $40944.53          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3946 | 2049-01-01      | 4.0000%  | 0.0000% | $5318.96           | $5260.71           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6342 | 2036-02-01      | 2.0000%  | 0.0000% | $39927.74          | $37164.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6578 | 2036-01-01      | 2.0000%  | 0.0000% | $27166.26          | $25337.01          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM6946 | 2034-07-01      | 3.0000%  | 0.0000% | $177417.49         | $174710.93         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8038 | 2051-07-01      | 3.0000%  | 0.0000% | $122471.84         | $111751.11         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $4452.50           | $4537.91           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $33241.12          | $31327.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5715 | 2035-05-01      | 4.5000%  | 0.0000% | $3954753.63        | $4000300.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $25384163.74       | $25895203.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  | 0.0000% | $153294607.23      | $157965221.40      | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5872 | 2055-10-01      | 7.5000%  | 0.0000% | $1999801.01        | $2140056.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5901 | 2035-11-01      | 5.5000%  | 0.0000% | $3096184.02        | $3190098.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $16577652.88       | $16430940.65       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE4592 | 2040-09-01      | 4.0000%  | 0.0000% | $31631.96          | $31504.61          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4546 | 2049-11-01      | 3.0000%  | 0.0000% | $25968.39          | $23894.47          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8005 | 2050-12-01      | 1.5000%  | 0.0000% | $210597.31         | $166692.68         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7696 | 2050-11-01      | 1.5000%  | 0.0000% | $100711.23         | $79905.43          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  | 0.0000% | $777434.48         | $647472.66         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  | 0.0000% | $291424.00         | $278366.32         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  | 0.0000% | $111771.12         | $92458.68          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3096 | 2052-03-01      | 2.5000%  | 0.0000% | $584499.04         | $512337.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | 0.0000% | $27376160.00       | $26152028.93       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3622 | 2052-05-01      | 4.0000%  | 0.0000% | $7025.54           | $6860.82           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0483 | 2040-05-01      | 6.0000%  | 0.0000% | $7074868.89        | $7353911.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1921 | 2056-02-01      | 4.5000%  | 0.0000% | $30359268.58       | $30306443.45       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL889974 | 2035-09-01      | 5.0000%  | 0.0000% | $38382.21          | $39123.41          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL930922 | 2039-04-01      | 4.5000%  | 0.0000% | $20240.11          | $20560.41          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL990040 | 2038-09-01      | 6.0000%  | 0.0000% | $714.17            | $749.48            | Agency Mortgage-Backed Securities |
| FNMS 05.000 NBAA7234 | 2047-08-01      | 5.0000%  | 0.0000% | $112086.03         | $113850.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAA8884 | 2039-06-01      | 3.5000%  | 0.0000% | $2344.91           | $2293.10           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAA9592 | 2039-01-01      | 6.0000%  | 0.0000% | $63242.78          | $66350.74          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBJ0922 | 2047-10-01      | 3.0000%  | 0.0000% | $191870.27         | $176732.41         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8066 | 2041-07-01      | 2.0000%  | 0.0000% | $14125587.95       | $12494992.85       | Agency Mortgage-Backed Securities |

### 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: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $279519934.40
- **C.18.a - Value (excl. sponsor support):** $279519934.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $323528562.50
- **C.18.a - Value (excl. sponsor support):** $323528562.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **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? 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: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $347452098.00
- **C.18.a - Value (excl. sponsor support):** $347452098.00
- **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 254: 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):** $1168201180.00
- **C.18.a - Value (excl. sponsor support):** $1168201180.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **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 255: 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):** $148085155.50
- **C.18.a - Value (excl. sponsor support):** $148085155.50
- **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 256: 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):** $590789334.00
- **C.18.a - Value (excl. sponsor support):** $590789334.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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 257: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $348174946.00
- **C.18.a - Value (excl. sponsor support):** $348174946.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1093451414.00
- **C.18.a - Value (excl. sponsor support):** $1093451414.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $649934876.50
- **C.18.a - Value (excl. sponsor support):** $649934876.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: 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):** $694423072.00
- **C.18.a - Value (excl. sponsor support):** $694423072.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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 261: 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):** $693938546.00
- **C.18.a - Value (excl. sponsor support):** $693938546.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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 262: 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):** $1139283081.00
- **C.18.a - Value (excl. sponsor support):** $1139283081.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **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 263: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $698452517.00
- **C.18.a - Value (excl. sponsor support):** $698452517.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1395907100.00
- **C.18.a - Value (excl. sponsor support):** $1395907100.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298911375.00
- **C.18.a - Value (excl. sponsor support):** $298911375.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $721856523.25
- **C.18.a - Value (excl. sponsor support):** $721856523.25
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **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? 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 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):** $198827344.00
- **C.18.a - Value (excl. sponsor support):** $198827344.00
- **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 268: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $937778244.20
- **C.18.a - Value (excl. sponsor support):** $937778244.20
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $915515000.00
- **C.18.a - Value (excl. sponsor support):** $915515000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: 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):** $1545597424.80
- **C.18.a - Value (excl. sponsor support):** $1545597424.80
- **C.19 - Percentage of Net Assets:** 1.1400%
- **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 271: 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):** $795047559.60
- **C.18.a - Value (excl. sponsor support):** $795047559.60
- **C.19 - Percentage of Net Assets:** 0.5800%
- **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 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):** $147876562.50
- **C.18.a - Value (excl. sponsor support):** $147876562.50
- **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 273: 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):** $231295812.50
- **C.18.a - Value (excl. sponsor support):** $231295812.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: 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):** $535666875.00
- **C.18.a - Value (excl. sponsor support):** $535666875.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **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 275: 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):** $711398318.50
- **C.18.a - Value (excl. sponsor support):** $711398318.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **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 276: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $340011155.40
- **C.18.a - Value (excl. sponsor support):** $340011155.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: 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):** $409915117.70
- **C.18.a - Value (excl. sponsor support):** $409915117.70
- **C.19 - Percentage of Net Assets:** 0.3000%
- **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 278: 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):** $490651739.20
- **C.18.a - Value (excl. sponsor support):** $490651739.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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 279: 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):** $892752049.10
- **C.18.a - Value (excl. sponsor support):** $892752049.10
- **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 280: 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):** $181084219.20
- **C.18.a - Value (excl. sponsor support):** $181084219.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 281: 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):** $503128905.00
- **C.18.a - Value (excl. sponsor support):** $503128905.00
- **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 282: 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):** $1470902608.40
- **C.18.a - Value (excl. sponsor support):** $1470902608.40
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 283: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400227500.00
- **C.18.a - Value (excl. sponsor support):** $400227500.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 284: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400734376.00
- **C.18.a - Value (excl. sponsor support):** $400734376.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 285: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.772900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300049101.00
- **C.18.a - Value (excl. sponsor support):** $300049101.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 286: 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):** $687113868.90
- **C.18.a - Value (excl. sponsor support):** $687113868.90
- **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 287: 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):** $631850625.00
- **C.18.a - Value (excl. sponsor support):** $631850625.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **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 288: 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):** $332121907.08
- **C.18.a - Value (excl. sponsor support):** $332121907.08
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 289: 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):** $359680078.80
- **C.18.a - Value (excl. sponsor support):** $359680078.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 290: 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):** $658085665.70
- **C.18.a - Value (excl. sponsor support):** $658085665.70
- **C.19 - Percentage of Net Assets:** 0.4800%
- **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 291: 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):** $1151494291.15
- **C.18.a - Value (excl. sponsor support):** $1151494291.15
- **C.19 - Percentage of Net Assets:** 0.8500%
- **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 292: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.720900%
- **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):** $520178235.20
- **C.18.a - Value (excl. sponsor support):** $520178235.20
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 293: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.782900%
- **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):** $100119065.00
- **C.18.a - Value (excl. sponsor support):** $100119065.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 294: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 295: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 296: Canadian Imperial Bank of Commerce/New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce/New York 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 923XCM001, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 923XCM001_3.66_0302
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $94500.00          | $96759.01          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $101.59            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $103.90            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $104983600.00      | $108281333.20      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $3200.00           | $3300.52           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | 0.0000% | $15565700.00       | $16284369.14       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $1500.00           | $1475.55           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $252500.00         | $249609.14         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $94.67             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | 0.0000% | $9021500.00        | $8926785.20        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  | 0.0000% | $251.91            | $243.23            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $96.25             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | 0.0000% | $10999900.00       | $10499241.30       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $131974000.00      | $139869499.90      | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | 0.0000% | $10926568.07       | $11382994.65       | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | 0.0000% | $15035647.47       | $15663719.26       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $4446000.00        | $4668380.30        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | 0.0000% | $32902.53          | $31648.59          | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | 0.0000% | $357243.40         | $343628.64         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $102.06            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | 0.0000% | $1105100.00        | $1120774.26        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $158900.00         | $159454.16         | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $103.11            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | 0.0000% | $200.00            | $203.86            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | 0.0000% | $28172900.00       | $28550628.86       | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | 0.0000% | $8968409.80        | $8973739.61        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $604100.00         | $539029.33         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | 0.0000% | $770400.00         | $741053.09         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | 0.0000% | $1504200.00        | $1435242.60        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $955800.00         | $909421.64         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $95.31             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $38100.00          | $34523.99          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $500.00            | $482.83            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $8813800.00        | $8497619.63        | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | 0.0000% | $69443.83          | $56424.52          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | 0.0000% | $21891900.00       | $18591528.92       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $8096600.00        | $7440033.78        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $18443300.00       | $18628697.45       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $3200400.00        | $3232571.36        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $30313600.00       | $30912523.55       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $9210400.00        | $7118501.49        | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $3248000.00        | $2497775.26        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $65533800.00       | $54346730.29       | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $5681700.00        | $4348003.17        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $28576500.00       | $18669852.06       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $110.71            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $10386800.00       | $6578436.74        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $1837500.00        | $1398036.69        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $200.00            | $174.43            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $2000.00           | $2073.51           | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | 0.0000% | $739890.00         | $746941.46         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $84.90             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $300.00            | $274.36            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $41122800.00       | $30205014.45       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $89068800.00       | $90960048.02       | U.S. Treasuries (including strips) |

### Security 297: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 298: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SBP003, C.3 - LEI: 9845005D9C6BAA10BK72, C.5 - Other ID: 926SBP003_3.68_0302
- **C.18 - Value (incl. sponsor support):** $1999999999.99
- **C.18.a - Value (excl. sponsor support):** $1999999999.99
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 2 7/8 08/15/45 | 2045-08-15      | 2.8750%  | 0.0000% | $9330000.00        | $7264097.44        | U.S. Treasuries (including strips) |
| T 3 3/8 09/15/28 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50765625.12       | U.S. Treasuries (including strips) |
| T 3 3/8 09/15/28 | 2028-09-15      | 3.3750%  | 0.0000% | $18000000.00       | $18275625.04       | U.S. Treasuries (including strips) |
| T 3 3/8 09/15/28 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50765625.12       | U.S. Treasuries (including strips) |
| T 3 3/8 09/15/28 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50765625.12       | U.S. Treasuries (including strips) |
| T 3 7/8 08/15/34 | 2034-08-15      | 3.8750%  | 0.0000% | $25000000.00       | $25077148.56       | U.S. Treasuries (including strips) |
| T 4 1/8 11/30/31 | 2031-11-30      | 4.1250%  | 0.0000% | $18000000.00       | $18666562.46       | U.S. Treasuries (including strips) |
| T 3 7/8 03/31/27 | 2027-03-31      | 3.8750%  | 0.0000% | $25000000.00       | $25502929.81       | U.S. Treasuries (including strips) |
| T 3 7/8 03/31/27 | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $51005859.62       | U.S. Treasuries (including strips) |
| T 2 1/8 05/31/26 | 2026-05-31      | 2.1250%  | 0.0000% | $17600000.00       | $17624956.16       | U.S. Treasuries (including strips) |
| T 1 5/8 08/15/29 | 2029-08-15      | 1.6250%  | 0.0000% | $21930000.00       | $20682731.30       | U.S. Treasuries (including strips) |
| T 0 5/8 03/31/27 | 2027-03-31      | 0.6250%  | 0.0000% | $6686000.00        | $6502004.41        | U.S. Treasuries (including strips) |
| T 0 1/2 04/30/27 | 2027-04-30      | 0.5000%  | 0.0000% | $30000000.00       | $29040234.52       | U.S. Treasuries (including strips) |
| T 0 5/8 05/15/30 | 2030-05-15      | 0.6250%  | 0.0000% | $9987000.00        | $8899938.51        | U.S. Treasuries (including strips) |
| T 0 1/2 05/31/27 | 2027-05-31      | 0.5000%  | 0.0000% | $25000000.00       | $24130371.03       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $53041992.06       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $37885000.00       | $40189917.39       | U.S. Treasuries (including strips) |
| T 4 3/8 11/30/30 | 2030-11-30      | 4.3750%  | 0.0000% | $6000000.00        | $6289453.12        | U.S. Treasuries (including strips) |
| T 4 1/8 07/31/31 | 2031-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51528320.44       | U.S. Treasuries (including strips) |
| T 4 1/8 07/31/31 | 2031-07-31      | 4.1250%  | 0.0000% | $23000000.00       | $23703027.40       | U.S. Treasuries (including strips) |
| T 1 7/8 02/28/29 | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $47850585.81       | U.S. Treasuries (including strips) |
| T 1 7/8 02/28/29 | 2029-02-28      | 1.8750%  | 0.0000% | $35000000.00       | $33495410.07       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/53 | 2053-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $45955078.00       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/53 | 2053-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $45955078.00       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/53 | 2053-08-15      | 4.1250%  | 0.0000% | $26610000.00       | $24457292.51       | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54 | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $50523437.75       | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54 | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $50523437.75       | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54 | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $50523437.75       | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54 | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $50523437.75       | U.S. Treasuries (including strips) |
| T 4 3/4 05/15/55 | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $51586913.94       | U.S. Treasuries (including strips) |
| T 4 3/4 05/15/55 | 2055-05-15      | 4.7500%  | 0.0000% | $40000000.00       | $41269531.15       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $15000000.00       | $11139843.79       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $37132812.62       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $37132812.62       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $37132812.62       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $37132812.62       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $37132812.62       | U.S. Treasuries (including strips) |
| T 2 1/4 08/15/49 | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $26139062.40       | U.S. Treasuries (including strips) |
| T 2 11/15/41     | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $36374023.44       | U.S. Treasuries (including strips) |
| T 2 11/15/41     | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $36374023.44       | U.S. Treasuries (including strips) |
| T 2 11/15/41     | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $36374023.44       | U.S. Treasuries (including strips) |
| T 2 11/15/41     | 2041-11-15      | 2.0000%  | 0.0000% | $20000000.00       | $14549609.38       | U.S. Treasuries (including strips) |
| T 2 11/15/41     | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $36374023.44       | U.S. Treasuries (including strips) |
| T 4 11/15/35     | 2035-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $50770507.81       | U.S. Treasuries (including strips) |
| T 4 11/15/35     | 2035-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $50770507.81       | U.S. Treasuries (including strips) |
| T 4 11/15/35     | 2035-11-15      | 4.0000%  | 0.0000% | $15600000.00       | $15840398.44       | U.S. Treasuries (including strips) |
| T 6 1/4 05/15/30 | 2030-05-15      | 6.2500%  | 0.0000% | $14720000.00       | $16573800.04       | U.S. Treasuries (including strips) |
| T 5 3/8 02/15/31 | 2031-02-15      | 5.3750%  | 0.0000% | $22416000.00       | $24322235.62       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $20401000.00       | $16533177.55       | U.S. Treasuries (including strips) |
| T 2 1/2 02/15/45 | 2045-02-15      | 2.5000%  | 0.0000% | $4317000.00        | $3173079.34        | U.S. Treasuries (including strips) |
| T 3 02/15/47     | 2047-02-15      | 3.0000%  | 0.0000% | $38947000.00       | $30453206.89       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/35 | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51330078.12       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/35 | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51330078.12       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/35 | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51330078.12       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/35 | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51330078.12       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/35 | 2035-08-15      | 4.2500%  | 0.0000% | $22707000.00       | $23311041.68       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/35 | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51330078.12       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/35 | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51330078.12       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/35 | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51330078.12       | U.S. Treasuries (including strips) |

### Security 299: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 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: 933USN006, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 933USN006_3.68_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLRA1942 | 2049-12-01      | 3.0000%  | 0.0000% | $27.63             | $25.31             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461 | 2050-04-01      | 4.0000%  | 0.0000% | $17.08             | $16.80             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664 | 2051-02-01      | 2.5000%  | 0.0000% | $1918757.31        | $1674078.45        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921 | 2051-03-01      | 2.5000%  | 0.0000% | $621439.89         | $542002.19         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673 | 2053-05-01      | 5.5000%  | 0.0000% | $610474.02         | $624582.82         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  | 0.0000% | $1186591.80        | $1206678.56        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158 | 2042-04-01      | 3.0000%  | 0.0000% | $2453.72           | $2334.81           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI0477 | 2054-03-01      | 5.0000%  | 0.0000% | $10173.99          | $10366.14          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391 | 2054-04-01      | 6.0000%  | 0.0000% | $1848526.04        | $1932669.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6033 | 2054-05-01      | 6.0000%  | 0.0000% | $328661.89         | $341229.71         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIQO5026 | 2041-02-01      | 4.5000%  | 0.0000% | $69793.27          | $70398.66          | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21   | 2027-06-01      | 4.0000%  | 0.0000% | $90.91             | $92.28             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246 | 2048-06-01      | 4.0000%  | 0.0000% | $163838.55         | $162403.96         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $36.95             | $34.46             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289 | 2048-01-01      | 3.5000%  | 0.0000% | $997929.41         | $960793.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359 | 2048-07-01      | 4.0000%  | 0.0000% | $163431.27         | $161897.61         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856 | 2048-10-01      | 4.5000%  | 0.0000% | $237014.88         | $238037.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636 | 2051-06-01      | 3.0000%  | 0.0000% | $1619872.12        | $1472053.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685 | 2051-06-01      | 3.0000%  | 0.0000% | $530553.81         | $481194.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227 | 2051-10-01      | 2.5000%  | 0.0000% | $1851431.65        | $1629301.61        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704 | 2051-12-01      | 2.0000%  | 0.0000% | $487685.19         | $409003.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634 | 2052-03-01      | 3.0000%  | 0.0000% | $472719.48         | $428513.90         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $4404.68           | $4444.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2047 | 2054-12-01      | 5.5000%  | 0.0000% | $87666.34          | $89676.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378 | 2051-05-01      | 2.5000%  | 0.0000% | $1610348.03        | $1361669.32        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $572042.97         | $503589.77         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $1499447.10        | $1319851.65        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2660 | 2051-02-01      | 2.0000%  | 0.0000% | $518931.22         | $428966.42         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $62.25             | $54.57             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9814 | 2051-05-01      | 2.5000%  | 0.0000% | $523918.52         | $459544.94         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341 | 2051-05-01      | 2.5000%  | 0.0000% | $50790.94          | $44973.47          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $976544.01         | $845055.83         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $68.34             | $59.59             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $918341.03         | $764244.73         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954 | 2052-10-01      | 4.5000%  | 0.0000% | $305951.48         | $304411.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281 | 2052-08-01      | 5.0000%  | 0.0000% | $507402.51         | $521667.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301 | 2052-08-01      | 4.5000%  | 0.0000% | $414016.44         | $411676.42         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $2346537.40        | $1946205.08        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $813196.54         | $716455.07         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4788 | 2054-06-01      | 6.0000%  | 0.0000% | $53177.58          | $54825.26          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $694375.11         | $635971.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $147.79            | $139.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390 | 2051-12-01      | 2.5000%  | 0.0000% | $364238.47         | $317453.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592 | 2052-08-01      | 5.0000%  | 0.0000% | $3380116.85        | $3422274.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2661 | 2052-07-01      | 4.5000%  | 0.0000% | $67.95             | $67.48             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448 | 2052-05-01      | 2.0000%  | 0.0000% | $304042.85         | $252246.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | 0.0000% | $68.82             | $62.96             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2812 | 2052-07-01      | 3.5000%  | 0.0000% | $14666.38          | $14010.60          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3118 | 2052-10-01      | 5.5000%  | 0.0000% | $774208.38         | $802945.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $456259.20         | $462347.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  | 0.0000% | $582332.01         | $601351.69         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214 | 2055-02-01      | 5.5000%  | 0.0000% | $2836366.66        | $2929022.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1329 | 2055-05-01      | 5.0000%  | 0.0000% | $1184004.00        | $1206911.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3258 | 2055-11-01      | 5.5000%  | 0.0000% | $334461.86         | $344292.44         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879 | 2054-02-01      | 5.5000%  | 0.0000% | $263822.86         | $269362.67         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273 | 2053-11-01      | 5.5000%  | 0.0000% | $45578.89          | $47140.29          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663 | 2054-01-01      | 6.5000%  | 0.0000% | $23854.93          | $24930.99          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715 | 2054-06-01      | 6.0000%  | 0.0000% | $2799329.22        | $2889496.55        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455 | 2054-05-01      | 7.0000%  | 0.0000% | $114635.89         | $121924.04         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281 | 2054-09-01      | 6.0000%  | 0.0000% | $116380.11         | $120119.33         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08742 G | 2047-01-01      | 3.5000%  | 0.0000% | $14.14             | $13.59             | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G18700 G | 2033-07-01      | 2.5000%  | 0.0000% | $21.56             | $20.72             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $17.37             | $17.82             | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G        | 2041-10-01      | 6.4730%  | 0.0000% | $155.50            | $163.63            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G | 2037-12-01      | 5.5000%  | 0.0000% | $8.63              | $8.73              | Agency Mortgage-Backed Securities  |
| 03.000 FGPC J31733 G | 2030-05-01      | 3.0000%  | 0.0000% | $7.70              | $7.61              | Agency Mortgage-Backed Securities  |
| 2.875 FHLB 29 EC     | 2029-03-09      | 2.8750%  | 0.0000% | $23181.82          | $23076.61          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232 | 2042-07-01      | 4.0000%  | 0.0000% | $587766.34         | $583336.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166 | 2043-03-01      | 3.0000%  | 0.0000% | $599588.31         | $564957.69         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699 | 2043-10-01      | 3.5000%  | 0.0000% | $946224.89         | $910460.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710 | 2045-10-01      | 4.0000%  | 0.0000% | $566863.74         | $562588.39         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337 | 2044-10-01      | 6.3430%  | 0.0000% | $3.20              | $3.35              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835 | 2052-10-01      | 5.0000%  | 0.0000% | $73.06             | $74.76             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453 | 2052-07-01      | 5.0000%  | 0.0000% | $973184.79         | $992956.12         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647 | 2053-07-01      | 4.5000%  | 0.0000% | $285899.66         | $284180.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $38352.67          | $39404.88          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024 | 2053-06-01      | 5.0000%  | 0.0000% | $84.36             | $85.14             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178 | 2053-09-01      | 6.0000%  | 0.0000% | $1267578.68        | $1323292.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA0558 | 2047-10-01      | 4.5000%  | 0.0000% | $92192.41          | $93504.77          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051 | 2048-07-01      | 4.5000%  | 0.0000% | $199774.83         | $202501.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183 | 2048-08-01      | 4.0000%  | 0.0000% | $23.93             | $23.72             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $10180.56          | $10062.84          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4007 | 2049-08-01      | 4.0000%  | 0.0000% | $1871709.67        | $1843650.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  | 0.0000% | $3154.52           | $3235.03           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5619 | 2053-07-01      | 4.5000%  | 0.0000% | $18990.23          | $18984.53          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  | 0.0000% | $816273.25         | $834698.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $2894212.07        | $2622117.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798 | 2054-06-01      | 6.0000%  | 0.0000% | $319716.05         | $334456.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $271808.65         | $281410.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $5171.95           | $4682.82           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598 | 2054-06-01      | 6.0000%  | 0.0000% | $2714454.16        | $2800022.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690 | 2054-11-01      | 5.0000%  | 0.0000% | $173.02            | $175.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0289 | 2055-04-01      | 6.5000%  | 0.0000% | $246607.07         | $258719.04         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  | 0.0000% | $156939.88         | $163448.70         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251 | 2055-01-01      | 5.5000%  | 0.0000% | $1813204.04        | $1872022.97        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185 | 2055-05-01      | 6.5000%  | 0.0000% | $49858.41          | $52495.54          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4643 | 2055-08-01      | 6.0000%  | 0.0000% | $3319812.58        | $3489366.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4803 | 2055-09-01      | 6.5000%  | 0.0000% | $787024.98         | $829124.87         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $889003.80         | $915646.65         | Agency Mortgage-Backed Securities  |
| 4.05 FHOR 28-30 7C   | 2030-07-17      | 4.0500%  | 0.0000% | $909090.91         | $921621.82         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $5.01              | $4.99              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0451 | 2042-09-01      | 3.5000%  | 0.0000% | $20238.85          | $19474.18          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  | 0.0000% | $13.96             | $13.44             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0595 | 2043-01-01      | 3.5000%  | 0.0000% | $593036.82         | $570636.51         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0660 | 2043-03-01      | 3.5000%  | 0.0000% | $20333.67          | $19966.91          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZA3611 | 2043-11-01      | 3.5000%  | 0.0000% | $29.68             | $28.56             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570 | 2048-07-01      | 4.0000%  | 0.0000% | $2404360.76        | $2376558.87        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5921 | 2048-11-01      | 4.5000%  | 0.0000% | $21.77             | $22.01             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $35373.70          | $33293.96          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606 | 2045-03-01      | 3.0000%  | 0.0000% | $793096.41         | $743015.28         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $7.02              | $6.70              | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8093 | 2033-03-01      | 3.0000%  | 0.0000% | $14.56             | $14.30             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO6786 | 2042-06-01      | 3.5000%  | 0.0000% | $9.46              | $9.16              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4406 | 2042-09-01      | 3.5000%  | 0.0000% | $53797.29          | $52102.88          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ5323 | 2042-11-01      | 3.5000%  | 0.0000% | $10.81             | $10.40             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625 | 2045-03-01      | 3.0000%  | 0.0000% | $546934.69         | $512087.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645 | 2045-03-01      | 3.0000%  | 0.0000% | $784828.45         | $734824.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353 | 2045-12-01      | 4.0000%  | 0.0000% | $22.72             | $22.52             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $253970.20         | $244634.46         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $607896.81         | $591022.61         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141 | 2037-02-01      | 2.0000%  | 0.0000% | $171.35            | $159.48            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114 | 2041-01-01      | 2.5000%  | 0.0000% | $1261051.52        | $1152339.49        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630 | 2042-08-01      | 2.0000%  | 0.0000% | $1652763.52        | $1472834.50        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780 | 2051-12-01      | 2.5000%  | 0.0000% | $30181.23          | $26562.94          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $185235.66         | $184478.04         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696 | 2047-04-01      | 2.0000%  | 0.0000% | $154.17            | $130.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790 | 2052-09-01      | 5.0000%  | 0.0000% | $486245.57         | $492309.59         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1489 | 2052-08-01      | 4.5000%  | 0.0000% | $452185.98         | $456147.58         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846 | 2052-10-01      | 4.5000%  | 0.0000% | $1602956.35        | $1596703.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181 | 2053-01-01      | 5.5000%  | 0.0000% | $128.51            | $132.63            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184 | 2053-01-01      | 6.0000%  | 0.0000% | $1032662.62        | $1072630.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $298632.22         | $313173.95         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2399 | 2053-02-01      | 6.0000%  | 0.0000% | $882490.13         | $929044.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  | 0.0000% | $348210.44         | $347234.72         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.4490%  | 0.0000% | $41432.10          | $41161.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $645505.49         | $646957.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  | 0.0000% | $3120997.40        | $3160721.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687 | 2052-09-01      | 5.0000%  | 0.0000% | $816311.03         | $832805.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779 | 2052-10-01      | 5.0000%  | 0.0000% | $2293442.64        | $2353262.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4794 | 2052-10-01      | 4.5000%  | 0.0000% | $59335.66          | $58982.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $142642.68         | $144809.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250 | 2053-05-01      | 5.0000%  | 0.0000% | $3311439.33        | $3367803.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5483 | 2053-01-01      | 6.0000%  | 0.0000% | $487937.35         | $515457.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5701 | 2053-02-01      | 6.0000%  | 0.0000% | $500693.09         | $526652.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6095 | 2053-04-01      | 6.0000%  | 0.0000% | $951464.47         | $986858.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129 | 2053-04-01      | 5.0000%  | 0.0000% | $257929.63         | $262345.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $697581.36         | $717516.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $75.06             | $77.08             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $47670.39          | $48468.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $2384831.89        | $2462286.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB7809 | 2043-02-01      | 3.0000%  | 0.0000% | $272924.60         | $258117.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA0918 | 2041-11-01      | 4.0000%  | 0.0000% | $6.86              | $6.84              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $598874.66         | $586835.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $2432978.60        | $2321661.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  | 0.0000% | $528082.38         | $523389.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283 | 2033-02-01      | 3.0000%  | 0.0000% | $376459.20         | $368070.44         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $118.86            | $105.82            | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C     | 2051-08-20      | 3.0000%  | 0.0000% | $1673394.11        | $1534421.52        | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C     | 2051-10-20      | 2.0000%  | 0.0000% | $1343229.20        | $1108767.80        | Agency Mortgage-Backed Securities  |
| GNII SF CH7852 C     | 2052-02-20      | 3.5000%  | 0.0000% | $912777.93         | $855403.24         | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C     | 2051-10-20      | 3.5000%  | 0.0000% | $1656925.00        | $1532529.33        | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C     | 2051-11-20      | 3.5000%  | 0.0000% | $1750958.02        | $1619492.20        | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C     | 2051-12-20      | 3.5000%  | 0.0000% | $1585468.80        | $1470244.51        | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C     | 2051-12-20      | 3.0000%  | 0.0000% | $1410442.25        | $1301138.15        | Agency Mortgage-Backed Securities  |
| GNII SF CK1568 C     | 2052-01-20      | 4.5000%  | 0.0000% | $874008.15         | $848460.01         | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C     | 2051-12-20      | 3.5000%  | 0.0000% | $164584.44         | $154239.29         | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C     | 2052-01-20      | 4.0000%  | 0.0000% | $2550637.52        | $2433524.72        | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C     | 2052-01-20      | 4.0000%  | 0.0000% | $1692510.64        | $1614797.14        | Agency Mortgage-Backed Securities  |
| GNII SF CL5067 C     | 2052-03-20      | 4.0000%  | 0.0000% | $736111.02         | $712655.49         | Agency Mortgage-Backed Securities  |
| GNII SF CM7789 C     | 2052-04-20      | 4.0000%  | 0.0000% | $860653.01         | $831897.64         | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $2436837.52        | $2455603.87        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $559310.54         | $574016.68         | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C     | 2053-08-20      | 6.0000%  | 0.0000% | $2251218.49        | $2364327.21        | Agency Mortgage-Backed Securities  |
| GNMI SF CX5729 X     | 2053-12-15      | 7.5000%  | 0.0000% | $872861.22         | $932723.49         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202 | 2052-05-01      | 3.0000%  | 0.0000% | $4553242.06        | $4122877.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299 | 2054-09-01      | 5.5000%  | 0.0000% | $1278860.85        | $1305999.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453 | 2054-05-01      | 5.5000%  | 0.0000% | $79.21             | $82.08             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753 | 2052-07-01      | 3.5000%  | 0.0000% | $869560.14         | $820810.67         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $141638.41         | $147427.34         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956 | 2054-07-01      | 5.5000%  | 0.0000% | $82458.60          | $85336.84          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6307 | 2054-09-01      | 5.0000%  | 0.0000% | $78.14             | $79.33             | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $1262736.80        | $1002655.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277 | 2054-06-01      | 5.5000%  | 0.0000% | $704459.09         | $726693.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992 | 2054-02-01      | 6.0000%  | 0.0000% | $76.54             | $80.86             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $1069595.66        | $1143439.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439 | 2053-11-01      | 6.0000%  | 0.0000% | $1070878.13        | $1122976.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504 | 2053-11-01      | 6.0000%  | 0.0000% | $6845.66           | $7103.37           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7638 | 2053-12-01      | 6.0000%  | 0.0000% | $707493.98         | $743900.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $4843437.12        | $5021390.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8164 | 2054-03-01      | 6.0000%  | 0.0000% | $47896.64          | $50666.04          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $8109860.67        | $8217682.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296 | 2054-04-01      | 6.0000%  | 0.0000% | $38075.40          | $40228.84          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8297 | 2054-04-01      | 6.0000%  | 0.0000% | $73.83             | $77.86             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635 | 2054-06-01      | 5.5000%  | 0.0000% | $100004.94         | $102558.39         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9819 | 2055-01-01      | 6.0000%  | 0.0000% | $2394332.54        | $2526840.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $140323.03         | $149197.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435 | 2054-11-01      | 5.0000%  | 0.0000% | $87.06             | $88.49             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046 | 2040-06-01      | 3.0000%  | 0.0000% | $590792.60         | $559714.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $106664.40         | $97928.86          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $1689.59           | $1612.31           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $297425.30         | $272853.67         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $60.63             | $52.88             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  | 0.0000% | $838629.02         | $739217.47         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4606 | 2042-05-01      | 2.0000%  | 0.0000% | $480104.11         | $422894.63         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  | 0.0000% | $792531.10         | $726509.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $434945.52         | $411374.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $373204.96         | $371173.61         | Agency Mortgage-Backed Securities  |
| GNII SF MB0812 M     | 2055-12-20      | 4.5000%  | 0.0000% | $6224874.02        | $6166036.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $1158447.34        | $1198436.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653 | 2053-08-01      | 5.0000%  | 0.0000% | $69.95             | $71.87             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222 | 2053-10-01      | 6.0000%  | 0.0000% | $1297716.91        | $1357917.13        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G | 2043-11-01      | 4.0000%  | 0.0000% | $486424.24         | $484485.30         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G | 2048-02-01      | 4.0000%  | 0.0000% | $974947.05         | $964930.34         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244 | 2046-07-01      | 3.0000%  | 0.0000% | $802673.81         | $748835.80         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595 | 2055-05-01      | 5.5000%  | 0.0000% | $279291.33         | $288017.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009 | 2055-09-01      | 5.0000%  | 0.0000% | $91.03             | $91.95             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8782 | 2055-09-01      | 5.0000%  | 0.0000% | $1846079.50        | $1864817.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0296 | 2055-01-01      | 6.0000%  | 0.0000% | $93346.98          | $97776.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  | 0.0000% | $1650880.47        | $1671006.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1158 | 2055-02-01      | 5.0000%  | 0.0000% | $34847.31          | $35181.01          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $478826.39         | $485194.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3507 | 2055-11-01      | 5.5000%  | 0.0000% | $1570567.54        | $1631469.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2841 | 2052-08-01      | 3.0000%  | 0.0000% | $97.13             | $87.93             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $647.70            | $662.62            | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $3101209.66        | $3160381.43        | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $4266268.85        | $4341108.68        | Agency Mortgage-Backed Securities  |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $764565.20         | $777908.56         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023 | 2050-09-01      | 2.5000%  | 0.0000% | $17015.68          | $14914.50          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553 | 2050-08-01      | 2.5000%  | 0.0000% | $322160.50         | $281483.08         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344 | 2051-04-01      | 2.5000%  | 0.0000% | $838603.76         | $731929.63         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361 | 2052-06-01      | 4.0000%  | 0.0000% | $73.06             | $71.31             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717 | 2052-11-01      | 5.5000%  | 0.0000% | $68.39             | $70.18             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3330 | 2052-11-01      | 5.0000%  | 0.0000% | $69.74             | $70.61             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4910 | 2052-12-01      | 5.0000%  | 0.0000% | $232325.38         | $236969.36         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750 | 2053-03-01      | 6.0000%  | 0.0000% | $371.32            | $386.25            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0327 | 2053-04-01      | 4.5000%  | 0.0000% | $79.34             | $78.82             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9227 | 2053-08-01      | 6.0000%  | 0.0000% | $255572.83         | $268918.93         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5959 | 2053-12-01      | 6.0000%  | 0.0000% | $1478463.51        | $1531869.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894 | 2054-08-01      | 6.0000%  | 0.0000% | $1559852.20        | $1633872.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $605619.07         | $624573.27         | Agency Mortgage-Backed Securities  |
| 1.23 FCOR 21-30 DY   | 2030-07-29      | 1.2300%  | 0.0000% | $90.91             | $81.76             | Agency Mortgage-Backed Securities  |
| 1.95 FCOR 21-40 Q    | 2040-08-13      | 1.9500%  | 0.0000% | $1363636.36        | $978530.91         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  | 0.0000% | $26.39             | $26.15             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226 | 2058-01-01      | 3.5000%  | 0.0000% | $39.59             | $37.07             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0736 | 2063-06-01      | 4.0000%  | 0.0000% | $966378.80         | $928234.75         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  | 0.0000% | $814313.12         | $809491.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $836969.16         | $780636.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430 | 2048-06-01      | 4.5000%  | 0.0000% | $581233.99         | $587071.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $582725.93         | $594457.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5864 | 2045-10-01      | 5.0000%  | 0.0000% | $342645.68         | $347854.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX0509 | 2054-11-01      | 5.0000%  | 0.0000% | $3871239.87        | $3912511.59        | Agency Mortgage-Backed Securities  |
| GNII SP 785317 C     | 2051-02-20      | 2.0000%  | 0.0000% | $1142670.43        | $970781.31         | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C     | 2051-10-20      | 3.5000%  | 0.0000% | $193049.05         | $182356.60         | Agency Mortgage-Backed Securities  |
| GNMI SP 786677 X     | 2053-04-15      | 6.0000%  | 0.0000% | $817088.03         | $838969.92         | Agency Mortgage-Backed Securities  |
| GNII SP 788131 C     | 2055-07-20      | 7.5000%  | 0.0000% | $2158474.86        | $2321907.38        | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1416566.77        | $1467193.92        | Agency Mortgage-Backed Securities  |
| GNII SP 787570 C     | 2051-07-20      | 3.0000%  | 0.0000% | $1163594.23        | $1063353.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $325574.46         | $295167.98         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | 0.0000% | $58.68             | $48.92             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $61.90             | $54.26             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573 | 2046-05-01      | 2.5000%  | 0.0000% | $2005114.15        | $1781286.38        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $516885.83         | $472474.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $719766.21         | $671677.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  | 0.0000% | $1446939.26        | $1313830.50        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347 | 2051-12-01      | 2.0000%  | 0.0000% | $227281.29         | $191439.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585 | 2055-06-01      | 6.0000%  | 0.0000% | $4198321.37        | $4343135.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ889810 | 2037-11-01      | 6.0000%  | 0.0000% | $30571.25          | $31624.93          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916 | 2038-09-01      | 4.3990%  | 0.0000% | $2.41              | $2.40              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479 | 2040-12-01      | 4.5000%  | 0.0000% | $635007.69         | $644539.16         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150 | 2038-02-01      | 6.4050%  | 0.0000% | $3.07              | $3.18              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $444326.40         | $431386.63         | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $2485249.77        | $2103002.06        | Agency Mortgage-Backed Securities  |
| GNII SF MA8044 M     | 2052-05-20      | 3.5000%  | 0.0000% | $2302282.51        | $2183157.30        | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $1244002.85        | $1140646.95        | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $121293.91         | $115093.94         | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $596102.91         | $611839.57         | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $1368187.85        | $1328604.66        | Agency Mortgage-Backed Securities  |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $1614110.69        | $1484987.75        | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $1026779.59        | $1053484.30        | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $1648124.89        | $1721605.63        | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $9112895.55        | $9033977.87        | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M     | 2054-04-20      | 6.5000%  | 0.0000% | $2669859.53        | $2786023.63        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4   | 2026-04-27      | 4.0000%  | 0.0000% | $80000.00          | $81090.75          | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $1620090.91        | $1621970.75        | Agency Mortgage-Backed Securities  |
| 4.75 FMNT GB26-2933  | 2029-12-18      | 4.7500%  | 0.0000% | $2272727.27        | $2297579.92        | Agency Mortgage-Backed Securities  |
| 4.10 FMNT 26-27 N2   | 2027-04-14      | 4.1000%  | 0.0000% | $909000.00         | $922905.17         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $23946.48          | $22087.86          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334 | 2050-03-01      | 3.0000%  | 0.0000% | $752131.26         | $692757.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1373 | 2051-11-01      | 3.0000%  | 0.0000% | $1110254.75        | $1004816.82        | Agency Mortgage-Backed Securities  |
| 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  | 0.0000% | $1538081.82        | $1568328.48        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $27.27             | $19.83             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $753518.18         | $755122.82         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | 0.0000% | $9.09              | $9.23              | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $608881.82         | $632845.99         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $33736.36          | $34157.14          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $157572.73         | $162522.38         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $283000.00         | $294972.92         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $18109.09          | $17813.86          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | 0.0000% | $73436.36          | $72589.61          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | 0.0000% | $90954.55          | $88702.53          | U.S. Treasuries (including strips) |
| 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $90672.73          | $90172.74          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $260227.27         | $245219.88         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $232309.09         | $228268.26         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  | 0.0000% | $90900.00          | $84390.13          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $545454.55         | $527899.99         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $909018.18         | $809483.95         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $27.27             | $24.06             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $90918.18          | $86793.19          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | 0.0000% | $181818.18         | $173542.76         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $910727.27         | $965212.60         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $132936.36         | $139690.43         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $264963.64         | $281198.85         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $1159963.64        | $1197666.39        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $25836.36          | $26383.38          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $27.27             | $25.83             | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  | 0.0000% | $300000.00         | $303231.20         | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $1181845.45        | $1187750.75        | U.S. Treasuries (including strips) |
| 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $981827.27         | $1012851.22        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $213645.45         | $218719.45         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $121263.64         | $121784.28         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26     | 2026-03-15      | 4.6250%  | 0.0000% | $18.18             | $18.57             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $3500.00           | $3659.61           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $90890.91          | $96840.72          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $836354.55         | $763505.98         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  | 0.0000% | $31900.00          | $31723.68          | U.S. Treasuries (including strips) |
| 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $183509.09         | $173512.41         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $688572.73         | $609430.49         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | 0.0000% | $363627.27         | $345982.96         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $909127.27         | $807879.84         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $13636.36          | $13028.59          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $22727.27          | $20594.13          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | 0.0000% | $117809.09         | $116993.40         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $84918.18          | $83173.38          | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | 0.0000% | $671227.27         | $670893.13         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $263545.45         | $263712.03         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $1061718.18        | $1023630.81        | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $465600.00         | $466658.86         | U.S. Treasuries (including strips) |
| 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $9.09              | $8.68              | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $90900.00          | $84310.62          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $9.09              | $8.50              | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $63.64             | $58.48             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $301600.00         | $297102.93         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $136.36            | $142.23            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $36.36             | $34.12             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $380454.55         | $379846.09         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $256109.09         | $253468.40         | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  | 0.0000% | $235633.60         | $232575.14         | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $9.09              | $7.15              | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $384709.09         | $287392.14         | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $133581.82         | $103242.24         | U.S. Treasuries (including strips) |
| 1 TRIB 48            | 2048-02-15      | 1.0000%  | 0.0000% | $11.95             | $9.08              | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $1016127.27        | $809348.32         | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $18.18             | $13.98             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $9.09              | $7.54              | U.S. Treasuries (including strips) |
| 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $18.18             | $13.91             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $9.09              | $6.84              | U.S. Treasuries (including strips) |
| 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $54145.45          | $33149.80          | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $63.64             | $32.79             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $365281.82         | $202197.55         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $272809.09         | $184111.02         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $9.09              | $6.56              | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $458727.27         | $351110.35         | U.S. Treasuries (including strips) |
| 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $18.18             | $13.21             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $27.27             | $20.75             | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $2972.73           | $2582.21           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $666245.45         | $581074.49         | U.S. Treasuries (including strips) |
| 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $9.09              | $8.27              | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $18.18             | $18.41             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | 0.0000% | $78090.91          | $78680.08          | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $454545.45         | $482670.31         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $954818.18         | $956344.88         | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $1095399.33        | $846723.07         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $9.09              | $7.36              | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $9.09              | $8.11              | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $10127.27          | $9261.79           | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  | 0.0000% | $90881.82          | $74499.54          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $28481.82          | $19497.25          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $132563.64         | $102605.40         | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27     | 2027-07-31      | 3.7819%  | 0.0000% | $315409.09         | $316690.44         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $36.36             | $37.29             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $90890.91          | $92759.61          | U.S. Treasuries (including strips) |

### Security 300: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 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: 933USN006, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 933USN006_3.68_0319
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 04.000 CLRA2461 | 2050-04-01      | 4.0000%  | 0.0000% | $1410.65           | $1386.91           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921 | 2051-03-01      | 2.5000%  | 0.0000% | $3790887.70        | $3306304.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673 | 2053-05-01      | 5.5000%  | 0.0000% | $1647.52           | $1685.59           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  | 0.0000% | $605617.36         | $615869.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9418 | 2053-07-01      | 5.0000%  | 0.0000% | $803.12            | $817.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5368 | 2045-10-01      | 5.0000%  | 0.0000% | $975.85            | $990.94            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  | 0.0000% | $999.67            | $1002.32           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $763.90            | $672.40            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3JRE0017 | 2050-12-01      | 2.5000%  | 0.0000% | $1105.24           | $950.85            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2108 | 2051-04-25      | 2.5000%  | 0.0000% | $909.10            | $787.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6033 | 2054-05-01      | 6.0000%  | 0.0000% | $824.33            | $855.86            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21   | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25376973.77       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4   | 2026-04-27      | 4.0000%  | 0.0000% | $14119000.00       | $14311503.15       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246 | 2048-06-01      | 4.0000%  | 0.0000% | $915.25            | $907.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $405.99            | $378.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK8508 | 2050-12-01      | 2.5000%  | 0.0000% | $886060.12         | $773535.41         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4895 | 2035-12-01      | 2.3500%  | 0.0000% | $1790.94           | $1550.05           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8042 | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $25281606.97       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1193 | 2047-05-01      | 4.0000%  | 0.0000% | $2099.46           | $2087.30           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1579 | 2047-07-01      | 4.0000%  | 0.0000% | $5268.97           | $5240.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3307 | 2048-01-01      | 4.0000%  | 0.0000% | $768.81            | $765.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289 | 2048-01-01      | 3.5000%  | 0.0000% | $15012978.76       | $14454297.45       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3668 | 2048-03-01      | 3.5000%  | 0.0000% | $10019968.00       | $9602493.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359 | 2048-07-01      | 4.0000%  | 0.0000% | $3350778.41        | $3319334.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  | 0.0000% | $277.15            | $280.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5746 | 2049-03-01      | 4.0000%  | 0.0000% | $826.39            | $817.00            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6491 | 2032-11-01      | 1.4557%  | 0.0000% | $5948.98           | $5107.36           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443 | 2051-10-01      | 2.5000%  | 0.0000% | $17735830.20       | $15446587.78       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0141 | 2052-01-01      | 2.5000%  | 0.0000% | $728.45            | $638.03            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $2903.42           | $2488.10           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0393 | 2052-01-01      | 2.0000%  | 0.0000% | $740.64            | $621.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634 | 2052-03-01      | 3.0000%  | 0.0000% | $1541.20           | $1397.08           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $21172223.75       | $21364171.13       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1734 | 2052-05-01      | 3.5000%  | 0.0000% | $716.61            | $678.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS1377 | 2034-11-01      | 3.5000%  | 0.0000% | $44.32             | $44.27             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2526 | 2055-01-01      | 6.5000%  | 0.0000% | $716.02            | $747.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX4587 | 2055-02-01      | 6.0000%  | 0.0000% | $947.96            | $989.75            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5508 | 2055-02-01      | 6.0000%  | 0.0000% | $857.04            | $890.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX6617 | 2054-11-01      | 5.0000%  | 0.0000% | $981.91            | $997.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX7601 | 2055-02-01      | 5.0000%  | 0.0000% | $960.60            | $968.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9792 | 2055-03-01      | 6.5000%  | 0.0000% | $481.27            | $501.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3184 | 2055-05-01      | 6.0000%  | 0.0000% | $955.06            | $988.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | 0.0000% | $968.20            | $989.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4189 | 2055-06-01      | 5.5000%  | 0.0000% | $967.94            | $995.85            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5396 | 2055-06-01      | 5.5000%  | 0.0000% | $1014.35           | $1048.48           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4677 | 2055-06-01      | 6.5000%  | 0.0000% | $926.82            | $966.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5410 | 2055-06-01      | 6.5000%  | 0.0000% | $932.84            | $978.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5867 | 2055-06-01      | 5.5000%  | 0.0000% | $11312976.46       | $11723017.80       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7118 | 2055-07-01      | 5.5000%  | 0.0000% | $953.42            | $980.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7372 | 2055-06-01      | 5.5000%  | 0.0000% | $956.19            | $977.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7558 | 2055-07-01      | 6.0000%  | 0.0000% | $879.25            | $915.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7797 | 2055-07-01      | 5.5000%  | 0.0000% | $938.14            | $957.27            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY8699 | 2055-07-01      | 7.0000%  | 0.0000% | $904.66            | $958.79            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  | 0.0000% | $762.35            | $785.46            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0312 | 2055-08-01      | 5.5000%  | 0.0000% | $985.77            | $1018.94           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1730 | 2055-09-01      | 5.5000%  | 0.0000% | $943.07            | $962.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1314 | 2055-08-01      | 5.5000%  | 0.0000% | $956.91            | $991.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  | 0.0000% | $15375611.82       | $15780578.10       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3214 | 2055-09-01      | 6.0000%  | 0.0000% | $1003.60           | $1053.35           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3429 | 2055-09-01      | 6.0000%  | 0.0000% | $946.48            | $974.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ6914 | 2055-11-01      | 5.0000%  | 0.0000% | $991.73            | $1000.06           | Agency Mortgage-Backed Securities  |
| FNFR SOFR A 11/05/27 | 2027-11-05      | 3.9300%  | 0.0000% | $3072000.00        | $3088453.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378 | 2051-05-01      | 2.5000%  | 0.0000% | $20347.83          | $17205.60          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $1894.26           | $1667.58           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $38042869.46       | $33486305.92       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2807 | 2050-12-01      | 2.5000%  | 0.0000% | $12723390.42       | $11124894.34       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7215 | 2051-04-01      | 2.5000%  | 0.0000% | $24298273.50       | $21192360.20       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7223 | 2051-04-01      | 2.5000%  | 0.0000% | $1447.25           | $1262.71           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $3441.73           | $3017.22           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9345 | 2051-05-01      | 2.5000%  | 0.0000% | $11793496.30       | $10423393.42       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341 | 2051-05-01      | 2.5000%  | 0.0000% | $1340.50           | $1186.97           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9357 | 2051-05-01      | 2.5000%  | 0.0000% | $12998666.80       | $11465663.26       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9718 | 2051-04-01      | 2.5000%  | 0.0000% | $9001585.90        | $7919276.23        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0837 | 2051-06-01      | 2.5000%  | 0.0000% | $709.47            | $619.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $5109.49           | $4421.52           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $6013.74           | $5244.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $1891.78           | $1574.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954 | 2052-10-01      | 4.5000%  | 0.0000% | $2020.05           | $2009.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301 | 2052-08-01      | 4.5000%  | 0.0000% | $709.17            | $705.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  | 0.0000% | $29689510.43       | $24922100.78       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $8418.54           | $7417.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4788 | 2054-06-01      | 6.0000%  | 0.0000% | $1269517.84        | $1308853.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $3727032.06        | $3413553.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $303315.45         | $286550.23         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7861 | 2052-07-01      | 5.0000%  | 0.0000% | $788.47            | $811.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW0184 | 2052-05-01      | 4.5000%  | 0.0000% | $745.67            | $742.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1384 | 2052-04-01      | 4.0000%  | 0.0000% | $23913357.38       | $23352562.58       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1428 | 2052-04-01      | 4.0000%  | 0.0000% | $31819813.29       | $31059761.69       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2118 | 2052-06-01      | 4.5000%  | 0.0000% | $722.44            | $719.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2496 | 2052-08-01      | 4.5000%  | 0.0000% | $776.09            | $772.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2807 | 2052-09-01      | 5.0000%  | 0.0000% | $776.80            | $792.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3458 | 2050-08-01      | 3.5000%  | 0.0000% | $754.14            | $722.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4495 | 2052-03-01      | 3.5000%  | 0.0000% | $740.70            | $710.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $4112.80           | $4167.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3818 | 2053-01-01      | 6.0000%  | 0.0000% | $586.23            | $607.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3911 | 2052-11-01      | 5.5000%  | 0.0000% | $628.83            | $644.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4198 | 2052-04-01      | 3.0000%  | 0.0000% | $824.58            | $746.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4537 | 2047-12-01      | 3.0000%  | 0.0000% | $751.96            | $707.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4612 | 2053-04-01      | 5.5000%  | 0.0000% | $764.08            | $782.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  | 0.0000% | $720.69            | $742.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTFS4915 | 2043-06-01      | 5.0000%  | 0.0000% | $698.75            | $721.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936 | 2052-01-01      | 2.5000%  | 0.0000% | $2735358.29        | $2441136.46        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ7299 | 2055-10-01      | 7.0000%  | 0.0000% | $878.42            | $938.63            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ8184 | 2055-11-01      | 5.5000%  | 0.0000% | $997.03            | $1017.30           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ9083 | 2055-11-01      | 4.5000%  | 0.0000% | $995.75            | $994.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214 | 2055-02-01      | 5.5000%  | 0.0000% | $660750.63         | $682335.52         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0215 | 2055-01-01      | 5.5000%  | 0.0000% | $46235124.47       | $47978522.57       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1129 | 2055-05-01      | 5.0000%  | 0.0000% | $11489380.55       | $11632999.09       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3109 | 2055-10-01      | 5.0000%  | 0.0000% | $1491.38           | $1507.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3258 | 2055-11-01      | 5.5000%  | 0.0000% | $17128728.45       | $17632179.84       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL3261 | 2054-01-01      | 2.5000%  | 0.0000% | $983.33            | $854.63            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879 | 2054-02-01      | 5.5000%  | 0.0000% | $1824.63           | $1862.94           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273 | 2053-11-01      | 5.5000%  | 0.0000% | $667620.33         | $690491.15         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ1243 | 2054-03-01      | 7.5000%  | 0.0000% | $1424548.39        | $1530860.53        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455 | 2054-05-01      | 7.0000%  | 0.0000% | $1827652.26        | $1943848.10        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $106.46            | $109.21            | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G        | 2041-10-01      | 6.4730%  | 0.0000% | $296.12            | $311.59            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G | 2037-12-01      | 5.5000%  | 0.0000% | $20.15             | $20.38             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CZAL0315 | 2051-04-01      | 4.5000%  | 0.0000% | $149.57            | $149.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2154 | 2042-06-01      | 3.5000%  | 0.0000% | $147.21            | $143.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL5161 | 2044-03-01      | 4.0000%  | 0.0000% | $674.20            | $671.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8000 | 2045-12-01      | 4.0000%  | 0.0000% | $5165.47           | $5156.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $804.40            | $784.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835 | 2052-10-01      | 5.0000%  | 0.0000% | $5090425.44        | $5208325.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4886 | 2053-04-01      | 5.5000%  | 0.0000% | $653.11            | $683.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6373 | 2052-08-01      | 5.0000%  | 0.0000% | $1095.98           | $1108.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0238 | 2052-09-01      | 5.5000%  | 0.0000% | $959.24            | $986.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $109080.87         | $112073.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024 | 2053-06-01      | 5.0000%  | 0.0000% | $25773400.30       | $26012606.09       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9764 | 2053-09-01      | 6.5000%  | 0.0000% | $842.21            | $899.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2583 | 2048-11-01      | 4.5000%  | 0.0000% | $152.98            | $154.22            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051 | 2048-07-01      | 4.5000%  | 0.0000% | $272137.30         | $275851.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183 | 2048-08-01      | 4.0000%  | 0.0000% | $783.42            | $776.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2465 | 2048-10-01      | 4.0000%  | 0.0000% | $2043.98           | $2016.54           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2486 | 2048-10-01      | 4.5000%  | 0.0000% | $7683205.47        | $7786567.63        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $9828901.20        | $9715248.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2951 | 2049-01-01      | 4.5000%  | 0.0000% | $178.93            | $180.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5619 | 2053-07-01      | 4.5000%  | 0.0000% | $762.38            | $762.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  | 0.0000% | $814.40            | $804.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6428 | 2051-08-01      | 3.0000%  | 0.0000% | $830.05            | $759.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $707.21            | $725.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6468 | 2053-10-01      | 5.0000%  | 0.0000% | $690.87            | $701.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $36743546.47       | $33289163.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7395 | 2054-03-01      | 5.5000%  | 0.0000% | $2304.09           | $2355.89           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7711 | 2049-09-01      | 3.5000%  | 0.0000% | $827.47            | $797.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798 | 2054-06-01      | 6.0000%  | 0.0000% | $701639.27         | $733987.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $2632.00           | $2724.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7958 | 2054-05-01      | 5.5000%  | 0.0000% | $854.83            | $884.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $9201871.54        | $8331619.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9773 | 2051-12-01      | 4.0000%  | 0.0000% | $24265864.84       | $23868484.34       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9558 | 2054-08-01      | 6.0000%  | 0.0000% | $12837494.37       | $13315027.77       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690 | 2054-11-01      | 5.0000%  | 0.0000% | $3843.66           | $3907.38           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  | 0.0000% | $27271.30          | $28402.33          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185 | 2055-05-01      | 6.5000%  | 0.0000% | $11111484.64       | $11699198.22       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4803 | 2055-09-01      | 6.5000%  | 0.0000% | $34946921.28       | $36816317.51       | Agency Mortgage-Backed Securities  |
| 1.00 FHOR 22-26 YL   | 2026-03-30      | 1.0000%  | 0.0000% | $2695000.00        | $2700393.59        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $2164653.32        | $2154429.42        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3756 | 2047-07-01      | 4.5000%  | 0.0000% | $217.23            | $219.83            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN4495 | 2048-12-01      | 4.0000%  | 0.0000% | $90.55             | $89.48             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570 | 2048-07-01      | 4.0000%  | 0.0000% | $126653.99         | $125189.47         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5921 | 2048-11-01      | 4.5000%  | 0.0000% | $1801496.63        | $1820970.81        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $455341.59         | $428570.54         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606 | 2045-03-01      | 3.0000%  | 0.0000% | $321.56            | $301.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO3000 | 2042-05-01      | 4.0000%  | 0.0000% | $269.33            | $267.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS2283 | 2044-04-01      | 4.5000%  | 0.0000% | $2545922.51        | $2576845.28        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3641 | 2044-10-01      | 4.0000%  | 0.0000% | $2780.34           | $2762.05           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5652 | 2045-08-01      | 4.0000%  | 0.0000% | $1765.58           | $1750.62           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353 | 2045-12-01      | 4.0000%  | 0.0000% | $999.44            | $990.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $12378813.40       | $11923777.85       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8373 | 2046-11-01      | 4.0000%  | 0.0000% | $7184472.37        | $7110435.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8522 | 2046-12-01      | 3.0000%  | 0.0000% | $400.37            | $369.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS9193 | 2044-10-01      | 4.0000%  | 0.0000% | $127.32            | $125.79            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $2006.77           | $1951.07           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  | 0.0000% | $659.34            | $689.99            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114 | 2041-01-01      | 2.5000%  | 0.0000% | $5039.37           | $4604.94           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630 | 2042-08-01      | 2.0000%  | 0.0000% | $905.39            | $806.82            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $3693144.04        | $3678039.08        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696 | 2047-04-01      | 2.0000%  | 0.0000% | $5257.14           | $4439.16           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790 | 2052-09-01      | 5.0000%  | 0.0000% | $124489.22         | $126041.73         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181 | 2053-01-01      | 5.5000%  | 0.0000% | $2120.35           | $2188.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $4569323.77        | $4791824.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3551 | 2053-06-01      | 5.0000%  | 0.0000% | $862.81            | $878.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2907 | 2053-05-01      | 6.5000%  | 0.0000% | $1058118.40        | $1133019.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $843.97            | $894.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3336 | 2053-07-01      | 5.0000%  | 0.0000% | $894.48            | $909.71            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD3397 | 2050-09-01      | 3.5000%  | 0.0000% | $1026.85           | $986.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  | 0.0000% | $97666.43          | $97392.76          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.4490%  | 0.0000% | $29.52             | $29.33             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $14536245.35       | $14568951.90       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687 | 2052-09-01      | 5.0000%  | 0.0000% | $50460682.86       | $51480297.02       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779 | 2052-10-01      | 5.0000%  | 0.0000% | $2484398.22        | $2549199.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $39465444.34       | $40064928.82       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5093 | 2052-11-01      | 6.0000%  | 0.0000% | $669.00            | $709.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $757.19            | $787.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6270 | 2053-05-01      | 6.5000%  | 0.0000% | $5237858.00        | $5609633.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $7152398.05        | $7559901.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $4130869.09        | $4248917.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $1651.39           | $1695.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $1751.74           | $1781.08           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6688 | 2053-07-01      | 4.5000%  | 0.0000% | $777.47            | $779.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6690 | 2053-07-01      | 4.5000%  | 0.0000% | $1421327.48        | $1432113.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $935.82            | $966.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7968 | 2054-02-01      | 5.0000%  | 0.0000% | $4361180.98        | $4401156.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7979 | 2054-02-01      | 5.5000%  | 0.0000% | $18598975.49       | $19236050.33       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992 | 2054-02-01      | 6.0000%  | 0.0000% | $1634.27           | $1726.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  | 0.0000% | $220.82            | $199.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9659 | 2043-06-01      | 3.0000%  | 0.0000% | $219.78            | $206.95            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAC1668 | 2039-09-01      | 6.5300%  | 0.0000% | $36.12             | $37.81             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA1584 | 2033-09-01      | 3.5000%  | 0.0000% | $91.22             | $90.18             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2595 | 2046-04-01      | 4.0000%  | 0.0000% | $139.33            | $137.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA2611 | 2031-05-01      | 2.5000%  | 0.0000% | $100.38            | $97.72             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  | 0.0000% | $60.64             | $58.96             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKMA3573 | 2049-01-01      | 4.5000%  | 0.0000% | $52.65             | $51.33             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3585 | 2029-02-01      | 3.5000%  | 0.0000% | $45.98             | $45.92             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $400.22            | $354.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $961.95            | $942.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $111.85            | $106.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $108.49            | $107.33            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $2614.98           | $2328.11           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $17015090.28       | $14138849.96       | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C     | 2051-12-20      | 3.5000%  | 0.0000% | $55806.01          | $51750.29          | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C     | 2051-12-20      | 3.0000%  | 0.0000% | $815.16            | $751.98            | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C     | 2051-12-20      | 3.5000%  | 0.0000% | $1973978.38        | $1849901.56        | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C     | 2052-01-20      | 4.0000%  | 0.0000% | $2404.29           | $2293.90           | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C     | 2052-01-20      | 4.0000%  | 0.0000% | $4153271.77        | $3962569.69        | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C     | 2053-08-20      | 6.0000%  | 0.0000% | $2643.52           | $2776.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299 | 2054-09-01      | 5.5000%  | 0.0000% | $2746.40           | $2804.69           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $10765318.12       | $11205309.83       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5900 | 2054-06-01      | 6.5000%  | 0.0000% | $1548.38           | $1658.97           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6430 | 2054-05-01      | 5.5000%  | 0.0000% | $912.89            | $944.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7300 | 2050-09-01      | 3.0000%  | 0.0000% | $2750.90           | $2530.69           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7518 | 2050-06-01      | 3.0000%  | 0.0000% | $428.53            | $394.30            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $694.47            | $551.43            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  | 0.0000% | $60798005.25       | $50368377.64       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $2568.87           | $2234.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $15365467.41       | $15722902.33       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $696.46            | $721.52            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB837922 | 2035-08-01      | 6.2900%  | 0.0000% | $19.71             | $20.39             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0458 | 2053-09-01      | 6.0000%  | 0.0000% | $328267.30         | $339914.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277 | 2054-06-01      | 5.5000%  | 0.0000% | $2624.18           | $2707.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4868 | 2055-01-01      | 5.5000%  | 0.0000% | $986.61            | $1016.21           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $6592006.26        | $7047114.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439 | 2053-11-01      | 6.0000%  | 0.0000% | $25290410.34       | $26520797.23       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504 | 2053-11-01      | 6.0000%  | 0.0000% | $108308.67         | $112386.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7651 | 2053-12-01      | 6.5000%  | 0.0000% | $711.31            | $755.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7951 | 2054-02-01      | 4.5000%  | 0.0000% | $6559883.48        | $6536261.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $5379549.31        | $5577200.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $2794.96           | $2832.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8219 | 2054-03-01      | 5.0000%  | 0.0000% | $4883092.29        | $4949761.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296 | 2054-04-01      | 6.0000%  | 0.0000% | $1558.68           | $1646.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8506 | 2054-05-01      | 6.5000%  | 0.0000% | $619.41            | $646.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8685 | 2054-06-01      | 5.5000%  | 0.0000% | $903.18            | $929.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $15707768.42       | $16701134.67       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  | 0.0000% | $29257575.89       | $30321595.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  | 0.0000% | $952.51            | $961.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435 | 2054-11-01      | 5.0000%  | 0.0000% | $24363634.18       | $24763907.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9469 | 2054-11-01      | 5.0000%  | 0.0000% | $903.70            | $917.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9673 | 2054-12-01      | 5.5000%  | 0.0000% | $19831094.40       | $20284873.90       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9731 | 2055-01-01      | 6.0000%  | 0.0000% | $852.85            | $882.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9987 | 2055-02-01      | 6.0000%  | 0.0000% | $919.04            | $965.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8713 | 2055-12-01      | 5.0000%  | 0.0000% | $997.20            | $1007.19           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  | 0.0000% | $260.01            | $227.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4229 | 2036-01-01      | 2.0000%  | 0.0000% | $464.54            | $432.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $1103595.86        | $1013214.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $1154496.29        | $1059118.22        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $3334.44           | $2908.21           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA4589 | 2032-04-01      | 2.0000%  | 0.0000% | $470.43            | $450.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $791.94            | $717.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $824.65            | $747.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $32723314.70       | $29654936.75       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $17799695.72       | $16835070.88       | Agency Mortgage-Backed Securities  |
| GNII SF DQ0089 C     | 2056-02-20      | 5.0000%  | 0.0000% | $26674.00          | $27040.56          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  | 0.0000% | $862.35            | $879.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653 | 2053-08-01      | 5.0000%  | 0.0000% | $1514.77           | $1556.39           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3855 | 2053-09-01      | 6.0000%  | 0.0000% | $792.13            | $823.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  | 0.0000% | $705.70            | $754.42            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Z40290 G | 2044-06-15      | 3.0000%  | 0.0000% | $20527584.99       | $19376883.85       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81286 G | 2044-07-01      | 4.0000%  | 0.0000% | $4858387.45        | $4823255.92        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q28392 G | 2044-09-01      | 4.0000%  | 0.0000% | $4335318.95        | $4303518.91        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63763 G | 2049-05-01      | 4.5000%  | 0.0000% | $2155406.94        | $2176723.91        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44275 G | 2046-11-01      | 3.5000%  | 0.0000% | $3495956.78        | $3358610.35        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46684 G | 2047-03-01      | 4.0000%  | 0.0000% | $2791226.64        | $2773585.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDD9532 | 2040-09-01      | 5.0000%  | 0.0000% | $903.76            | $921.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009 | 2055-09-01      | 5.0000%  | 0.0000% | $520393.56         | $525681.85         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0863 | 2055-03-01      | 5.5000%  | 0.0000% | $923.92            | $957.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0090 | 2054-11-01      | 5.0000%  | 0.0000% | $949.58            | $967.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0244 | 2054-12-01      | 5.0000%  | 0.0000% | $923.76            | $939.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  | 0.0000% | $861054.15         | $871551.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  | 0.0000% | $949.45            | $961.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $874.40            | $892.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFA1068 | 2040-02-01      | 5.5000%  | 0.0000% | $746.14            | $769.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  | 0.0000% | $959.62            | $954.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1158 | 2055-02-01      | 5.0000%  | 0.0000% | $4442.92           | $4485.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1486 | 2055-05-01      | 6.0000%  | 0.0000% | $894.63            | $924.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $1938.89           | $1964.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2403 | 2055-08-01      | 5.5000%  | 0.0000% | $985.56            | $1025.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3507 | 2055-11-01      | 5.5000%  | 0.0000% | $2124.25           | $2206.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2701 | 2055-07-01      | 5.0000%  | 0.0000% | $937.55            | $948.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3161 | 2055-09-01      | 5.0000%  | 0.0000% | $1003.64           | $1018.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3190 | 2055-10-01      | 6.0000%  | 0.0000% | $971.99            | $1020.76           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFA4421 | 2056-01-01      | 7.0000%  | 0.0000% | $1003.58           | $1060.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3600 | 2055-11-01      | 5.5000%  | 0.0000% | $998.40            | $1031.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3643 | 2055-11-01      | 5.5000%  | 0.0000% | $1013.02           | $1035.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $2418.08           | $2473.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $753.47            | $770.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $767.11            | $784.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $1982967.08        | $2027727.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $867.49            | $876.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  | 0.0000% | $448.09            | $467.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  | 0.0000% | $543.34            | $566.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $25441423.57       | $25962723.99       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  | 0.0000% | $717.66            | $739.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $839.34            | $856.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5540 | 2044-11-01      | 5.5000%  | 0.0000% | $686.98            | $713.38            | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $46087901.51       | $46967268.91       | Agency Mortgage-Backed Securities  |
| GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  | 0.0000% | $44125501.50       | $44758923.07       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3456 | 2050-09-01      | 2.5000%  | 0.0000% | $578.66            | $506.23            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023 | 2050-09-01      | 2.5000%  | 0.0000% | $3435.81           | $3011.54           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC2508 | 2051-06-01      | 2.5000%  | 0.0000% | $11263567.17       | $9934067.02        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD6642 | 2047-02-01      | 2.0000%  | 0.0000% | $755.17            | $638.06            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7878 | 2052-03-01      | 3.0000%  | 0.0000% | $3225652.59        | $2948590.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0466 | 2052-09-01      | 5.0000%  | 0.0000% | $624.29            | $638.61            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717 | 2052-11-01      | 5.5000%  | 0.0000% | $752.25            | $771.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5589 | 2053-01-01      | 6.0000%  | 0.0000% | $691.08            | $728.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0747 | 2053-04-01      | 5.0000%  | 0.0000% | $56508.54          | $57732.01          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3607 | 2053-05-01      | 5.5000%  | 0.0000% | $952.87            | $979.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $6230769.41        | $6425775.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5160 | 2054-10-01      | 5.5000%  | 0.0000% | $861.87            | $879.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5533 | 2054-09-01      | 5.5000%  | 0.0000% | $913.70            | $932.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8119 | 2054-11-01      | 5.0000%  | 0.0000% | $916.38            | $930.64            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9744 | 2054-11-01      | 5.0000%  | 0.0000% | $889.97            | $898.02            | Agency Mortgage-Backed Securities  |
| 1.73 FCOR 21-35 BB   | 2035-10-26      | 1.7300%  | 0.0000% | $10000000.00       | $8154737.22        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0332 | 2045-12-01      | 4.0000%  | 0.0000% | $3653.74           | $3632.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5042 | 2046-08-01      | 4.0000%  | 0.0000% | $1942.46           | $1925.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $711.66            | $674.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226 | 2058-01-01      | 3.5000%  | 0.0000% | $870.90            | $815.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0443 | 2049-09-01      | 2.5000%  | 0.0000% | $827.80            | $721.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0508 | 2050-06-01      | 2.5000%  | 0.0000% | $2099.24           | $1801.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3794 | 2055-02-01      | 6.0000%  | 0.0000% | $972.26            | $1026.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3851 | 2055-12-01      | 5.0000%  | 0.0000% | $993.16            | $1006.41           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4120 | 2050-02-01      | 3.0000%  | 0.0000% | $994.53            | $921.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4174 | 2052-02-01      | 3.0000%  | 0.0000% | $992.82            | $907.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4149 | 2054-09-01      | 6.0000%  | 0.0000% | $955.41            | $987.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIFA4613 | 2040-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1071.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4707 | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $940.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM1045 | 2039-06-01      | 4.5000%  | 0.0000% | $180.44            | $183.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2398 | 2033-06-01      | 3.0000%  | 0.0000% | $6498198.00        | $6409800.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2789 | 2049-07-01      | 4.0000%  | 0.0000% | $178.67            | $176.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3727 | 2050-07-01      | 3.0000%  | 0.0000% | $357.11            | $326.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  | 0.0000% | $2252.11           | $1982.25           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $2598.11           | $2423.24           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6269 | 2051-02-01      | 2.0000%  | 0.0000% | $669.54            | $567.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5446 | 2050-08-01      | 4.0000%  | 0.0000% | $615.98            | $599.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6043 | 2049-06-01      | 3.5000%  | 0.0000% | $367.88            | $351.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $950.42            | $942.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $1174.30           | $1197.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $919.77            | $947.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5852 | 2055-10-01      | 5.0000%  | 0.0000% | $981.82            | $989.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  | 0.0000% | $915.01            | $954.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5864 | 2045-10-01      | 5.0000%  | 0.0000% | $939.81            | $954.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5911 | 2055-12-01      | 6.0000%  | 0.0000% | $967.97            | $996.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  | 0.0000% | $985.62            | $992.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX0510 | 2054-12-01      | 5.0000%  | 0.0000% | $918.84            | $928.50            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQX0983 | 2054-12-01      | 4.0000%  | 0.0000% | $979.34            | $953.51            | Agency Mortgage-Backed Securities  |
| GNII SP 785550 C     | 2051-07-20      | 4.0000%  | 0.0000% | $7387351.60        | $7066917.02        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C     | 2051-10-20      | 3.5000%  | 0.0000% | $14431605.68       | $13632279.13       | Agency Mortgage-Backed Securities  |
| GNMI SP 786677 X     | 2053-04-15      | 6.0000%  | 0.0000% | $4048.24           | $4156.66           | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2227836.56        | $2307457.95        | Agency Mortgage-Backed Securities  |
| GNII SP 787530 C     | 2054-04-20      | 7.0000%  | 0.0000% | $306.39            | $317.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $5418.67           | $4912.60           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958 | 2051-02-01      | 2.5000%  | 0.0000% | $1006.21           | $877.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8527 | 2050-12-01      | 2.5000%  | 0.0000% | $13115495.20       | $11451211.73       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9086 | 2051-02-01      | 2.0000%  | 0.0000% | $762.37            | $634.68            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573 | 2046-05-01      | 2.5000%  | 0.0000% | $6619.59           | $5880.66           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $3760.76           | $3437.63           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $12881373.69       | $12020749.07       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347 | 2051-12-01      | 2.0000%  | 0.0000% | $1786804.95        | $1505030.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585 | 2055-06-01      | 6.0000%  | 0.0000% | $43756932.36       | $45266254.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1866 | 2056-01-01      | 6.0000%  | 0.0000% | $996.47            | $1048.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL889656 | 2038-06-01      | 6.0000%  | 0.0000% | $45.25             | $48.02             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ889810 | 2037-11-01      | 6.0000%  | 0.0000% | $6.71              | $6.94              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890362 | 2041-08-01      | 4.5000%  | 0.0000% | $89.29             | $90.59             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CL890834 | 2048-01-01      | 4.0000%  | 0.0000% | $1086.64           | $1077.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL905147 | 2037-02-01      | 6.0000%  | 0.0000% | $10.34             | $10.94             | Agency Mortgage-Backed Securities  |
| FNMS 05.900 CA906944 | 2036-12-01      | 5.9000%  | 0.0000% | $28.01             | $28.37             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL930672 | 2039-03-01      | 4.5000%  | 0.0000% | $25.41             | $25.82             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL930922 | 2039-04-01      | 4.5000%  | 0.0000% | $23.45             | $23.82             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4102 | 2041-12-01      | 3.5000%  | 0.0000% | $59.33             | $57.64             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $9716796.83        | $9433822.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB6076 | 2042-09-01      | 3.5000%  | 0.0000% | $108.13            | $104.05            | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $764.75            | $723.05            | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $4114.05           | $3903.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $3236.14           | $3321.58           | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $1360.52           | $1395.90           | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $27042286.34       | $26808100.14       | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M     | 2054-04-20      | 6.5000%  | 0.0000% | $422.92            | $441.32            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $1561000.00        | $1562811.28        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO5991 | 2050-01-01      | 4.0000%  | 0.0000% | $2992865.30        | $2954529.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $603.19            | $556.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  | 0.0000% | $754.56            | $683.94            | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $3462200.00        | $3505381.92        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $2881700.00        | $3003616.43        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $43064500.00       | $45052790.11       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $308000.00         | $312741.13         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $300.00            | $315.24            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $1410500.00        | $1496926.10        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $769700.00         | $773004.70         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $12010400.00       | $11851757.28       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  | 0.0000% | $3537900.00        | $3799214.79        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  | 0.0000% | $1124100.00        | $1112166.87        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $300.00            | $284.34            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  | 0.0000% | $34887100.00       | $34866662.52       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $1526.24           | $1240.10           | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  | 0.0000% | $105.59            | $98.67             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $600.00            | $613.56            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $373.41            | $211.87            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31      | 2031-01-31      | 3.7500%  | 0.0000% | $25787200.00       | $26109100.62       | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $563.80            | $435.81            | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27     | 2027-07-31      | 3.7819%  | 0.0000% | $82500.00          | $82835.16          | U.S. Treasuries (including strips) |

### Security 301: 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_0302
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 4.4100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 5/8 NOTE AD 30                 | 2030-09-30      | 3.6250%  | 0.0000% | $7069300.00        | $7208319.11        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                 | 2027-09-30      | 3.5000%  | 0.0000% | $10153400.00       | $10308940.72       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28                 | 2028-10-15      | 3.5000%  | 0.0000% | $39507100.00       | $40112221.13       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $5367900.00        | $3942764.04        | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-05-15      | 3.0000%  | 0.0000% | $720000.00         | $579375.92         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $10909300.00       | $8485853.97        | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-11-15      | 3.0000%  | 0.0000% | $29009600.00       | $23203525.38       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $20510000.00       | $14834836.43       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                 | 2030-08-31      | 3.6250%  | 0.0000% | $24022100.00       | $24567254.22       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                 | 2028-09-15      | 3.3750%  | 0.0000% | $164226000.00      | $166630972.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $49224400.00       | $50507897.02       | U.S. Treasuries (including strips) |
| BILL 05/14/26                    | 2026-05-14      | 0.0000%  | 0.0000% | $34425000.00       | $34174386.00       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-03-05      | 0.0000%  | 0.0000% | $1628800.00        | $1628311.36        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-03-26      | 0.0000%  | 0.0000% | $14997200.00       | $14961116.74       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-02      | 0.0000%  | 0.0000% | $76503600.00       | $76265138.28       | U.S. Treasuries (including strips) |
| BILL 04/09/26                    | 2026-04-09      | 0.0000%  | 0.0000% | $2281000.00        | $2272284.30        | U.S. Treasuries (including strips) |
| BILL 04/09/26                    | 2026-04-09      | 0.0000%  | 0.0000% | $62400.00          | $62161.57          | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-14      | 0.0000%  | 0.0000% | $492900.00         | $490767.22         | U.S. Treasuries (including strips) |
| BILL 07/23/26                    | 2026-07-23      | 0.0000%  | 0.0000% | $84000.00          | $82821.82          | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-16      | 0.0000%  | 0.0000% | $279800.00         | $276852.87         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-23      | 0.0000%  | 0.0000% | $450000.00         | $444939.75         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $5872400.00        | $6046309.11        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $728000.00         | $729550.30         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $750500.00         | $754621.82         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                 | 2026-08-31      | 3.7500%  | 0.0000% | $3817200.00        | $3889747.45        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $97337800.00       | $99880789.82       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $9181400.00        | $9400880.10        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $260000.00         | $263719.63         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $200580000.00      | $203809955.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $5000000.00        | $5106037.83        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51817054.14       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $202198600.00      | $205569065.20      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $9883500.00        | $10275124.62       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                 | 2027-11-15      | 4.1250%  | 0.0000% | $3287800.00        | $3364336.13        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                 | 2026-11-30      | 4.2500%  | 0.0000% | $15000000.00       | $15227662.25       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                 | 2029-11-30      | 4.1250%  | 0.0000% | $24999500.00       | $25828754.71       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $114559800.00      | $116642023.80      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $35400000.00       | $36793261.47       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $20000300.00       | $20249751.59       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $800.00            | $815.97            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $9761600.00        | $10068230.30       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $600.00            | $625.38            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $1180000.00        | $1245807.60        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $7618900.00        | $7750385.76        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $15434400.00       | $15700764.40       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $14106200.00       | $14474823.92       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $16908800.00       | $17350661.60       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $115541100.00      | $120875638.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $10954500.00       | $11249726.98       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                  | 2032-03-31      | 4.1250%  | 0.0000% | $37888600.00       | $39503625.31       | U.S. Treasuries (including strips) |
| 4 NOTE W 30                      | 2030-03-31      | 4.0000%  | 0.0000% | $45030600.00       | $46647491.98       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $27931600.00       | $28481640.42       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                 | 2027-04-30      | 3.7500%  | 0.0000% | $10510500.00       | $10670998.99       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $10548800.00       | $10449411.71       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $19993100.00       | $19762571.60       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $10272100.00       | $10154495.12       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26                  | 2026-03-31      | 2.2500%  | 0.0000% | $13800.00          | $13911.14          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26                  | 2026-04-30      | 2.3750%  | 0.0000% | $10691400.00       | $10750740.70       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $3999900.00        | $3900863.29        | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $20000000.00       | $19889717.13       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $12843800.00       | $12761782.12       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                  | 2026-10-31      | 1.6250%  | 0.0000% | $6931900.00        | $6877698.44        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                  | 2029-11-15      | 1.7500%  | 0.0000% | $300.00            | $284.00            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                  | 2026-11-30      | 1.6250%  | 0.0000% | $6700.00           | $6629.66           | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                  | 2026-12-31      | 1.7500%  | 0.0000% | $192500.00         | $190197.29         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $25184600.00       | $24746533.64       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $185.68            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                  | 2027-02-28      | 1.1250%  | 0.0000% | $2755500.00        | $2706016.52        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $6969300.00        | $6206186.60        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                  | 2027-06-30      | 0.5000%  | 0.0000% | $56414000.00       | $54297634.71       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $14839000.00       | $13090953.67       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                  | 2027-10-31      | 0.5000%  | 0.0000% | $9147900.00        | $8732856.54        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                  | 2027-12-31      | 0.6250%  | 0.0000% | $99952900.00       | $95145803.33       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $5452900.00        | $5779126.16        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $104.73            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $13300000.00       | $13775090.83       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26                 | 2026-12-15      | 4.3750%  | 0.0000% | $3999900.00        | $4060011.42        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $39161100.00       | $39763918.06       | U.S. Treasuries (including strips) |
| 4 NOTE U 29                      | 2029-01-31      | 4.0000%  | 0.0000% | $7045500.00        | $7180410.23        | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $16036700.00       | $16256867.32       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                  | 2029-02-28      | 4.2500%  | 0.0000% | $46154000.00       | $48215495.95       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $15548000.00       | $16131370.70       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26                 | 2026-03-31      | 4.5000%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $28313200.00       | $29093018.02       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $545200.00         | $554919.58         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                  | 2031-04-30      | 4.6250%  | 0.0000% | $82414800.00       | $87768278.27       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $6472700.00        | $6801556.72        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $103350400.00      | $108519786.60      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                 | 2027-05-15      | 4.5000%  | 0.0000% | $24998000.00       | $25611305.35       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                  | 2029-05-31      | 4.5000%  | 0.0000% | $49041800.00       | $51185355.64       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $21009200.00       | $22296504.68       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $3801200.00        | $3950421.40        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $32383700.00       | $33436280.10       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $6071000.00        | $6176245.78        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-31      | 4.3750%  | 0.0000% | $1583500.00        | $1593321.06        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $49999900.00       | $51058519.15       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                  | 2029-07-31      | 2.6250%  | 0.0000% | $51416700.00       | $50183258.25       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $108813900.00      | $103050637.30      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $15651200.00       | $15819773.97       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $10459400.00       | $10511662.21       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $3525800.00        | $3622493.75        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $1056500.00        | $1085474.12        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                 | 2027-10-31      | 4.1250%  | 0.0000% | $22270000.00       | $22816574.46       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $672500.00         | $696880.70         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $10689900.00       | $10943780.72       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                 | 2027-11-30      | 3.8750%  | 0.0000% | $4945300.00        | $5029115.85        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                  | 2029-12-31      | 3.8750%  | 0.0000% | $58700.00          | $59909.72          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $2769500.00        | $2808781.38        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $7640000.00        | $7748362.43        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $21314400.00       | $21032862.80       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $109767900.00      | $114083919.30      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                  | 2028-03-31      | 3.6250%  | 0.0000% | $3237500.00        | $3299997.30        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $680100.00         | $689218.46         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $98.57             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $11399900.00       | $11553585.75       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                  | 2030-05-31      | 3.7500%  | 0.0000% | $9295000.00        | $9472329.60        | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $246500.00         | $251385.10         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                 | 2026-07-15      | 4.5000%  | 0.0000% | $146512300.00      | $147738066.40      | U.S. Treasuries (including strips) |
| 4  NOTE N 30                     | 2030-07-31      | 4.0000%  | 0.0000% | $18377100.00       | $18803419.78       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $18999400.00       | $19865830.58       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $9286000.00        | $9893871.46        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                 | 2028-09-30      | 4.6250%  | 0.0000% | $50000000.00       | $52450653.30       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                  | 2030-10-31      | 4.8750%  | 0.0000% | $999800.00         | $1073646.78        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $54630600.00       | $51994476.46       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $6104000.00        | $5809459.98        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $3848600.00        | $3434047.77        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $107200.00         | $103148.92         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                  | 2026-04-30      | 0.7500%  | 0.0000% | $280100.00         | $279419.49         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                  | 2028-04-30      | 1.2500%  | 0.0000% | $6344300.00        | $6087413.68        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $95784100.00       | $87441066.22       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $3246000.00        | $3228058.68        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26                 | 2026-07-31      | 0.6250%  | 0.0000% | $2000000.00        | $1975878.32        | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $106642200.00      | $100832850.80      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $12028600.00       | $10646073.19       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $40000000.00       | $38059076.91       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                 | 2026-08-31      | 0.7500%  | 0.0000% | $417600.00         | $413166.88         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                  | 2028-09-30      | 1.2500%  | 0.0000% | $2246800.00        | $2139412.17        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $4156400.00        | $3961523.14        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $15957300.00       | $14180171.82       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                  | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $2492000.00        | $2258104.74        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $82612200.00       | $79775727.00       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $38032000.00       | $37768674.21       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $26049400.00       | $25514165.27       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                  | 2029-04-30      | 2.8750%  | 0.0000% | $36931400.00       | $36676941.43       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $8029900.00        | $8034975.34        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $38385800.00       | $37850160.75       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $5662100.00        | $5638586.82        | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29                  | 2029-06-30      | 3.2500%  | 0.0000% | $18320000.00       | $18309267.82       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $14926900.00       | $14960846.49       | U.S. Treasuries (including strips) |
| 4 BOND 52                        | 2052-11-15      | 4.0000%  | 0.0000% | $6700000.00        | $6098070.08        | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $17733600.00       | $16928737.74       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $4199900.00        | $3530266.51        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $4500000.00        | $3821590.64        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $93.55             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $7998200.00        | $7482608.81        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.89             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $10709700.00       | $11030085.05       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $2560000.00        | $2670111.77        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $10388600.00       | $9747278.89        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $3497000.00        | $3491407.29        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $12095000.00       | $12216582.48       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-05-15      | 4.6250%  | 0.0000% | $4509700.00        | $4621361.49        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-08-15      | 4.2500%  | 0.0000% | $13399600.00       | $12571060.39       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $2910800.00        | $2880787.26        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $5601900.00        | $5594825.64        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $2780600.00        | $2854254.16        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $12108000.00       | $12486658.43       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-08-15      | 4.7500%  | 0.0000% | $13849200.00       | $14122826.75       | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $40600.00          | $42292.25          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-11-15      | 4.6250%  | 0.0000% | $2319700.00        | $2346156.86        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45                    | 2045-11-15      | 4.6250%  | 0.0000% | $33726600.00       | $34396959.78       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 56                    | 2056-02-15      | 4.7500%  | 0.0000% | $2524100.00        | $2575691.56        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-08-15      | 2.7500%  | 0.0000% | $1456600.00        | $1081026.76        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $57109000.00       | $42662567.58       | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $5269900.00        | $4072981.74        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $739800.00         | $589252.85         | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $76.90             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $41844500.00       | $31501864.75       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $999700.00         | $752605.82         | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $4940000.00        | $3024445.76        | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $919500.00         | $463913.64         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $35516600.00       | $18301022.10       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-08-15      | 1.1250%  | 0.0000% | $8623500.00        | $5603221.99        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-05-15      | 1.1250%  | 0.0000% | $1550800.00        | $1022876.73        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $14999900.00       | $10123001.66       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                    | 2041-02-15      | 1.8750%  | 0.0000% | $13160000.00       | $9502132.56        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $50000200.00       | $33164792.88       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $6640000.00        | $5082263.23        | U.S. Treasuries (including strips) |
| 2 BOND 51                        | 2051-08-15      | 2.0000%  | 0.0000% | $9630000.00        | $5765952.71        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-11-15      | 1.8750%  | 0.0000% | $10122100.00       | $5898043.82        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-11-15      | 1.8750%  | 0.0000% | $11944400.00       | $6959879.33        | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $10854000.00       | $7888609.66        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                    | 2052-02-15      | 2.2500%  | 0.0000% | $60909800.00       | $38576969.44       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $28000000.00       | $20570918.72       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $9567600.00        | $8310742.82        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $31233000.00       | $31622148.34       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                  | 2032-10-31      | 3.7500%  | 0.0000% | $49014300.00       | $49728161.33       | U.S. Treasuries (including strips) |
| 4 NOTE F 35                      | 2035-11-15      | 4.0000%  | 0.0000% | $225942700.00      | $229199825.10      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28                 | 2028-11-15      | 3.5000%  | 0.0000% | $58602700.00       | $59331028.93       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32                  | 2032-11-30      | 3.7500%  | 0.0000% | $2178200.00        | $2202571.78        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                 | 2030-11-30      | 3.5000%  | 0.0000% | $400100.00         | $403118.63         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                 | 2028-12-15      | 3.5000%  | 0.0000% | $61800.00          | $62394.42          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32                  | 2032-12-31      | 3.8750%  | 0.0000% | $6080000.00        | $6173477.35        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30                 | 2030-12-31      | 3.6250%  | 0.0000% | $4999800.00        | $5049563.06        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27                 | 2027-12-31      | 3.3750%  | 0.0000% | $100000.00         | $100470.75         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29                 | 2029-01-15      | 3.5000%  | 0.0000% | $105319900.00      | $106029383.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31                  | 2031-01-31      | 3.7500%  | 0.0000% | $44163000.00       | $44714285.02       | U.S. Treasuries (including strips) |
| 4 NOTE G 33                      | 2033-01-31      | 4.0000%  | 0.0000% | $469900.00         | $479084.87         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36                  | 2036-02-15      | 4.1250%  | 0.0000% | $42100.00          | $42683.65          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29                 | 2029-02-15      | 3.5000%  | 0.0000% | $71486900.00       | $71760138.73       | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                    | 2027-11-15      | 6.1250%  | 0.0000% | $4999600.00        | $5308948.68        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                    | 2036-02-15      | 4.5000%  | 0.0000% | $1800.00           | $1889.46           | U.S. Treasuries (including strips) |
| 5 BOND 37                        | 2037-05-15      | 5.0000%  | 0.0000% | $6478900.00        | $7152476.51        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                    | 2039-08-15      | 4.5000%  | 0.0000% | $203600.00         | $209116.89         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                    | 2040-02-15      | 4.6250%  | 0.0000% | $1481000.00        | $1535432.89        | U.S. Treasuries (including strips) |
| 3 BOND 42                        | 2042-05-15      | 3.0000%  | 0.0000% | $1169600.00        | $981018.12         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-08-15      | 2.7500%  | 0.0000% | $19789800.00       | $15793677.39       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-11-15      | 2.7500%  | 0.0000% | $15015400.00       | $12030511.95       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                    | 2043-02-15      | 3.1250%  | 0.0000% | $700000.00         | $585167.04         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $12750000.00       | $10326922.02       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $249862200.00      | $228508846.60      | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                    | 2044-02-15      | 3.6250%  | 0.0000% | $508740000.00      | $451613411.10      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44                    | 2044-05-15      | 3.3750%  | 0.0000% | $32489700.00       | $28027276.50       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44                    | 2044-08-15      | 3.1250%  | 0.0000% | $92923100.00       | $76172866.70       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $568400.00         | $413237.21         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $3000000.00        | $2181054.96        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $7719700.00        | $5284527.25        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $39999800.00       | $41101004.88       | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $12900000.00       | $13309022.51       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $23717800.00       | $24597563.05       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                 | 2028-05-15      | 3.7500%  | 0.0000% | $59229600.00       | $60298071.22       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $47999700.00       | $48677915.98       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $11765800.00       | $12114882.11       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                 | 2028-06-15      | 3.8750%  | 0.0000% | $73340000.00       | $74688117.34       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $58999800.00       | $60070775.78       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $100000000.00      | $100864319.30      | U.S. Treasuries (including strips) |
| 4 NOTE N 32                      | 2032-07-31      | 4.0000%  | 0.0000% | $8469700.00        | $8647126.88        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                  | 2035-08-15      | 4.2500%  | 0.0000% | $467600.00         | $479540.09         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $2353300.00        | $2401683.52        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                  | 2032-08-31      | 3.8750%  | 0.0000% | $91500.00          | $94207.94          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                  | 2032-08-31      | 3.8750%  | 0.0000% | $44328700.00       | $45640605.92       | U.S. Treasuries (including strips) |

### Security 302: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo 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: 936ZZN004, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: 936ZZN004_3.67_0302
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | 0.0000% | $85570000.00       | $86975267.89       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | 0.0000% | $282000000.00      | $289367365.30      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $75000000.00       | $74769350.14       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $118951300.00      | $124901013.40      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | 0.0000% | $100000000.00      | $99757046.96       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | 0.0000% | $79400200.00       | $74281792.88       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $450494800.00      | $455023305.60      | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $222000000.00      | $170722323.50      | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $232800000.00      | $178153569.80      | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $551071200.00      | $283956409.40      | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $107208100.00      | $64190740.89       | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | 0.0000% | $72710000.00       | $73758166.47       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  | 0.0000% | $683000.00         | $687601.00         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | 0.0000% | $71162000.00       | $63456056.13       | U.S. Treasuries (including strips) |

### Security 303: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 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: 942URT003, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 942URT003_3.67_0302
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | 0.0000% | $188598200.00      | $198564661.50      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $1000.00           | $1055.77           | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 3.7829%  | 0.0000% | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $9600.00           | $9731.80           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $102.48            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $1300.00           | $1219.62           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $1200.00           | $1187.63           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | 0.0000% | $200979200.00      | $203271426.60      | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | 0.0000% | $700.00            | $353.17            | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $110.71            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | 0.0000% | $2618200.00        | $1529763.33        | U.S. Treasuries (including strips) |
| TRFR BK 10/31/27 | 2027-10-31      | 3.8129%  | 0.0000% | $100.00            | $100.44            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $400.00            | $405.22            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $102976900.00      | $106619486.60      | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27 | 2027-07-31      | 3.7819%  | 0.0000% | $200.00            | $200.81            | U.S. Treasuries (including strips) |

### Security 304: Fixed Income Clearing Corp. - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. - Morgan Stanley 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: 944JXE002, C.3 - LEI: 549300BI6Y5SI6BYPB26, C.5 - Other ID: 944JXE002_3.67_0302
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3/8 NOTE AS 28                 | 2028-09-15      | 3.3750%  | 0.0000% | $200.00            | $202.93            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                 | 2030-09-30      | 3.6250%  | 0.0000% | $275276200.00      | $280689557.90      | U.S. Treasuries (including strips) |
| BILL 05/07/26                    | 2026-05-07      | 0.0000%  | 0.0000% | $101921600.00      | $101248917.40      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $400000000.00      | $402196837.60      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $10224300.00       | $10370571.77       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $112549100.00      | $114341127.80      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                 | 2027-01-31      | 4.1250%  | 0.0000% | $124742600.00      | $125764448.70      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $830000.00         | $816468.39         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $9426200.00        | $9397211.31        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $4217100.00        | $4168818.59        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26                  | 2026-03-31      | 2.2500%  | 0.0000% | $5950300.00        | $5998223.59        | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $34417000.00       | $34227219.72       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                  | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $96.25             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                     | 2027-01-15      | 4.0000%  | 0.0000% | $50004000.00       | $50427152.91       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                 | 2027-02-15      | 4.1250%  | 0.0000% | $18118400.00       | $18240181.07       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $49999900.00       | $51962715.69       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $700000.00         | $694573.67         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26                 | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                  | 2030-04-30      | 3.5000%  | 0.0000% | $19099000.00       | $19325887.05       | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $1000.00           | $945.52            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47573846.13       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-09-30      | 0.8750%  | 0.0000% | $24729200.00       | $24427151.84       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                  | 2028-11-30      | 1.5000%  | 0.0000% | $999900.00         | $953869.19         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27                 | 2027-11-30      | 3.3750%  | 0.0000% | $243090000.00      | $244905653.90      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                 | 2030-11-30      | 3.5000%  | 0.0000% | $3904000.00        | $3933454.48        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32                  | 2032-12-31      | 3.8750%  | 0.0000% | $1779124800.00     | $1806478067.00     | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36                  | 2036-02-15      | 4.1250%  | 0.0000% | $50185000.00       | $50880734.90       | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28                    | 2028-08-15      | 5.5000%  | 0.0000% | $700.00            | $735.39            | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $191549400.00      | $197232521.30      | U.S. Treasuries (including strips) |
| 4 NOTE M 32                      | 2032-06-30      | 4.0000%  | 0.0000% | $195737600.00      | $200547233.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                  | 2032-08-31      | 3.8750%  | 0.0000% | $265342600.00      | $273195402.50      | U.S. Treasuries (including strips) |

### Security 305: Fixed Income Clearing Corp. - Mizuho Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 945ABD006, C.3 - LEI: 5493004GRDTUI7EMIZ82, C.5 - Other ID: 945ABD006_3.67_0302
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 08.000 CL557288 | 2030-09-01      | 8.0000%  | 0.0000% | $76.51             | $77.93             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310 | 2052-05-01      | 3.5000%  | 0.0000% | $18051045.02       | $17130509.92       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $4998.62           | $4901.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $6023.23           | $6176.36           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8767 | 2053-03-01      | 5.0000%  | 0.0000% | $404158.91         | $412560.20         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB1223 | 2045-12-01      | 5.5000%  | 0.0000% | $969.13            | $999.86            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952 | 2054-05-01      | 6.0000%  | 0.0000% | $2710968.18        | $2828356.72        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA4650 | 2049-11-01      | 4.0000%  | 0.0000% | $414.90            | $411.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4600 | 2042-08-01      | 4.5000%  | 0.0000% | $243.26            | $246.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8313 | 2051-07-01      | 2.5000%  | 0.0000% | $643.40            | $560.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037 | 2051-08-01      | 3.0000%  | 0.0000% | $113740.92         | $105017.75         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $444317.19         | $406446.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1408 | 2052-04-01      | 3.5000%  | 0.0000% | $1179781.05        | $1121314.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632 | 2054-12-01      | 6.5000%  | 0.0000% | $1362788.95        | $1424596.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5294 | 2055-06-01      | 6.5000%  | 0.0000% | $39555.47          | $42103.33          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5999 | 2055-06-01      | 6.5000%  | 0.0000% | $1458187.08        | $1561052.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6010 | 2055-06-01      | 6.5000%  | 0.0000% | $1174.54           | $1247.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7151 | 2055-06-01      | 6.5000%  | 0.0000% | $3550.73           | $3769.01           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6516 | 2055-06-01      | 6.0000%  | 0.0000% | $407511.29         | $423042.50         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6522 | 2055-06-01      | 6.0000%  | 0.0000% | $911705.98         | $940826.18         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6843 | 2055-06-01      | 6.5000%  | 0.0000% | $1462.98           | $1554.36           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6971 | 2055-06-01      | 6.0000%  | 0.0000% | $602322.73         | $621548.47         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6998 | 2055-06-01      | 5.0000%  | 0.0000% | $968850.16         | $997140.69         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6999 | 2055-06-01      | 5.0000%  | 0.0000% | $1066934.55        | $1077200.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7009 | 2055-06-01      | 6.5000%  | 0.0000% | $1146.11           | $1216.57           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7044 | 2055-06-01      | 6.0000%  | 0.0000% | $2341415.46        | $2412822.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8512 | 2055-07-01      | 6.0000%  | 0.0000% | $58058.57          | $59826.07          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9918 | 2055-08-01      | 6.0000%  | 0.0000% | $26731655.52       | $27803603.81       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9960 | 2055-07-01      | 6.0000%  | 0.0000% | $14213457.14       | $14649289.11       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0888 | 2055-08-01      | 6.0000%  | 0.0000% | $2155714.89        | $2221363.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0143 | 2055-08-01      | 6.0000%  | 0.0000% | $7771000.54        | $8018431.78        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0433 | 2055-08-01      | 6.0000%  | 0.0000% | $4459494.47        | $4594542.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1360 | 2055-08-01      | 6.5000%  | 0.0000% | $5896860.91        | $6171173.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ6877 | 2055-11-01      | 6.0000%  | 0.0000% | $3830059.81        | $4018362.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8014 | 2055-10-01      | 5.0000%  | 0.0000% | $1622463.99        | $1649364.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8084 | 2055-11-01      | 6.0000%  | 0.0000% | $1121938.85        | $1166979.46        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL251569 | 2028-03-01      | 7.0000%  | 0.0000% | $6.40              | $6.74              | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253356 | 2030-07-01      | 8.0000%  | 0.0000% | $392.55            | $410.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254693 | 2033-03-01      | 5.5000%  | 0.0000% | $340.83            | $351.55            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253947 | 2031-07-01      | 8.0000%  | 0.0000% | $936.53            | $989.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K2253973 | 2031-07-01      | 6.5000%  | 0.0000% | $300.88            | $306.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254477 | 2032-10-01      | 5.5000%  | 0.0000% | $1433.00           | $1493.72           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 K2255062 | 2033-11-01      | 7.0000%  | 0.0000% | $94.21             | $96.23             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256478 | 2026-11-01      | 6.0000%  | 0.0000% | $5323.35           | $5477.47           | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535039 | 2029-12-01      | 8.0000%  | 0.0000% | $228.60            | $237.76            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL535996 | 2031-06-01      | 7.5000%  | 0.0000% | $558.33            | $585.20            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555330 | 2033-04-01      | 5.5000%  | 0.0000% | $109.17            | $112.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $49.54             | $51.09             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL608045 | 2031-10-01      | 7.5000%  | 0.0000% | $30.80             | $31.40             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL609661 | 2031-11-01      | 7.5000%  | 0.0000% | $640.92            | $670.09            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ0240 | 2050-08-01      | 2.5000%  | 0.0000% | $122140.65         | $106757.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKBQ1104 | 2050-04-01      | 4.5000%  | 0.0000% | $1268270.90        | $1236698.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ2143 | 2050-09-01      | 2.5000%  | 0.0000% | $21139522.77       | $18314977.19       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  | 0.0000% | $5477607.35        | $4544849.94        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBR1789 | 2036-01-01      | 2.5000%  | 0.0000% | $97301.23          | $92610.88          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2667 | 2051-02-01      | 2.0000%  | 0.0000% | $130740.69         | $109894.54         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBV1300 | 2037-01-01      | 1.5000%  | 0.0000% | $1049002.92        | $955783.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV3869 | 2052-03-01      | 2.0000%  | 0.0000% | $942.68            | $779.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV4633 | 2052-03-01      | 2.0000%  | 0.0000% | $412815.44         | $342386.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV5975 | 2055-07-01      | 4.5000%  | 0.0000% | $2494486.78        | $2488028.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8459 | 2052-04-01      | 3.0000%  | 0.0000% | $1048184.58        | $950165.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2654 | 2052-08-01      | 4.0000%  | 0.0000% | $774.16            | $753.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  | 0.0000% | $2700543.99        | $2576895.69        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4334 | 2052-03-01      | 2.5000%  | 0.0000% | $2802624.55        | $2473555.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  | 0.0000% | $39148030.62       | $37339696.10       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4562 | 2053-05-01      | 5.0000%  | 0.0000% | $34375337.81       | $34958072.36       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ7618 | 2055-11-01      | 4.5000%  | 0.0000% | $1993.32           | $1987.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8122 | 2055-11-01      | 6.5000%  | 0.0000% | $36304.99          | $38677.29          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8205 | 2055-11-01      | 6.5000%  | 0.0000% | $2145.07           | $2251.03           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325 | 2052-07-01      | 3.5000%  | 0.0000% | $34194579.62       | $32575321.90       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1640 | 2052-09-01      | 4.0000%  | 0.0000% | $13504331.40       | $13229219.66       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1926 | 2049-01-01      | 3.5000%  | 0.0000% | $19117250.04       | $18267063.45       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1927 | 2048-11-01      | 3.5000%  | 0.0000% | $280695.45         | $269895.63         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1943 | 2055-07-01      | 6.0000%  | 0.0000% | $1046.90           | $1088.19           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1988 | 2055-08-01      | 6.0000%  | 0.0000% | $67051210.32       | $69940603.40       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL2311 | 2052-05-01      | 2.5000%  | 0.0000% | $13775890.91       | $12070677.47       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3498 | 2055-12-01      | 5.5000%  | 0.0000% | $37836022.15       | $38985791.59       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL2928 | 2055-01-01      | 7.0000%  | 0.0000% | $801.86            | $845.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3080 | 2055-10-01      | 6.5000%  | 0.0000% | $6180731.39        | $6539167.11        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL3057 | 2052-05-01      | 4.0000%  | 0.0000% | $22832689.54       | $22506225.21       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3300 | 2055-11-01      | 5.5000%  | 0.0000% | $11137382.40       | $11566764.38       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3304 | 2055-11-01      | 6.0000%  | 0.0000% | $29105118.47       | $30398676.04       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3291 | 2055-11-01      | 5.5000%  | 0.0000% | $15470214.49       | $15949887.39       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3318 | 2055-10-01      | 6.5000%  | 0.0000% | $2218668.86        | $2337801.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3321 | 2055-10-01      | 6.0000%  | 0.0000% | $14845012.44       | $15334665.27       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4041 | 2056-02-01      | 6.0000%  | 0.0000% | $17678446.35       | $18432190.48       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4042 | 2056-01-01      | 6.0000%  | 0.0000% | $21779067.12       | $22812708.89       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4038 | 2056-01-01      | 6.0000%  | 0.0000% | $15252679.46       | $16040973.52       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4061 | 2055-01-01      | 6.0000%  | 0.0000% | $84126414.00       | $87408381.67       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4218 | 2056-02-01      | 5.5000%  | 0.0000% | $1489856.00        | $1549283.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  | 0.0000% | $55934943.59       | $57163734.85       | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G05394 G | 2035-05-01      | 7.0000%  | 0.0000% | $1179396.49        | $1243279.16        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08816 G | 2048-06-01      | 3.5000%  | 0.0000% | $21519.56          | $20577.60          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18681 G | 2033-03-01      | 3.0000%  | 0.0000% | $2503.99           | $2460.39           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C91385 G | 2031-08-01      | 4.0000%  | 0.0000% | $283.80            | $284.66            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C00635 G | 2028-07-01      | 6.0000%  | 0.0000% | $1464.15           | $1507.99           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A95828 G | 2040-12-01      | 4.5000%  | 0.0000% | $605989.85         | $615709.93         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97616 G | 2041-03-01      | 4.5000%  | 0.0000% | $98602.41          | $100154.51         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780 | 2041-07-01      | 4.5000%  | 0.0000% | $4271918.97        | $4334310.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRAL4741 | 2044-01-01      | 4.5000%  | 0.0000% | $12527.12          | $12694.73          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6155 | 2044-11-01      | 4.0000%  | 0.0000% | $246591.12         | $244629.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $8.85              | $8.85              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9063 | 2031-02-01      | 3.5000%  | 0.0000% | $681.73            | $679.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3521 | 2053-06-01      | 5.5000%  | 0.0000% | $2725005.64        | $2785043.57        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0866 | 2047-12-01      | 4.0000%  | 0.0000% | $243703.36         | $241010.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0868 | 2047-12-01      | 4.0000%  | 0.0000% | $3267574.87        | $3227925.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2306 | 2048-09-01      | 4.0000%  | 0.0000% | $14810549.28       | $14639293.25       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2455 | 2048-10-01      | 4.0000%  | 0.0000% | $17267473.32       | $17044962.74       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  | 0.0000% | $22010771.40       | $22983745.32       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS7207 | 2039-02-01      | 6.0000%  | 0.0000% | $655.45            | $686.64            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5274 | 2055-10-01      | 6.5000%  | 0.0000% | $28204108.57       | $29517642.83       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5970 | 2055-12-01      | 4.5000%  | 0.0000% | $615915.70         | $610464.84         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $849.49            | $874.95            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $11325371.92       | $11669904.83       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  | 0.0000% | $104494.67         | $103569.90         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0093 | 2056-02-01      | 4.5000%  | 0.0000% | $49734.41          | $49294.26          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0083 | 2056-01-01      | 4.5000%  | 0.0000% | $472563.15         | $468380.96         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0102 | 2056-02-01      | 5.0000%  | 0.0000% | $1058.00           | $1066.42           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0062 | 2041-02-01      | 5.0000%  | 0.0000% | $4194887.81        | $4273693.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1133 | 2055-12-01      | 5.5000%  | 0.0000% | $997.69            | $1029.18           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA1859 | 2056-01-01      | 6.0000%  | 0.0000% | $2893.54           | $3041.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2014 | 2055-12-01      | 5.5000%  | 0.0000% | $2500148.51        | $2550949.58        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA2239 | 2055-12-01      | 6.0000%  | 0.0000% | $36037163.64       | $37537799.17       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA2314 | 2055-12-01      | 4.5000%  | 0.0000% | $1981716.81        | $1964178.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2540 | 2056-01-01      | 5.0000%  | 0.0000% | $996.79            | $1021.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA2714 | 2055-12-01      | 6.5000%  | 0.0000% | $3643182.30        | $3837744.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2930 | 2056-01-01      | 5.0000%  | 0.0000% | $7395369.15        | $7515027.04        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA3059 | 2056-01-01      | 6.0000%  | 0.0000% | $1494644.17        | $1568127.35        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA3307 | 2056-01-01      | 5.5000%  | 0.0000% | $2827025.88        | $2929545.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4411 | 2056-01-01      | 6.0000%  | 0.0000% | $1080119.36        | $1117947.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3971 | 2056-01-01      | 5.0000%  | 0.0000% | $2712036.09        | $2752245.04        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA3988 | 2056-01-01      | 6.0000%  | 0.0000% | $1441617.76        | $1487742.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA4616 | 2056-01-01      | 5.0000%  | 0.0000% | $1062180.67        | $1088127.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4643 | 2056-02-01      | 6.0000%  | 0.0000% | $1165701.23        | $1209809.42        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  | 0.0000% | $249.71            | $255.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI7346 | 2038-04-01      | 5.5000%  | 0.0000% | $117.30            | $122.48            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZI7350 | 2038-04-01      | 4.5000%  | 0.0000% | $112.92            | $114.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9164 | 2039-09-01      | 5.5000%  | 0.0000% | $215272.86         | $225183.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9945 | 2040-04-01      | 5.5000%  | 0.0000% | $83105.33          | $86778.77          | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZJ5090 | 2030-11-01      | 8.0000%  | 0.0000% | $227.44            | $234.37            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ5163 | 2031-07-01      | 7.0000%  | 0.0000% | $1375.10           | $1448.23           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6573 | 2032-06-01      | 6.5000%  | 0.0000% | $2759.35           | $2873.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZJ9240 | 2028-03-01      | 5.0000%  | 0.0000% | $5.08              | $5.11              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3241 | 2042-06-01      | 3.5000%  | 0.0000% | $2061.41           | $1999.46           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6251 | 2043-06-01      | 4.0000%  | 0.0000% | $14085.26          | $13996.05          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6355 | 2043-07-01      | 4.0000%  | 0.0000% | $30629.90          | $30513.68          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6516 | 2043-07-01      | 4.0000%  | 0.0000% | $437263.66         | $434416.59         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684 | 2048-08-01      | 4.0000%  | 0.0000% | $2294716.76        | $2243564.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM8127 | 2048-08-01      | 5.0000%  | 0.0000% | $274806.73         | $282053.14         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZM9304 | 2042-07-01      | 3.5000%  | 0.0000% | $5212.44           | $4989.75           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0638 | 2043-02-01      | 3.5000%  | 0.0000% | $18267.58          | $17577.57          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65095 G | 2042-09-01      | 3.0000%  | 0.0000% | $119985.99         | $111994.52         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65099 G | 2042-10-01      | 3.0000%  | 0.0000% | $36054.33          | $33652.96          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65134 G | 2043-06-01      | 3.0000%  | 0.0000% | $104384.30         | $97430.60          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC T65229 G | 2044-06-01      | 4.5000%  | 0.0000% | $79078.12          | $78025.35          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC T65491 G | 2048-04-01      | 4.5000%  | 0.0000% | $305185.52         | $299877.73         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1334 | 2042-07-01      | 3.5000%  | 0.0000% | $452016.86         | $438152.50         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1383 | 2045-02-01      | 4.0000%  | 0.0000% | $117.06            | $116.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3208 | 2046-04-01      | 3.5000%  | 0.0000% | $266054.31         | $253050.32         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3211 | 2046-05-01      | 3.5000%  | 0.0000% | $101314.80         | $96731.80          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  | 0.0000% | $352136.41         | $336205.33         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PZA3222 | 2046-12-01      | 3.0000%  | 0.0000% | $229623.82         | $208679.98         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA5433 | 2048-06-01      | 3.5000%  | 0.0000% | $127698.17         | $122376.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA5441 | 2048-05-01      | 5.0000%  | 0.0000% | $296037.60         | $304487.73         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498 | 2048-06-01      | 4.0000%  | 0.0000% | $3731509.39        | $3688742.14        | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712 | 2032-04-01      | 8.0000%  | 0.0000% | $6083.67           | $6441.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2140 | 2038-05-01      | 6.5000%  | 0.0000% | $189416.23         | $200884.33         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254 | 2038-08-01      | 5.5000%  | 0.0000% | $21510.15          | $22468.06          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516 | 2039-01-01      | 5.5000%  | 0.0000% | $36604.43          | $38260.57          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549 | 2041-07-01      | 4.5000%  | 0.0000% | $3734939.36        | $3771056.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876 | 2038-11-01      | 5.5000%  | 0.0000% | $31889.46          | $33354.97          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4079 | 2045-02-01      | 4.0000%  | 0.0000% | $12128.50          | $12085.75          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  | 0.0000% | $88.09             | $84.92             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4634 | 2045-10-01      | 4.0000%  | 0.0000% | $43539.14          | $43147.98          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429 | 2047-11-01      | 4.0000%  | 0.0000% | $5010774.73        | $4923942.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAR6432 | 2043-08-01      | 2.5000%  | 0.0000% | $8177.59           | $7477.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS0453 | 2038-08-01      | 4.0000%  | 0.0000% | $237952.05         | $236747.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $30.77             | $30.69             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS1984 | 2029-03-01      | 3.0000%  | 0.0000% | $293.63            | $290.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 GLAS4152 | 2044-12-01      | 4.0000%  | 0.0000% | $47321.12          | $47137.32          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5458 | 2040-07-01      | 3.5000%  | 0.0000% | $133.75            | $130.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9795 | 2047-06-01      | 3.5000%  | 0.0000% | $8253898.77        | $7926283.19        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZT2022 | 2034-05-01      | 2.5000%  | 0.0000% | $78158.48          | $75207.34          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0843 | 2037-04-01      | 2.5000%  | 0.0000% | $2556013.90        | $2439139.03        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0861 | 2037-02-01      | 2.5000%  | 0.0000% | $1131993.32        | $1080226.77        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $13203.80          | $12571.67          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0731 | 2037-06-01      | 2.5000%  | 0.0000% | $29827.49          | $28461.56          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711 | 2037-07-01      | 3.0000%  | 0.0000% | $805900.08         | $781688.15         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979 | 2038-01-01      | 3.5000%  | 0.0000% | $686.14            | $671.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $6190.57           | $6452.72           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | 0.0000% | $592.78            | $551.73            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $591304.16         | $538585.46         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | 0.0000% | $4204.43           | $3914.76           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $660168.33         | $660727.49         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1357 | 2052-08-01      | 5.0000%  | 0.0000% | $801619.93         | $820995.98         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $46789.11          | $45877.56          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1896 | 2052-11-01      | 4.0000%  | 0.0000% | $24007347.32       | $23606998.14       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $10216.12          | $9684.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $4090517.68        | $4283100.61        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAT5890 | 2043-06-01      | 2.5000%  | 0.0000% | $22215.78          | $20426.42          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAU4268 | 2043-09-01      | 3.0000%  | 0.0000% | $472172.55         | $442960.97         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKAU7024 | 2043-11-01      | 2.5000%  | 0.0000% | $327539.44         | $294839.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW5329 | 2044-06-01      | 4.0000%  | 0.0000% | $734.13            | $725.01            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370 | 2045-04-01      | 2.5000%  | 0.0000% | $1056719.91        | $946995.98         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY7071 | 2045-04-01      | 2.5000%  | 0.0000% | $45188.71          | $40610.66          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643 | 2045-04-01      | 2.5000%  | 0.0000% | $99765.92          | $90057.16          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4032 | 2052-07-01      | 4.5000%  | 0.0000% | $4902760.50        | $4882119.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4125 | 2052-07-01      | 4.0000%  | 0.0000% | $1429815.03        | $1396541.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $840916.25         | $836970.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $1200572.38        | $1195265.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5073 | 2052-11-01      | 4.0000%  | 0.0000% | $781.58            | $772.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096 | 2053-04-01      | 6.0000%  | 0.0000% | $10975318.32       | $11391319.47       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936 | 2052-11-01      | 4.5000%  | 0.0000% | $2195803.76        | $2214782.09        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5007 | 2053-09-01      | 5.0000%  | 0.0000% | $76621763.02       | $77585366.82       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462 | 2055-01-01      | 5.0000%  | 0.0000% | $1628140.31        | $1653357.13        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $9811.30           | $9639.97           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $801.11            | $726.09            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8240 | 2052-07-01      | 2.0000%  | 0.0000% | $5353655.71        | $4435286.64        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $5814.99           | $5780.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP844834 | 2036-03-01      | 5.5000%  | 0.0000% | $4497.61           | $4511.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4922 | 2053-10-01      | 6.5000%  | 0.0000% | $142169.97         | $148816.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2495 | 2054-05-01      | 6.0000%  | 0.0000% | $1342052.98        | $1383619.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6395 | 2054-08-01      | 6.0000%  | 0.0000% | $195071.92         | $201800.21         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8250 | 2054-11-01      | 6.5000%  | 0.0000% | $2399050.72        | $2555369.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086 | 2054-10-01      | 5.0000%  | 0.0000% | $8119118.53        | $8236473.18        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7491 | 2053-10-01      | 7.0000%  | 0.0000% | $1706974.54        | $1859910.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523 | 2054-05-01      | 5.0000%  | 0.0000% | $8096244.92        | $8258114.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8994 | 2056-01-01      | 6.0000%  | 0.0000% | $2933405.44        | $3074664.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8171 | 2056-01-01      | 5.0000%  | 0.0000% | $1534938.85        | $1558971.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8828 | 2056-01-01      | 5.0000%  | 0.0000% | $5491070.59        | $5565041.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9977 | 2056-01-01      | 5.5000%  | 0.0000% | $2711547.44        | $2787699.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0026 | 2056-01-01      | 5.5000%  | 0.0000% | $1830223.40        | $1893820.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG0097 | 2056-01-01      | 6.0000%  | 0.0000% | $1423426.20        | $1500332.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG0098 | 2056-01-01      | 6.0000%  | 0.0000% | $2009043.58        | $2102062.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0131 | 2056-01-01      | 5.5000%  | 0.0000% | $2062172.63        | $2145658.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG0472 | 2056-01-01      | 6.0000%  | 0.0000% | $1162393.55        | $1217212.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG0479 | 2056-01-01      | 6.5000%  | 0.0000% | $1613687.75        | $1697597.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG0482 | 2056-01-01      | 4.5000%  | 0.0000% | $599284.12         | $593980.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1289 | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG1298 | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1300 | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1656 | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3836 | 2049-11-01      | 4.0000%  | 0.0000% | $401697.30         | $395928.48         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  | 0.0000% | $596933.30         | $543927.61         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $414920824.89      | $360268514.40      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $10420.57          | $9065.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $1636206.64        | $1482783.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $881.68            | $831.27            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U90316 G | 2042-10-01      | 4.0000%  | 0.0000% | $180067.95         | $179312.37         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U95137 G | 2043-08-01      | 4.0000%  | 0.0000% | $27971.51          | $27860.01          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99114 G | 2044-02-01      | 3.5000%  | 0.0000% | $638386.89         | $614947.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8437 | 2054-12-01      | 5.5000%  | 0.0000% | $3926552.58        | $4005708.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885 | 2055-01-01      | 6.0000%  | 0.0000% | $1048734.43        | $1107986.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1359 | 2054-12-01      | 5.5000%  | 0.0000% | $643.12            | $660.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381 | 2055-01-01      | 6.5000%  | 0.0000% | $1071472.75        | $1127339.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2120 | 2055-03-01      | 6.0000%  | 0.0000% | $1531541.38        | $1593583.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7142 | 2055-09-01      | 6.0000%  | 0.0000% | $4142137.46        | $4274521.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8926 | 2055-09-01      | 6.0000%  | 0.0000% | $2007796.98        | $2092675.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9220 | 2055-05-01      | 6.0000%  | 0.0000% | $13029478.72       | $13422191.55       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578 | 2055-05-01      | 6.5000%  | 0.0000% | $992.64            | $1035.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1319 | 2055-06-01      | 6.0000%  | 0.0000% | $18400555.97       | $19191712.40       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2547 | 2055-07-01      | 6.5000%  | 0.0000% | $1718783.83        | $1793072.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4743 | 2055-08-01      | 5.5000%  | 0.0000% | $34564937.50       | $35265299.94       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5795 | 2055-07-01      | 5.0000%  | 0.0000% | $2066800.17        | $2087625.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7488 | 2055-09-01      | 5.5000%  | 0.0000% | $2101418.96        | $2144261.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7779 | 2055-08-01      | 6.0000%  | 0.0000% | $28066487.54       | $29276611.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8109 | 2055-08-01      | 6.0000%  | 0.0000% | $10454161.02       | $10903651.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8198 | 2055-10-01      | 6.0000%  | 0.0000% | $14401798.49       | $15021023.01       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3915 | 2056-03-01      | 5.0000%  | 0.0000% | $2382335.00        | $2417760.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3918 | 2056-02-01      | 5.5000%  | 0.0000% | $1787222.00        | $1852036.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0752 | 2053-11-01      | 4.0000%  | 0.0000% | $54280790.32       | $53259599.79       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1769 | 2052-05-01      | 3.0000%  | 0.0000% | $24340854.47       | $22285577.63       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1286 | 2055-04-01      | 6.0000%  | 0.0000% | $4040644.45        | $4163566.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2577 | 2053-03-01      | 3.0000%  | 0.0000% | $7923263.88        | $7241987.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2593 | 2054-08-01      | 5.0000%  | 0.0000% | $1159.70           | $1177.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2594 | 2049-08-01      | 5.0000%  | 0.0000% | $943.27            | $970.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2044 | 2052-07-01      | 4.0000%  | 0.0000% | $21086487.86       | $20747351.53       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2060 | 2055-06-01      | 6.5000%  | 0.0000% | $27092239.43       | $28595843.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2134 | 2055-06-01      | 5.5000%  | 0.0000% | $34586351.74       | $35829842.53       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA3500 | 2055-07-01      | 4.5000%  | 0.0000% | $35773247.81       | $35711896.69       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3555 | 2055-11-01      | 6.5000%  | 0.0000% | $13969719.26       | $14808914.44       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3565 | 2055-11-01      | 5.5000%  | 0.0000% | $63144536.36       | $65303588.36       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3582 | 2055-11-01      | 6.0000%  | 0.0000% | $1662173.51        | $1754080.62        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3106 | 2051-03-01      | 2.5000%  | 0.0000% | $972.63            | $849.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3275 | 2055-10-01      | 6.5000%  | 0.0000% | $31797379.05       | $33828577.95       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3276 | 2055-10-01      | 6.5000%  | 0.0000% | $17937902.64       | $19155033.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3418 | 2054-10-01      | 6.5000%  | 0.0000% | $9908320.78        | $10490310.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4375 | 2056-01-01      | 5.0000%  | 0.0000% | $25204247.81       | $25680308.44       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4376 | 2056-01-01      | 5.0000%  | 0.0000% | $77383156.14       | $78817152.00       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4379 | 2056-01-01      | 5.0000%  | 0.0000% | $51713861.32       | $52422036.68       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4380 | 2056-02-01      | 5.0000%  | 0.0000% | $36143012.70       | $36614321.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4381 | 2056-01-01      | 5.0000%  | 0.0000% | $31343844.00       | $31686247.63       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4382 | 2056-02-01      | 5.0000%  | 0.0000% | $43027620.18       | $43741022.90       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4383 | 2056-02-01      | 5.0000%  | 0.0000% | $22420964.08       | $22754747.46       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4385 | 2056-01-01      | 5.5000%  | 0.0000% | $30161152.08       | $31323871.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4386 | 2056-01-01      | 5.5000%  | 0.0000% | $21168089.78       | $21973667.30       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4388 | 2056-01-01      | 5.5000%  | 0.0000% | $20714573.47       | $21410277.02       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4389 | 2056-01-01      | 5.5000%  | 0.0000% | $33401944.15       | $34462530.10       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4390 | 2056-01-01      | 5.5000%  | 0.0000% | $28530923.21       | $29353961.09       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4391 | 2056-01-01      | 5.5000%  | 0.0000% | $32697599.44       | $33630861.58       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4407 | 2056-01-01      | 5.0000%  | 0.0000% | $19904797.89       | $20317526.09       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4409 | 2056-01-01      | 6.0000%  | 0.0000% | $58307610.37       | $61074967.28       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $87939.26          | $89031.57          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $28567.08          | $28886.78          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  | 0.0000% | $1642312.69        | $1598994.87        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA7231 | 2050-02-01      | 4.0000%  | 0.0000% | $364.77            | $360.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9160 | 2051-10-01      | 3.0000%  | 0.0000% | $14055.41          | $12832.07          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD3751 | 2052-01-01      | 2.0000%  | 0.0000% | $248432.37         | $205357.29         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951 | 2052-03-01      | 3.0000%  | 0.0000% | $4288087.22        | $3916724.57        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1068 | 2052-04-01      | 3.0000%  | 0.0000% | $744.24            | $679.07            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $9249139.92        | $9218516.02        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890 | 2052-06-01      | 4.5000%  | 0.0000% | $1801347.73        | $1807409.27        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122 | 2053-10-01      | 4.5000%  | 0.0000% | $2704367.24        | $2682537.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016 | 2054-07-01      | 6.5000%  | 0.0000% | $3251016.18        | $3452730.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ4700 | 2054-09-01      | 6.5000%  | 0.0000% | $18539479.86       | $19444604.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0196 | 2055-09-01      | 6.0000%  | 0.0000% | $2023153.00        | $2096747.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDF0563 | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $1010.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1443 | 2055-10-01      | 6.0000%  | 0.0000% | $351732.23         | $367110.08         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2949 | 2055-11-01      | 4.5000%  | 0.0000% | $999.82            | $993.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDF3903 | 2040-11-01      | 6.0000%  | 0.0000% | $123074.17         | $128188.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4258 | 2056-01-01      | 6.0000%  | 0.0000% | $1006175.08        | $1052109.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4297 | 2056-01-01      | 6.5000%  | 0.0000% | $1484914.56        | $1584386.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4287 | 2056-01-01      | 5.5000%  | 0.0000% | $1042440.21        | $1084024.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDF4514 | 2040-12-01      | 5.5000%  | 0.0000% | $961.38            | $996.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5019 | 2055-11-01      | 6.5000%  | 0.0000% | $1617494.16        | $1733157.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5138 | 2055-12-01      | 5.5000%  | 0.0000% | $74728.38          | $77987.89          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6018 | 2055-12-01      | 5.0000%  | 0.0000% | $1052042.64        | $1081888.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF6057 | 2055-12-01      | 4.5000%  | 0.0000% | $997.83            | $991.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6096 | 2056-01-01      | 5.0000%  | 0.0000% | $997.01            | $1021.36           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6080 | 2056-01-01      | 5.5000%  | 0.0000% | $1062.17           | $1097.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6095 | 2056-01-01      | 5.0000%  | 0.0000% | $998.16            | $1006.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6108 | 2056-01-01      | 5.0000%  | 0.0000% | $3445911.88        | $3512911.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF6755 | 2056-01-01      | 6.5000%  | 0.0000% | $834760.08         | $882358.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0702 | 2062-12-01      | 3.5000%  | 0.0000% | $40287344.85       | $37309214.80       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0745 | 2063-06-01      | 4.0000%  | 0.0000% | $633224.61         | $604594.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3898 | 2055-12-01      | 5.0000%  | 0.0000% | $11147373.98       | $11340771.01       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA4620 | 2052-04-01      | 2.5000%  | 0.0000% | $18816.00          | $16605.02          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4619 | 2056-02-01      | 5.5000%  | 0.0000% | $112036729.00      | $114321182.80      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4636 | 2056-02-01      | 5.0000%  | 0.0000% | $37113266.00       | $37476312.09       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $1073574.97        | $1045258.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  | 0.0000% | $845.17            | $870.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $277425.76         | $274970.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  | 0.0000% | $39754177.45       | $40064542.72       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5997 | 2056-02-01      | 5.0000%  | 0.0000% | $17952898.00       | $18093058.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKMA6012 | 2056-02-01      | 6.0000%  | 0.0000% | $3024841.70        | $3094513.89        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8386 | 2035-12-01      | 2.5000%  | 0.0000% | $6513076.06        | $6233571.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  | 0.0000% | $829.94            | $812.57            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB0314 | 2036-04-01      | 1.5000%  | 0.0000% | $3197470.59        | $2917862.44        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2622 | 2052-01-01      | 2.5000%  | 0.0000% | $1419.25           | $1254.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3494 | 2052-05-01      | 3.0000%  | 0.0000% | $4626151.56        | $4221107.32        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3575 | 2052-05-01      | 3.0000%  | 0.0000% | $46854387.50       | $42908904.49       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3155 | 2052-03-01      | 2.0000%  | 0.0000% | $2274380.02        | $1880945.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4382 | 2052-08-01      | 4.0000%  | 0.0000% | $3383809.03        | $3294557.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA5928 | 2056-02-01      | 5.0000%  | 0.0000% | $1016.00           | $1037.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6501 | 2056-01-01      | 5.5000%  | 0.0000% | $1002.00           | $1034.15           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6858 | 2056-02-01      | 5.5000%  | 0.0000% | $5463114.00        | $5625123.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA6992 | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1048.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7275 | 2056-02-01      | 5.0000%  | 0.0000% | $1342355.00        | $1371105.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA7277 | 2056-02-01      | 6.0000%  | 0.0000% | $1229250.00        | $1277301.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7360 | 2056-02-01      | 6.5000%  | 0.0000% | $1153565.00        | $1221620.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7362 | 2056-03-01      | 5.0000%  | 0.0000% | $1913423.00        | $1950625.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7370 | 2056-02-01      | 5.5000%  | 0.0000% | $1620.00           | $1675.69           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7372 | 2056-03-01      | 5.5000%  | 0.0000% | $3174459.00        | $3275499.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7380 | 2056-03-01      | 6.5000%  | 0.0000% | $1083763.00        | $1157792.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7381 | 2056-02-01      | 6.5000%  | 0.0000% | $1190250.00        | $1264107.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7409 | 2056-02-01      | 5.5000%  | 0.0000% | $3212810.00        | $3283784.90        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN6202 | 2036-05-01      | 2.5000%  | 0.0000% | $1317.57           | $1257.31           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4721 | 2055-10-01      | 5.5000%  | 0.0000% | $173342.94         | $178905.04         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5107 | 2055-10-01      | 6.0000%  | 0.0000% | $14814460.20       | $15289727.83       | Agency Mortgage-Backed Securities  |
| 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $112349100.00      | $113891537.10      | U.S. Treasuries (including strips) |

### Security 306: Fixed Income Clearing Corp. - Natixis

- **C.1 - Title:** Fixed Income Clearing Corp. - Natixis 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: 954ZEB000, C.3 - LEI: 8EWQ2UQKS07AKK8ANH81, C.5 - Other ID: 954ZEB000_3.67_0302
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 04/30/27 | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50751120.00       | U.S. Treasuries (including strips) |
| T 3 3/4 04/30/27 | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50751120.00       | U.S. Treasuries (including strips) |
| T 3 3/4 04/30/27 | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50751120.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $50112090.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49111470.00       | U.S. Treasuries (including strips) |
| T 3 3/4 04/30/27 | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50751120.00       | U.S. Treasuries (including strips) |
| T 3 3/4 04/30/27 | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50751120.00       | U.S. Treasuries (including strips) |
| T 3 3/4 04/30/27 | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50751120.00       | U.S. Treasuries (including strips) |
| T 3 3/4 04/30/27 | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50751120.00       | U.S. Treasuries (including strips) |
| T 3 3/4 04/30/27 | 2027-04-30      | 3.7500%  | 0.0000% | $48328300.00       | $49054307.05       | U.S. Treasuries (including strips) |

### Security 307: Bank of America NA

- **C.1 - Title:** Bank of America NA 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: 959JAH002, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 959JAH002_3.68_0302
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  | 0.0000% | $276829575.58      | $259321950.60      | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  | 0.0000% | $326787076.48      | $259226898.30      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6706 | 2051-04-01      | 2.5000%  | 0.0000% | $268326022.74      | $234221397.80      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6963 | 2051-05-01      | 2.0000%  | 0.0000% | $293837737.92      | $248222204.10      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8729 | 2051-01-01      | 2.0000%  | 0.0000% | $341638178.94      | $284420426.80      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1674 | 2051-09-01      | 2.5000%  | 0.0000% | $269770229.05      | $237404156.30      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1661 | 2051-09-01      | 2.5000%  | 0.0000% | $25052432.94       | $22182966.25       | Agency Mortgage-Backed Securities |

### Security 308: 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: MBNUM2BPBDO7JBLYG310, 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:** 0.1800%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $4953300.00        | $4890685.53        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $278900.00         | $285565.45         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.88            | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $2000.00           | $1888.60           | U.S. Treasuries (including strips) |
| TINT 08/15/26    | 2026-08-15      | 0.0000%  | 0.0000% | $968176.00         | $951985.19         | U.S. Treasuries (including strips) |
| TINT 08/15/28    | 2028-08-15      | 0.0000%  | 0.0000% | $49949370.00       | $45821604.01       | U.S. Treasuries (including strips) |
| TINT 08/15/29    | 2029-08-15      | 0.0000%  | 0.0000% | $153928892.00      | $136116240.60      | U.S. Treasuries (including strips) |
| TINT 08/15/30    | 2030-08-15      | 0.0000%  | 0.0000% | $78542214.00       | $66836046.80       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | 0.0000% | $95400.00          | $95909.59          | U.S. Treasuries (including strips) |

### Security 309: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 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: 959JDE006, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 959JDE006_3.70_0413
- **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):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MA9907 M | 2054-09-20      | 6.0000%  | 0.0000% | $2887.70           | $2964.04           | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M | 2054-10-20      | 4.5000%  | 0.0000% | $102672.77         | $101760.01         | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M | 2054-10-20      | 5.0000%  | 0.0000% | $229116348.39      | $230857429.00      | Agency Mortgage-Backed Securities |
| GNII SF MA9965 M | 2054-10-20      | 5.5000%  | 0.0000% | $3434412.98        | $3493767.26        | Agency Mortgage-Backed Securities |
| GNII SF MA9966 M | 2054-10-20      | 6.0000%  | 0.0000% | $116879523.63      | $119952675.90      | Agency Mortgage-Backed Securities |
| GNCL CL CQ8785   | 2054-11-15      | 6.3800%  | 0.0000% | $6496195.00        | $7101957.25        | Agency Mortgage-Backed Securities |
| GNII SF DB6441 C | 2054-10-20      | 6.0000%  | 0.0000% | $1354190.58        | $1417629.44        | Agency Mortgage-Backed Securities |
| GNII SF DB6442 C | 2054-10-20      | 6.0000%  | 0.0000% | $2753428.12        | $2887014.36        | Agency Mortgage-Backed Securities |
| GNII SF DB6443 C | 2054-10-20      | 6.0000%  | 0.0000% | $4537311.06        | $4761986.60        | Agency Mortgage-Backed Securities |
| GNII SF DB6447 C | 2054-10-20      | 6.0000%  | 0.0000% | $9040755.04        | $9495019.83        | Agency Mortgage-Backed Securities |
| GNII SF DD4830 C | 2054-09-20      | 6.0000%  | 0.0000% | $777.72            | $800.74            | Agency Mortgage-Backed Securities |
| GNII SF DD6092 C | 2054-10-20      | 5.0000%  | 0.0000% | $1472860.58        | $1493635.45        | Agency Mortgage-Backed Securities |
| GNII SF DD6518 C | 2054-10-20      | 6.0000%  | 0.0000% | $1785724.03        | $1854962.50        | Agency Mortgage-Backed Securities |
| GNII SF DD6519 C | 2054-10-20      | 6.0000%  | 0.0000% | $1263915.64        | $1311383.68        | Agency Mortgage-Backed Securities |
| GNII SF DD6513 C | 2054-10-20      | 5.0000%  | 0.0000% | $854110.08         | $864007.61         | Agency Mortgage-Backed Securities |
| GNII SF DE2115 C | 2054-10-20      | 6.0000%  | 0.0000% | $7298113.16        | $7558957.46        | Agency Mortgage-Backed Securities |
| GNII SF DE2231 C | 2054-10-20      | 6.0000%  | 0.0000% | $4399106.60        | $4545664.30        | Agency Mortgage-Backed Securities |
| GNII SF DE5790 C | 2054-10-20      | 6.5000%  | 0.0000% | $2060861.89        | $2170179.16        | Agency Mortgage-Backed Securities |
| GNII SF DE6848 C | 2054-10-20      | 6.0000%  | 0.0000% | $6048308.62        | $6259057.90        | Agency Mortgage-Backed Securities |
| GNII SF DE8956 C | 2054-10-20      | 5.0000%  | 0.0000% | $1060326.18        | $1074892.00        | Agency Mortgage-Backed Securities |
| GNII SF DE8975 C | 2054-10-20      | 6.5000%  | 0.0000% | $5419616.24        | $5707085.93        | Agency Mortgage-Backed Securities |
| GNII SF DE8790 C | 2054-10-20      | 6.5000%  | 0.0000% | $6030204.91        | $6388281.16        | Agency Mortgage-Backed Securities |
| GNII SF DF0172 C | 2054-10-20      | 6.0000%  | 0.0000% | $3364207.58        | $3476287.28        | Agency Mortgage-Backed Securities |
| GNII SF DF0177 C | 2054-10-20      | 5.0000%  | 0.0000% | $1809966.32        | $1832574.81        | Agency Mortgage-Backed Securities |
| GNII SF DF2320 C | 2054-10-20      | 7.0000%  | 0.0000% | $1965790.30        | $2074757.11        | Agency Mortgage-Backed Securities |
| GNII SF DF2334 C | 2054-10-20      | 7.5000%  | 0.0000% | $9251357.46        | $9970332.87        | Agency Mortgage-Backed Securities |
| GNII SF DF3076 C | 2054-10-20      | 7.0000%  | 0.0000% | $1085069.21        | $1138071.10        | Agency Mortgage-Backed Securities |
| GNII SF DF4681 C | 2054-10-20      | 5.0000%  | 0.0000% | $2625529.16        | $2648500.21        | Agency Mortgage-Backed Securities |
| GNII SF DF5139 C | 2054-10-20      | 6.5000%  | 0.0000% | $7814167.77        | $8318255.39        | Agency Mortgage-Backed Securities |
| GNII SF DF5203 C | 2054-10-20      | 6.5000%  | 0.0000% | $21845111.84       | $23254327.86       | Agency Mortgage-Backed Securities |
| GNII SF DF5211 C | 2054-10-20      | 8.0000%  | 0.0000% | $2312027.18        | $2607956.90        | Agency Mortgage-Backed Securities |
| GNII SF DF5212 C | 2054-10-20      | 8.0000%  | 0.0000% | $2279090.35        | $2487054.56        | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M | 2054-11-20      | 4.5000%  | 0.0000% | $37721072.28       | $37385731.95       | Agency Mortgage-Backed Securities |
| GNII SF MB0026 M | 2054-11-20      | 5.5000%  | 0.0000% | $495441.22         | $505039.02         | Agency Mortgage-Backed Securities |

### Security 310: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JDH009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 959JDH009_3.67_0302
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 02/15/35 | 2035-02-15      | 0.0000%  | 0.0000% | $87006881.00       | $60530339.08       | U.S. Treasuries (including strips) |
| TINT 11/15/33 | 2033-11-15      | 0.0000%  | 0.0000% | $103666420.50      | $76692417.85       | U.S. Treasuries (including strips) |
| TINT 05/15/26 | 2026-05-15      | 0.0000%  | 0.0000% | $60026727.21       | $59550595.21       | U.S. Treasuries (including strips) |
| TINT 11/15/26 | 2026-11-15      | 0.0000%  | 0.0000% | $35385028.12       | $34483452.99       | U.S. Treasuries (including strips) |
| TINT 05/15/35 | 2035-05-15      | 0.0000%  | 0.0000% | $87726667.00       | $60300328.19       | U.S. Treasuries (including strips) |
| TINT 08/15/29 | 2029-08-15      | 0.0000%  | 0.0000% | $54584591.82       | $48268062.85       | U.S. Treasuries (including strips) |
| TINT 02/15/30 | 2030-02-15      | 0.0000%  | 0.0000% | $78594918.07       | $68174803.83       | U.S. Treasuries (including strips) |

### Security 311: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JFK000, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 959JFK000_3.66_0302
- **C.18 - Value (incl. sponsor support):** $1420000000.00
- **C.18.a - Value (excl. sponsor support):** $1420000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/8 TPRN F 31 | 2031-11-15      | 0.0000%  | 0.0000% | $38000.00          | $30818.30          | U.S. Treasuries (including strips) |
| 1 7/8 TPRN B 32 | 2032-02-15      | 0.0000%  | 0.0000% | $97000.00          | $77819.61          | U.S. Treasuries (including strips) |
| 2 3/4 TPRN E 32 | 2032-08-15      | 0.0000%  | 0.0000% | $87000.00          | $68288.74          | U.S. Treasuries (including strips) |
| 4 1/8 TPRN F 32 | 2032-11-15      | 0.0000%  | 0.0000% | $2000.00           | $1554.09           | U.S. Treasuries (including strips) |
| 3 1/2 TPRN B 33 | 2033-02-15      | 0.0000%  | 0.0000% | $674500.00         | $518099.64         | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 31 | 2031-05-15      | 0.0000%  | 0.0000% | $70000.00          | $57997.17          | U.S. Treasuries (including strips) |
| 1 1/4 TPRN E 31 | 2031-08-15      | 0.0000%  | 0.0000% | $827000.00         | $677944.83         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53   | 2053-05-15      | 3.6250%  | 0.0000% | $35319100.00       | $29822189.43       | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 26 | 2026-05-15      | 0.0000%  | 0.0000% | $927200.00         | $920023.47         | U.S. Treasuries (including strips) |
| 2 1/4 TPRN E 27 | 2027-08-15      | 0.0000%  | 0.0000% | $1000.00           | $950.18            | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 27 | 2027-11-15      | 0.0000%  | 0.0000% | $95000.00          | $89517.55          | U.S. Treasuries (including strips) |
| 2 3/4 TPRN B 28 | 2028-02-15      | 0.0000%  | 0.0000% | $64400.00          | $60173.94          | U.S. Treasuries (including strips) |
| 2 7/8 TPRN C 28 | 2028-05-15      | 0.0000%  | 0.0000% | $871000.00         | $807054.66         | U.S. Treasuries (including strips) |
| 1 1/2 TPRN E 26 | 2026-08-15      | 0.0000%  | 0.0000% | $315000.00         | $309685.01         | U.S. Treasuries (including strips) |
| 2 TPRN F 26     | 2026-11-15      | 0.0000%  | 0.0000% | $50000.00          | $48726.30          | U.S. Treasuries (including strips) |
| 2 1/4 TPRN B 27 | 2027-02-15      | 0.0000%  | 0.0000% | $335000.00         | $323678.34         | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 27 | 2027-05-15      | 0.0000%  | 0.0000% | $30000.00          | $28745.70          | U.S. Treasuries (including strips) |
| 2 7/8 TPRN E 28 | 2028-08-15      | 0.0000%  | 0.0000% | $463000.00         | $425281.71         | U.S. Treasuries (including strips) |
| 3 1/8 TPRN F 28 | 2028-11-15      | 0.0000%  | 0.0000% | $48000.00          | $43716.05          | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 29 | 2029-05-15      | 0.0000%  | 0.0000% | $56000.00          | $50092.06          | U.S. Treasuries (including strips) |
| 1 5/8 TPRN E 29 | 2029-08-15      | 0.0000%  | 0.0000% | $705000.00         | $625196.11         | U.S. Treasuries (including strips) |
| 1 3/4 TPRN F 29 | 2029-11-15      | 0.0000%  | 0.0000% | $58000.00          | $50965.64          | U.S. Treasuries (including strips) |
| 1 1/2 TPRN B 30 | 2030-02-15      | 0.0000%  | 0.0000% | $53000.00          | $46119.91          | U.S. Treasuries (including strips) |
| 0 5/8 TPRN C 30 | 2030-05-15      | 0.0000%  | 0.0000% | $940000.00         | $809967.92         | U.S. Treasuries (including strips) |
| 0 5/8 TPRN E 30 | 2030-08-15      | 0.0000%  | 0.0000% | $2534000.00        | $2162315.41        | U.S. Treasuries (including strips) |
| 0 7/8 TPRN F 30 | 2030-11-15      | 0.0000%  | 0.0000% | $69000.00          | $58331.29          | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48   | 2048-11-15      | 3.3750%  | 0.0000% | $258666300.00      | $213411630.50      | U.S. Treasuries (including strips) |
| TINT 08/15/31   | 2031-08-15      | 0.0000%  | 0.0000% | $38605971.88       | $31558181.47       | U.S. Treasuries (including strips) |
| TINT 02/15/32   | 2032-02-15      | 0.0000%  | 0.0000% | $29012396.88       | $23215429.86       | U.S. Treasuries (including strips) |
| TINT 08/15/32   | 2032-08-15      | 0.0000%  | 0.0000% | $28473496.88       | $22311177.26       | U.S. Treasuries (including strips) |
| TINT 08/15/33   | 2033-08-15      | 0.0000%  | 0.0000% | $88470170.88       | $66249648.88       | U.S. Treasuries (including strips) |
| TINT 02/15/34   | 2034-02-15      | 0.0000%  | 0.0000% | $77554854.88       | $56672822.43       | U.S. Treasuries (including strips) |
| TINT 08/15/34   | 2034-08-15      | 0.0000%  | 0.0000% | $23832668.09       | $17004155.86       | U.S. Treasuries (including strips) |
| TINT 08/15/35   | 2035-08-15      | 0.0000%  | 0.0000% | $47017396.88       | $31923213.89       | U.S. Treasuries (including strips) |
| TINT 02/15/36   | 2036-02-15      | 0.0000%  | 0.0000% | $80606623.88       | $53332082.98       | U.S. Treasuries (including strips) |
| TINT 11/15/30   | 2030-11-15      | 0.0000%  | 0.0000% | $67443035.64       | $56841192.77       | U.S. Treasuries (including strips) |
| TINT 05/15/26   | 2026-05-15      | 0.0000%  | 0.0000% | $25765735.64       | $25561361.82       | U.S. Treasuries (including strips) |
| TINT 08/15/26   | 2026-08-15      | 0.0000%  | 0.0000% | $54591400.21       | $53678468.22       | U.S. Treasuries (including strips) |
| TINT 11/15/26   | 2026-11-15      | 0.0000%  | 0.0000% | $50392860.64       | $49108900.94       | U.S. Treasuries (including strips) |
| TINT 02/15/27   | 2027-02-15      | 0.0000%  | 0.0000% | $89719865.63       | $86694870.64       | U.S. Treasuries (including strips) |
| TINT 05/15/27   | 2027-05-15      | 0.0000%  | 0.0000% | $51201010.64       | $49072328.62       | U.S. Treasuries (including strips) |
| TINT 08/15/27   | 2027-08-15      | 0.0000%  | 0.0000% | $26206603.13       | $24893940.59       | U.S. Treasuries (including strips) |
| TINT 05/15/28   | 2028-05-15      | 0.0000%  | 0.0000% | $64599237.64       | $59792085.37       | U.S. Treasuries (including strips) |
| TINT 11/15/28   | 2028-11-15      | 0.0000%  | 0.0000% | $24959260.64       | $22698725.36       | U.S. Treasuries (including strips) |
| TINT 11/15/35   | 2035-11-15      | 0.0000%  | 0.0000% | $41930235.64       | $28124831.35       | U.S. Treasuries (including strips) |
| TINT 02/15/29   | 2029-02-15      | 0.0000%  | 0.0000% | $56009028.13       | $50464694.44       | U.S. Treasuries (including strips) |
| TINT 08/15/29   | 2029-08-15      | 0.0000%  | 0.0000% | $41472653.13       | $36673437.71       | U.S. Treasuries (including strips) |
| TINT 11/15/29   | 2029-11-15      | 0.0000%  | 0.0000% | $90000000.00       | $78839910.00       | U.S. Treasuries (including strips) |
| TINT 05/15/30   | 2030-05-15      | 0.0000%  | 0.0000% | $90000000.00       | $77323410.00       | U.S. Treasuries (including strips) |
| TINT 02/15/30   | 2030-02-15      | 0.0000%  | 0.0000% | $27556178.13       | $23902780.03       | U.S. Treasuries (including strips) |
| TINT 08/15/30   | 2030-08-15      | 0.0000%  | 0.0000% | $30324878.13       | $25805167.32       | U.S. Treasuries (including strips) |
| TINT 02/15/31   | 2031-02-15      | 0.0000%  | 0.0000% | $27467755.88       | $22906735.02       | U.S. Treasuries (including strips) |
| 6 3/4 TPRN 26   | 2026-08-15      | 0.0000%  | 0.0000% | $52000.00          | $51124.84          | U.S. Treasuries (including strips) |
| 6 1/2 TPRN 26   | 2026-11-15      | 0.0000%  | 0.0000% | $17000.00          | $16566.16          | U.S. Treasuries (including strips) |
| 6 5/8 TPRN 27   | 2027-02-15      | 0.0000%  | 0.0000% | $24000.00          | $23212.32          | U.S. Treasuries (including strips) |
| 6 3/8 TPRN 27   | 2027-08-15      | 0.0000%  | 0.0000% | $87500.00          | $83159.04          | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 27   | 2027-11-15      | 0.0000%  | 0.0000% | $3366000.00        | $3173360.45        | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28   | 2028-08-15      | 0.0000%  | 0.0000% | $6348900.00        | $5832017.00        | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 28   | 2028-11-15      | 0.0000%  | 0.0000% | $270700.00         | $246561.95         | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 29   | 2029-02-15      | 0.0000%  | 0.0000% | $58000.00          | $52476.25          | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 29   | 2029-08-15      | 0.0000%  | 0.0000% | $9000.00           | $7972.24           | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30   | 2030-05-15      | 0.0000%  | 0.0000% | $753600.00         | $649181.18         | U.S. Treasuries (including strips) |
| 5 3/8 TPRN 31   | 2031-02-15      | 0.0000%  | 0.0000% | $1316800.00        | $1101621.71        | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 36   | 2036-02-15      | 0.0000%  | 0.0000% | $164539000.00      | $110986327.10      | U.S. Treasuries (including strips) |

### Security 312: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JFS003, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFS003_3.67_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FHOR 22-26 W9                           | 2026-10-28      | 1.2500%  | 0.0000% | $250000.00         | $247022.99         | Agency Mortgage-Backed Securities  |
| 1.02 FHOR 21-26 PQ                      | 2026-09-17      | 1.0200%  | 0.0000% | $3500000.00        | $3465326.67        | Agency Mortgage-Backed Securities  |
| FHOR 22-27 F8                           | 2027-09-20      | 1.2500%  | 0.0000% | $900000.00         | $874369.25         | Agency Mortgage-Backed Securities  |
| FHOR 22-29 MN                           | 2029-10-26      | 1.9000%  | 0.0000% | $36700000.00       | $34814174.58       | Agency Mortgage-Backed Securities  |
| 1.24 FCOR 22-31 BU                      | 2031-01-06      | 1.2400%  | 0.0000% | $39000.00          | $34792.86          | Agency Mortgage-Backed Securities  |
| 1.60 FCOR 22-29 FH                      | 2029-05-11      | 1.6000%  | 0.0000% | $1434000.00        | $1356608.61        | Agency Mortgage-Backed Securities  |
| 4.73 FCOR 23-32 CU                      | 2026-03-04      | 4.7300%  | 0.0000% | $2000000.00        | $2006569.44        | Agency Mortgage-Backed Securities  |
| 4.85 FCOR 23-42 N                       | 2042-04-28      | 4.8500%  | 0.0000% | $3000000.00        | $2945381.83        | Agency Mortgage-Backed Securities  |
| 4.85 FCOR 23-42 N                       | 2042-04-28      | 4.8500%  | 0.0000% | $16260000.00       | $15963969.54       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks Funding Corp. | 2026-03-03      | 5.2500%  | 0.0000% | $10195000.00       | $10453698.12       | Agency Mortgage-Backed Securities  |
| 3 3/8 FCSB 28 GC                        | 2028-01-07      | 3.3750%  | 0.0000% | $2405000.00        | $2410946.36        | Agency Mortgage-Backed Securities  |
| 3.87 FCOR 27-30 JR                      | 2030-01-14      | 3.8700%  | 0.0000% | $1003000.00        | $1007034.57        | Agency Mortgage-Backed Securities  |
| 5.23 FCOR 26-40 AY                      | 2040-11-05      | 5.2300%  | 0.0000% | $25000000.00       | $25387027.78       | Agency Mortgage-Backed Securities  |
| 5.70 FCOR 26-45 S                       | 2045-09-08      | 5.7000%  | 0.0000% | $30000000.00       | $30932140.00       | Agency Mortgage-Backed Securities  |
| 4.93 FCOR 31-41 AB                      | 2041-01-28      | 4.9300%  | 0.0000% | $21944000.00       | $22249973.73       | Agency Mortgage-Backed Securities  |
| 4.55 FCOR 26-33 FN                      | 2033-02-18      | 4.5500%  | 0.0000% | $48655000.00       | $48624955.54       | Agency Mortgage-Backed Securities  |
| 0 3/4 NOTE AC 26                        | 2026-08-31      | 0.7500%  | 0.0000% | $52798400.00       | $52226080.22       | U.S. Treasuries (including strips) |

### Security 313: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 959JHK008, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHK008_3.67_0302
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 02.500 CLRA9021 | 2053-04-01      | 2.5000%  | 0.0000% | $4258.19           | $3693.99           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB1213 | 2045-11-01      | 6.5000%  | 0.0000% | $30878.71          | $32897.92          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI7223 | 2054-06-01      | 6.0000%  | 0.0000% | $1802.49           | $1860.03           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9699 | 2054-07-01      | 6.5000%  | 0.0000% | $19076.38          | $20230.14          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0866 | 2037-09-01      | 4.0000%  | 0.0000% | $8191.99           | $8143.90           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4208 | 2040-09-01      | 5.0000%  | 0.0000% | $17048.77          | $17378.39          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4725 | 2041-01-01      | 5.0000%  | 0.0000% | $18880.91          | $19293.24          | Agency Mortgage-Backed Securities |
| 6.75 FMPR GB 31 A    | 2031-03-15      | 0.0000%  | 0.0000% | $767866.67         | $636695.84         | Agency Mortgage-Backed Securities |
| 1.5 FMNT 21-34 K1    | 2034-02-24      | 1.5000%  | 0.0000% | $416666.67         | $346157.08         | Agency Mortgage-Backed Securities |
| 1.60 FMNT 20-34 B9   | 2034-01-27      | 1.6000%  | 0.0000% | $250000.00         | $209794.58         | Agency Mortgage-Backed Securities |
| 1.40 FMNT 21-33 W2   | 2033-08-17      | 1.4000%  | 0.0000% | $250000.00         | $206422.97         | Agency Mortgage-Backed Securities |
| 1.50 FMNT 21-33 71   | 2033-09-23      | 1.5000%  | 0.0000% | $166666.67         | $140958.11         | Agency Mortgage-Backed Securities |
| 1.55 FMNT 21-34 T1   | 2034-09-22      | 1.5500%  | 0.0000% | $333333.33         | $273478.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3237 | 2047-05-01      | 3.5000%  | 0.0000% | $1072.00           | $1034.23           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0120 | 2055-03-01      | 5.5000%  | 0.0000% | $20006.35          | $20411.50          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7786 | 2055-07-01      | 6.0000%  | 0.0000% | $49132.81          | $50623.67          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9096 | 2055-07-01      | 7.0000%  | 0.0000% | $37866.27          | $40001.87          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3105 | 2055-09-01      | 7.0000%  | 0.0000% | $16320.83          | $17333.37          | Agency Mortgage-Backed Securities |
| 1.55 FNNT A 21-34    | 2034-04-28      | 1.5500%  | 0.0000% | $333333.33         | $276907.20         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL547095 | 2030-06-01      | 6.5000%  | 0.0000% | $218.44            | $230.05            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7708 | 2055-11-01      | 7.0000%  | 0.0000% | $16183.11          | $17170.85          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7960 | 2055-11-01      | 7.0000%  | 0.0000% | $19034.18          | $20318.48          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ9674 | 2055-10-01      | 6.5000%  | 0.0000% | $68144.44          | $72492.91          | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLSL2890 | 2054-06-01      | 8.0000%  | 0.0000% | $145759.08         | $156505.28         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3336 | 2055-10-01      | 5.0000%  | 0.0000% | $74756.22          | $75915.10          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4308 | 2056-02-01      | 5.0000%  | 0.0000% | $4098389.33        | $4175804.26        | Agency Mortgage-Backed Securities |
| FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  | 0.0000% | $2045016.67        | $1789005.12        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW2543 | 2056-02-01      | 6.5000%  | 0.0000% | $79047.07          | $82471.42          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5753 | 2056-01-01      | 6.5000%  | 0.0000% | $156782.50         | $167421.36         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0048 | 2055-11-01      | 6.0000%  | 0.0000% | $236031.90         | $247233.81         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0098 | 2055-11-01      | 5.5000%  | 0.0000% | $271151.49         | $280009.53         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0553 | 2055-12-01      | 6.0000%  | 0.0000% | $169139.03         | $174509.25         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1556 | 2055-12-01      | 6.0000%  | 0.0000% | $78942.26          | $81326.89          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4873 | 2056-01-01      | 5.5000%  | 0.0000% | $26152.57          | $26954.99          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1389 | 2048-11-01      | 4.5000%  | 0.0000% | $56455.96          | $56898.01          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $3230.67           | $3040.73           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS6709 | 2036-02-01      | 3.5000%  | 0.0000% | $544.63            | $535.48            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | 0.0000% | $27279.26          | $26009.84          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0919 | 2038-05-01      | 3.0000%  | 0.0000% | $38580.87          | $37322.47          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1248 | 2039-08-01      | 6.0000%  | 0.0000% | $3323.84           | $3476.03           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB1810 | 2041-02-01      | 4.0000%  | 0.0000% | $518082.13         | $514551.86         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0160 | 2041-07-01      | 2.0000%  | 0.0000% | $47005.41          | $41907.69          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1345 | 2051-10-01      | 2.5000%  | 0.0000% | $3312.66           | $2874.15           | Agency Mortgage-Backed Securities |
| GNMI SF BC5919 X     | 2047-09-15      | 4.0000%  | 0.0000% | $269.17            | $261.55            | Agency Mortgage-Backed Securities |
| GNII SF BD6216 C     | 2048-04-20      | 5.5000%  | 0.0000% | $2374.28           | $2474.84           | Agency Mortgage-Backed Securities |
| GNMI SF BE0144 X     | 2048-01-15      | 4.0000%  | 0.0000% | $170.24            | $165.54            | Agency Mortgage-Backed Securities |
| GNII RG CN2042 C     | 2047-12-20      | 3.5000%  | 0.0000% | $1460.22           | $1373.02           | Agency Mortgage-Backed Securities |
| GNII RG CP1989 C     | 2038-12-20      | 6.0000%  | 0.0000% | $10916.46          | $11455.55          | Agency Mortgage-Backed Securities |
| GNII SF BI1931 C     | 2048-10-20      | 4.5000%  | 0.0000% | $12174.57          | $12118.74          | Agency Mortgage-Backed Securities |
| GNII SF BL9547 C     | 2049-02-20      | 3.0000%  | 0.0000% | $2403.58           | $2186.14           | Agency Mortgage-Backed Securities |
| GNII SF BM7534 C     | 2050-02-20      | 3.5000%  | 0.0000% | $826.40            | $774.48            | Agency Mortgage-Backed Securities |
| GNPL PN BQ4198       | 2061-08-15      | 3.2300%  | 0.0000% | $791.33            | $736.28            | Agency Mortgage-Backed Securities |
| GNII SF BR8755 C     | 2050-02-20      | 3.0000%  | 0.0000% | $1662.00           | $1510.57           | Agency Mortgage-Backed Securities |
| GNII SF BT0810 C     | 2050-03-20      | 3.0000%  | 0.0000% | $1929.62           | $1741.89           | Agency Mortgage-Backed Securities |
| GNII SF BV9803 C     | 2035-12-20      | 5.5000%  | 0.0000% | $20020.20          | $20637.83          | Agency Mortgage-Backed Securities |
| GNII SF BX7064 C     | 2050-09-20      | 2.0000%  | 0.0000% | $16676.11          | $13930.90          | Agency Mortgage-Backed Securities |
| GNII SF BZ8535 C     | 2046-01-20      | 2.5000%  | 0.0000% | $515.43            | $454.26            | Agency Mortgage-Backed Securities |
| GNII SF CA2314 C     | 2051-01-20      | 2.0000%  | 0.0000% | $22695.32          | $19184.29          | Agency Mortgage-Backed Securities |
| GNII SF CC9829 C     | 2051-06-20      | 3.0000%  | 0.0000% | $2523.41           | $2313.90           | Agency Mortgage-Backed Securities |
| GNMI SF AD5625 X     | 2043-05-15      | 3.5000%  | 0.0000% | $1999.22           | $1917.21           | Agency Mortgage-Backed Securities |
| GNMI SF AD5950 X     | 2043-03-15      | 3.5000%  | 0.0000% | $96.23             | $92.38             | Agency Mortgage-Backed Securities |
| GNII SF CU3559 C     | 2053-04-20      | 5.5000%  | 0.0000% | $29773.44          | $30142.75          | Agency Mortgage-Backed Securities |
| GNII ET CV4370 C     | 2063-07-20      | 6.5000%  | 0.0000% | $37528.43          | $39270.67          | Agency Mortgage-Backed Securities |
| GNII SF CX3731 C     | 2053-10-20      | 7.0000%  | 0.0000% | $12759.61          | $13459.22          | Agency Mortgage-Backed Securities |
| GNII SF CX5760 C     | 2053-10-20      | 7.0000%  | 0.0000% | $14440.61          | $15116.51          | Agency Mortgage-Backed Securities |
| GNPL PN DC7234       | 2060-03-15      | 5.8200%  | 0.0000% | $8172.77           | $8828.83           | Agency Mortgage-Backed Securities |
| GNII SF DD7703 C     | 2054-08-20      | 7.0000%  | 0.0000% | $37977.49          | $40537.42          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5709 | 2054-07-01      | 6.0000%  | 0.0000% | $5064.22           | $5307.57           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6649 | 2054-10-01      | 4.5000%  | 0.0000% | $252607.30         | $251000.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA7972 | 2054-01-01      | 6.0000%  | 0.0000% | $1268.30           | $1329.06           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB0179 | 2054-03-01      | 6.5000%  | 0.0000% | $19533.52          | $20709.78          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB7807 | 2054-08-01      | 6.5000%  | 0.0000% | $15326.84          | $16277.79          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $3201.42           | $3362.03           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG2614 | 2041-03-01      | 5.5000%  | 0.0000% | $17962.23          | $18564.26          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5387 | 2054-06-01      | 5.0000%  | 0.0000% | $2003.87           | $2020.59           | Agency Mortgage-Backed Securities |
| GNII ET DF7154 C     | 2064-12-20      | 6.0000%  | 0.0000% | $18567.20          | $19095.85          | Agency Mortgage-Backed Securities |
| GNII SF DG2247 C     | 2054-12-20      | 7.0000%  | 0.0000% | $213270.88         | $227647.16         | Agency Mortgage-Backed Securities |
| GNII ET DG7055 C     | 2064-10-20      | 2.0000%  | 0.0000% | $981.13            | $782.88            | Agency Mortgage-Backed Securities |
| GNII ET DJ6634 C     | 2065-03-20      | 6.5000%  | 0.0000% | $3848.72           | $4035.55           | Agency Mortgage-Backed Securities |
| GNII ET DJ7385 C     | 2065-04-20      | 6.0000%  | 0.0000% | $33052.66          | $33993.75          | Agency Mortgage-Backed Securities |
| GNII SF DJ8287 C     | 2055-08-20      | 6.5000%  | 0.0000% | $56152.74          | $59131.44          | Agency Mortgage-Backed Securities |
| GNII SF DK5764 C     | 2055-07-20      | 6.5000%  | 0.0000% | $89783.28          | $94166.81          | Agency Mortgage-Backed Securities |
| GNII SF DK6145 C     | 2055-07-20      | 6.5000%  | 0.0000% | $38290.15          | $40690.80          | Agency Mortgage-Backed Securities |
| GNII SF DK7136 C     | 2055-06-20      | 6.5000%  | 0.0000% | $43937.41          | $46215.19          | Agency Mortgage-Backed Securities |
| GNII SF DK7028 C     | 2055-06-20      | 7.0000%  | 0.0000% | $18349.72          | $19163.73          | Agency Mortgage-Backed Securities |
| GNII SF DL3636 C     | 2055-09-20      | 6.5000%  | 0.0000% | $18603.03          | $19539.45          | Agency Mortgage-Backed Securities |
| GNII ET DL6418 C     | 2065-08-20      | 4.5000%  | 0.0000% | $4864.83           | $4800.60           | Agency Mortgage-Backed Securities |
| GNII ET DL9035 C     | 2065-08-20      | 6.0000%  | 0.0000% | $12616.04          | $12975.26          | Agency Mortgage-Backed Securities |
| GNII SF DM4586 C     | 2055-08-20      | 6.5000%  | 0.0000% | $20903.82          | $21993.86          | Agency Mortgage-Backed Securities |
| GNII SF DN0821 C     | 2055-10-20      | 6.0000%  | 0.0000% | $503844.62         | $521854.21         | Agency Mortgage-Backed Securities |
| GNII SF DN4043 C     | 2055-10-20      | 6.0000%  | 0.0000% | $19424.71          | $20225.13          | Agency Mortgage-Backed Securities |
| GNII SF DQ3310 C     | 2056-02-20      | 5.0000%  | 0.0000% | $39510.00          | $40052.95          | Agency Mortgage-Backed Securities |
| GNII SF MB0054 M     | 2035-10-20      | 1.5000%  | 0.0000% | $731.62            | $655.87            | Agency Mortgage-Backed Securities |
| FHDN 03/18/26        | 2026-03-18      | 0.0000%  | 0.0000% | $125000.00         | $124804.75         | Agency Mortgage-Backed Securities |
| FHDN 04/15/26        | 2026-04-15      | 0.0000%  | 0.0000% | $282866.67         | $281613.85         | Agency Mortgage-Backed Securities |
| FHDN 04/17/26        | 2026-04-17      | 0.0000%  | 0.0000% | $646666.67         | $643671.95         | Agency Mortgage-Backed Securities |
| FHDN 04/24/26        | 2026-04-24      | 0.0000%  | 0.0000% | $833333.33         | $828892.50         | Agency Mortgage-Backed Securities |
| FHDN 05/06/26        | 2026-05-06      | 0.0000%  | 0.0000% | $300000.00         | $298049.40         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3239 | 2056-03-01      | 5.0000%  | 0.0000% | $75744.53          | $76503.73          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3038 | 2055-10-01      | 5.5000%  | 0.0000% | $324069.15         | $335435.30         | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $4930091.05        | $5028486.90        | Agency Mortgage-Backed Securities |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | 0.0000% | $14415676.99       | $14664884.00       | Agency Mortgage-Backed Securities |
| GNII SF MB0744 M     | 2055-11-20      | 4.5000%  | 0.0000% | $6334356.58        | $6274484.24        | Agency Mortgage-Backed Securities |
| GNII SF MB0913 M     | 2041-02-20      | 5.5000%  | 0.0000% | $1856.17           | $1909.70           | Agency Mortgage-Backed Securities |
| GNII SF MB0937 M     | 2056-01-20      | 5.5000%  | 0.0000% | $4304000.00        | $4387063.85        | Agency Mortgage-Backed Securities |
| GNII SF DI4715 C     | 2055-08-20      | 7.0000%  | 0.0000% | $23524.41          | $24977.86          | Agency Mortgage-Backed Securities |
| GNII SF DI8206 C     | 2055-03-20      | 7.0000%  | 0.0000% | $6818.08           | $7120.54           | Agency Mortgage-Backed Securities |
| GNII SF DI8309 C     | 2055-04-20      | 7.0000%  | 0.0000% | $6533.94           | $6836.64           | Agency Mortgage-Backed Securities |
| GNII SF DI9117 C     | 2055-08-20      | 6.5000%  | 0.0000% | $18180.21          | $18563.22          | Agency Mortgage-Backed Securities |
| GNII SF DO0910 C     | 2056-01-20      | 5.0000%  | 0.0000% | $18608.47          | $18864.17          | Agency Mortgage-Backed Securities |
| GNII SF DO1068 C     | 2056-02-20      | 5.5000%  | 0.0000% | $141997.07         | $145859.70         | Agency Mortgage-Backed Securities |
| GNII SF DO3420 C     | 2055-10-20      | 6.5000%  | 0.0000% | $58589.97          | $61645.17          | Agency Mortgage-Backed Securities |
| GNII SF DO5260 C     | 2056-01-20      | 6.0000%  | 0.0000% | $18453.30          | $19213.69          | Agency Mortgage-Backed Securities |
| GNII SF DO5769 C     | 2055-12-20      | 5.0000%  | 0.0000% | $32390.05          | $32815.17          | Agency Mortgage-Backed Securities |
| GNII SF DO6089 C     | 2055-12-20      | 6.0000%  | 0.0000% | $17229.83          | $17877.04          | Agency Mortgage-Backed Securities |
| GNMI SF AU1453 X     | 2046-06-15      | 2.5000%  | 0.0000% | $5946.42           | $5301.27           | Agency Mortgage-Backed Securities |
| GNII SF AU6345 C     | 2046-09-20      | 3.5000%  | 0.0000% | $15597.23          | $14733.03          | Agency Mortgage-Backed Securities |
| GNII SF 004921 M     | 2041-01-20      | 3.5000%  | 0.0000% | $238.28            | $230.16            | Agency Mortgage-Backed Securities |
| GNII SF 005211 M     | 2041-10-20      | 3.0000%  | 0.0000% | $303.99            | $288.77            | Agency Mortgage-Backed Securities |
| GNMI SF 742235 X     | 2040-12-15      | 4.0000%  | 0.0000% | $289.21            | $284.90            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5414 | 2051-08-01      | 2.5000%  | 0.0000% | $8142.00           | $7195.99           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC9226 | 2051-10-01      | 3.5000%  | 0.0000% | $2493.20           | $2355.21           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQE1586 | 2052-04-01      | 2.0000%  | 0.0000% | $14283.40          | $11813.68          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE3334 | 2052-06-01      | 3.5000%  | 0.0000% | $171223.08         | $163620.39         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0726 | 2052-10-01      | 5.0000%  | 0.0000% | $20400.84          | $20962.64          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ9665 | 2054-11-01      | 5.0000%  | 0.0000% | $2371.33           | $2390.56           | Agency Mortgage-Backed Securities |
| 2.76 FCSB 50 A       | 2050-02-03      | 2.7600%  | 0.0000% | $34833.33          | $24080.49          | Agency Mortgage-Backed Securities |
| 1.65 FCOR 21-35 AS   | 2035-07-23      | 1.6500%  | 0.0000% | $166666.67         | $133638.06         | Agency Mortgage-Backed Securities |
| 2.35 FCOR 26-46 D    | 2046-08-24      | 2.3500%  | 0.0000% | $46666.67          | $31156.34          | Agency Mortgage-Backed Securities |
| 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  | 0.0000% | $269400.00         | $225862.31         | Agency Mortgage-Backed Securities |
| 2.58 FCOR 22-36 BH   | 2036-11-17      | 2.5800%  | 0.0000% | $244266.67         | $209418.53         | Agency Mortgage-Backed Securities |
| 2.69 FCOR 22-36 BM   | 2036-01-11      | 2.6900%  | 0.0000% | $300616.67         | $263415.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2604 | 2055-11-01      | 6.0000%  | 0.0000% | $464004.65         | $478188.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7620 | 2055-12-01      | 6.0000%  | 0.0000% | $73589.54          | $76680.55          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8104 | 2046-10-01      | 3.0000%  | 0.0000% | $504.44            | $468.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM2136 | 2039-12-01      | 3.5000%  | 0.0000% | $428.11            | $416.36            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $52424.98          | $52842.29          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  | 0.0000% | $723.97            | $737.57            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0405 | 2054-12-01      | 5.5000%  | 0.0000% | $55809.27          | $57398.84          | Agency Mortgage-Backed Securities |
| GNII SP 785447 C     | 2051-03-20      | 2.5000%  | 0.0000% | $6270.74           | $5500.79           | Agency Mortgage-Backed Securities |
| GNII SP 786336 C     | 2052-09-20      | 4.5000%  | 0.0000% | $15592.90          | $15520.24          | Agency Mortgage-Backed Securities |
| GNII SP 785638 C     | 2051-08-20      | 2.5000%  | 0.0000% | $39688.23          | $35213.84          | Agency Mortgage-Backed Securities |
| GNII AP 786236 M     | 2052-01-20      | 2.5000%  | 0.0000% | $1103.47           | $973.46            | Agency Mortgage-Backed Securities |
| GNII SP 787169 C     | 2052-09-20      | 5.0000%  | 0.0000% | $101957.37         | $106675.26         | Agency Mortgage-Backed Securities |
| GNII EP 787493 C     | 2063-08-20      | 1.5000%  | 0.0000% | $77932.26          | $59632.31          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB0423 | 2036-05-01      | 1.5000%  | 0.0000% | $9207.17           | $8409.36           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB1842 | 2041-10-01      | 2.5000%  | 0.0000% | $1710.15           | $1572.65           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995024 | 2037-08-01      | 5.5000%  | 0.0000% | $61439.23          | $64381.69          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA5183 | 2056-01-01      | 6.5000%  | 0.0000% | $20979.88          | $22408.56          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5962 | 2056-01-01      | 5.5000%  | 0.0000% | $32359.97          | $33268.71          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA6929 | 2056-01-01      | 6.5000%  | 0.0000% | $247961.33         | $261203.57         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6952 | 2056-02-01      | 5.0000%  | 0.0000% | $57420.67          | $58229.56          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7352 | 2056-03-01      | 5.0000%  | 0.0000% | $162939.17         | $164465.11         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7348 | 2056-03-01      | 5.5000%  | 0.0000% | $458096.53         | $468068.48         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7484 | 2056-03-01      | 5.0000%  | 0.0000% | $84466.00          | $85921.02          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA7465 | 2056-02-01      | 6.0000%  | 0.0000% | $25044.45          | $26474.75          | Agency Mortgage-Backed Securities |
| GNMI SF AA5649 X     | 2042-09-15      | 3.0000%  | 0.0000% | $3871.80           | $3631.91           | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M     | 2042-08-20      | 3.5000%  | 0.0000% | $60111.82          | $58193.81          | Agency Mortgage-Backed Securities |
| GNII SF MA3310 M     | 2045-12-20      | 3.5000%  | 0.0000% | $2373.34           | $2277.13           | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | 0.0000% | $6631.29           | $6169.27           | Agency Mortgage-Backed Securities |
| GNII SF MA4126 M     | 2046-11-20      | 3.0000%  | 0.0000% | $57529.26          | $53422.05          | Agency Mortgage-Backed Securities |
| GNII SF MA6037 M     | 2049-07-20      | 2.5000%  | 0.0000% | $932.29            | $834.18            | Agency Mortgage-Backed Securities |
| GNII SF MA7136 M     | 2051-01-20      | 2.5000%  | 0.0000% | $5189.70           | $4581.33           | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $131351.34         | $120972.83         | Agency Mortgage-Backed Securities |
| GNII SF MA7195 M     | 2051-02-20      | 3.5000%  | 0.0000% | $2711.64           | $2584.08           | Agency Mortgage-Backed Securities |
| GNII SF MA6840 M     | 2035-09-20      | 2.5000%  | 0.0000% | $5007.67           | $4774.47           | Agency Mortgage-Backed Securities |
| GNII JM MA7527 M     | 2051-07-20      | 4.0000%  | 0.0000% | $5707.74           | $5424.92           | Agency Mortgage-Backed Securities |
| GNII SF MA7833 M     | 2052-01-20      | 5.5000%  | 0.0000% | $1267.17           | $1315.31           | Agency Mortgage-Backed Securities |
| GNII SF MA8883 M     | 2053-04-20      | 7.5000%  | 0.0000% | $86205.03          | $90659.13          | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $87179.16          | $86941.08          | Agency Mortgage-Backed Securities |
| GNII SF MA8490 M     | 2052-12-20      | 5.0000%  | 0.0000% | $821649.88         | $830376.71         | Agency Mortgage-Backed Securities |
| GNII SF MA8564 M     | 2052-03-20      | 2.5000%  | 0.0000% | $11133.28          | $9830.97           | Agency Mortgage-Backed Securities |
| GNII SF MA9847 M     | 2054-08-20      | 3.5000%  | 0.0000% | $179077.61         | $170558.49         | Agency Mortgage-Backed Securities |
| GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $86221.34          | $85466.04          | Agency Mortgage-Backed Securities |
| GNMI SF BB4157 X     | 2048-02-15      | 5.0000%  | 0.0000% | $1734.48           | $1753.60           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ2263 | 2047-12-01      | 3.5000%  | 0.0000% | $1489.71           | $1437.49           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6271 | 2055-10-01      | 5.5000%  | 0.0000% | $236342.72         | $241555.07         | Agency Mortgage-Backed Securities |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $7500.00           | $6494.36           | Corporate Debt Securities         |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $1174083.33        | $1008166.57        | Corporate Debt Securities         |

### Security 314: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: 959JJF007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJF007_3.69_0306
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | 0.0000% | $853016895.46      | $846497798.20      | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $1891497500.00     | $1374726871.00     | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $823912400.00      | $838775351.80      | U.S. Treasuries (including strips) |

### Security 315: RBC Dominion

- **C.1 - Title:** RBC Dominion 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 964FUR009_3.67_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $201197.43         | $200536.90         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $667.81            | $696.45            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $61.33             | $61.84             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G01704 G | 2033-07-01      | 5.5000%  | 0.0000% | $4.62              | $4.74              | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $134.56            | $137.40            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $98.16             | $101.14            | Agency Mortgage-Backed Securities  |
| 05.700 FGPC T30075 G | 2037-03-01      | 5.7000%  | 0.0000% | $805.89            | $834.23            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  | 0.0000% | $89.93             | $94.02             | Agency Mortgage-Backed Securities  |
| 06.050 FGPC T31195 G | 2038-04-01      | 6.0500%  | 0.0000% | $138.91            | $144.92            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $43.31             | $43.79             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  | 0.0000% | $63.71             | $65.72             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G04691 G | 2038-06-01      | 5.0000%  | 0.0000% | $171.34            | $177.09            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G05661 G | 2039-09-01      | 5.0000%  | 0.0000% | $789.39            | $815.89            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $220.65            | $219.02            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZA3596 | 2043-02-01      | 3.5000%  | 0.0000% | $4227011.22        | $4067318.03        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS9826 | 2046-10-01      | 3.0000%  | 0.0000% | $549532.88         | $510634.01         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $623044.37         | $623572.09         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  | 0.0000% | $726.48            | $722.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $161958.70         | $167218.83         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $1121500.84        | $1016332.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $1990622.25        | $2030797.43        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  | 0.0000% | $222096008.08      | $234354720.70      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  | 0.0000% | $4159267.05        | $4280997.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1945 | 2052-08-01      | 3.5000%  | 0.0000% | $4047783.65        | $3842074.38        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  | 0.0000% | $1187855.82        | $1003446.48        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC0288 | 2051-04-01      | 2.0000%  | 0.0000% | $3659375.35        | $3028460.41        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC6820 | 2051-08-01      | 2.5000%  | 0.0000% | $550315.90         | $479975.93         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4762 | 2055-12-01      | 6.0000%  | 0.0000% | $1522697.89        | $1583763.15        | Agency Mortgage-Backed Securities  |
| 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $315300.00         | $303063.10         | U.S. Treasuries (including strips) |

### Security 316: Fixed Income Clearing Corp. - Credit Agricole

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole 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: 973VFA007, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 973VFA007_3.67_0302
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $300000000.00      | $304595723.10      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | 0.0000% | $40000700.00       | $31114746.05       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | 0.0000% | $50000000.00       | $51060378.30       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $25186000.00       | $26101286.51       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $117791000.00      | $122458360.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $64957500.00       | $66708123.65       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $600.00            | $590.22            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $900.00            | $888.30            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $900.00            | $897.23            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | 0.0000% | $400.00            | $400.66            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $11257800.00       | $10979059.17       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | 0.0000% | $1700.00           | $1670.43           | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | 0.0000% | $65044600.00       | $57922449.17       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.49             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | 0.0000% | $300.00            | $304.51            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $588000.00         | $596900.14         | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | 0.0000% | $7400.00           | $7541.70           | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $234684000.00      | $237905968.90      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | 0.0000% | $54999600.00       | $56470044.39       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  | 0.0000% | $300.00            | $305.71            | U.S. Treasuries (including strips) |
| TRFR BB 04/30/26 | 2026-04-30      | 3.7729%  | 0.0000% | $112969.00         | $113307.43         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $5280000.00        | $5510782.19        | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.8049%  | 0.0000% | $897100.00         | $900164.27         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $86606000.00       | $89745799.09       | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $1400.00           | $1323.73           | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | 0.0000% | $49997700.00       | $47696035.00       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $23201700.00       | $22855745.86       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $25873800.00       | $24273941.18       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $12312900.00       | $12639051.31       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $47000000.00       | $48469850.22       | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | 0.0000% | $46000.00          | $47917.33          | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $7534800.00        | $5592009.10        | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $6200.00           | $4791.83           | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $644300.00         | $434978.66         | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $65543800.00       | $42587865.87       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $51669000.00       | $30106996.19       | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $98947000.00       | $71913972.76       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $3276200.00        | $2074967.69        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | 0.0000% | $150000000.00      | $151678343.40      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $103.10            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | 0.0000% | $200.00            | $210.53            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $25000500.00       | $25390506.42       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $84.90             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $78944200.00       | $63941223.34       | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $1398500.00        | $1131738.62        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $370979600.00      | $381192764.70      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $44931400.00       | $45741939.12       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $1000.00           | $1029.67           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | 0.0000% | $26500.00          | $26729.04          | U.S. Treasuries (including strips) |

### Security 317: Wingo Family Master Trust

- **C.1 - Title:** Wingo Family Master Trust 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 318: Citibank NA

- **C.1 - Title:** Citibank NA 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCL007, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 981ZCL007_3.67_0304
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 ZLSI2134 | 2055-01-25      | 6.5000%  | 0.0000% | $1911.68           | $1993.34           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  | 0.0000% | $81351.75          | $80402.69          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL9928 | 2030-12-01      | 1.3700%  | 0.0000% | $36249000.00       | $32397704.84       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3346 | 2041-06-01      | 6.5380%  | 0.0000% | $153868.50         | $160621.62         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM6468 | 2030-11-01      | 1.4290%  | 0.0000% | $1000.00           | $898.89            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM6932 | 2032-05-01      | 3.1910%  | 0.0000% | $28745660.46       | $27568297.31       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7662 | 2049-07-01      | 3.5000%  | 0.0000% | $221624.03         | $211027.69         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $499258.33         | $432884.71         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0751 | 2052-03-01      | 3.0000%  | 0.0000% | $35512.36          | $32245.04          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBR7761 | 2051-03-01      | 4.5000%  | 0.0000% | $849998.88         | $846595.49         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS7576 | 2027-12-01      | 4.8600%  | 0.0000% | $703471.64         | $715181.63         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1240 | 2052-03-01      | 3.0000%  | 0.0000% | $216960.49         | $198643.53         | Agency Mortgage-Backed Securities |
| FMAR 8B0562 G        | 2056-02-01      | 4.9180%  | 0.0000% | $3387957.91        | $3454530.91        | Agency Mortgage-Backed Securities |
| 03.00 FGPC G14700 G  | 2028-01-01      | 3.0000%  | 0.0000% | $2682.77           | $2664.08           | Agency Mortgage-Backed Securities |
| 03.000 FGPC J17506 G | 2026-12-01      | 3.0000%  | 0.0000% | $4707.84           | $4696.67           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0154 | 2028-12-01      | 4.7200%  | 0.0000% | $3293.00           | $3377.96           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1248 | 2029-07-01      | 4.7200%  | 0.0000% | $82130.00          | $84609.82          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1388 | 2029-08-01      | 4.7400%  | 0.0000% | $12731100.00       | $13128187.25       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6322 | 2033-01-01      | 4.5050%  | 0.0000% | $195897.00         | $201380.86         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  | 0.0000% | $4599.79           | $4281.50           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  | 0.0000% | $917.49            | $864.50            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0839 | 2055-08-01      | 6.0000%  | 0.0000% | $579663.24         | $602327.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0267 | 2055-04-01      | 6.0000%  | 0.0000% | $1884.04           | $1944.14           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0102 | 2056-02-01      | 5.0000%  | 0.0000% | $2780192.00        | $2802325.42        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4978 | 2056-02-01      | 5.5000%  | 0.0000% | $1457849.68        | $1505426.93        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $75.52             | $72.04             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL9903 | 2044-05-01      | 5.5000%  | 0.0000% | $159.52            | $167.20            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8145 | 2037-03-01      | 2.0000%  | 0.0000% | $4413.66           | $4105.34           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $813.48            | $773.54            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3536 | 2048-12-01      | 4.0000%  | 0.0000% | $88521.58          | $87306.08          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $73.30             | $73.73             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $6204.20           | $5749.28           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  | 0.0000% | $182.15            | $178.86            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $770.63            | $639.41            | Agency Mortgage-Backed Securities |
| GNHF RF AL7427 H     | 2065-03-20      | 4.6580%  | 0.0000% | $1926.62           | $1934.59           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4750 | 2052-10-01      | 4.0000%  | 0.0000% | $1475433.49        | $1440567.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6828 | 2053-09-01      | 5.0000%  | 0.0000% | $591770.97         | $597890.54         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $5124.00           | $4658.03           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $2878.24           | $2609.47           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $4682.82           | $3877.35           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $405013.43         | $367086.62         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $2823.38           | $2748.91           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $6441.36           | $5837.32           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $927864.41         | $903390.96         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $3880.57           | $3863.03           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8321 | 2053-05-01      | 4.0000%  | 0.0000% | $4186.58           | $4076.15           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD841068 | 2034-11-01      | 6.2360%  | 0.0000% | $11892.21          | $12500.39          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8221 | 2054-03-01      | 5.5000%  | 0.0000% | $1032416.27        | $1059116.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9346 | 2056-01-01      | 4.5000%  | 0.0000% | $46092.36          | $45684.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9505 | 2056-01-01      | 5.0000%  | 0.0000% | $502740.03         | $507980.65         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1675 | 2056-02-01      | 5.5000%  | 0.0000% | $8979375.00        | $9254056.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1679 | 2056-02-01      | 5.5000%  | 0.0000% | $2694046.00        | $2748991.67        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG1736 | 2056-02-01      | 4.6150%  | 0.0000% | $5302181.87        | $5374503.93        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $27509.88          | $25179.09          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $2611.68           | $2388.78           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5274 | 2054-02-01      | 7.0000%  | 0.0000% | $399960.32         | $421916.37         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $38779.49          | $33773.93          | Agency Mortgage-Backed Securities |
| GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  | 0.0000% | $25350811.20       | $26256959.04       | Agency Mortgage-Backed Securities |
| GNII SF DL9048 C     | 2055-08-20      | 6.5000%  | 0.0000% | $39318.99          | $40346.69          | Agency Mortgage-Backed Securities |
| GNII SF DM0591 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2571.19           | $2641.14           | Agency Mortgage-Backed Securities |
| GNPL PN DM8161       | 2060-12-15      | 5.2300%  | 0.0000% | $9793059.16        | $10238782.62       | Agency Mortgage-Backed Securities |
| GNII SF MB0815 M     | 2054-12-20      | 6.0000%  | 0.0000% | $567169.48         | $582278.50         | Agency Mortgage-Backed Securities |
| GNII SF MB0817 M     | 2055-10-20      | 7.0000%  | 0.0000% | $564920.63         | $590824.81         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $2705.53           | $2727.69           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $2519.24           | $2570.34           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  | 0.0000% | $945.46            | $920.52            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4085 | 2053-10-01      | 6.0000%  | 0.0000% | $2650.27           | $2773.63           | Agency Mortgage-Backed Securities |
| FKAR 04.200 WAWA3903 | 2030-09-01      | 4.3500%  | 0.0000% | $43185.67          | $43535.89          | Agency Mortgage-Backed Securities |
| FKAR 04.100 WAWA4493 | 2032-08-01      | 4.1000%  | 0.0000% | $6226525.72        | $6245305.62        | Agency Mortgage-Backed Securities |
| FKAR 04.200 WNWN1628 | 2032-07-01      | 4.2000%  | 0.0000% | $165839.00         | $167318.50         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDE6891 | 2040-11-01      | 4.0000%  | 0.0000% | $984.57            | $977.83            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDE6934 | 2040-12-01      | 4.0000%  | 0.0000% | $222905.05         | $221379.46         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDG2963 | 2041-02-01      | 4.0000%  | 0.0000% | $1009.00           | $1002.12           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $21462.92          | $21898.23          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1995 | 2052-04-01      | 2.5000%  | 0.0000% | $5893969.25        | $5148008.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4438 | 2056-02-01      | 5.0000%  | 0.0000% | $2021.55           | $2041.17           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $1455.35           | $1491.76           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $2384.60           | $2159.33           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $826.64            | $778.90            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $11394724.86       | $11533297.38       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $5119.77           | $4984.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $985936.80         | $1020632.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $6475.82           | $6608.51           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $125692.10         | $126721.65         | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $4662.00           | $4755.04           | Agency Mortgage-Backed Securities |
| GNII SF MB0150 M     | 2054-12-20      | 7.0000%  | 0.0000% | $1275.81           | $1325.14           | Agency Mortgage-Backed Securities |
| GNII SF DI4591 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4604.34           | $4893.04           | Agency Mortgage-Backed Securities |
| GNII SF DI4583 C     | 2055-09-20      | 6.5000%  | 0.0000% | $38542.47          | $41098.74          | Agency Mortgage-Backed Securities |
| GNII SF DO0173 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1697033.31        | $1787051.50        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE5112 | 2052-07-01      | 3.5000%  | 0.0000% | $10006372.11       | $9428541.93        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8533 | 2052-07-01      | 4.0000%  | 0.0000% | $2010.63           | $1961.04           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1543 | 2055-11-01      | 6.5000%  | 0.0000% | $677033.04         | $711608.06         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $5987.28           | $5912.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $4819.85           | $4966.48           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5786 | 2045-07-01      | 7.0000%  | 0.0000% | $862784.80         | $910701.76         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $2694.63           | $2776.80           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5824 | 2055-09-01      | 6.5000%  | 0.0000% | $38234.86          | $39868.24          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | 0.0000% | $1727841.43        | $1763110.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  | 0.0000% | $757641.47         | $780786.15         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  | 0.0000% | $381000.43         | $383533.32         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0054 | 2040-06-01      | 6.7500%  | 0.0000% | $4436.62           | $4653.49           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE1831 | 2040-08-01      | 6.5000%  | 0.0000% | $850.73            | $882.95            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0341 | 2036-04-01      | 2.5000%  | 0.0000% | $592.40            | $565.31            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1919 | 2051-10-01      | 3.0000%  | 0.0000% | $583723.09         | $528844.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2538 | 2052-01-01      | 2.5000%  | 0.0000% | $44205.96          | $38827.23          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0437 | 2055-05-01      | 6.0000%  | 0.0000% | $900.18            | $931.23            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888757 | 2037-09-01      | 6.5940%  | 0.0000% | $1137.03           | $1183.12           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS889017 | 2040-12-01      | 6.3180%  | 0.0000% | $1735.02           | $1789.02           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB894571 | 2036-03-01      | 6.9760%  | 0.0000% | $2117.81           | $2230.84           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.3210%  | 0.0000% | $306.48            | $317.72            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1902955 | 2036-12-01      | 6.0100%  | 0.0000% | $2914.74           | $3007.73           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB904688 | 2036-12-01      | 6.0810%  | 0.0000% | $2431.17           | $2535.87           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.2500%  | 0.0000% | $3877.39           | $4012.95           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905946 | 2037-01-01      | 6.1250%  | 0.0000% | $355.61            | $368.01            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1906236 | 2037-01-01      | 5.9320%  | 0.0000% | $1807.68           | $1869.92           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS907897 | 2036-12-01      | 5.7800%  | 0.0000% | $550.40            | $568.88            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB912244 | 2037-02-01      | 6.4940%  | 0.0000% | $3988.46           | $4164.14           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1918782 | 2037-06-01      | 6.2350%  | 0.0000% | $439.19            | $449.77            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.5410%  | 0.0000% | $1321.98           | $1349.37           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB922881 | 2037-02-01      | 6.0850%  | 0.0000% | $2944.09           | $3008.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946362 | 2037-09-01      | 6.5120%  | 0.0000% | $2003.82           | $2077.06           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946664 | 2037-09-01      | 6.5650%  | 0.0000% | $545.78            | $565.58            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB949782 | 2037-08-01      | 6.2800%  | 0.0000% | $1656.36           | $1714.50           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.2000%  | 0.0000% | $1469.51           | $1521.27           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS995108 | 2037-11-01      | 6.2510%  | 0.0000% | $1817.08           | $1885.39           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB995641 | 2038-07-01      | 6.3810%  | 0.0000% | $4362.07           | $4505.66           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995919 | 2037-07-01      | 6.5870%  | 0.0000% | $3579.07           | $3708.43           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4984 | 2056-02-01      | 5.5000%  | 0.0000% | $12918843.27       | $13261415.11       | Agency Mortgage-Backed Securities |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $3134.83           | $2997.89           | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $3261.47           | $2996.52           | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $60591172.57       | $53450233.62       | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $85000.55          | $80397.58          | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $14870.74          | $14463.41          | Agency Mortgage-Backed Securities |
| GNII SF MA8572 M     | 2052-12-20      | 6.5000%  | 0.0000% | $4033086.36        | $4222256.03        | Agency Mortgage-Backed Securities |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $883.83            | $921.96            | Agency Mortgage-Backed Securities |
| GNII SF MA9723 M     | 2054-05-20      | 4.5000%  | 0.0000% | $3808.38           | $3772.77           | Agency Mortgage-Backed Securities |
| GNII SF MA9726 M     | 2054-06-20      | 6.0000%  | 0.0000% | $3583.90           | $3685.87           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | 0.0000% | $156295.99         | $141545.82         | Agency Mortgage-Backed Securities |
| 8.875 RFBD 30 B      | 2030-04-15      | 8.8750%  | 0.0000% | $8000.00           | $9821.45           | Corporate Debt Securities         |
| RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $24000.00          | $20766.91          | Corporate Debt Securities         |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $181000.00         | $156682.65         | Corporate Debt Securities         |

### Security 319: Citibank NA

- **C.1 - Title:** Citibank NA 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCM005, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 981ZCM005_3.67_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.8970%  | 0.0000% | $79.10             | $80.63             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555958 | 2036-10-01      | 4.5660%  | 0.0000% | $2570.15           | $2548.28           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD556438 | 2028-03-01      | 6.4750%  | 0.0000% | $2015.91           | $2033.83           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS559813 | 2040-09-01      | 5.3720%  | 0.0000% | $2336.78           | $2362.54           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL562328 | 2031-01-01      | 7.0000%  | 0.0000% | $1651.46           | $1739.29           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL569971 | 2031-03-01      | 7.0000%  | 0.0000% | $153.84            | $162.02            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL572167 | 2028-11-01      | 7.0000%  | 0.0000% | $356.85            | $375.83            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2573657 | 2030-08-01      | 6.0250%  | 0.0000% | $1726.83           | $1739.05           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL581716 | 2031-07-01      | 7.0000%  | 0.0000% | $2850.31           | $3001.90           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL581806 | 2031-07-01      | 7.0000%  | 0.0000% | $2980.49           | $3139.01           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL581961 | 2031-07-01      | 7.0000%  | 0.0000% | $611.72            | $644.25            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $3907.37           | $3539.12           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $3624.11           | $3175.94           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $3983.62           | $3966.85           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $803.61            | $783.45            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA8789 | 2047-09-01      | 3.5000%  | 0.0000% | $3350.93           | $3189.27           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9379 | 2053-07-01      | 5.5000%  | 0.0000% | $875.42            | $894.18            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5245 | 2043-07-01      | 5.5000%  | 0.0000% | $605.75            | $624.71            | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PRE6066 | 2050-10-01      | 2.0000%  | 0.0000% | $2908.26           | $2346.31           | Agency Mortgage-Backed Securities |
| FMAR 780870 G        | 2033-09-01      | 6.3600%  | 0.0000% | $752.83            | $779.95            | Agency Mortgage-Backed Securities |
| FMAR 786190 G        | 2027-07-01      | 6.3570%  | 0.0000% | $1339.43           | $1351.03           | Agency Mortgage-Backed Securities |
| FMAR 786223 G        | 2028-01-01      | 6.4220%  | 0.0000% | $908.20            | $917.45            | Agency Mortgage-Backed Securities |
| FMAR 782785 G        | 2034-10-01      | 6.1060%  | 0.0000% | $648.01            | $670.10            | Agency Mortgage-Backed Securities |
| FMAR 782837 G        | 2034-11-01      | 5.8920%  | 0.0000% | $879.94            | $913.03            | Agency Mortgage-Backed Securities |
| FMAR 783022 G        | 2035-02-01      | 6.4460%  | 0.0000% | $685.85            | $717.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ5955 | 2048-04-01      | 3.5000%  | 0.0000% | $195360.65         | $186761.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ8300 | 2048-02-01      | 4.5000%  | 0.0000% | $6851.12           | $6913.87           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  | 0.0000% | $915.41            | $904.73            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6578 | 2048-08-01      | 4.5000%  | 0.0000% | $109.12            | $109.18            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL3451 | 2044-09-01      | 3.0100%  | 0.0000% | $381509.67         | $323727.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | 0.0000% | $8290.04           | $7997.63           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $264.66            | $261.55            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.3370%  | 0.0000% | $637.22            | $663.63            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5279 | 2033-12-01      | 4.0000%  | 0.0000% | $1056.80           | $1064.42           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6201 | 2042-08-01      | 6.4840%  | 0.0000% | $741.31            | $775.34            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  | 0.0000% | $59.04             | $59.09             | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM6468 | 2030-11-01      | 1.4290%  | 0.0000% | $16005548.00       | $14387259.95       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $312.91            | $315.01            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7261 | 2036-05-01      | 2.0000%  | 0.0000% | $1830.99           | $1703.14           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $665.66            | $652.71            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  | 0.0000% | $958.77            | $989.77            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9210 | 2051-10-01      | 3.0000%  | 0.0000% | $9441.33           | $8641.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9461 | 2051-11-01      | 3.5000%  | 0.0000% | $626.84            | $594.52            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0360 | 2052-01-01      | 2.5000%  | 0.0000% | $90788.54          | $80065.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0490 | 2052-01-01      | 2.0000%  | 0.0000% | $795.32            | $657.42            | Agency Mortgage-Backed Securities |
| 07.000 FGPC N30699 G | 2030-08-01      | 7.0000%  | 0.0000% | $1299.40           | $1351.52           | Agency Mortgage-Backed Securities |
| 05.000 FGPC N30991 G | 2033-07-01      | 5.0000%  | 0.0000% | $4451.93           | $4483.05           | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00800 G | 2026-11-01      | 7.0000%  | 0.0000% | $50.14             | $52.86             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00810 G | 2027-11-01      | 7.0000%  | 0.0000% | $1.03              | $1.08              | Agency Mortgage-Backed Securities |
| 06.500 FGPC G00860 G | 2028-02-01      | 6.5000%  | 0.0000% | $2.45              | $2.56              | Agency Mortgage-Backed Securities |
| 08.500 FGPC G00884 G | 2027-12-01      | 8.5000%  | 0.0000% | $6.78              | $6.88              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00487 G | 2026-06-01      | 7.0000%  | 0.0000% | $0.32              | $0.34              | Agency Mortgage-Backed Securities |
| 08.500 FGPC G00544 G | 2026-10-01      | 8.5000%  | 0.0000% | $0.18              | $0.19              | Agency Mortgage-Backed Securities |
| 07.500 FGPC G00551 G | 2026-10-01      | 7.5000%  | 0.0000% | $1.29              | $1.30              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00606 G | 2026-11-01      | 7.0000%  | 0.0000% | $0.17              | $0.18              | Agency Mortgage-Backed Securities |
| 07.500 FGPC G00608 G | 2026-12-01      | 7.5000%  | 0.0000% | $7.24              | $7.31              | Agency Mortgage-Backed Securities |
| 06.000 FGPC G00587 G | 2026-08-01      | 6.0000%  | 0.0000% | $103.68            | $106.78            | Agency Mortgage-Backed Securities |
| 08.500 FGPC G00723 G | 2027-05-01      | 8.5000%  | 0.0000% | $44.18             | $44.80             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00762 G | 2027-09-01      | 7.0000%  | 0.0000% | $2.79              | $2.95              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00750 G | 2027-07-01      | 7.0000%  | 0.0000% | $1.35              | $1.42              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01707 G | 2034-06-01      | 7.0000%  | 0.0000% | $24.35             | $25.67             | Agency Mortgage-Backed Securities |
| 06.500 FGPC G01767 G | 2032-12-01      | 6.5000%  | 0.0000% | $41.04             | $43.34             | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01770 G | 2035-01-01      | 5.5000%  | 0.0000% | $1472.44           | $1526.44           | Agency Mortgage-Backed Securities |
| 06.000 FGPC G01777 G | 2035-02-01      | 6.0000%  | 0.0000% | $473.11            | $499.62            | Agency Mortgage-Backed Securities |
| 07.500 FGPC G00921 G | 2028-04-01      | 7.5000%  | 0.0000% | $10.78             | $10.95             | Agency Mortgage-Backed Securities |
| 08.000 FGPC G00924 G | 2028-03-01      | 8.0000%  | 0.0000% | $23.13             | $23.47             | Agency Mortgage-Backed Securities |
| 08.500 FGPC G00936 G | 2027-08-01      | 8.5000%  | 0.0000% | $3.96              | $4.01              | Agency Mortgage-Backed Securities |
| 06.000 FGPC G00951 G | 2028-07-01      | 6.0000%  | 0.0000% | $9.93              | $10.23             | Agency Mortgage-Backed Securities |
| 06.500 FGPC G00954 G | 2028-07-01      | 6.5000%  | 0.0000% | $24.21             | $25.24             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00992 G | 2028-11-01      | 7.0000%  | 0.0000% | $22.90             | $24.14             | Agency Mortgage-Backed Securities |
| 08.500 FGPC G00994 G | 2028-08-01      | 8.5000%  | 0.0000% | $8.18              | $8.32              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01058 G | 2029-09-01      | 7.0000%  | 0.0000% | $17.75             | $18.71             | Agency Mortgage-Backed Securities |
| 06.500 FGPC G01149 G | 2030-11-01      | 6.5000%  | 0.0000% | $6.30              | $6.56              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01129 G | 2030-06-01      | 7.0000%  | 0.0000% | $14.15             | $14.92             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01148 G | 2030-11-01      | 7.0000%  | 0.0000% | $1.34              | $1.41              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01183 G | 2031-02-01      | 7.0000%  | 0.0000% | $52.94             | $55.81             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01228 G | 2031-04-01      | 7.0000%  | 0.0000% | $33.29             | $35.10             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01309 G | 2031-08-01      | 7.0000%  | 0.0000% | $15.01             | $15.82             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01311 G | 2031-09-01      | 7.0000%  | 0.0000% | $27.01             | $28.47             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01315 G | 2031-09-01      | 7.0000%  | 0.0000% | $31.83             | $33.56             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01317 G | 2031-10-01      | 7.0000%  | 0.0000% | $1.72              | $1.81              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01324 G | 2031-10-01      | 7.0000%  | 0.0000% | $12.13             | $12.78             | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01453 G | 2032-10-01      | 5.5000%  | 0.0000% | $3122.03           | $3243.95           | Agency Mortgage-Backed Securities |
| 06.500 FGPC G01456 G | 2030-12-01      | 6.5000%  | 0.0000% | $156.25            | $162.87            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01563 G | 2033-06-01      | 5.5000%  | 0.0000% | $555.62            | $575.23            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01579 G | 2033-06-01      | 5.5000%  | 0.0000% | $739.15            | $754.36            | Agency Mortgage-Backed Securities |
| 06.000 FGPC G01629 G | 2033-10-01      | 6.0000%  | 0.0000% | $30.86             | $32.22             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01639 G | 2033-12-01      | 7.0000%  | 0.0000% | $53.21             | $56.20             | Agency Mortgage-Backed Securities |
| 04.500 FGPC P00061 G | 2034-08-01      | 4.5000%  | 0.0000% | $4183.23           | $4203.77           | Agency Mortgage-Backed Securities |
| 05.410 FGPC T30388 G | 2037-08-01      | 5.4100%  | 0.0000% | $4355.60           | $4373.18           | Agency Mortgage-Backed Securities |
| 07.000 FGPC C60942 G | 2031-11-01      | 7.0000%  | 0.0000% | $1435.86           | $1513.64           | Agency Mortgage-Backed Securities |
| 05.500 FGPC C62298 G | 2032-01-01      | 5.5000%  | 0.0000% | $2204.95           | $2333.96           | Agency Mortgage-Backed Securities |
| 06.500 FGPC C62923 G | 2032-01-01      | 6.5000%  | 0.0000% | $89.05             | $92.96             | Agency Mortgage-Backed Securities |
| 06.500 FGPC C65527 G | 2032-04-01      | 6.5000%  | 0.0000% | $39.06             | $40.71             | Agency Mortgage-Backed Securities |
| 07.000 FGPC C66070 G | 2032-04-01      | 7.0000%  | 0.0000% | $2951.61           | $3111.48           | Agency Mortgage-Backed Securities |
| 06.500 FGPC C67997 G | 2032-06-01      | 6.5000%  | 0.0000% | $49.66             | $51.77             | Agency Mortgage-Backed Securities |
| 07.000 FGPC C67999 G | 2032-06-01      | 7.0000%  | 0.0000% | $17.14             | $18.07             | Agency Mortgage-Backed Securities |
| 07.000 FGPC C67630 G | 2032-06-01      | 7.0000%  | 0.0000% | $69.22             | $72.98             | Agency Mortgage-Backed Securities |
| 07.000 FGPC C68150 G | 2032-06-01      | 7.0000%  | 0.0000% | $2093.13           | $2206.50           | Agency Mortgage-Backed Securities |
| 07.000 FGPC C68205 G | 2032-06-01      | 7.0000%  | 0.0000% | $829.89            | $874.84            | Agency Mortgage-Backed Securities |
| 07.000 FGPC C68248 G | 2032-06-01      | 7.0000%  | 0.0000% | $1627.47           | $1715.62           | Agency Mortgage-Backed Securities |
| 06.000 FGPC C69732 G | 2032-08-01      | 6.0000%  | 0.0000% | $36.32             | $37.41             | Agency Mortgage-Backed Securities |
| 05.500 FGPC C70868 G | 2032-09-01      | 5.5000%  | 0.0000% | $1213.56           | $1238.58           | Agency Mortgage-Backed Securities |
| 06.500 FGPC C70466 G | 2032-09-01      | 6.5000%  | 0.0000% | $84.08             | $87.64             | Agency Mortgage-Backed Securities |
| 05.500 FGPC C71589 G | 2032-10-01      | 5.5000%  | 0.0000% | $2771.77           | $2828.83           | Agency Mortgage-Backed Securities |
| 05.500 FGPC C74177 G | 2032-12-01      | 5.5000%  | 0.0000% | $2644.76           | $2699.20           | Agency Mortgage-Backed Securities |
| 05.500 FGPC C75364 G | 2033-01-01      | 5.5000%  | 0.0000% | $2.29              | $2.34              | Agency Mortgage-Backed Securities |
| 06.000 FGPC C75066 G | 2032-12-01      | 6.0000%  | 0.0000% | $15.67             | $16.16             | Agency Mortgage-Backed Securities |
| 05.500 FGPC C76198 G | 2033-02-01      | 5.5000%  | 0.0000% | $110.32            | $112.59            | Agency Mortgage-Backed Securities |
| 06.000 FGPC C75454 G | 2033-01-01      | 6.0000%  | 0.0000% | $1772.89           | $1825.97           | Agency Mortgage-Backed Securities |
| 05.500 FGPC C78010 G | 2033-04-01      | 5.5000%  | 0.0000% | $609.12            | $628.61            | Agency Mortgage-Backed Securities |
| 06.000 FGPC C77238 G | 2033-02-01      | 6.0000%  | 0.0000% | $2273.59           | $2341.74           | Agency Mortgage-Backed Securities |
| 06.000 FGPC C77592 G | 2033-03-01      | 6.0000%  | 0.0000% | $24.95             | $25.69             | Agency Mortgage-Backed Securities |
| 05.500 FGPC C77913 G | 2033-03-01      | 5.5000%  | 0.0000% | $381.98            | $394.74            | Agency Mortgage-Backed Securities |
| 05.500 FGPC C78989 G | 2033-05-01      | 5.5000%  | 0.0000% | $877.62            | $895.68            | Agency Mortgage-Backed Securities |
| 05.500 FGPC C78237 G | 2033-04-01      | 5.5000%  | 0.0000% | $116.62            | $120.55            | Agency Mortgage-Backed Securities |
| 06.000 FGPC C79221 G | 2033-05-01      | 6.0000%  | 0.0000% | $32.30             | $33.26             | Agency Mortgage-Backed Securities |
| 05.500 FGPC C79389 G | 2033-04-01      | 5.5000%  | 0.0000% | $282.71            | $293.11            | Agency Mortgage-Backed Securities |
| 05.500 FGPC C79420 G | 2033-05-01      | 5.5000%  | 0.0000% | $1886.81           | $1936.55           | Agency Mortgage-Backed Securities |
| 05.500 FGPC C79462 G | 2033-05-01      | 5.5000%  | 0.0000% | $73.69             | $75.21             | Agency Mortgage-Backed Securities |
| 05.500 FGPC C79584 G | 2033-05-01      | 5.5000%  | 0.0000% | $66.12             | $67.49             | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30293 G | 2026-07-01      | 5.0000%  | 0.0000% | $0.22              | $0.22              | Agency Mortgage-Backed Securities |
| 06.000 FGPC G30381 G | 2027-12-01      | 6.0000%  | 0.0000% | $3535.22           | $3640.72           | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30389 G | 2028-03-01      | 5.0000%  | 0.0000% | $164.42            | $165.81            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30419 G | 2028-11-01      | 5.0000%  | 0.0000% | $1961.60           | $1980.73           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G30628 G | 2032-10-01      | 4.0000%  | 0.0000% | $1493.56           | $1497.82           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G30669 G | 2033-12-01      | 4.5000%  | 0.0000% | $4248.34           | $4318.94           | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30698 G | 2031-07-01      | 5.0000%  | 0.0000% | $2768.49           | $2805.37           | Agency Mortgage-Backed Securities |
| 06.000 FGPC D98056 G | 2028-08-01      | 6.0000%  | 0.0000% | $104.74            | $107.87            | Agency Mortgage-Backed Securities |
| 07.000 FGPC D69776 G | 2026-04-01      | 7.0000%  | 0.0000% | $0.36              | $0.36              | Agency Mortgage-Backed Securities |
| FMAR 1B1225 G        | 2033-09-01      | 6.5000%  | 0.0000% | $263.02            | $270.02            | Agency Mortgage-Backed Securities |
| FMAR 1B2566 G        | 2034-11-01      | 6.6500%  | 0.0000% | $212.59            | $219.73            | Agency Mortgage-Backed Securities |
| FMAR 1B2632 G        | 2034-11-01      | 6.2750%  | 0.0000% | $182.40            | $187.76            | Agency Mortgage-Backed Securities |
| FMAR 1B2642 G        | 2034-11-01      | 6.4550%  | 0.0000% | $620.94            | $643.49            | Agency Mortgage-Backed Securities |
| FMAR 1B2810 G        | 2035-02-01      | 6.1510%  | 0.0000% | $508.10            | $527.80            | Agency Mortgage-Backed Securities |
| FMAR 1B3488 G        | 2037-07-01      | 6.6750%  | 0.0000% | $1288.59           | $1331.71           | Agency Mortgage-Backed Securities |
| FMAR 847340 G        | 2034-11-01      | 6.6470%  | 0.0000% | $282.86            | $292.20            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A54174 G | 2036-11-01      | 6.0000%  | 0.0000% | $1231.72           | $1268.59           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A54341 G | 2036-12-01      | 5.5000%  | 0.0000% | $80.99             | $85.01             | Agency Mortgage-Backed Securities |
| 05.500 FGPC A61516 G | 2036-10-01      | 5.5000%  | 0.0000% | $3580.70           | $3681.58           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A61562 G | 2036-10-01      | 5.5000%  | 0.0000% | $608.41            | $638.56            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A61985 G | 2037-06-01      | 6.0000%  | 0.0000% | $4008.18           | $4245.83           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A63820 G | 2037-08-01      | 6.0000%  | 0.0000% | $2225.07           | $2363.66           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A64158 G | 2037-08-01      | 6.0000%  | 0.0000% | $72.68             | $76.13             | Agency Mortgage-Backed Securities |
| 06.000 FGPC A64825 G | 2037-08-01      | 6.0000%  | 0.0000% | $2063.10           | $2179.57           | Agency Mortgage-Backed Securities |
| 06.500 FGPC A65179 G | 2037-09-01      | 6.5000%  | 0.0000% | $2109.90           | $2199.36           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A65571 G | 2037-09-01      | 6.0000%  | 0.0000% | $292.88            | $305.06            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $37.44             | $37.49             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS072163 | 2028-02-01      | 5.2500%  | 0.0000% | $265.47            | $266.19            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  | 0.0000% | $20.86             | $22.14             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL190396 | 2039-06-01      | 4.5000%  | 0.0000% | $2029.02           | $2054.41           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL190404 | 2040-05-01      | 4.5000%  | 0.0000% | $26.35             | $26.75             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL250836 | 2027-02-01      | 7.0000%  | 0.0000% | $40.73             | $42.90             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL250884 | 2027-04-01      | 7.0000%  | 0.0000% | $76.78             | $80.86             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL252805 | 2029-10-01      | 7.0000%  | 0.0000% | $2719.40           | $2864.03           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL253895 | 2031-07-01      | 7.0000%  | 0.0000% | $337.67            | $355.63            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL253642 | 2031-02-01      | 7.0000%  | 0.0000% | $2742.39           | $2888.24           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL254008 | 2031-10-01      | 7.0000%  | 0.0000% | $4142.44           | $4362.75           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA255720 | 2035-03-01      | 6.0000%  | 0.0000% | $124.38            | $127.93            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2313449 | 2027-04-01      | 6.4570%  | 0.0000% | $3894.60           | $3928.34           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS323919 | 2029-08-01      | 6.1250%  | 0.0000% | $3164.99           | $3218.93           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL323968 | 2029-10-01      | 7.0000%  | 0.0000% | $117.83            | $124.09            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN347547 | 2026-08-01      | 6.1250%  | 0.0000% | $8.35              | $8.38              | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL357277 | 2032-05-01      | 7.0000%  | 0.0000% | $475.16            | $500.43            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL372480 | 2027-02-01      | 7.0000%  | 0.0000% | $15.28             | $16.09             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL395811 | 2027-11-01      | 7.0000%  | 0.0000% | $47.71             | $50.24             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD399907 | 2027-08-01      | 6.2710%  | 0.0000% | $457.95            | $461.32            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL479545 | 2029-08-01      | 7.0000%  | 0.0000% | $630.63            | $664.17            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL487809 | 2029-04-01      | 7.0000%  | 0.0000% | $896.42            | $944.09            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL511323 | 2029-08-01      | 7.0000%  | 0.0000% | $436.08            | $459.27            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA520790 | 2028-04-01      | 6.3300%  | 0.0000% | $361.02            | $365.28            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL526057 | 2029-12-01      | 7.0000%  | 0.0000% | $2452.47           | $2582.91           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD533019 | 2030-03-01      | 6.4020%  | 0.0000% | $2859.43           | $2912.25           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS534988 | 2028-10-01      | 6.1950%  | 0.0000% | $3452.54           | $3483.07           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535158 | 2030-02-01      | 7.0000%  | 0.0000% | $756.82            | $797.07            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535164 | 2030-02-01      | 7.0000%  | 0.0000% | $923.77            | $972.90            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535347 | 2030-05-01      | 7.0000%  | 0.0000% | $1329.09           | $1399.78           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535723 | 2031-02-01      | 7.0000%  | 0.0000% | $1850.55           | $1948.97           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535880 | 2031-02-01      | 7.0000%  | 0.0000% | $708.84            | $746.54            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL541235 | 2030-07-01      | 7.0000%  | 0.0000% | $70.16             | $73.90             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.5380%  | 0.0000% | $4402.89           | $4399.02           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.7630%  | 0.0000% | $3136.00           | $3187.28           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS545176 | 2031-08-01      | 6.1860%  | 0.0000% | $781.44            | $800.39            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS545255 | 2040-12-01      | 6.1400%  | 0.0000% | $104.17            | $106.06            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545723 | 2032-04-01      | 7.0000%  | 0.0000% | $508.36            | $535.39            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545778 | 2032-06-01      | 7.0000%  | 0.0000% | $2051.26           | $2160.36           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545857 | 2030-09-01      | 7.0000%  | 0.0000% | $1686.98           | $1776.70           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545996 | 2032-08-01      | 7.0000%  | 0.0000% | $481.47            | $507.07            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL555079 | 2032-11-01      | 7.0000%  | 0.0000% | $705.08            | $742.58            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL555211 | 2032-08-01      | 7.0000%  | 0.0000% | $2861.21           | $3013.39           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555258 | 2033-01-01      | 5.6520%  | 0.0000% | $3570.69           | $3630.39           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555566 | 2033-04-01      | 6.4790%  | 0.0000% | $795.19            | $813.63            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD555610 | 2032-11-01      | 6.2380%  | 0.0000% | $488.81            | $502.19            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555715 | 2033-07-01      | 6.1660%  | 0.0000% | $145.62            | $149.00            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL589509 | 2031-08-01      | 7.0000%  | 0.0000% | $302.45            | $318.53            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL589360 | 2031-06-01      | 7.0000%  | 0.0000% | $1031.24           | $1086.08           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL593001 | 2031-08-01      | 7.0000%  | 0.0000% | $1272.13           | $1339.79           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL594181 | 2031-06-01      | 7.0000%  | 0.0000% | $681.70            | $717.95            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL595797 | 2031-09-01      | 7.0000%  | 0.0000% | $995.68            | $1048.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB597590 | 2031-09-01      | 6.2450%  | 0.0000% | $3215.48           | $3290.39           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL597428 | 2031-09-01      | 7.0000%  | 0.0000% | $402.08            | $423.47            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL603617 | 2031-09-01      | 7.0000%  | 0.0000% | $908.87            | $957.20            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL606764 | 2031-10-01      | 7.0000%  | 0.0000% | $3176.91           | $3345.88           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL607154 | 2031-11-01      | 7.0000%  | 0.0000% | $234.53            | $247.01            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL609598 | 2031-11-01      | 7.0000%  | 0.0000% | $81.22             | $85.54             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL610804 | 2031-10-01      | 7.0000%  | 0.0000% | $430.85            | $453.77            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL614929 | 2031-12-01      | 7.0000%  | 0.0000% | $3242.06           | $3414.49           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL616609 | 2031-11-01      | 7.0000%  | 0.0000% | $2796.85           | $2945.60           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP6715 | 2050-09-01      | 2.0000%  | 0.0000% | $1312.24           | $1094.24           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  | 0.0000% | $2672.29           | $2440.08           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7802 | 2051-04-01      | 2.0000%  | 0.0000% | $708.98            | $597.52            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8097 | 2033-04-01      | 4.7000%  | 0.0000% | $40895.31          | $42352.18          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS7576 | 2027-12-01      | 4.8600%  | 0.0000% | $972.13            | $988.31            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $4464.76           | $4042.06           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  | 0.0000% | $4985224.80        | $4892334.55        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  | 0.0000% | $14824.29          | $13434.47          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1552 | 2051-11-01      | 2.5000%  | 0.0000% | $1019985.10        | $890560.78         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | 0.0000% | $690.55            | $691.31            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2461 | 2051-12-01      | 3.0000%  | 0.0000% | $3150398.33        | $2902911.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $822.44            | $775.54            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2736 | 2052-06-01      | 4.0000%  | 0.0000% | $9841.83           | $9616.44           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2931 | 2037-03-01      | 2.0000%  | 0.0000% | $2574.00           | $2395.87           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3426 | 2052-10-01      | 4.0000%  | 0.0000% | $61517.43          | $60416.20          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $3355.12           | $3037.91           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3826 | 2052-01-01      | 3.0000%  | 0.0000% | $752.92            | $681.76            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $6506.87           | $6896.04           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5144 | 2052-06-01      | 3.5000%  | 0.0000% | $119281.61         | $113479.49         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  | 0.0000% | $1845.72           | $1947.77           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL1513 | 2052-12-01      | 4.0000%  | 0.0000% | $2256.63           | $2211.95           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1562 | 2053-10-01      | 3.0000%  | 0.0000% | $950.87            | $861.83            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3366 | 2053-10-01      | 3.0000%  | 0.0000% | $985.36            | $892.70            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3658 | 2053-10-01      | 3.0000%  | 0.0000% | $5494.89           | $4973.02           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3815 | 2053-01-01      | 3.0000%  | 0.0000% | $2446.34           | $2214.79           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL4104 | 2055-10-01      | 6.0000%  | 0.0000% | $1696.40           | $1750.74           | Agency Mortgage-Backed Securities |
| FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $4414.58           | $4178.92           | Agency Mortgage-Backed Securities |
| FMAR 8B0562 G        | 2056-02-01      | 4.9180%  | 0.0000% | $5155000.94        | $5256296.14        | Agency Mortgage-Backed Securities |
| 06.000 FGPC A65895 G | 2037-09-01      | 6.0000%  | 0.0000% | $411.73            | $437.43            | Agency Mortgage-Backed Securities |
| 06.500 FGPC A65898 G | 2037-09-01      | 6.5000%  | 0.0000% | $68.12             | $71.66             | Agency Mortgage-Backed Securities |
| 06.000 FGPC A66380 G | 2037-09-01      | 6.0000%  | 0.0000% | $2687.25           | $2825.67           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A69435 G | 2037-12-01      | 6.0000%  | 0.0000% | $250.17            | $261.81            | Agency Mortgage-Backed Securities |
| 06.500 FGPC A71283 G | 2038-01-01      | 6.5000%  | 0.0000% | $73.55             | $77.67             | Agency Mortgage-Backed Securities |
| 06.000 FGPC A76467 G | 2038-04-01      | 6.0000%  | 0.0000% | $2759.62           | $2918.30           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A77961 G | 2038-06-01      | 5.5000%  | 0.0000% | $3399.68           | $3559.81           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A78147 G | 2038-06-01      | 5.5000%  | 0.0000% | $217.69            | $227.87            | Agency Mortgage-Backed Securities |
| 05.500 FGPC A78227 G | 2038-06-01      | 5.5000%  | 0.0000% | $2570.85           | $2682.84           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A79866 G | 2038-08-01      | 5.5000%  | 0.0000% | $1897.84           | $1936.90           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A79536 G | 2038-07-01      | 6.0000%  | 0.0000% | $49.75             | $52.55             | Agency Mortgage-Backed Securities |
| FMAR 1J0780 G        | 2037-12-01      | 6.3790%  | 0.0000% | $1689.29           | $1766.75           | Agency Mortgage-Backed Securities |
| FMAR 1J0589 G        | 2037-08-01      | 6.6170%  | 0.0000% | $120.89            | $125.40            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G01840 G | 2035-07-01      | 5.0000%  | 0.0000% | $418.94            | $430.03            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01931 G | 2035-10-01      | 5.5000%  | 0.0000% | $2055.13           | $2156.91           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02031 G | 2036-02-01      | 5.5000%  | 0.0000% | $2398.28           | $2517.07           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02074 G | 2036-02-01      | 5.5000%  | 0.0000% | $2497.33           | $2621.02           | Agency Mortgage-Backed Securities |
| 06.000 FGPC G02120 G | 2036-03-01      | 6.0000%  | 0.0000% | $1410.42           | $1497.96           | Agency Mortgage-Backed Securities |
| 06.000 FGPC G02391 G | 2036-11-01      | 6.0000%  | 0.0000% | $824.68            | $875.88            | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03238 G | 2037-08-01      | 6.0000%  | 0.0000% | $2695.14           | $2833.70           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  | 0.0000% | $4116.79           | $4320.82           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02478 G | 2036-12-01      | 5.5000%  | 0.0000% | $464.21            | $487.22            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03381 G | 2037-09-01      | 5.5000%  | 0.0000% | $55.19             | $57.69             | Agency Mortgage-Backed Securities |
| 04.500 FGPC G05659 G | 2039-10-01      | 4.5000%  | 0.0000% | $1994.76           | $2028.59           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  | 0.0000% | $1178.13           | $1137.16           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G14611 G | 2027-09-01      | 4.0000%  | 0.0000% | $28.24             | $28.27             | Agency Mortgage-Backed Securities |
| 04.000 FGPC G15753 G | 2029-01-01      | 4.0000%  | 0.0000% | $260.62            | $261.73            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G15871 G | 2027-05-01      | 4.0000%  | 0.0000% | $154.38            | $154.52            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | 0.0000% | $7705.81           | $7117.29           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08799 G | 2048-02-01      | 3.0000%  | 0.0000% | $150.55            | $138.80            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  | 0.0000% | $269.18            | $271.60            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $275.83            | $277.62            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $117.25            | $118.22            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08887 G | 2049-06-01      | 3.0000%  | 0.0000% | $225.10            | $206.54            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08353 G | 2039-07-01      | 4.5000%  | 0.0000% | $1511.58           | $1537.22           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08534 G | 2043-06-01      | 3.0000%  | 0.0000% | $4312.79           | $4064.62           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08700 G | 2046-03-01      | 4.5000%  | 0.0000% | $175.05            | $177.38            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08674 G | 2045-10-01      | 4.5000%  | 0.0000% | $135.57            | $137.37            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $2538.52           | $2357.00           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18536 G | 2030-01-01      | 2.5000%  | 0.0000% | $243.07            | $238.17            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18537 G | 2030-01-01      | 3.0000%  | 0.0000% | $542.40            | $536.38            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18524 G | 2029-09-01      | 3.0000%  | 0.0000% | $2071.11           | $2049.08           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  | 0.0000% | $4066.79           | $4024.36           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18533 G | 2029-12-01      | 2.5000%  | 0.0000% | $3250.26           | $3184.92           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18569 G | 2030-09-01      | 3.0000%  | 0.0000% | $938.14            | $925.91            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  | 0.0000% | $237.63            | $236.46            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  | 0.0000% | $233.98            | $232.64            | Agency Mortgage-Backed Securities |
| FMAR 1A1085 G        | 2036-08-01      | 6.2420%  | 0.0000% | $1886.55           | $1936.20           | Agency Mortgage-Backed Securities |
| FMAR 1H1350 G        | 2036-10-01      | 6.2290%  | 0.0000% | $1516.24           | $1590.31           | Agency Mortgage-Backed Securities |
| FMAR 1H1390 G        | 2037-04-01      | 6.2620%  | 0.0000% | $1221.24           | $1283.59           | Agency Mortgage-Backed Securities |
| FMAR 1J1680 G        | 2037-06-01      | 6.8910%  | 0.0000% | $849.18            | $884.15            | Agency Mortgage-Backed Securities |
| FMAR 1J1681 G        | 2037-06-01      | 6.7300%  | 0.0000% | $643.45            | $669.49            | Agency Mortgage-Backed Securities |
| FMAR 1J1749 G        | 2037-06-01      | 6.1850%  | 0.0000% | $3868.06           | $3984.40           | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.0150%  | 0.0000% | $1869.93           | $1936.28           | Agency Mortgage-Backed Securities |
| FMAR 1J1380 G        | 2036-03-01      | 7.3700%  | 0.0000% | $372.16            | $390.21            | Agency Mortgage-Backed Securities |
| FMAR 1J1497 G        | 2037-02-01      | 6.8500%  | 0.0000% | $569.62            | $599.61            | Agency Mortgage-Backed Securities |
| FMAR 1J1516 G        | 2037-02-01      | 6.2740%  | 0.0000% | $610.05            | $631.54            | Agency Mortgage-Backed Securities |
| FMAR 1J1621 G        | 2037-05-01      | 7.1800%  | 0.0000% | $4105.90           | $4303.24           | Agency Mortgage-Backed Securities |
| FMAR 1J3685 G        | 2037-11-01      | 6.1700%  | 0.0000% | $364.21            | $377.40            | Agency Mortgage-Backed Securities |
| 03.000 FGPC J18360 G | 2027-03-01      | 3.0000%  | 0.0000% | $334.75            | $333.61            | Agency Mortgage-Backed Securities |
| FMAR 1L0183 G        | 2035-08-01      | 6.1540%  | 0.0000% | $629.50            | $649.94            | Agency Mortgage-Backed Securities |
| FMAR 1L1302 G        | 2036-04-01      | 6.0180%  | 0.0000% | $1270.85           | $1332.74           | Agency Mortgage-Backed Securities |
| FMAR 1G1381 G        | 2036-12-01      | 6.2650%  | 0.0000% | $1303.80           | $1361.10           | Agency Mortgage-Backed Securities |
| FMAR 1G1555 G        | 2037-02-01      | 6.8230%  | 0.0000% | $2401.09           | $2502.12           | Agency Mortgage-Backed Securities |
| FMAR 1G1642 G        | 2037-04-01      | 6.3200%  | 0.0000% | $2204.04           | $2252.25           | Agency Mortgage-Backed Securities |
| FMAR 1G5120 G        | 2037-09-01      | 6.6050%  | 0.0000% | $1512.26           | $1560.15           | Agency Mortgage-Backed Securities |
| FMAR 1B7215 G        | 2036-12-01      | 6.2550%  | 0.0000% | $618.58            | $641.46            | Agency Mortgage-Backed Securities |
| FMAR 1G2602 G        | 2036-10-01      | 6.5030%  | 0.0000% | $2257.82           | $2332.41           | Agency Mortgage-Backed Securities |
| FMAR 1Q0105 G        | 2036-09-01      | 6.4160%  | 0.0000% | $2368.06           | $2454.44           | Agency Mortgage-Backed Securities |
| FMAR 1Q0287 G        | 2037-07-01      | 6.3250%  | 0.0000% | $3679.97           | $3755.62           | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.2830%  | 0.0000% | $28837.15          | $29786.69          | Agency Mortgage-Backed Securities |
| FMAR 1B7789 G        | 2040-11-01      | 6.2720%  | 0.0000% | $879.71            | $913.96            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A89385 G | 2039-10-01      | 4.5000%  | 0.0000% | $563.28            | $572.83            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A91566 G | 2040-03-01      | 4.5000%  | 0.0000% | $2291.71           | $2328.01           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97046 G | 2041-02-01      | 4.5000%  | 0.0000% | $887.83            | $901.80            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97047 G | 2041-02-01      | 4.5000%  | 0.0000% | $4830.31           | $4906.31           | Agency Mortgage-Backed Securities |
| FMAR 786625 G        | 2028-09-01      | 5.8690%  | 0.0000% | $3021.12           | $3046.56           | Agency Mortgage-Backed Securities |
| FMAR 788825 G        | 2031-11-01      | 6.2350%  | 0.0000% | $185.93            | $191.14            | Agency Mortgage-Backed Securities |
| 06.500 FGPC A28566 G | 2034-11-01      | 6.5000%  | 0.0000% | $4621.10           | $4883.50           | Agency Mortgage-Backed Securities |
| FMAR 848565 G        | 2037-12-01      | 6.5140%  | 0.0000% | $4068.24           | $4208.43           | Agency Mortgage-Backed Securities |
| FMAR 848690 G        | 2037-03-01      | 6.1720%  | 0.0000% | $53225.10          | $55641.39          | Agency Mortgage-Backed Securities |
| FMAR 849128 G        | 2043-09-01      | 6.3500%  | 0.0000% | $2387.73           | $2475.22           | Agency Mortgage-Backed Securities |
| FMAR 849336 G        | 2034-12-01      | 6.1840%  | 0.0000% | $3822.00           | $3878.38           | Agency Mortgage-Backed Securities |
| 03.000 FGPC J22427 G | 2028-02-01      | 3.0000%  | 0.0000% | $162.13            | $160.72            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  | 0.0000% | $460.76            | $455.73            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL621421 | 2032-05-01      | 7.0000%  | 0.0000% | $3129.43           | $3295.86           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL623464 | 2032-01-01      | 7.0000%  | 0.0000% | $3102.52           | $3267.53           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL624639 | 2031-11-01      | 7.0000%  | 0.0000% | $1551.08           | $1633.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD629133 | 2032-05-01      | 6.3750%  | 0.0000% | $528.32            | $541.89            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL634953 | 2032-05-01      | 7.0000%  | 0.0000% | $2864.91           | $3017.28           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL636445 | 2032-04-01      | 7.0000%  | 0.0000% | $944.14            | $994.35            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL639061 | 2032-05-01      | 7.0000%  | 0.0000% | $3595.69           | $3786.92           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL639092 | 2032-05-01      | 7.0000%  | 0.0000% | $3725.38           | $3923.52           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH0057 | 2041-02-01      | 4.5000%  | 0.0000% | $456.11            | $459.34            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAH1204 | 2041-01-01      | 6.0650%  | 0.0000% | $1421.45           | $1477.11           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAH3767 | 2041-02-01      | 6.0650%  | 0.0000% | $3272.08           | $3409.19           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  | 0.0000% | $367.90            | $373.27            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  | 0.0000% | $121.71            | $123.49            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI7784 | 2041-07-01      | 4.5000%  | 0.0000% | $29.46             | $29.89             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI8194 | 2041-08-01      | 4.5000%  | 0.0000% | $28.61             | $29.03             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI8448 | 2041-08-01      | 4.5000%  | 0.0000% | $4838.60           | $4909.26           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAK8184 | 2042-04-01      | 6.1520%  | 0.0000% | $2544.17           | $2638.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  | 0.0000% | $37.29             | $37.76             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0298 | 2026-05-01      | 4.0000%  | 0.0000% | $612.56            | $612.91            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL3544 | 2043-05-01      | 6.2450%  | 0.0000% | $850.59            | $875.40            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL2983 | 2043-01-01      | 5.9960%  | 0.0000% | $4320.95           | $4491.57           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL4301 | 2042-04-01      | 4.5000%  | 0.0000% | $4014.52           | $4073.16           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  | 0.0000% | $38.67             | $39.14             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  | 0.0000% | $902.38            | $913.35            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.2870%  | 0.0000% | $977.57            | $1026.01           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9031 | 2046-08-01      | 3.0000%  | 0.0000% | $239.46            | $224.51            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9012 | 2046-09-01      | 6.3410%  | 0.0000% | $112899.64         | $117943.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  | 0.0000% | $1574.27           | $1534.59           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $746.56            | $728.92            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0154 | 2028-12-01      | 4.7200%  | 0.0000% | $1005.00           | $1030.93           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1248 | 2029-07-01      | 4.7200%  | 0.0000% | $22105234.00       | $22772676.98       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1388 | 2029-08-01      | 4.7400%  | 0.0000% | $8060100.00        | $8311497.20        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3471 | 2032-04-01      | 4.7100%  | 0.0000% | $147840.00         | $153297.91         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4479 | 2032-08-01      | 4.6300%  | 0.0000% | $4345238.00        | $4495256.86        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ4621 | 2035-08-01      | 5.2800%  | 0.0000% | $388000.00         | $415657.93         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4611 | 2032-11-01      | 5.4250%  | 0.0000% | $1992.91           | $2107.11           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4928 | 2030-09-01      | 4.3700%  | 0.0000% | $1000000.00        | $1023826.11        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5136 | 2032-10-01      | 4.4400%  | 0.0000% | $854000.00         | $873797.14         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5257 | 2032-10-01      | 4.4600%  | 0.0000% | $3333.00           | $3420.03           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5741 | 2032-12-01      | 4.3800%  | 0.0000% | $1000000.00        | $1020491.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6028 | 2033-01-01      | 3.9100%  | 0.0000% | $2162040.00        | $2144081.86        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6322 | 2033-01-01      | 4.5050%  | 0.0000% | $587330.00         | $603771.49         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6423 | 2031-02-01      | 3.9100%  | 0.0000% | $3811607.00        | $3822290.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | 0.0000% | $220.81            | $211.09            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  | 0.0000% | $1467.44           | $1468.66           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2166 | 2048-08-01      | 4.5000%  | 0.0000% | $810.09            | $817.60            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3495 | 2049-05-01      | 4.0000%  | 0.0000% | $213.43            | $210.89            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $291.07            | $292.66            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3633 | 2049-06-01      | 3.5000%  | 0.0000% | $22648.95          | $21730.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA4266 | 2034-10-01      | 3.0000%  | 0.0000% | $259.71            | $253.63            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  | 0.0000% | $852.70            | $804.07            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5507 | 2051-09-01      | 3.5000%  | 0.0000% | $1637.48           | $1546.01           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6037 | 2053-07-01      | 2.5000%  | 0.0000% | $879.09            | $762.62            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6157 | 2052-09-01      | 3.0000%  | 0.0000% | $4205.32           | $3812.61           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7561 | 2047-04-01      | 3.5000%  | 0.0000% | $20974.06          | $20284.43          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0839 | 2055-08-01      | 6.0000%  | 0.0000% | $3188781.73        | $3313457.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0875 | 2055-01-01      | 6.0000%  | 0.0000% | $898.70            | $926.06            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0236 | 2055-04-01      | 5.0000%  | 0.0000% | $2111347.75        | $2131566.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0267 | 2055-04-01      | 6.0000%  | 0.0000% | $969.41            | $1000.34           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ4666 | 2055-08-01      | 4.5000%  | 0.0000% | $1761.83           | $1756.72           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRQ0032 | 2055-07-01      | 3.5000%  | 0.0000% | $1057.63           | $996.75            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0102 | 2056-02-01      | 5.0000%  | 0.0000% | $10959392.00       | $11046640.94       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0026 | 2040-09-01      | 5.5000%  | 0.0000% | $2561.02           | $2638.95           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0004 | 2040-06-01      | 6.0000%  | 0.0000% | $689.15            | $715.81            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  | 0.0000% | $1607.30           | $1656.21           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0011 | 2040-07-01      | 6.0000%  | 0.0000% | $737.99            | $766.43            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0050 | 2040-12-01      | 6.0000%  | 0.0000% | $1876.20           | $1948.79           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | 0.0000% | $35.38             | $35.51             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1448 | 2048-11-01      | 4.0000%  | 0.0000% | $805.04            | $795.75            | Agency Mortgage-Backed Securities |
| FMAR 2B1569 G        | 2043-08-01      | 6.3500%  | 0.0000% | $1074.77           | $1114.25           | Agency Mortgage-Backed Securities |
| FMAR 2B3360 G        | 2044-11-01      | 6.2310%  | 0.0000% | $2492.17           | $2598.70           | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $4253.10           | $4430.98           | Agency Mortgage-Backed Securities |
| FMAR 2B6349 G        | 2047-07-01      | 6.3800%  | 0.0000% | $2675.01           | $2802.68           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $82.26             | $81.31             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3665 | 2041-10-01      | 4.5000%  | 0.0000% | $69.12             | $70.13             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9554 | 2031-12-01      | 3.0000%  | 0.0000% | $2605.17           | $2567.07           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.1800%  | 0.0000% | $2466.69           | $2575.03           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.3850%  | 0.0000% | $3644.96           | $3819.96           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8419 | 2046-05-01      | 4.5000%  | 0.0000% | $82.98             | $83.94             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.3730%  | 0.0000% | $1080.12           | $1120.82           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.6990%  | 0.0000% | $1259727.66        | $1298830.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMB0303 | 2055-02-01      | 6.0000%  | 0.0000% | $665.13            | $685.56            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR1561 | 2043-01-01      | 3.0000%  | 0.0000% | $1123437.30        | $1059268.43        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $153.87            | $153.47            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  | 0.0000% | $64.02             | $64.79             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4578 | 2045-03-01      | 4.0000%  | 0.0000% | $494214.74         | $492472.08         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6187 | 2045-11-01      | 3.5000%  | 0.0000% | $190.49            | $183.64            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6222 | 2045-11-01      | 4.0000%  | 0.0000% | $827941.84         | $820460.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6408 | 2046-01-01      | 3.5000%  | 0.0000% | $140.52            | $135.33            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  | 0.0000% | $333.67            | $337.66            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS7252 | 2046-05-01      | 4.5000%  | 0.0000% | $33.11             | $33.51             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  | 0.0000% | $100.65            | $101.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8683 | 2047-01-01      | 3.5000%  | 0.0000% | $534.48            | $513.16            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  | 0.0000% | $105.10            | $106.23            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  | 0.0000% | $452.26            | $449.76            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9994 | 2047-04-01      | 4.5000%  | 0.0000% | $126.09            | $127.60            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1545 | 2048-12-01      | 4.0000%  | 0.0000% | $1032.44           | $1020.18           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  | 0.0000% | $12843.21          | $13099.70          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0100 | 2034-10-01      | 2.5000%  | 0.0000% | $1354.18           | $1300.60           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  | 0.0000% | $202.29            | $200.86            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $613.36            | $593.35            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $2711.96           | $2581.12           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  | 0.0000% | $571.75            | $589.19            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $15918.77          | $14030.73          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1132 | 2052-06-01      | 4.0000%  | 0.0000% | $2311.38           | $2266.76           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1389 | 2052-07-01      | 3.0000%  | 0.0000% | $1576.70           | $1429.38           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $2425.86           | $2299.63           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $1538.65           | $1564.45           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT7277 | 2043-09-01      | 4.0000%  | 0.0000% | $296.05            | $294.45            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.2180%  | 0.0000% | $2063.33           | $2153.22           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  | 0.0000% | $18.47             | $18.41             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  | 0.0000% | $27.85             | $28.19             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW1733 | 2044-05-01      | 4.0000%  | 0.0000% | $1745539.39        | $1739386.17        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW1543 | 2029-03-01      | 3.5000%  | 0.0000% | $56.71             | $56.38             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW3131 | 2044-06-01      | 4.0000%  | 0.0000% | $764396.95         | $761701.60         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  | 0.0000% | $107.87            | $108.72            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAZ0084 | 2030-06-01      | 3.5000%  | 0.0000% | $54.64             | $54.19             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL644591 | 2032-05-01      | 7.0000%  | 0.0000% | $528.00            | $556.08            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL645988 | 2032-06-01      | 7.0000%  | 0.0000% | $217.93            | $229.52            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL646330 | 2032-07-01      | 7.0000%  | 0.0000% | $3377.58           | $3557.22           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL663701 | 2032-09-01      | 7.0000%  | 0.0000% | $527.55            | $555.61            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.1620%  | 0.0000% | $2553.26           | $2554.37           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD669201 | 2032-11-01      | 5.9150%  | 0.0000% | $141.28            | $145.58            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA670672 | 2033-08-01      | 5.7750%  | 0.0000% | $1194.45           | $1225.80           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD671155 | 2033-02-01      | 5.8980%  | 0.0000% | $841.55            | $866.65            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL673847 | 2032-10-01      | 7.0000%  | 0.0000% | $3690.74           | $3887.04           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.6230%  | 0.0000% | $1034.31           | $1072.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD681767 | 2033-01-01      | 5.6250%  | 0.0000% | $34.58             | $35.39             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD681874 | 2033-03-01      | 6.3740%  | 0.0000% | $552.27            | $566.69            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD685511 | 2033-07-01      | 6.2800%  | 0.0000% | $4415.22           | $4560.14           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD687125 | 2033-04-01      | 6.5400%  | 0.0000% | $136.24            | $140.39            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD690573 | 2033-10-01      | 6.3930%  | 0.0000% | $4744.34           | $4901.91           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD705715 | 2033-06-01      | 6.2900%  | 0.0000% | $920.88            | $951.56            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2709092 | 2033-06-01      | 5.7600%  | 0.0000% | $728.89            | $741.49            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB722439 | 2033-07-01      | 5.5380%  | 0.0000% | $2390.68           | $2432.23           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA723653 | 2033-07-01      | 6.5000%  | 0.0000% | $2464.18           | $2536.33           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725216 | 2034-01-01      | 6.3750%  | 0.0000% | $1675.20           | $1741.07           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725557 | 2034-06-01      | 6.2150%  | 0.0000% | $2327.64           | $2407.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725639 | 2033-09-01      | 6.3190%  | 0.0000% | $363.85            | $374.62            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725773 | 2034-09-01      | 5.5000%  | 0.0000% | $12.01             | $12.43             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725896 | 2034-10-01      | 6.2010%  | 0.0000% | $1016.59           | $1048.15           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD728646 | 2033-07-01      | 6.1750%  | 0.0000% | $408.96            | $421.22            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.1710%  | 0.0000% | $43482.74          | $44035.91          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735322 | 2034-07-01      | 5.8380%  | 0.0000% | $764.24            | $783.73            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735332 | 2034-08-01      | 6.1350%  | 0.0000% | $2605.82           | $2679.75           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735259 | 2038-05-01      | 6.3180%  | 0.0000% | $102.48            | $105.46            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735442 | 2034-04-01      | 6.4020%  | 0.0000% | $510.46            | $526.79            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735539 | 2035-04-01      | 6.3750%  | 0.0000% | $2412.04           | $2491.18           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735691 | 2032-04-01      | 5.8280%  | 0.0000% | $921.80            | $944.33            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735858 | 2035-08-01      | 6.2300%  | 0.0000% | $2795.43           | $2875.45           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735961 | 2035-09-01      | 5.8430%  | 0.0000% | $169576.74         | $173035.98         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS742955 | 2033-10-01      | 5.8900%  | 0.0000% | $3523.36           | $3616.48           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA743602 | 2033-09-01      | 5.9430%  | 0.0000% | $3277.54           | $3357.86           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745054 | 2035-09-01      | 6.2480%  | 0.0000% | $191.65            | $198.44            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745168 | 2035-09-01      | 6.4010%  | 0.0000% | $2564.63           | $2651.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.0620%  | 0.0000% | $329.66            | $340.44            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745466 | 2036-04-01      | 6.6000%  | 0.0000% | $2505.77           | $2595.22           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745539 | 2034-08-01      | 6.3210%  | 0.0000% | $351.94            | $364.02            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD745688 | 2034-07-01      | 6.2380%  | 0.0000% | $9861.01           | $10166.85          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745702 | 2034-11-01      | 6.3780%  | 0.0000% | $292.85            | $302.22            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745705 | 2032-11-01      | 5.8410%  | 0.0000% | $154.93            | $157.99            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745768 | 2036-07-01      | 6.3990%  | 0.0000% | $535.55            | $555.58            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745858 | 2036-08-01      | 6.5410%  | 0.0000% | $341.66            | $354.16            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745862 | 2035-04-01      | 6.2930%  | 0.0000% | $2023.36           | $2087.34           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745895 | 2036-10-01      | 6.5070%  | 0.0000% | $3234.92           | $3347.43           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.3980%  | 0.0000% | $1176.94           | $1209.36           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.3000%  | 0.0000% | $2291.41           | $2375.74           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS751531 | 2034-05-01      | 6.2100%  | 0.0000% | $2941.17           | $3036.39           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS754031 | 2033-12-01      | 5.8420%  | 0.0000% | $929.08            | $956.28            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB758614 | 2033-11-01      | 5.9050%  | 0.0000% | $3132.51           | $3217.29           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.0600%  | 0.0000% | $254.21            | $262.11            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD767672 | 2034-03-01      | 5.7600%  | 0.0000% | $339.59            | $349.30            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS768435 | 2034-01-01      | 5.6500%  | 0.0000% | $868.28            | $901.96            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $4581.81           | $4364.31           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $29868.68          | $28402.21          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $750.66            | $733.20            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $2443.50           | $2213.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $1527.45           | $1448.73           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $2168.62           | $2159.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4316 | 2052-07-01      | 3.5000%  | 0.0000% | $4158.96           | $3921.37           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  | 0.0000% | $2967.01           | $2973.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 GLCB5340 | 2052-12-01      | 5.5000%  | 0.0000% | $52792.90          | $53934.24          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $1200.57           | $1195.27           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4839 | 2052-10-01      | 5.5000%  | 0.0000% | $669.20            | $687.88            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $4321.35           | $4210.83           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB5878 | 2052-12-01      | 2.5000%  | 0.0000% | $691.40            | $599.58            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $797.59            | $777.61            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9564 | 2043-06-01      | 3.0000%  | 0.0000% | $10616.69          | $9977.00           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC1877 | 2039-09-01      | 4.5000%  | 0.0000% | $2317.60           | $2354.28           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA1658 | 2028-10-01      | 3.5000%  | 0.0000% | $35.99             | $35.90             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2161 | 2029-12-01      | 3.5000%  | 0.0000% | $73.51             | $73.16             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA2252 | 2045-03-01      | 3.5000%  | 0.0000% | $65.66             | $62.69             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $80.60             | $81.10             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $78.95             | $78.01             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $716.53            | $720.70            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $8830.69           | $8183.64           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $1032.56           | $914.07            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2863 | 2047-01-01      | 3.0000%  | 0.0000% | $836.85            | $775.02            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA2938 | 2047-03-01      | 4.5000%  | 0.0000% | $104.27            | $104.93            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $2908.13           | $2775.08           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  | 0.0000% | $973.99            | $956.40            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3357 | 2048-05-01      | 4.0000%  | 0.0000% | $95.63             | $94.33             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $178.57            | $180.14            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3383 | 2048-06-01      | 3.5000%  | 0.0000% | $435.43            | $415.54            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3389 | 2038-06-01      | 4.0000%  | 0.0000% | $1972.95           | $1965.05           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3393 | 2033-06-01      | 4.0000%  | 0.0000% | $3504.03           | $3528.27           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $4912.53           | $4677.25           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $19792.97          | $17247.45          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4441 | 2036-10-01      | 1.5000%  | 0.0000% | $624.68            | $569.18            | Agency Mortgage-Backed Securities |
| GNII SF CS4470 C     | 2053-08-20      | 6.0000%  | 0.0000% | $1464.86           | $1538.46           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4837 | 2053-05-01      | 4.5000%  | 0.0000% | $849.24            | $844.87            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  | 0.0000% | $922.56            | $869.28            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $188.41            | $179.40            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  | 0.0000% | $5048.83           | $4630.64           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  | 0.0000% | $628.68            | $629.38            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $2278.41           | $2087.52           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  | 0.0000% | $880.25            | $882.07            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $664.72            | $579.75            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $4123.14           | $3741.72           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8194 | 2052-02-01      | 2.5000%  | 0.0000% | $2274.09           | $1979.14           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $3967.52           | $3741.07           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $1528.66           | $1329.91           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $802.77            | $698.15            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $3059.87           | $2885.22           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $815.15            | $768.21            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  | 0.0000% | $720.89            | $738.99            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $741.02            | $758.25            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $707.18            | $723.94            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $733.49            | $750.72            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $5151.77           | $5118.12           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $820.64            | $830.07            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS770140 | 2034-03-01      | 6.3180%  | 0.0000% | $587.37            | $602.69            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB777058 | 2034-05-01      | 6.7770%  | 0.0000% | $4398.36           | $4520.80           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS778711 | 2034-05-01      | 6.2630%  | 0.0000% | $552.42            | $568.91            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD780365 | 2034-06-01      | 6.2730%  | 0.0000% | $1432.40           | $1478.92           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS781309 | 2034-07-01      | 6.3100%  | 0.0000% | $3448.46           | $3567.45           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD781563 | 2034-11-01      | 5.8740%  | 0.0000% | $1863.28           | $1913.28           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN784124 | 2034-12-01      | 5.8300%  | 0.0000% | $2404.69           | $2482.84           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB790762 | 2034-09-01      | 6.1650%  | 0.0000% | $725.76            | $741.93            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD791972 | 2034-09-01      | 6.3930%  | 0.0000% | $588.04            | $608.56            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB791961 | 2034-09-01      | 5.9380%  | 0.0000% | $2862.90           | $2903.20           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB793065 | 2034-08-01      | 6.6520%  | 0.0000% | $668.91            | $692.40            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB794792 | 2034-10-01      | 6.2120%  | 0.0000% | $1938.68           | $1998.24           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS795297 | 2044-07-01      | 5.1720%  | 0.0000% | $4.60              | $4.63              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN795718 | 2034-09-01      | 6.3000%  | 0.0000% | $2489.08           | $2568.98           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB800165 | 2034-12-01      | 5.7700%  | 0.0000% | $886.01            | $907.36            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB800171 | 2034-12-01      | 5.7550%  | 0.0000% | $2693.66           | $2755.53           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS801344 | 2034-10-01      | 6.3150%  | 0.0000% | $1158.11           | $1198.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB803594 | 2034-10-01      | 6.0850%  | 0.0000% | $2190.13           | $2251.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.1720%  | 0.0000% | $962.67            | $976.44            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.2100%  | 0.0000% | $790.32            | $823.66            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806776 | 2034-11-01      | 5.9080%  | 0.0000% | $3539.36           | $3624.87           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809319 | 2035-01-01      | 5.9200%  | 0.0000% | $856.56            | $883.58            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.2350%  | 0.0000% | $1746.20           | $1798.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN813586 | 2035-03-01      | 6.4250%  | 0.0000% | $52.97             | $54.61             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS813714 | 2035-01-01      | 5.5690%  | 0.0000% | $700.00            | $716.09            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB813842 | 2035-01-01      | 5.6390%  | 0.0000% | $990.91            | $1020.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB815195 | 2035-05-01      | 6.3150%  | 0.0000% | $2055.59           | $2102.25           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB816597 | 2035-02-01      | 6.4200%  | 0.0000% | $1574.90           | $1613.55           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.8100%  | 0.0000% | $929.44            | $967.56            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB820113 | 2034-11-01      | 6.5200%  | 0.0000% | $3397.72           | $3528.60           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821378 | 2035-05-01      | 6.0390%  | 0.0000% | $1712.10           | $1739.12           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821365 | 2035-05-01      | 6.4600%  | 0.0000% | $3787.34           | $3894.55           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823660 | 2035-05-01      | 6.5850%  | 0.0000% | $11.76             | $12.11             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL832414 | 2035-07-01      | 5.0000%  | 0.0000% | $122.13            | $125.88            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB838948 | 2035-08-01      | 5.7310%  | 0.0000% | $4971.54           | $5097.07           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  | 0.0000% | $845.53            | $870.92            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $1807.90           | $1760.21           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCB7766 | 2054-01-01      | 5.9730%  | 0.0000% | $6858.73           | $7112.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8221 | 2054-03-01      | 5.5000%  | 0.0000% | $86618.10          | $88858.23          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $931.65            | $926.12            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9348 | 2056-01-01      | 5.0000%  | 0.0000% | $998.86            | $1007.93           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9937 | 2056-01-01      | 6.0000%  | 0.0000% | $1160994.20        | $1201689.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG0782 | 2056-01-01      | 6.5000%  | 0.0000% | $2997.76           | $3157.58           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0147 | 2056-01-01      | 5.0000%  | 0.0000% | $1003.00           | $1014.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0491 | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1044.80           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1706 | 2056-02-01      | 6.0000%  | 0.0000% | $2120.00           | $2206.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1733 | 2056-02-01      | 5.5000%  | 0.0000% | $999.25            | $1023.66           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG1738 | 2056-02-01      | 4.6540%  | 0.0000% | $14767631.08       | $14984437.95       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1810 | 2056-02-01      | 5.5000%  | 0.0000% | $2016.00           | $2057.00           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $310.67            | $311.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | 0.0000% | $105.37            | $100.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $1069.42           | $1055.72           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $190.11            | $190.74            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $237.43            | $225.82            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $139.69            | $137.81            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $1661.83           | $1522.08           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $959.68            | $878.68            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $143.50            | $136.50            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $199.74            | $182.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $553.17            | $543.90            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $637.76            | $580.76            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  | 0.0000% | $644.49            | $538.37            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $3185.34           | $2778.65           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $22190.11          | $21175.26          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $666.89            | $581.64            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $868.59            | $876.18            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5325 | 2039-04-01      | 6.0000%  | 0.0000% | $1073.20           | $1115.42           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  | 0.0000% | $1849.90           | $1833.54           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5387 | 2054-06-01      | 5.0000%  | 0.0000% | $1036651.62        | $1045298.45        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $3031.46           | $2638.29           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | 0.0000% | $735.20            | $666.45            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $3133.93           | $2726.47           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $6600834.12        | $5982710.01        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $88027.18          | $83002.83          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  | 0.0000% | $7547.24           | $7184.53           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $3242.20           | $3055.96           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $823.11            | $745.82            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $3408.32           | $3318.43           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $2694.71           | $2716.78           | Agency Mortgage-Backed Securities |
| 03.000 FGPC U70087 G | 2027-05-01      | 3.0000%  | 0.0000% | $2797.39           | $2783.59           | Agency Mortgage-Backed Securities |
| 03.000 FGPC U40189 G | 2027-03-01      | 3.0000%  | 0.0000% | $4289.22           | $4269.64           | Agency Mortgage-Backed Securities |
| 04.500 FGPC V80530 G | 2043-10-01      | 4.5000%  | 0.0000% | $154.05            | $156.10            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81760 G | 2045-05-01      | 4.0000%  | 0.0000% | $2238.29           | $2220.72           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q25332 G | 2044-03-01      | 4.5000%  | 0.0000% | $264.59            | $268.10            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q44686 G | 2046-12-01      | 4.5000%  | 0.0000% | $1037.10           | $1035.52           | Agency Mortgage-Backed Securities |
| FKAR 04.100 WAWA2531 | 2052-05-01      | 4.1000%  | 0.0000% | $2204184.33        | $2016842.13        | Agency Mortgage-Backed Securities |
| FKAR 04.200 WAWA3903 | 2030-09-01      | 4.3500%  | 0.0000% | $1012.52           | $1020.73           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  | 0.0000% | $711.77            | $704.75            | Agency Mortgage-Backed Securities |
| FKAR 04.100 WAWA4493 | 2032-08-01      | 4.1000%  | 0.0000% | $4669.81           | $4683.90           | Agency Mortgage-Backed Securities |
| FKAR 03.560 WNWN0086 | 2035-08-01      | 3.5600%  | 0.0000% | $207849.00         | $197697.05         | Agency Mortgage-Backed Securities |
| FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  | 0.0000% | $7239078.00        | $5911201.85        | Agency Mortgage-Backed Securities |
| FKAR 04.150 WNWN1763 | 2032-10-10      | 4.1500%  | 0.0000% | $1601.00           | $1608.84           | Agency Mortgage-Backed Securities |
| FKAR 04.070 WNWN1258 | 2035-06-01      | 4.0700%  | 0.0000% | $13584632.00       | $13383300.20       | Agency Mortgage-Backed Securities |
| FKAR 04.200 WNWN1628 | 2032-07-01      | 4.2000%  | 0.0000% | $302444.00         | $305142.20         | Agency Mortgage-Backed Securities |
| FKAR 04.150 WNWN2735 | 2032-07-01      | 4.1500%  | 0.0000% | $46414663.00       | $46650552.62       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $162.99            | $162.55            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA1033 | 2049-07-01      | 3.0000%  | 0.0000% | $151.60            | $139.03            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G60201 G | 2044-12-01      | 4.5000%  | 0.0000% | $152.82            | $154.85            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61748 G | 2048-11-01      | 3.5000%  | 0.0000% | $339.70            | $327.02            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60994 G | 2045-01-01      | 3.5000%  | 0.0000% | $501.18            | $485.62            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61607 G | 2048-09-01      | 4.5000%  | 0.0000% | $694.30            | $701.46            | Agency Mortgage-Backed Securities |
| FMAR 972136 G        | 2034-01-01      | 5.8900%  | 0.0000% | $1217.12           | $1254.60           | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 6.2340%  | 0.0000% | $5507.61           | $5697.42           | Agency Mortgage-Backed Securities |
| FMAR 1B0097 G        | 2031-08-01      | 6.6580%  | 0.0000% | $2252.83           | $2313.57           | Agency Mortgage-Backed Securities |
| FMAR 1B0118 G        | 2031-08-01      | 6.6580%  | 0.0000% | $405.28            | $416.47            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6394 | 2055-04-01      | 6.0000%  | 0.0000% | $866.20            | $892.31            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE3695 | 2055-07-01      | 5.8160%  | 0.0000% | $2923670.81        | $3015118.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6103 | 2055-08-01      | 6.0000%  | 0.0000% | $3377490.09        | $3480207.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6165 | 2055-09-01      | 5.5000%  | 0.0000% | $966.41            | $986.03            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6943 | 2056-01-01      | 5.0000%  | 0.0000% | $997.08            | $1018.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1816 | 2056-02-01      | 5.5000%  | 0.0000% | $1072.00           | $1093.72           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1852 | 2056-02-01      | 5.5000%  | 0.0000% | $2030.52           | $2081.14           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0658 | 2054-10-01      | 4.5000%  | 0.0000% | $2738576.92        | $2718585.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0739 | 2050-02-01      | 5.5000%  | 0.0000% | $871.94            | $893.35            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA1529 | 2038-03-01      | 2.0000%  | 0.0000% | $978.49            | $910.79            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1995 | 2052-04-01      | 2.5000%  | 0.0000% | $991924.97         | $866383.53         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA2203 | 2055-08-01      | 7.0000%  | 0.0000% | $5905348.44        | $6229555.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2300 | 2054-07-01      | 6.5000%  | 0.0000% | $854.80            | $891.31            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $1554820.98        | $1345488.52        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  | 0.0000% | $1285143.41        | $1117682.22        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3343 | 2052-09-01      | 3.5000%  | 0.0000% | $965.53            | $918.93            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA4425 | 2055-08-01      | 7.0000%  | 0.0000% | $894.25            | $944.68            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4438 | 2056-02-01      | 5.0000%  | 0.0000% | $17061632.49       | $17227217.53       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $33706.13          | $31778.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $1592.59           | $1552.96           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $658.60            | $674.41            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $727.68            | $745.88            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $1324.07           | $1375.91           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $767.48            | $776.90            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $7737199.11        | $7831292.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $408878.92         | $406525.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $725.01            | $742.04            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA5036 | 2053-04-01      | 3.0000%  | 0.0000% | $2593.63           | $2348.42           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5042 | 2038-06-01      | 4.5000%  | 0.0000% | $11220.09          | $11299.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $844.59            | $796.03            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  | 0.0000% | $864.38            | $841.58            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $88970.45          | $91902.32          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  | 0.0000% | $2095.70           | $2159.63           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5508 | 2039-10-01      | 5.5000%  | 0.0000% | $609.94            | $628.61            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  | 0.0000% | $748.25            | $762.30            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  | 0.0000% | $2046.67           | $2110.41           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2221.01           | $2264.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5536 | 2039-11-01      | 5.5000%  | 0.0000% | $702.90            | $724.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  | 0.0000% | $3089.97           | $3209.91           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5547 | 2054-11-01      | 7.0000%  | 0.0000% | $1067.34           | $1126.30           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  | 0.0000% | $1877.82           | $1861.20           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  | 0.0000% | $373556.58         | $370250.61         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  | 0.0000% | $920.09            | $927.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $2226.25           | $2268.95           | Agency Mortgage-Backed Securities |
| GNII SF DO4620 C     | 2055-11-20      | 7.5000%  | 0.0000% | $997.96            | $1085.03           | Agency Mortgage-Backed Securities |
| GNII SF DO4870 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1531.33           | $1612.00           | Agency Mortgage-Backed Securities |
| GNII BD 605661 C     | 2034-09-20      | 6.0000%  | 0.0000% | $336.19            | $342.35            | Agency Mortgage-Backed Securities |
| GNII SF 002547 M     | 2028-02-20      | 6.5000%  | 0.0000% | $40.32             | $42.06             | Agency Mortgage-Backed Securities |
| GNII SF 003319 M     | 2032-12-20      | 5.0000%  | 0.0000% | $584.12            | $597.46            | Agency Mortgage-Backed Securities |
| GNII JM 004337 M     | 2039-01-20      | 6.0000%  | 0.0000% | $38.06             | $38.90             | Agency Mortgage-Backed Securities |
| GNII SF 004922 M     | 2041-01-20      | 4.0000%  | 0.0000% | $4275.25           | $4225.61           | Agency Mortgage-Backed Securities |
| GNII SF 005063 M     | 2041-05-20      | 6.0000%  | 0.0000% | $50.97             | $53.87             | Agency Mortgage-Backed Securities |
| GNII SF 005082 M     | 2041-06-20      | 4.5000%  | 0.0000% | $853.59            | $862.46            | Agency Mortgage-Backed Securities |
| GNII SF 005203 M     | 2041-10-20      | 4.0000%  | 0.0000% | $74.15             | $73.22             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA3399 | 2049-10-01      | 4.0000%  | 0.0000% | $151.64            | $149.42            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8207 | 2052-03-01      | 2.0000%  | 0.0000% | $1568.85           | $1296.93           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $4900.34           | $4448.76           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9332 | 2055-09-01      | 6.5000%  | 0.0000% | $996.22            | $1051.45           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF0189 | 2055-09-01      | 5.5990%  | 0.0000% | $1041535.24        | $1069862.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2716 | 2056-02-01      | 5.5000%  | 0.0000% | $1772083.00        | $1839523.56        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF2739 | 2056-02-01      | 7.0000%  | 0.0000% | $548926.00         | $582982.22         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2742 | 2056-02-01      | 6.0000%  | 0.0000% | $1517174.00        | $1591010.81        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3631 | 2055-11-01      | 6.5000%  | 0.0000% | $993.48            | $1040.74           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5232 | 2056-01-01      | 4.5000%  | 0.0000% | $998.92            | $991.93            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5240 | 2056-01-01      | 5.0000%  | 0.0000% | $1022.47           | $1035.80           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBE2954 | 2036-12-01      | 3.0000%  | 0.0000% | $43.24             | $40.85             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $137.97            | $139.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0241 | 2052-05-01      | 3.5000%  | 0.0000% | $1203.82           | $1146.37           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1675 | 2049-10-01      | 3.0000%  | 0.0000% | $37347.14          | $34252.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1001 | 2048-11-01      | 3.5000%  | 0.0000% | $1058.02           | $1003.45           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1090 | 2049-05-01      | 4.0000%  | 0.0000% | $329.56            | $325.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1567 | 2049-08-01      | 3.5000%  | 0.0000% | $837.78            | $797.38            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $171.71            | $169.67            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1649 | 2030-07-01      | 3.0000%  | 0.0000% | $3035.05           | $3005.75           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1886 | 2049-06-01      | 3.5000%  | 0.0000% | $352.05            | $335.69            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1986 | 2049-09-01      | 5.0000%  | 0.0000% | $348.38            | $357.87            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM2547 | 2035-02-01      | 3.0000%  | 0.0000% | $28279.52          | $27589.41          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  | 0.0000% | $295.90            | $303.25            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $4453.23           | $4368.66           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3769 | 2035-07-01      | 2.5000%  | 0.0000% | $1213.93           | $1159.96           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $927.97            | $910.14            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5893 | 2050-08-01      | 5.0000%  | 0.0000% | $323.99            | $333.18            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6147 | 2036-02-01      | 2.0000%  | 0.0000% | $4979.13           | $4631.65           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  | 0.0000% | $1963.75           | $2023.49           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  | 0.0000% | $683.85            | $696.75            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5618 | 2040-02-01      | 5.5000%  | 0.0000% | $1345.97           | $1387.03           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $1900.83           | $1884.01           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $830395.88         | $847113.60         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $949.75            | $895.08            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $948.60            | $956.10            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5713 | 2040-05-01      | 6.0000%  | 0.0000% | $1430.39           | $1485.52           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $947.86            | $955.40            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $3308.89           | $3371.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5747 | 2040-06-01      | 6.0000%  | 0.0000% | $2328.28           | $2418.02           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $1254.80           | $1182.57           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5738 | 2055-06-01      | 7.0000%  | 0.0000% | $708.57            | $747.47            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5786 | 2045-07-01      | 7.0000%  | 0.0000% | $810.97            | $856.01            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $875.50            | $901.74            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5795 | 2055-08-01      | 7.0000%  | 0.0000% | $464032.94         | $489802.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5801 | 2040-08-01      | 5.5000%  | 0.0000% | $806.81            | $831.36            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $638902.73         | $651765.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  | 0.0000% | $5429.79           | $5531.77           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  | 0.0000% | $1050.19           | $1071.33           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5869 | 2045-08-01      | 7.0000%  | 0.0000% | $989.71            | $1046.35           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | 0.0000% | $949167.62         | $968542.24         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  | 0.0000% | $8670139.09        | $8934997.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5972 | 2056-02-01      | 5.5000%  | 0.0000% | $904916.47         | $923321.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5973 | 2056-02-01      | 6.0000%  | 0.0000% | $614136.11         | $632912.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5951 | 2041-01-01      | 5.0000%  | 0.0000% | $979.82            | $998.22            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  | 0.0000% | $2914.60           | $3003.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5997 | 2056-02-01      | 5.0000%  | 0.0000% | $637478.00         | $642454.86         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE1831 | 2040-08-01      | 6.5000%  | 0.0000% | $750.64            | $779.07            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE1973 | 2040-09-01      | 6.5650%  | 0.0000% | $1243.38           | $1298.40           | Agency Mortgage-Backed Securities |
| GNAR AT 082547 M     | 2040-06-20      | 5.6250%  | 0.0000% | $783.73            | $801.24            | Agency Mortgage-Backed Securities |
| GNII SP 784345 C     | 2047-07-20      | 3.5000%  | 0.0000% | $474.73            | $461.26            | Agency Mortgage-Backed Securities |
| GNMI SP 784715 X     | 2048-05-15      | 4.0000%  | 0.0000% | $261.23            | $254.71            | Agency Mortgage-Backed Securities |
| GNMI SP 785002 X     | 2046-03-15      | 3.0000%  | 0.0000% | $1075.93           | $1007.95           | Agency Mortgage-Backed Securities |
| GNII SP 785164 C     | 2050-09-20      | 2.5000%  | 0.0000% | $697.53            | $601.74            | Agency Mortgage-Backed Securities |
| GNMI SP 785335 X     | 2047-03-15      | 5.0000%  | 0.0000% | $534.00            | $548.35            | Agency Mortgage-Backed Securities |
| GNII SP 785328 C     | 2051-02-20      | 3.5000%  | 0.0000% | $689.82            | $654.18            | Agency Mortgage-Backed Securities |
| GNII SP 786518 M     | 2050-12-20      | 4.5000%  | 0.0000% | $978.83            | $1007.46           | Agency Mortgage-Backed Securities |
| GNII SP 787353 C     | 2054-02-20      | 6.5000%  | 0.0000% | $1007.73           | $1071.64           | Agency Mortgage-Backed Securities |
| GNII SP 787622 C     | 2051-12-20      | 2.5000%  | 0.0000% | $3819.75           | $3369.82           | Agency Mortgage-Backed Securities |
| GNII SP 783523 M     | 2041-12-20      | 5.5000%  | 0.0000% | $3981.88           | $4187.75           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $1169.93           | $1067.90           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  | 0.0000% | $5645.20           | $5290.47           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0341 | 2036-04-01      | 2.5000%  | 0.0000% | $399367.97         | $381105.49         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $38580.66          | $33816.05          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0428 | 2036-05-01      | 2.0000%  | 0.0000% | $85654.43          | $79805.47          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB0545 | 2051-05-01      | 3.5000%  | 0.0000% | $480.03            | $455.06            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2666 | 2052-01-01      | 3.0000%  | 0.0000% | $1468.14           | $1329.42           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2103 | 2051-11-01      | 3.5000%  | 0.0000% | $622.33            | $590.44            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2928 | 2052-02-01      | 2.5000%  | 0.0000% | $12224.14          | $10597.03          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3174 | 2052-03-01      | 3.5000%  | 0.0000% | $674.34            | $639.61            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1801 | 2056-01-01      | 6.0000%  | 0.0000% | $983.15            | $1022.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1916 | 2056-02-01      | 5.5000%  | 0.0000% | $1023.14           | $1051.82           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888757 | 2037-09-01      | 6.5940%  | 0.0000% | $185.07            | $192.57            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1343 | 2040-08-01      | 4.5000%  | 0.0000% | $11915.88          | $12098.41          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  | 0.0000% | $536.41            | $544.68            | Agency Mortgage-Backed Securities |
| FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  | 0.0000% | $69.12             | $68.47             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5000 | 2056-02-01      | 5.5000%  | 0.0000% | $4408.80           | $4505.40           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6012 | 2056-01-01      | 5.0000%  | 0.0000% | $1731969.00        | $1745689.85        | Agency Mortgage-Backed Securities |
| GNII JM MA6030 M     | 2049-07-20      | 3.5000%  | 0.0000% | $5334.13           | $4937.40           | Agency Mortgage-Backed Securities |
| GNII JM MA8261 M     | 2052-09-20      | 4.5000%  | 0.0000% | $1182.51           | $1174.18           | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $3038.04           | $3131.88           | Agency Mortgage-Backed Securities |
| GNII SF MA9019 M     | 2053-07-20      | 6.5000%  | 0.0000% | $3031.31           | $3169.97           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7071 | 2047-12-01      | 4.5000%  | 0.0000% | $585.76            | $587.94            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $194.31            | $191.40            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS1124 | 2037-03-01      | 2.0000%  | 0.0000% | $54336.48          | $50573.32          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  | 0.0000% | $623.56            | $599.76            | Agency Mortgage-Backed Securities |
| FMAR 847415 G        | 2035-06-01      | 6.5040%  | 0.0000% | $1244.19           | $1295.21           | Agency Mortgage-Backed Securities |
| FMAR 847581 G        | 2036-07-01      | 6.5650%  | 0.0000% | $1066.63           | $1105.48           | Agency Mortgage-Backed Securities |
| 06.500 FGPC A43534 G | 2036-03-01      | 6.5000%  | 0.0000% | $265.38            | $276.63            | Agency Mortgage-Backed Securities |
| 06.500 FGPC A44039 G | 2036-03-01      | 6.5000%  | 0.0000% | $998.92            | $1063.09           | Agency Mortgage-Backed Securities |
| 05.000 FGPC A46671 G | 2035-08-01      | 5.0000%  | 0.0000% | $176.69            | $182.17            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A46675 G | 2035-08-01      | 4.5000%  | 0.0000% | $216.92            | $220.59            | Agency Mortgage-Backed Securities |
| 05.500 FGPC A48406 G | 2036-03-01      | 5.5000%  | 0.0000% | $317.24            | $332.96            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A48592 G | 2036-03-01      | 6.0000%  | 0.0000% | $1520.75           | $1596.15           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A51249 G | 2036-08-01      | 6.0000%  | 0.0000% | $3274.46           | $3402.21           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A52621 G | 2036-10-01      | 6.0000%  | 0.0000% | $3518.82           | $3738.16           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A52084 G | 2036-09-01      | 6.0000%  | 0.0000% | $96.92             | $101.61            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A52525 G | 2036-09-01      | 6.0000%  | 0.0000% | $152.69            | $158.25            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A54117 G | 2036-11-01      | 6.0000%  | 0.0000% | $761.87            | $796.78            | Agency Mortgage-Backed Securities |
| RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $277000.00         | $239684.78         | Corporate Debt Securities         |

### Security 320: Societe Generale

- **C.1 - Title:** Societe Generale 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: 988APR008, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 988APR008_3.67_0407
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $116577100.00      | $101223870.80      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $400618600.00      | $408777142.50      | U.S. Treasuries (including strips) |

### Security 321: Societe Generale

- **C.1 - Title:** Societe Generale 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: 988APU001, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 988APU001_3.67_0305
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 AH 30 | 2030-12-31      | 3.6250%  | 0.0000% | $119729000.00      | $120620742.90      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $382747200.00      | $389379346.70      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2026-03-06

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer